Searched refs:ScalingUpFactor (Results 1 – 2 of 2) sorted by relevance
1734 const unsigned ScalingUpFactor = 1024; in isProfitableToIfCvt() local1735 unsigned UnpredCost = Probability.scale(NumCycles * ScalingUpFactor); in isProfitableToIfCvt()1736 UnpredCost += ScalingUpFactor; // The branch itself in isProfitableToIfCvt()1737 UnpredCost += Subtarget.getMispredictionPenalty() * ScalingUpFactor / 10; in isProfitableToIfCvt()1739 return (NumCycles + ExtraPredCycles) * ScalingUpFactor <= UnpredCost; in isProfitableToIfCvt()1754 const unsigned ScalingUpFactor = 1024; in isProfitableToIfCvt() local1755 unsigned TUnpredCost = Probability.scale(TCycles * ScalingUpFactor); in isProfitableToIfCvt()1757 Probability.getCompl().scale(FCycles * ScalingUpFactor); in isProfitableToIfCvt()1759 UnpredCost += 1 * ScalingUpFactor; // The branch itself in isProfitableToIfCvt()1760 UnpredCost += Subtarget.getMispredictionPenalty() * ScalingUpFactor / 10; in isProfitableToIfCvt()[all …]
1924 const unsigned ScalingUpFactor = 1024; in isProfitableToIfCvt() local1926 unsigned PredCost = (TCycles + FCycles + TExtra + FExtra) * ScalingUpFactor; in isProfitableToIfCvt()1944 PredCost -= 1 * ScalingUpFactor; in isProfitableToIfCvt()1947 unsigned TUnpredCost = Probability.scale(TUnpredCycles * ScalingUpFactor); in isProfitableToIfCvt()1948 unsigned FUnpredCost = Probability.getCompl().scale(FUnpredCycles * ScalingUpFactor); in isProfitableToIfCvt()1953 PredCost += ((TCycles + FCycles - 4) / 4) * ScalingUpFactor; in isProfitableToIfCvt()1956 unsigned TUnpredCost = Probability.scale(TCycles * ScalingUpFactor); in isProfitableToIfCvt()1958 Probability.getCompl().scale(FCycles * ScalingUpFactor); in isProfitableToIfCvt()1960 UnpredCost += 1 * ScalingUpFactor; // The branch itself in isProfitableToIfCvt()1961 UnpredCost += Subtarget.getMispredictionPenalty() * ScalingUpFactor / 10; in isProfitableToIfCvt()