使用AVX最快的指数函数实现

Roy*_*oyi 7 x86 simd avx exponential avx2

我正在寻找在AVX元件(单精度浮点)上运行的指数函数的有效(快速)近似.即 - __m256 _mm256_exp_ps( __m256 x )没有SVML.

相对精度应该类似于~1e-6,或~20个尾数位(1 ^ 2 ^ 20).

如果用英特尔内在函数用C风格编写,我会很高兴.
代码应该是可移植的(Windows,macOS,Linux,MSVC,ICC,GCC等).


这类似于使用SSE的指数函数的最快实现,但是这个问题寻求非常快速且精度低(当前的答案提供了大约1e-3的精度).

此外,这个问题是寻找AVX/AVX2(和FMA).但请注意,这两个问题的答案很容易在SSE4 __m128或AVX2 之间移植__m256,因此未来读者应根据所需的精度/性能权衡进行选择.

nju*_*ffa 8

由于 的快速计算exp()需要对 IEEE-754 浮点操作数的指数字段进行操作,AVX因此并不真正适合这种计算,因为它缺少整数运算。因此,我将重点放在AVX2. 对融合乘法的支持在技术上是一个独立于 的功能AVX2,因此我提供了两个代码路径,使用和不使用 FMA,由宏控制USE_FMA

下面计算代码exp()将近10所需的精度-6。在这里使用 FMA 并没有提供任何显着的改进,但它应该在支持它的平台上提供性能优势。

用于较低精度 SSE 实现的先前答案中使用的算法不能完全扩展到相当准确的实现,因为它包含一些具有较差数值属性的计算,但是在该上下文中无关紧要。代替计算电子商务X = 2* 2 ˚F,用f在[0,1]或f在[-½1/2],它是有利的计算E X = 2* E ˚Ff在较窄区间[-½log2 , ½log 2], 其中log表示自然对数。

为此,我们首先计算i = rint(x * log2(e)),然后计算f = x - log(2) * i重要的是,后一种计算需要采用高于本机的精度来提供准确的简化参数以传递给核心近似。为此,我们使用 Cody-Waite 方案,该方案首次发表于 WJ Cody & W. Waite,“基本功能的软件手册”,Prentice Hall 1980。常量 log(2) 被分成较大的“高”部分幅度和幅度小得多的“低”部分,保持“高”部分和数学常数之间的差异。

在尾数中选择具有足够尾随零位的高部分,使得i与“高”部分的乘积可以以本机精度准确表示。在这里,我选择了一个带有八个尾随零位的“高”部分,因为它i肯定适合八位。

本质上,我们计算 f = x - i * log(2) high - i * log(2) low。这个简化的参数被传递到核心近似中,它是一个多项式极小极大近似,结果按 2 i缩放,如上一个答案。

#include <immintrin.h>

#define USE_FMA 0

/* compute exp(x) for x in [-87.33654f, 88.72283] 
   maximum relative error: 3.1575e-6 (USE_FMA = 0); 3.1533e-6 (USE_FMA = 1)
*/
__m256 faster_more_accurate_exp_avx2 (__m256 x)
{
    __m256 t, f, p, r;
    __m256i i, j;

    const __m256 l2e = _mm256_set1_ps (1.442695041f); /* log2(e) */
    const __m256 l2h = _mm256_set1_ps (-6.93145752e-1f); /* -log(2)_hi */
    const __m256 l2l = _mm256_set1_ps (-1.42860677e-6f); /* -log(2)_lo */
    /* coefficients for core approximation to exp() in [-log(2)/2, log(2)/2] */
    const __m256 c0 =  _mm256_set1_ps (0.041944388f);
    const __m256 c1 =  _mm256_set1_ps (0.168006673f);
    const __m256 c2 =  _mm256_set1_ps (0.499999940f);
    const __m256 c3 =  _mm256_set1_ps (0.999956906f);
    const __m256 c4 =  _mm256_set1_ps (0.999999642f);

    /* exp(x) = 2^i * e^f; i = rint (log2(e) * x), f = x - log(2) * i */
    t = _mm256_mul_ps (x, l2e);      /* t = log2(e) * x */
    r = _mm256_round_ps (t, _MM_FROUND_TO_NEAREST_INT | _MM_FROUND_NO_EXC); /* r = rint (t) */

#if USE_FMA
    f = _mm256_fmadd_ps (r, l2h, x); /* x - log(2)_hi * r */
    f = _mm256_fmadd_ps (r, l2l, f); /* f = x - log(2)_hi * r - log(2)_lo * r */
#else // USE_FMA
    p = _mm256_mul_ps (r, l2h);      /* log(2)_hi * r */
    f = _mm256_add_ps (x, p);        /* x - log(2)_hi * r */
    p = _mm256_mul_ps (r, l2l);      /* log(2)_lo * r */
    f = _mm256_add_ps (f, p);        /* f = x - log(2)_hi * r - log(2)_lo * r */
#endif // USE_FMA

    i = _mm256_cvtps_epi32(t);       /* i = (int)rint(t) */

    /* p ~= exp (f), -log(2)/2 <= f <= log(2)/2 */
    p = c0;                          /* c0 */
#if USE_FMA
    p = _mm256_fmadd_ps (p, f, c1);  /* c0*f+c1 */
    p = _mm256_fmadd_ps (p, f, c2);  /* (c0*f+c1)*f+c2 */
    p = _mm256_fmadd_ps (p, f, c3);  /* ((c0*f+c1)*f+c2)*f+c3 */
    p = _mm256_fmadd_ps (p, f, c4);  /* (((c0*f+c1)*f+c2)*f+c3)*f+c4 ~= exp(f) */
#else // USE_FMA
    p = _mm256_mul_ps (p, f);        /* c0*f */
    p = _mm256_add_ps (p, c1);       /* c0*f+c1 */
    p = _mm256_mul_ps (p, f);        /* (c0*f+c1)*f */
    p = _mm256_add_ps (p, c2);       /* (c0*f+c1)*f+c2 */
    p = _mm256_mul_ps (p, f);        /* ((c0*f+c1)*f+c2)*f */
    p = _mm256_add_ps (p, c3);       /* ((c0*f+c1)*f+c2)*f+c3 */
    p = _mm256_mul_ps (p, f);        /* (((c0*f+c1)*f+c2)*f+c3)*f */
    p = _mm256_add_ps (p, c4);       /* (((c0*f+c1)*f+c2)*f+c3)*f+c4 ~= exp(f) */
#endif // USE_FMA

    /* exp(x) = 2^i * p */
    j = _mm256_slli_epi32 (i, 23); /* i << 23 */
    r = _mm256_castsi256_ps (_mm256_add_epi32 (j, _mm256_castps_si256 (p))); /* r = p * 2^i */

    return r;
}
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如果需要更高的精度,可以使用以下一组系数将多项式近似的次数增加一个:

/* maximum relative error: 1.7428e-7 (USE_FMA = 0); 1.6586e-7 (USE_FMA = 1) */
const __m256 c0 =  _mm256_set1_ps (0.008301110f);
const __m256 c1 =  _mm256_set1_ps (0.041906696f);
const __m256 c2 =  _mm256_set1_ps (0.166674897f);
const __m256 c3 =  _mm256_set1_ps (0.499990642f);
const __m256 c4 =  _mm256_set1_ps (0.999999762f);
const __m256 c5 =  _mm256_set1_ps (1.000000000f);
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wim*_*wim 6

exp来自avx_mathfun的函数使用范围缩减结合类似Chebyshev近似的多项式来exp与AVX指令并行计算8- s.使用正确的编译器设置,以确保addpsmulps融合到FMA指令,在可能的情况.

将原始exp代码从avx_mathfun调整为可移植(跨不同编译器)C/AVX2内在函数代码非常简单.原始代码使用gcc样式对齐属性和巧妙的宏._mm256_set1_ps()改为使用标准的代码低于小测试代码和表格.修改后的代码需要AVX2.

以下代码用于简单测试:

int main(){
    int i;
    float xv[8];
    float yv[8];
    __m256 x = _mm256_setr_ps(1.0f, 2.0f, 3.0f ,4.0f ,5.0f, 6.0f, 7.0f, 8.0f);
    __m256 y = exp256_ps(x);
    _mm256_store_ps(xv,x);
    _mm256_store_ps(yv,y);

    for (i=0;i<8;i++){
        printf("i = %i, x = %e, y = %e \n",i,xv[i],yv[i]);
    }
    return 0;
}
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输出似乎没问题:

i = 0, x = 1.000000e+00, y = 2.718282e+00 
i = 1, x = 2.000000e+00, y = 7.389056e+00 
i = 2, x = 3.000000e+00, y = 2.008554e+01 
i = 3, x = 4.000000e+00, y = 5.459815e+01 
i = 4, x = 5.000000e+00, y = 1.484132e+02 
i = 5, x = 6.000000e+00, y = 4.034288e+02 
i = 6, x = 7.000000e+00, y = 1.096633e+03 
i = 7, x = 8.000000e+00, y = 2.980958e+03 
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修改后的代码(AVX2)是:

#include <stdio.h>
#include <immintrin.h>
/*     gcc -O3 -m64 -Wall -mavx2 -march=broadwell  expc.c    */

__m256 exp256_ps(__m256 x) {
/* Modified code. The original code is here: https://github.com/reyoung/avx_mathfun

   AVX implementation of exp
   Based on "sse_mathfun.h", by Julien Pommier
   http://gruntthepeon.free.fr/ssemath/
   Copyright (C) 2012 Giovanni Garberoglio
   Interdisciplinary Laboratory for Computational Science (LISC)
   Fondazione Bruno Kessler and University of Trento
   via Sommarive, 18
   I-38123 Trento (Italy)
  This software is provided 'as-is', without any express or implied
  warranty.  In no event will the authors be held liable for any damages
  arising from the use of this software.
  Permission is granted to anyone to use this software for any purpose,
  including commercial applications, and to alter it and redistribute it
  freely, subject to the following restrictions:
  1. The origin of this software must not be misrepresented; you must not
     claim that you wrote the original software. If you use this software
     in a product, an acknowledgment in the product documentation would be
     appreciated but is not required.
  2. Altered source versions must be plainly marked as such, and must not be
     misrepresented as being the original software.
  3. This notice may not be removed or altered from any source distribution.
  (this is the zlib license)
*/
/* 
  To increase the compatibility across different compilers the original code is
  converted to plain AVX2 intrinsics code without ingenious macro's,
  gcc style alignment attributes etc. The modified code requires AVX2
*/
__m256   exp_hi        = _mm256_set1_ps(88.3762626647949f);
__m256   exp_lo        = _mm256_set1_ps(-88.3762626647949f);

__m256   cephes_LOG2EF = _mm256_set1_ps(1.44269504088896341);
__m256   cephes_exp_C1 = _mm256_set1_ps(0.693359375);
__m256   cephes_exp_C2 = _mm256_set1_ps(-2.12194440e-4);

__m256   cephes_exp_p0 = _mm256_set1_ps(1.9875691500E-4);
__m256   cephes_exp_p1 = _mm256_set1_ps(1.3981999507E-3);
__m256   cephes_exp_p2 = _mm256_set1_ps(8.3334519073E-3);
__m256   cephes_exp_p3 = _mm256_set1_ps(4.1665795894E-2);
__m256   cephes_exp_p4 = _mm256_set1_ps(1.6666665459E-1);
__m256   cephes_exp_p5 = _mm256_set1_ps(5.0000001201E-1);
__m256   tmp           = _mm256_setzero_ps(), fx;
__m256i  imm0;
__m256   one           = _mm256_set1_ps(1.0f);

        x     = _mm256_min_ps(x, exp_hi);
        x     = _mm256_max_ps(x, exp_lo);

  /* express exp(x) as exp(g + n*log(2)) */
        fx    = _mm256_mul_ps(x, cephes_LOG2EF);
        fx    = _mm256_add_ps(fx, _mm256_set1_ps(0.5f));
        tmp   = _mm256_floor_ps(fx);
__m256  mask  = _mm256_cmp_ps(tmp, fx, _CMP_GT_OS);    
        mask  = _mm256_and_ps(mask, one);
        fx    = _mm256_sub_ps(tmp, mask);
        tmp   = _mm256_mul_ps(fx, cephes_exp_C1);
__m256  z     = _mm256_mul_ps(fx, cephes_exp_C2);
        x     = _mm256_sub_ps(x, tmp);
        x     = _mm256_sub_ps(x, z);
        z     = _mm256_mul_ps(x,x);

__m256  y     = cephes_exp_p0;
        y     = _mm256_mul_ps(y, x);
        y     = _mm256_add_ps(y, cephes_exp_p1);
        y     = _mm256_mul_ps(y, x);
        y     = _mm256_add_ps(y, cephes_exp_p2);
        y     = _mm256_mul_ps(y, x);
        y     = _mm256_add_ps(y, cephes_exp_p3);
        y     = _mm256_mul_ps(y, x);
        y     = _mm256_add_ps(y, cephes_exp_p4);
        y     = _mm256_mul_ps(y, x);
        y     = _mm256_add_ps(y, cephes_exp_p5);
        y     = _mm256_mul_ps(y, z);
        y     = _mm256_add_ps(y, x);
        y     = _mm256_add_ps(y, one);

  /* build 2^n */
        imm0  = _mm256_cvttps_epi32(fx);
        imm0  = _mm256_add_epi32(imm0, _mm256_set1_epi32(0x7f));
        imm0  = _mm256_slli_epi32(imm0, 23);
__m256  pow2n = _mm256_castsi256_ps(imm0);
        y     = _mm256_mul_ps(y, pow2n);
        return y;
}

int main(){
    int i;
    float xv[8];
    float yv[8];
    __m256 x = _mm256_setr_ps(1.0f, 2.0f, 3.0f ,4.0f ,5.0f, 6.0f, 7.0f, 8.0f);
    __m256 y = exp256_ps(x);
    _mm256_store_ps(xv,x);
    _mm256_store_ps(yv,y);

    for (i=0;i<8;i++){
        printf("i = %i, x = %e, y = %e \n",i,xv[i],yv[i]);
    }
    return 0;
}
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正如@Peter Cordes指出的那样,应该可以替换_mm256_floor_ps(fx + 0.5f)by _mm256_round_ps(fx).而且,mask = _mm256_cmp_ps(tmp, fx, _CMP_GT_OS);接下来的两行似乎是多余的.进一步优化组合是可能的cephes_exp_C1cephes_exp_C2inv_LOG2EF.这导致以下代码未经过彻底测试!

#include <stdio.h>
#include <immintrin.h>
#include <math.h>
/*    gcc -O3 -m64 -Wall -mavx2 -march=broadwell  expc.c -lm     */

__m256 exp256_ps(__m256 x) {
/* Modified code from this source: https://github.com/reyoung/avx_mathfun

   AVX implementation of exp
   Based on "sse_mathfun.h", by Julien Pommier
   http://gruntthepeon.free.fr/ssemath/
   Copyright (C) 2012 Giovanni Garberoglio
   Interdisciplinary Laboratory for Computational Science (LISC)
   Fondazione Bruno Kessler and University of Trento
   via Sommarive, 18
   I-38123 Trento (Italy)
  This software is provided 'as-is', without any express or implied
  warranty.  In no event will the authors be held liable for any damages
  arising from the use of this software.
  Permission is granted to anyone to use this software for any purpose,
  including commercial applications, and to alter it and redistribute it
  freely, subject to the following restrictions:
  1. The origin of this software must not be misrepresented; you must not
     claim that you wrote the original software. If you use this software
     in a product, an acknowledgment in the product documentation would be
     appreciated but is not required.
  2. Altered source versions must be plainly marked as such, and must not be
     misrepresented as being the original software.
  3. This notice may not be removed or altered from any source distribution.
  (this is the zlib license)

*/
/* 
  To increase the compatibility across different compilers the original code is
  converted to plain AVX2 intrinsics code without ingenious macro's,
  gcc style alignment attributes etc.
  Moreover, the part "express exp(x) as exp(g + n*log(2))" has been significantly simplified.
  This modified code is not thoroughly tested!
*/


__m256   exp_hi        = _mm256_set1_ps(88.3762626647949f);
__m256   exp_lo        = _mm256_set1_ps(-88.3762626647949f);

__m256   cephes_LOG2EF = _mm256_set1_ps(1.44269504088896341f);
__m256   inv_LOG2EF    = _mm256_set1_ps(0.693147180559945f);

__m256   cephes_exp_p0 = _mm256_set1_ps(1.9875691500E-4);
__m256   cephes_exp_p1 = _mm256_set1_ps(1.3981999507E-3);
__m256   cephes_exp_p2 = _mm256_set1_ps(8.3334519073E-3);
__m256   cephes_exp_p3 = _mm256_set1_ps(4.1665795894E-2);
__m256   cephes_exp_p4 = _mm256_set1_ps(1.6666665459E-1);
__m256   cephes_exp_p5 = _mm256_set1_ps(5.0000001201E-1);
__m256   fx;
__m256i  imm0;
__m256   one           = _mm256_set1_ps(1.0f);

        x     = _mm256_min_ps(x, exp_hi);
        x     = _mm256_max_ps(x, exp_lo);

  /* express exp(x) as exp(g + n*log(2)) */
        fx     = _mm256_mul_ps(x, cephes_LOG2EF);
        fx     = _mm256_round_ps(fx, _MM_FROUND_TO_NEAREST_INT |_MM_FROUND_NO_EXC);
__m256  z      = _mm256_mul_ps(fx, inv_LOG2EF);
        x      = _mm256_sub_ps(x, z);
        z      = _mm256_mul_ps(x,x);

__m256  y      = cephes_exp_p0;
        y      = _mm256_mul_ps(y, x);
        y      = _mm256_add_ps(y, cephes_exp_p1);
        y      = _mm256_mul_ps(y, x);
        y      = _mm256_add_ps(y, cephes_exp_p2);
        y      = _mm256_mul_ps(y, x);
        y      = _mm256_add_ps(y, cephes_exp_p3);
        y      = _mm256_mul_ps(y, x);
        y      = _mm256_add_ps(y, cephes_exp_p4);
        y      = _mm256_mul_ps(y, x);
        y      = _mm256_add_ps(y, cephes_exp_p5);
        y      = _mm256_mul_ps(y, z);
        y      = _mm256_add_ps(y, x);
        y      = _mm256_add_ps(y, one);

  /* build 2^n */
        imm0   = _mm256_cvttps_epi32(fx);
        imm0   = _mm256_add_epi32(imm0, _mm256_set1_epi32(0x7f));
        imm0   = _mm256_slli_epi32(imm0, 23);
__m256  pow2n  = _mm256_castsi256_ps(imm0);
        y      = _mm256_mul_ps(y, pow2n);
        return y;
}

int main(){
    int i;
    float xv[8];
    float yv[8];
    __m256 x = _mm256_setr_ps(11.0f, -12.0f, 13.0f ,-14.0f ,15.0f, -16.0f, 17.0f, -18.0f);
    __m256 y = exp256_ps(x);
    _mm256_store_ps(xv,x);
    _mm256_store_ps(yv,y);

 /* compare exp256_ps with the double precision exp from math.h, 
    print the relative error             */
    printf("i      x                     y = exp256_ps(x)      double precision exp        relative error\n\n");
    for (i=0;i<8;i++){ 
        printf("i = %i  x =%16.9e   y =%16.9e   exp_dbl =%16.9e   rel_err =%16.9e\n",
           i,xv[i],yv[i],exp((double)(xv[i])),
           ((double)(yv[i])-exp((double)(xv[i])))/exp((double)(xv[i])) );
    }
    return 0;
}
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下表通过比较exp256_ps和exp来自的双精度,给出了某些点的准确性印象math.h.相对错误位于最后一列.

i      x                     y = exp256_ps(x)      double precision exp        relative error

i = 0  x = 1.000000000e+00   y = 2.718281746e+00   exp_dbl = 2.718281828e+00   rel_err =-3.036785947e-08
i = 1  x =-2.000000000e+00   y = 1.353352815e-01   exp_dbl = 1.353352832e-01   rel_err =-1.289636419e-08
i = 2  x = 3.000000000e+00   y = 2.008553696e+01   exp_dbl = 2.008553692e+01   rel_err = 1.672817689e-09
i = 3  x =-4.000000000e+00   y = 1.831563935e-02   exp_dbl = 1.831563889e-02   rel_err = 2.501162103e-08
i = 4  x = 5.000000000e+00   y = 1.484131622e+02   exp_dbl = 1.484131591e+02   rel_err = 2.108215155e-08
i = 5  x =-6.000000000e+00   y = 2.478752285e-03   exp_dbl = 2.478752177e-03   rel_err = 4.380257261e-08
i = 6  x = 7.000000000e+00   y = 1.096633179e+03   exp_dbl = 1.096633158e+03   rel_err = 1.849522682e-08
i = 7  x =-8.000000000e+00   y = 3.354626242e-04   exp_dbl = 3.354626279e-04   rel_err =-1.101575118e-08
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  • @PeterCordes我明白了.实际上``0.693359375`有一个浮点表示,最后有15个零位.因此,将"0.693359375"乘以一个小整数应该是准确的,这个大/小分裂可能有助于提高准确性. (2认同)
  • 那可能就是这样.当然,如果FMA可用,则暂时没有四舍五入.:) (2认同)

Evg*_*tov 6

I played a lot with this, and discovered this one, that has relative accuracy about ~1-07e and simple to convert to vector instructions. Having only 4 constants, 5 multiplications and 1 division this is twice as fast as built-in exp() function.

float fast_exp(float x)
{
    const float c1 = 0.007972914726F;
    const float c2 = 0.1385283768F;
    const float c3 = 2.885390043F;
    const float c4 = 1.442695022F;      
    x *= c4; //convert to 2^(x)
    int intPart = (int)x;
    x -= intPart;
    float xx = x * x;
    float a = x + c1 * xx * x;
    float b = c3 + c2 * xx;
    float res = (b + a) / (b - a);
    reinterpret_cast<int &>(res) += intPart << 23; // res *= 2^(intPart)
    return res;
}
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Converting to AVX1 (updated)

__m256 _mm256_exp_ps(__m256 _x)
{
    __m256 c1 = _mm256_set1_ps(0.007972914726F);
    __m256 c2 = _mm256_set1_ps(0.1385283768F);
    __m256 c3 = _mm256_set1_ps(2.885390043F);
    __m256 c4 = _mm256_set1_ps(1.442695022F);
    __m256 x = _mm256_mul_ps(_x, c4); //convert to 2^(x)
    __m256 intPartf = _mm256_round_ps(x, _MM_FROUND_TO_ZERO | _MM_FROUND_NO_EXC);
    x = _mm256_sub_ps(x, intPartf);
    __m256 xx = _mm256_mul_ps(x, x);
    __m256 a = _mm256_add_ps(x, _mm256_mul_ps(c1, _mm256_mul_ps(xx, x))); //can be improved with FMA
    __m256 b = _mm256_add_ps(c3, _mm256_mul_ps(c2, xx));
    __m256 res = _mm256_div_ps(_mm256_add_ps(b, a), _mm256_sub_ps(b, a));
    __m256i intPart = _mm256_cvtps_epi32(intPartf); //res = 2^intPart. Can be improved with AVX2!
    __m128i ii0 = _mm_slli_epi32(_mm256_castsi256_si128(intPart), 23);
    __m128i ii1 = _mm_slli_epi32(_mm256_extractf128_si256(intPart, 1), 23);     
    __m128i res_0 = _mm_add_epi32(ii0, _mm256_castsi256_si128(_mm256_castps_si256(res)));
    __m128i res_1 = _mm_add_epi32(ii1, _mm256_extractf128_si256(_mm256_castps_si256(res), 1));
    return _mm256_insertf128_ps(_mm256_castsi256_ps(_mm256_castsi128_si256(res_0)), _mm_castsi128_ps(res_1), 1);
}
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An AVX2 version could use _mm256_slli_epi32(intPart, 23) and so on, without splitting into 128-bit halves for integer. And could manually use _mm256_fmadd_ps for some of the polynomial; not all compilers contract by default, especially not across statements. Almost all CPUs with AVX2 have FMA, the exception being one Via model that's not widely used.