/**
Purpose
-------
DGETF2_NOPIV computes an LU factorization of a general m-by-n
matrix A without pivoting.
The factorization has the form
A = L * U
where L is lower triangular with unit diagonal elements (lower
trapezoidal if m > n), and U is upper triangular (upper
trapezoidal if m < n).
This is the right-looking Level 2 BLAS version of the algorithm.
This is a CPU-only (not accelerated) version.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the m by n matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -k, the k-th argument had an illegal value
- > 0: if INFO = k, U(k,k) is exactly zero. The factorization
has been completed, but the factor U is exactly
singular, and division by zero will occur if it is used
to solve a system of equations.
@ingroup magma_dgesv_aux
********************************************************************/
extern "C" magma_int_t
magma_dgetf2_nopiv(
magma_int_t m, magma_int_t n,
double *A, magma_int_t lda,
magma_int_t *info)
{
#define A(i_,j_) (A + (i_) + (j_)*lda)
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t ione = 1;
magma_int_t min_mn, m_j, n_j;
double inv_Ajj;
magma_int_t i, j;
double sfmin;
A -= 1 + lda;
/* Function Body */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
/* Compute machine safe minimum */
sfmin = lapackf77_dlamch("S");
min_mn = min(m,n);
for (j = 1; j <= min_mn; ++j) {
/* Test for singularity. */
if ( ! MAGMA_D_EQUAL( *A(j,j), c_zero)) {
/* Compute elements J+1:M of J-th column. */
if (j < m) {
if (MAGMA_D_ABS( *A(j,j) ) >= sfmin) {
m_j = m - j;
inv_Ajj = MAGMA_D_DIV(c_one, *A(j,j));
blasf77_dscal( &m_j, &inv_Ajj, A(j+1,j), &ione );
}
else {
m_j = m - j;
for (i = 1; i <= m_j; ++i) {
*A(j+i,j) = MAGMA_D_DIV( *A(j+i,j), *A(j,j) );
}
}
}
}
else if (*info == 0) {
*info = j;
}
if (j < min_mn) {
/* Update trailing submatrix. */
m_j = m - j;
n_j = n - j;
blasf77_dger( &m_j, &n_j, &c_neg_one,
A(j+1,j), &ione,
A(j,j+1), &lda,
A(j+1,j+1), &lda );
}
}
return *info;
} /* magma_dgetf2_nopiv */
/**
Purpose
-------
DGEEV computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**T * A = lambda(j) * u(j)**T
where u(j)**T denotes the transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
---------
@param[in]
jobvl magma_vec_t
- = MagmaNoVec: left eigenvectors of A are not computed;
- = MagmaVec: left eigenvectors of are computed.
@param[in]
jobvr magma_vec_t
- = MagmaNoVec: right eigenvectors of A are not computed;
- = MagmaVec: right eigenvectors of A are computed.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
wr DOUBLE PRECISION array, dimension (N)
@param[out]
wi DOUBLE PRECISION array, dimension (N)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Complex
conjugate pairs of eigenvalues appear consecutively
with the eigenvalue having the positive imaginary part
first.
@param[out]
VL DOUBLE PRECISION array, dimension (LDVL,N)
If JOBVL = MagmaVec, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = MagmaNoVec, VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
@param[in]
ldvl INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = MagmaVec, LDVL >= N.
@param[out]
VR DOUBLE PRECISION array, dimension (LDVR,N)
If JOBVR = MagmaVec, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = MagmaNoVec, VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
@param[in]
ldvr INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = MagmaVec, LDVR >= N.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= (2+nb)*N.
For optimal performance, LWORK >= (2+2*nb)*N.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
@ingroup magma_dgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_dgeev_m(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
double *A, magma_int_t lda,
double *wr, double *wi,
double *VL, magma_int_t ldvl,
double *VR, magma_int_t ldvr,
double *work, magma_int_t lwork,
magma_int_t *info )
{
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
const magma_int_t ione = 1;
const magma_int_t izero = 0;
double d__1, d__2;
double r, cs, sn, scl;
double dum[1], eps;
double anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, nb;
magma_int_t scalea, minwrk, optwrk, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
magma_timer_t time_total=0, time_gehrd=0, time_unghr=0, time_hseqr=0, time_trevc=0, time_sum=0;
magma_flops_t flop_total=0, flop_gehrd=0, flop_unghr=0, flop_hseqr=0, flop_trevc=0, flop_sum=0;
timer_start( time_total );
flops_start( flop_total );
*info = 0;
lquery = (lwork == -1);
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -9;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -11;
}
/* Compute workspace */
nb = magma_get_dgehrd_nb( n );
if (*info == 0) {
minwrk = (2 + nb)*n;
optwrk = (2 + 2*nb)*n;
work[0] = MAGMA_D_MAKE( (double) optwrk, 0. );
if (lwork < minwrk && ! lquery) {
*info = -13;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(Version3) || defined(Version4) || defined(Version5)
double *dT;
if (MAGMA_SUCCESS != magma_dmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version4) || defined(Version5)
double *T;
if (MAGMA_SUCCESS != magma_dmalloc_cpu( &T, nb*n )) {
magma_free( dT );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_dlamch( "P" );
smlnum = lapackf77_dlamch( "S" );
bignum = 1. / smlnum;
lapackf77_dlabad( &smlnum, &bignum );
smlnum = magma_dsqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_dlange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_dlascl( "G", &izero, &izero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (Workspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_dgebal( "B", &n, A, &lda, &ilo, &ihi, &work[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (Workspace: need 3*N, prefer 2*N + N*NB)
* - including N reserved for gebal/gebak, unused by dgehrd */
itau = ibal + n;
iwrk = itau + n;
liwrk = lwork - iwrk;
timer_start( time_gehrd );
flops_start( flop_gehrd );
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_dgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_dgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_dgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version4) || defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_dgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &ierr );
magma_dsetmatrix( nb, n, T, nb, dT, nb );
#endif
time_sum += timer_stop( time_gehrd );
flop_sum += flops_stop( flop_gehrd );
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_dlacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate orthogonal matrix in VL
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by dorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_dorghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3) || defined(Version4)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_dorghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_dorghr_m( n, ilo, ihi, VL, ldvl, &work[itau], T, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
timer_start( time_hseqr );
flops_start( flop_hseqr );
/* Perform QR iteration, accumulating Schur vectors in VL
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by dhseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
VL, &ldvl, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_dlacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_dlacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate orthogonal matrix in VR
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by dorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_dorghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3) || defined(Version4)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_dorghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_dorghr_m( n, ilo, ihi, VR, ldvr, &work[itau], T, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
/* Perform QR iteration, accumulating Schur vectors in VR
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by dhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
else {
/* Compute eigenvalues only
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by dhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "E", "N", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
/* If INFO > 0 from DHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
timer_start( time_trevc );
flops_start( flop_trevc );
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (Workspace: need 4*N, prefer (2 + 2*nb)*N)
* - including N reserved for gebal/gebak, unused by dtrevc */
liwrk = lwork - iwrk;
#if TREVC_VERSION == 1
lapackf77_dtrevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &ierr );
#elif TREVC_VERSION == 2
lapackf77_dtrevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &ierr );
#elif TREVC_VERSION == 3
magma_dtrevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 4
magma_dtrevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 5
magma_dtrevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#else
#error Unknown TREVC_VERSION
#endif
}
time_sum += timer_stop( time_trevc );
flop_sum += flops_stop( flop_trevc );
if (wantvl) {
/* Undo balancing of left eigenvectors
* (Workspace: need N) */
lapackf77_dgebak( "B", "L", &n, &ilo, &ihi, &work[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_dnrm2( n, VL(0,i), 1 );
blasf77_dscal( &n, &scl, VL(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_dnrm2( n, VL(0,i), 1 );
d__2 = magma_cblas_dnrm2( n, VL(0,i+1), 1 );
scl = 1. / lapackf77_dlapy2( &d__1, &d__2 );
blasf77_dscal( &n, &scl, VL(0,i), &ione );
blasf77_dscal( &n, &scl, VL(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VL(k,i);
d__2 = *VL(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_idamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_dlartg( VL(k,i), VL(k,i+1), &cs, &sn, &r );
blasf77_drot( &n, VL(0,i), &ione, VL(0,i+1), &ione, &cs, &sn );
*VL(k,i+1) = 0.;
}
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (Workspace: need N) */
lapackf77_dgebak( "B", "R", &n, &ilo, &ihi, &work[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_dnrm2( n, VR(0,i), 1 );
blasf77_dscal( &n, &scl, VR(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_dnrm2( n, VR(0,i), 1 );
d__2 = magma_cblas_dnrm2( n, VR(0,i+1), 1 );
scl = 1. / lapackf77_dlapy2( &d__1, &d__2 );
blasf77_dscal( &n, &scl, VR(0,i), &ione );
blasf77_dscal( &n, &scl, VR(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VR(k,i);
d__2 = *VR(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_idamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_dlartg( VR(k,i), VR(k,i+1), &cs, &sn, &r );
blasf77_drot( &n, VR(0,i), &ione, VR(0,i+1), &ione, &cs, &sn );
*VR(k,i+1) = 0.;
}
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
// converged eigenvalues, stored in wr[i+1:n] and wi[i+1:n] for i = INFO
magma_int_t nval = n - (*info);
magma_int_t ld = max( nval, 1 );
lapackf77_dlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr + (*info), &ld, &ierr );
lapackf77_dlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_dlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr, &n, &ierr );
lapackf77_dlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi, &n, &ierr );
}
}
#if defined(Version3) || defined(Version4) || defined(Version5)
magma_free( dT );
#endif
#if defined(Version4) || defined(Version5)
magma_free_cpu( T );
#endif
timer_stop( time_total );
flops_stop( flop_total );
timer_printf( "dgeev times n %5d, gehrd %7.3f, unghr %7.3f, hseqr %7.3f, trevc %7.3f, total %7.3f, sum %7.3f\n",
(int) n, time_gehrd, time_unghr, time_hseqr, time_trevc, time_total, time_sum );
timer_printf( "dgeev flops n %5d, gehrd %7lld, unghr %7lld, hseqr %7lld, trevc %7lld, total %7lld, sum %7lld\n",
(int) n, flop_gehrd, flop_unghr, flop_hseqr, flop_trevc, flop_total, flop_sum );
work[0] = MAGMA_D_MAKE( (double) optwrk, 0. );
return *info;
} /* magma_dgeev */
extern "C" magma_int_t
magma_dlatrd2(char uplo, magma_int_t n, magma_int_t nb,
double *a, magma_int_t lda,
double *e, double *tau,
double *w, magma_int_t ldw,
double *da, magma_int_t ldda,
double *dw, magma_int_t lddw,
double *dwork, magma_int_t ldwork)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
DLATRD2 reduces NB rows and columns of a real symmetric matrix A to
symmetric tridiagonal form by an orthogonal similarity
transformation Q' * A * Q, and returns the matrices V and W which are
needed to apply the transformation to the unreduced part of A.
If UPLO = 'U', DLATRD reduces the last NB rows and columns of a
matrix, of which the upper triangle is supplied;
if UPLO = 'L', DLATRD reduces the first NB rows and columns of a
matrix, of which the lower triangle is supplied.
This is an auxiliary routine called by DSYTRD2_GPU. It uses an
accelerated HEMV that needs extra memory.
Arguments
=========
UPLO (input) CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N (input) INTEGER
The order of the matrix A.
NB (input) INTEGER
The number of rows and columns to be reduced.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit:
if UPLO = 'U', the last NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements above the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors;
if UPLO = 'L', the first NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements below the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors.
See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= (1,N).
E (output) DOUBLE_PRECISION array, dimension (N-1)
If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal
elements of the last NB columns of the reduced matrix;
if UPLO = 'L', E(1:nb) contains the subdiagonal elements of
the first NB columns of the reduced matrix.
TAU (output) DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors, stored in
TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.
See Further Details.
W (output) DOUBLE_PRECISION array, dimension (LDW,NB)
The n-by-nb matrix W required to update the unreduced part
of A.
LDW (input) INTEGER
The leading dimension of the array W. LDW >= max(1,N).
Further Details
===============
If UPLO = 'U', the matrix Q is represented as a product of elementary
reflectors
Q = H(n) H(n-1) . . . H(n-nb+1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
and tau in TAU(i-1).
If UPLO = 'L', the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(nb).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and tau in TAU(i).
The elements of the vectors v together form the n-by-nb matrix V
which is needed, with W, to apply the transformation to the unreduced
part of the matrix, using a symmetric rank-2k update of the form:
A := A - V*W' - W*V'.
The contents of A on exit are illustrated by the following examples
with n = 5 and nb = 2:
if UPLO = 'U': if UPLO = 'L':
( a a a v4 v5 ) ( d )
( a a v4 v5 ) ( 1 d )
( a 1 v5 ) ( v1 1 a )
( d 1 ) ( v1 v2 a a )
( d ) ( v1 v2 a a a )
where d denotes a diagonal element of the reduced matrix, a denotes
an element of the original matrix that is unchanged, and vi denotes
an element of the vector defining H(i).
===================================================================== */
char uplo_[2] = {uplo, 0};
magma_int_t i;
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
double value = MAGMA_D_ZERO;
magma_int_t ione = 1;
magma_int_t i_n, i_1, iw;
double alpha;
double *f;
if (n <= 0) {
return 0;
}
magma_queue_t stream;
magma_queue_create( &stream );
magma_dmalloc_cpu( &f, n );
assert( f != NULL ); // TODO return error, or allocate outside dlatrd
if (lapackf77_lsame(uplo_, "U")) {
/* Reduce last NB columns of upper triangle */
for (i = n-1; i >= n - nb ; --i) {
i_1 = i + 1;
i_n = n - i - 1;
iw = i - n + nb;
if (i < n-1) {
/* Update A(1:i,i) */
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i_n, W(i, iw+1), &ldw);
#endif
blasf77_dgemv("No transpose", &i_1, &i_n, &c_neg_one, A(0, i+1), &lda,
W(i, iw+1), &ldw, &c_one, A(0, i), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i_n, W(i, iw+1), &ldw);
lapackf77_dlacgv(&i_n, A(i, i+1), &ldw);
#endif
blasf77_dgemv("No transpose", &i_1, &i_n, &c_neg_one, W(0, iw+1), &ldw,
A(i, i+1), &lda, &c_one, A(0, i), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i_n, A(i, i+1), &ldw);
#endif
}
if (i > 0) {
/* Generate elementary reflector H(i) to annihilate A(1:i-2,i) */
alpha = *A(i-1, i);
lapackf77_dlarfg(&i, &alpha, A(0, i), &ione, &tau[i - 1]);
e[i-1] = MAGMA_D_REAL( alpha );
*A(i-1,i) = MAGMA_D_MAKE( 1, 0 );
/* Compute W(1:i-1,i) */
// 1. Send the block reflector A(0:n-i-1,i) to the GPU
magma_dsetvector( i, A(0, i), 1, dA(0, i), 1 );
//#if (GPUSHMEM < 200)
//magma_dsymv(MagmaUpper, i, c_one, dA(0, 0), ldda,
// dA(0, i), ione, c_zero, dW(0, iw), ione);
//#else
magmablas_dsymv_work(MagmaUpper, i, c_one, dA(0, 0), ldda,
dA(0, i), ione, c_zero, dW(0, iw), ione,
dwork, ldwork);
//#endif
// 2. Start putting the result back (asynchronously)
magma_dgetmatrix_async( i, 1,
dW(0, iw), lddw,
W(0, iw) /*test*/, ldw, stream );
if (i < n-1) {
blasf77_dgemv(MagmaTransStr, &i, &i_n, &c_one, W(0, iw+1), &ldw,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione);
}
// 3. Here is where we need it // TODO find the right place
magma_queue_sync( stream );
if (i < n-1) {
blasf77_dgemv("No transpose", &i, &i_n, &c_neg_one, A(0, i+1), &lda,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione);
blasf77_dgemv(MagmaTransStr, &i, &i_n, &c_one, A(0, i+1), &lda,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione);
blasf77_dgemv("No transpose", &i, &i_n, &c_neg_one, W(0, iw+1), &ldw,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione);
}
blasf77_dscal(&i, &tau[i - 1], W(0, iw), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
cblas_ddot_sub( i, W(0,iw), ione, A(0,i), ione, &value );
#else
value = cblas_ddot( i, W(0,iw), ione, A(0,i), ione );
#endif
alpha = tau[i - 1] * -0.5f * value;
blasf77_daxpy(&i, &alpha, A(0, i), &ione,
W(0, iw), &ione);
}
}
}
else {
/* Reduce first NB columns of lower triangle */
for (i = 0; i < nb; ++i) {
/* Update A(i:n,i) */
i_n = n - i;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i, W(i, 0), &ldw);
#endif
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, A(i, 0), &lda,
W(i, 0), &ldw, &c_one, A(i, i), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i, W(i, 0), &ldw);
lapackf77_dlacgv(&i, A(i ,0), &lda);
#endif
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, W(i, 0), &ldw,
A(i, 0), &lda, &c_one, A(i, i), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i, A(i, 0), &lda);
#endif
if (i < n-1) {
/* Generate elementary reflector H(i) to annihilate A(i+2:n,i) */
i_n = n - i - 1;
alpha = *A(i+1, i);
lapackf77_dlarfg(&i_n, &alpha, A(min(i+2,n-1), i), &ione, &tau[i]);
e[i] = MAGMA_D_REAL( alpha );
*A(i+1,i) = MAGMA_D_MAKE( 1, 0 );
/* Compute W(i+1:n,i) */
// 1. Send the block reflector A(i+1:n,i) to the GPU
magma_dsetvector( i_n, A(i+1, i), 1, dA(i+1, i), 1 );
//#if (GPUSHMEM < 200)
//magma_dsymv(MagmaLower, i_n, c_one, dA(i+1, i+1), ldda, dA(i+1, i), ione, c_zero,
// dW(i+1, i), ione);
//#else
magmablas_dsymv_work('L', i_n, c_one, dA(i+1, i+1), ldda, dA(i+1, i), ione, c_zero,
dW(i+1, i), ione,
dwork, ldwork);
//#endif
// 2. Start putting the result back (asynchronously)
magma_dgetmatrix_async( i_n, 1,
dW(i+1, i), lddw,
W(i+1, i), ldw, stream );
blasf77_dgemv(MagmaTransStr, &i_n, &i, &c_one, W(i+1, 0), &ldw,
A(i+1, i), &ione, &c_zero, W(0, i), &ione);
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, A(i+1, 0), &lda,
W(0, i), &ione, &c_zero, f, &ione);
blasf77_dgemv(MagmaTransStr, &i_n, &i, &c_one, A(i+1, 0), &lda,
A(i+1, i), &ione, &c_zero, W(0, i), &ione);
// 3. Here is where we need it
magma_queue_sync( stream );
if (i!=0)
blasf77_daxpy(&i_n, &c_one, f, &ione, W(i+1, i), &ione);
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, W(i+1, 0), &ldw,
W(0, i), &ione, &c_one, W(i+1, i), &ione);
blasf77_dscal(&i_n, &tau[i], W(i+1,i), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
cblas_ddot_sub( i_n, W(i+1,i), ione, A(i+1,i), ione, &value );
#else
value = cblas_ddot( i_n, W(i+1,i), ione, A(i+1,i), ione );
#endif
alpha = tau[i] * -0.5f * value;
blasf77_daxpy(&i_n, &alpha, A(i+1, i), &ione, W(i+1,i), &ione);
}
}
}
magma_free_cpu(f);
magma_queue_destroy( stream );
return 0;
} /* dlatrd */
/**
Purpose
-------
DLABRD reduces the first NB rows and columns of a real general
m by n matrix A to upper or lower bidiagonal form by an orthogonal
transformation Q' * A * P, and returns the matrices X and Y which
are needed to apply the transformation to the unreduced part of A.
If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
bidiagonal form.
This is an auxiliary routine called by DGEBRD.
Arguments
---------
@param[in]
m INTEGER
The number of rows in the matrix A.
@param[in]
n INTEGER
The number of columns in the matrix A.
@param[in]
nb INTEGER
The number of leading rows and columns of A to be reduced.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the m by n general matrix to be reduced.
On exit, the first NB rows and columns of the matrix are
overwritten; the rest of the array is unchanged.
If m >= n, elements on and below the diagonal in the first NB
columns, with the array TAUQ, represent the orthogonal
matrix Q as a product of elementary reflectors; and
elements above the diagonal in the first NB rows, with the
array TAUP, represent the orthogonal matrix P as a product
of elementary reflectors.
\n
If m < n, elements below the diagonal in the first NB
columns, with the array TAUQ, represent the orthogonal
matrix Q as a product of elementary reflectors, and
elements on and above the diagonal in the first NB rows,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors.
See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[in,out]
dA DOUBLE_PRECISION array, dimension (LDDA,N)
Copy of A on GPU.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
@param[out]
d DOUBLE_PRECISION array, dimension (NB)
The diagonal elements of the first NB rows and columns of
the reduced matrix. D(i) = A(i,i).
@param[out]
e DOUBLE_PRECISION array, dimension (NB)
The off-diagonal elements of the first NB rows and columns of
the reduced matrix.
@param[out]
tauq DOUBLE_PRECISION array dimension (NB)
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Q. See Further Details.
@param[out]
taup DOUBLE_PRECISION array, dimension (NB)
The scalar factors of the elementary reflectors which
represent the orthogonal matrix P. See Further Details.
@param[out]
X DOUBLE_PRECISION array, dimension (LDX,NB)
The m-by-nb matrix X required to update the unreduced part
of A.
@param[in]
ldx INTEGER
The leading dimension of the array X. LDX >= M.
@param[out]
dX DOUBLE_PRECISION array, dimension (LDDX,NB)
Copy of X on GPU.
@param[in]
lddx INTEGER
The leading dimension of the array dX. LDDX >= M.
@param[out]
Y DOUBLE_PRECISION array, dimension (LDY,NB)
The n-by-nb matrix Y required to update the unreduced part
of A.
@param[in]
ldy INTEGER
The leading dimension of the array Y. LDY >= N.
@param[out]
dY DOUBLE_PRECISION array, dimension (LDDY,NB)
Copy of Y on GPU.
@param[in]
lddy INTEGER
The leading dimension of the array dY. LDDY >= N.
Further Details
---------------
The matrices Q and P are represented as products of elementary
reflectors:
Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors.
If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in
A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
The elements of the vectors v and u together form the m-by-nb matrix
V and the nb-by-n matrix U' which are needed, with X and Y, to apply
the transformation to the unreduced part of the matrix, using a block
update of the form: A := A - V*Y' - X*U'.
The contents of A on exit are illustrated by the following examples
with nb = 2:
@verbatim
m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 )
( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 )
( v1 v2 a a a ) ( v1 1 a a a a )
( v1 v2 a a a ) ( v1 v2 a a a a )
( v1 v2 a a a ) ( v1 v2 a a a a )
( v1 v2 a a a )
@endverbatim
where a denotes an element of the original matrix which is unchanged,
vi denotes an element of the vector defining H(i), and ui an element
of the vector defining G(i).
@ingroup magma_dgesvd_aux
********************************************************************/
extern "C" magma_int_t
magma_dlabrd_gpu( magma_int_t m, magma_int_t n, magma_int_t nb,
double *A, magma_int_t lda,
double *dA, magma_int_t ldda,
double *d, double *e, double *tauq, double *taup,
double *X, magma_int_t ldx,
double *dX, magma_int_t lddx,
double *Y, magma_int_t ldy,
double *dY, magma_int_t lddy)
{
#define A(i_,j_) (A + (i_) + (j_)*lda)
#define X(i_,j_) (X + (i_) + (j_)*ldx)
#define Y(i_,j_) (Y + (i_) + (j_)*ldy)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dY(i_,j_) (dY + (i_) + (j_)*lddy)
#define dX(i_,j_) (dX + (i_) + (j_)*lddx)
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t ione = 1;
magma_int_t i__2, i__3;
magma_int_t i;
double alpha;
A -= 1 + lda;
X -= 1 + ldx;
dX -= 1 + lddx;
Y -= 1 + ldy;
dY -= 1 + lddy;
--d;
--e;
--tauq;
--taup;
/* Quick return if possible */
magma_int_t info = 0;
if (m <= 0 || n <= 0) {
return info;
}
double *f;
magma_queue_t stream;
magma_queue_create( &stream );
magma_dmalloc_cpu( &f, max(n,m) );
if ( f == NULL ) {
info = MAGMA_ERR_HOST_ALLOC;
return info;
}
if (m >= n) {
/* Reduce to upper bidiagonal form */
for (i = 1; i <= nb; ++i) {
/* Update A(i:m,i) */
i__2 = m - i + 1;
i__3 = i - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__3, Y(i,1), &ldy );
#endif
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
A(i,1), &lda,
Y(i,1), &ldy, &c_one,
A(i,i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__3, Y(i,1), &ldy );
#endif
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
X(i,1), &ldx,
A(1,i), &ione, &c_one,
A(i,i), &ione );
/* Generate reflection Q(i) to annihilate A(i+1:m,i) */
alpha = *A(i,i);
i__2 = m - i + 1;
i__3 = i + 1;
lapackf77_dlarfg( &i__2, &alpha, A(min(i__3,m),i), &ione, &tauq[i] );
d[i] = MAGMA_D_REAL( alpha );
if (i < n) {
*A(i,i) = c_one;
/* Compute Y(i+1:n,i) */
i__2 = m - i + 1;
i__3 = n - i;
// 1. Send the block reflector A(i+1:m,i) to the GPU ------
magma_dsetvector( i__2,
A(i,i), 1,
dA(i-1,i-1), 1 );
// 2. Multiply ---------------------------------------------
magma_dgemv( MagmaConjTrans, i__2, i__3, c_one,
dA(i-1,i), ldda,
dA(i-1,i-1), ione, c_zero,
dY(i+1,i), ione );
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__3, 1,
dY(i+1,i), lddy,
Y(i+1,i), ldy, stream );
i__2 = m - i + 1;
i__3 = i - 1;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i__3, &c_one,
A(i,1), &lda,
A(i,i), &ione, &c_zero,
Y(1,i), &ione );
i__2 = n - i;
i__3 = i - 1;
blasf77_dgemv( "N", &i__2, &i__3, &c_neg_one,
Y(i+1,1), &ldy,
Y(1,i), &ione, &c_zero,
f, &ione );
i__2 = m - i + 1;
i__3 = i - 1;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i__3, &c_one,
X(i,1), &ldx,
A(i,i), &ione, &c_zero,
Y(1,i), &ione );
// 4. Sync to make sure the result is back ----------------
magma_queue_sync( stream );
if (i__3 != 0) {
i__2 = n - i;
blasf77_daxpy( &i__2, &c_one, f, &ione, Y(i+1,i), &ione );
}
i__2 = i - 1;
i__3 = n - i;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i__3, &c_neg_one,
A(1,i+1), &lda,
Y(1,i), &ione, &c_one,
Y(i+1,i), &ione );
i__2 = n - i;
blasf77_dscal( &i__2, &tauq[i], Y(i+1,i), &ione );
/* Update A(i,i+1:n) */
i__2 = n - i;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__2, A(i,i+1), &lda );
lapackf77_dlacgv( &i, A(i,1), &lda );
#endif
blasf77_dgemv( "No transpose", &i__2, &i, &c_neg_one,
Y(i+1,1), &ldy,
A(i,1), &lda, &c_one,
A(i,i+1), &lda );
i__2 = i - 1;
i__3 = n - i;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i, A(i,1), &lda );
lapackf77_dlacgv( &i__2, X(i,1), &ldx );
#endif
blasf77_dgemv( MagmaConjTransStr, &i__2, &i__3, &c_neg_one,
A(1,i+1), &lda,
X(i,1), &ldx, &c_one,
A(i,i+1), &lda );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__2, X(i,1), &ldx );
#endif
/* Generate reflection P(i) to annihilate A(i,i+2:n) */
i__2 = n - i;
i__3 = i + 2;
alpha = *A(i,i+1);
lapackf77_dlarfg( &i__2, &alpha, A(i,min(i__3,n)), &lda, &taup[i] );
e[i] = MAGMA_D_REAL( alpha );
*A(i,i+1) = c_one;
/* Compute X(i+1:m,i) */
i__2 = m - i;
i__3 = n - i;
// 1. Send the block reflector A(i+1:m,i) to the GPU ------
magma_dsetvector( i__3,
A(i,i+1), lda,
dA(i-1,i), ldda );
// 2. Multiply ---------------------------------------------
//magma_dcopy( i__3, dA(i-1,i), ldda, dY(1,1), 1 );
magma_dgemv( MagmaNoTrans, i__2, i__3, c_one,
dA(i,i), ldda,
dA(i-1,i), ldda,
//dY(1,1), 1,
c_zero,
dX(i+1,i), ione );
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__2, 1,
dX(i+1,i), lddx,
X(i+1,i), ldx, stream );
i__2 = n - i;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i, &c_one,
Y(i+1,1), &ldy,
A(i,i+1), &lda, &c_zero,
X(1,i), &ione );
i__2 = m - i;
blasf77_dgemv( "N", &i__2, &i, &c_neg_one,
A(i+1,1), &lda,
X(1,i), &ione, &c_zero,
f, &ione );
i__2 = i - 1;
i__3 = n - i;
blasf77_dgemv( "N", &i__2, &i__3, &c_one,
A(1,i+1), &lda,
A(i,i+1), &lda, &c_zero,
X(1,i), &ione );
// 4. Sync to make sure the result is back ----------------
magma_queue_sync( stream );
if (i != 0) {
i__2 = m - i;
blasf77_daxpy( &i__2, &c_one, f, &ione, X(i+1,i), &ione );
}
i__2 = m - i;
i__3 = i - 1;
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
X(i+1,1), &ldx,
X(1,i), &ione, &c_one,
X(i+1,i), &ione );
i__2 = m - i;
blasf77_dscal( &i__2, &taup[i], X(i+1,i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
i__2 = n - i;
lapackf77_dlacgv( &i__2, A(i,i+1), &lda );
// 4. Send the block reflector A(i+1:m,i) to the GPU after DLACGV()
magma_dsetvector( i__2,
A(i,i+1), lda,
dA(i-1,i), ldda );
#endif
}
}
}
else {
/* Reduce to lower bidiagonal form */
for (i = 1; i <= nb; ++i) {
/* Update A(i,i:n) */
i__2 = n - i + 1;
i__3 = i - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__2, A(i,i), &lda );
lapackf77_dlacgv( &i__3, A(i,1), &lda );
#endif
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
Y(i,1), &ldy,
A(i,1), &lda, &c_one,
A(i,i), &lda );
i__2 = i - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__3, A(i,1), &lda );
lapackf77_dlacgv( &i__3, X(i,1), &ldx );
#endif
i__3 = n - i + 1;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i__3, &c_neg_one,
A(1,i), &lda,
X(i,1), &ldx, &c_one,
A(i,i), &lda );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__2, X(i,1), &ldx );
#endif
/* Generate reflection P(i) to annihilate A(i,i+1:n) */
i__2 = n - i + 1;
i__3 = i + 1;
alpha = *A(i,i);
lapackf77_dlarfg( &i__2, &alpha, A(i,min(i__3,n)), &lda, &taup[i] );
d[i] = MAGMA_D_REAL( alpha );
if (i < m) {
*A(i,i) = c_one;
/* Compute X(i+1:m,i) */
i__2 = m - i;
i__3 = n - i + 1;
// 1. Send the block reflector A(i,i+1:n) to the GPU ------
magma_dsetvector( i__3,
A(i,i), lda,
dA(i-1,i-1), ldda );
// 2. Multiply ---------------------------------------------
//magma_dcopy( i__3, dA(i-1,i-1), ldda, dY(1,1), 1 );
magma_dgemv( MagmaNoTrans, i__2, i__3, c_one,
dA(i,i-1), ldda,
dA(i-1,i-1), ldda,
//dY(1,1), 1,
c_zero,
dX(i+1,i), ione );
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__2, 1,
dX(i+1,i), lddx,
X(i+1,i), ldx, stream );
i__2 = n - i + 1;
i__3 = i - 1;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i__3, &c_one,
Y(i,1), &ldy,
A(i,i), &lda, &c_zero,
X(1,i), &ione );
i__2 = m - i;
i__3 = i - 1;
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
A(i+1,1), &lda,
X(1,i), &ione, &c_zero,
f, &ione );
i__2 = i - 1;
i__3 = n - i + 1;
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_one,
A(1,i), &lda,
A(i,i), &lda, &c_zero,
X(1,i), &ione );
// 4. Sync to make sure the result is back ----------------
magma_queue_sync( stream );
if (i__2 != 0) {
i__3 = m - i;
blasf77_daxpy( &i__3, &c_one, f, &ione, X(i+1,i), &ione );
}
i__2 = m - i;
i__3 = i - 1;
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
X(i+1,1), &ldx,
X(1,i), &ione, &c_one,
X(i+1,i), &ione );
i__2 = m - i;
blasf77_dscal( &i__2, &taup[i], X(i+1,i), &ione );
i__2 = n - i + 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__2, A(i,i), &lda );
magma_dsetvector( i__2,
A(i,i), lda,
dA(i-1,i-1), ldda );
#endif
/* Update A(i+1:m,i) */
i__2 = m - i;
i__3 = i - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__3, Y(i,1), &ldy );
#endif
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
A(i+1,1), &lda,
Y(i,1), &ldy, &c_one,
A(i+1,i), &ione );
i__2 = m - i;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__3, Y(i,1), &ldy );
#endif
blasf77_dgemv( "No transpose", &i__2, &i, &c_neg_one,
X(i+1,1), &ldx,
A(1,i), &ione, &c_one,
A(i+1,i), &ione );
/* Generate reflection Q(i) to annihilate A(i+2:m,i) */
i__2 = m - i;
i__3 = i + 2;
alpha = *A(i+1,i);
lapackf77_dlarfg( &i__2, &alpha, A(min(i__3,m),i), &ione, &tauq[i] );
e[i] = MAGMA_D_REAL( alpha );
*A(i+1,i) = c_one;
/* Compute Y(i+1:n,i) */
i__2 = m - i;
i__3 = n - i;
// 1. Send the block reflector A(i+1:m,i) to the GPU ------
magma_dsetvector( i__2,
A(i+1,i), 1,
dA(i,i-1), 1 );
// 2. Multiply ---------------------------------------------
magma_dgemv( MagmaConjTrans, i__2, i__3, c_one,
dA(i,i), ldda,
dA(i,i-1), ione, c_zero,
dY(i+1,i), ione );
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__3, 1,
dY(i+1,i), lddy,
Y(i+1,i), ldy, stream );
i__2 = m - i;
i__3 = i - 1;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i__3, &c_one,
A(i+1,1), &lda,
A(i+1,i), &ione, &c_zero,
Y(1,i), &ione );
i__2 = n - i;
i__3 = i - 1;
blasf77_dgemv( "No transpose", &i__2, &i__3, &c_neg_one,
Y(i+1,1), &ldy,
Y(1,i), &ione, &c_zero,
f, &ione );
i__2 = m - i;
blasf77_dgemv( MagmaConjTransStr, &i__2, &i, &c_one,
X(i+1,1), &ldx,
A(i+1,i), &ione, &c_zero,
Y(1,i), &ione );
// 4. Sync to make sure the result is back ----------------
magma_queue_sync( stream );
if (i__3 != 0) {
i__2 = n - i;
blasf77_daxpy( &i__2, &c_one, f, &ione, Y(i+1,i), &ione );
}
i__2 = n - i;
blasf77_dgemv( MagmaConjTransStr, &i, &i__2, &c_neg_one,
A(1,i+1), &lda,
Y(1,i), &ione, &c_one,
Y(i+1,i), &ione );
i__2 = n - i;
blasf77_dscal( &i__2, &tauq[i], Y(i+1,i), &ione );
}
#if defined(PRECISION_z) || defined(PRECISION_c)
else {
i__2 = n - i + 1;
lapackf77_dlacgv( &i__2, A(i,i), &lda );
magma_dsetvector( i__2,
A(i,i), lda,
dA(i-1,i-1), ldda );
}
#endif
}
}
magma_queue_destroy( stream );
magma_free_cpu( f );
return info;
} /* magma_dlabrd_gpu */
/**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_m(magma_int_t nrgpu, magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = A[0];
if (wantz) {
A[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(nrgpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
#ifdef USE_SINGLE_GPU
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
magma_free( dwork );
#else
magma_dstedx_m(nrgpu, MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
#endif
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dormtr_m(nrgpu, MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */
/**
Purpose
-------
ZHEEVDX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.);
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_Z_ONE;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zheevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_zhetrd(uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time zhetrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1) ], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time zunmtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx */
extern "C" magma_int_t
magma_dlabrd_gpu( magma_int_t m, magma_int_t n, magma_int_t nb,
double *a, magma_int_t lda, double *da, magma_int_t ldda,
double *d, double *e, double *tauq, double *taup,
double *x, magma_int_t ldx, double *dx, magma_int_t lddx,
double *y, magma_int_t ldy, double *dy, magma_int_t lddy)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DLABRD reduces the first NB rows and columns of a real general
m by n matrix A to upper or lower bidiagonal form by an orthogonal
transformation Q' * A * P, and returns the matrices X and Y which
are needed to apply the transformation to the unreduced part of A.
If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower
bidiagonal form.
This is an auxiliary routine called by SGEBRD
Arguments
=========
M (input) INTEGER
The number of rows in the matrix A.
N (input) INTEGER
The number of columns in the matrix A.
NB (input) INTEGER
The number of leading rows and columns of A to be reduced.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the m by n general matrix to be reduced.
On exit, the first NB rows and columns of the matrix are
overwritten; the rest of the array is unchanged.
If m >= n, elements on and below the diagonal in the first NB
columns, with the array TAUQ, represent the orthogonal
matrix Q as a product of elementary reflectors; and
elements above the diagonal in the first NB rows, with the
array TAUP, represent the orthogonal matrix P as a product
of elementary reflectors.
If m < n, elements below the diagonal in the first NB
columns, with the array TAUQ, represent the orthogonal
matrix Q as a product of elementary reflectors, and
elements on and above the diagonal in the first NB rows,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors.
See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
D (output) DOUBLE_PRECISION array, dimension (NB)
The diagonal elements of the first NB rows and columns of
the reduced matrix. D(i) = A(i,i).
E (output) DOUBLE_PRECISION array, dimension (NB)
The off-diagonal elements of the first NB rows and columns of
the reduced matrix.
TAUQ (output) DOUBLE_PRECISION array dimension (NB)
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Q. See Further Details.
TAUP (output) DOUBLE_PRECISION array, dimension (NB)
The scalar factors of the elementary reflectors which
represent the orthogonal matrix P. See Further Details.
X (output) DOUBLE_PRECISION array, dimension (LDX,NB)
The m-by-nb matrix X required to update the unreduced part
of A.
LDX (input) INTEGER
The leading dimension of the array X. LDX >= M.
Y (output) DOUBLE_PRECISION array, dimension (LDY,NB)
The n-by-nb matrix Y required to update the unreduced part
of A.
LDY (input) INTEGER
The leading dimension of the array Y. LDY >= N.
Further Details
===============
The matrices Q and P are represented as products of elementary
reflectors:
Q = H(1) H(2) . . . H(nb) and P = G(1) G(2) . . . G(nb)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors.
If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in
A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in
A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in
A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in
A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i).
The elements of the vectors v and u together form the m-by-nb matrix
V and the nb-by-n matrix U' which are needed, with X and Y, to apply
the transformation to the unreduced part of the matrix, using a block
update of the form: A := A - V*Y' - X*U'.
The contents of A on exit are illustrated by the following examples
with nb = 2:
m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
( 1 1 u1 u1 u1 ) ( 1 u1 u1 u1 u1 u1 )
( v1 1 1 u2 u2 ) ( 1 1 u2 u2 u2 u2 )
( v1 v2 a a a ) ( v1 1 a a a a )
( v1 v2 a a a ) ( v1 v2 a a a a )
( v1 v2 a a a ) ( v1 v2 a a a a )
( v1 v2 a a a )
where a denotes an element of the original matrix which is unchanged,
vi denotes an element of the vector defining H(i), and ui an element
of the vector defining G(i).
===================================================================== */
/* Table of constant values */
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t c__1 = 1;
/* System generated locals */
magma_int_t a_dim1, a_offset, x_dim1, x_offset, y_dim1, y_offset, i__2, i__3;
/* Local variables */
magma_int_t i__;
double alpha;
a_dim1 = lda;
a_offset = 1 + a_dim1;
a -= a_offset;
--d;
--e;
--tauq;
--taup;
x_dim1 = ldx;
x_offset = 1 + x_dim1;
x -= x_offset;
dx-= 1 + lddx;
y_dim1 = ldy;
y_offset = 1 + y_dim1;
y -= y_offset;
dy-= 1 + lddy;
/* Function Body */
if (m <= 0 || n <= 0) {
return 0;
}
double *f;
magma_queue_t stream;
magma_queue_create( &stream );
magma_dmalloc_cpu( &f, max(n,m) );
assert( f != NULL ); // TODO return error, or allocate outside dlatrd
if (m >= n) {
/* Reduce to upper bidiagonal form */
for (i__ = 1; i__ <= nb; ++i__) {
/* Update A(i:m,i) */
i__2 = m - i__ + 1;
i__3 = i__ - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__3, &y[i__+y_dim1], &ldy );
#endif
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one, &a[i__ + a_dim1], &lda,
&y[i__+y_dim1], &ldy, &c_one, &a[i__ + i__ * a_dim1], &c__1);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__3, &y[i__+y_dim1], &ldy );
#endif
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one, &x[i__ + x_dim1], &ldx,
&a[i__*a_dim1+1], &c__1, &c_one, &a[i__+i__*a_dim1], &c__1);
/* Generate reflection Q(i) to annihilate A(i+1:m,i) */
alpha = a[i__ + i__ * a_dim1];
i__2 = m - i__ + 1;
i__3 = i__ + 1;
lapackf77_dlarfg(&i__2, &alpha,
&a[min(i__3,m) + i__ * a_dim1], &c__1, &tauq[i__]);
d[i__] = MAGMA_D_REAL( alpha );
if (i__ < n) {
a[i__ + i__ * a_dim1] = c_one;
/* Compute Y(i+1:n,i) */
i__2 = m - i__ + 1;
i__3 = n - i__;
// 1. Send the block reflector A(i+1:m,i) to the GPU ------
magma_dsetvector( i__2,
a + i__ + i__ * a_dim1, 1,
da+(i__-1)+(i__-1)* (ldda), 1 );
// 2. Multiply ---------------------------------------------
magma_dgemv(MagmaTrans, i__2, i__3, c_one,
da + (i__-1) + ((i__-1) + 1) * (ldda), ldda,
da + (i__-1) + (i__-1) * (ldda), c__1, c_zero,
dy + i__ + 1 + i__ * y_dim1, c__1);
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__3, 1,
dy+i__+1+i__*y_dim1, y_dim1,
y+i__+1+i__*y_dim1, y_dim1, stream );
i__2 = m - i__ + 1;
i__3 = i__ - 1;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_one, &a[i__ + a_dim1],
&lda, &a[i__ + i__ * a_dim1], &c__1, &c_zero,
&y[i__ * y_dim1 + 1], &c__1);
i__2 = n - i__;
i__3 = i__ - 1;
blasf77_dgemv("N", &i__2, &i__3, &c_neg_one, &y[i__ + 1 +y_dim1], &ldy,
&y[i__ * y_dim1 + 1], &c__1,
&c_zero, f, &c__1);
i__2 = m - i__ + 1;
i__3 = i__ - 1;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_one, &x[i__ + x_dim1],
&ldx, &a[i__ + i__ * a_dim1], &c__1, &c_zero,
&y[i__ * y_dim1 + 1], &c__1);
// 4. Synch to make sure the result is back ----------------
magma_queue_sync( stream );
if (i__3!=0){
i__2 = n - i__;
blasf77_daxpy(&i__2, &c_one, f,&c__1, &y[i__+1+i__*y_dim1],&c__1);
}
i__2 = i__ - 1;
i__3 = n - i__;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_neg_one, &a[(i__ + 1) *
a_dim1 + 1], &lda, &y[i__ * y_dim1 + 1], &c__1, &c_one,
&y[i__ + 1 + i__ * y_dim1], &c__1);
i__2 = n - i__;
blasf77_dscal(&i__2, &tauq[i__], &y[i__ + 1 + i__ * y_dim1], &c__1);
/* Update A(i,i+1:n) */
i__2 = n - i__;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__2, &a[i__+(i__+1)*a_dim1], &lda );
lapackf77_dlacgv( &i__, &a[i__+a_dim1], &lda );
#endif
blasf77_dgemv("No transpose", &i__2, &i__, &c_neg_one, &y[i__ + 1 +
y_dim1], &ldy, &a[i__ + a_dim1], &lda, &c_one, &a[i__ + (
i__ + 1) * a_dim1], &lda);
i__2 = i__ - 1;
i__3 = n - i__;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__, &a[i__+a_dim1], &lda );
lapackf77_dlacgv( &i__2, &x[i__+x_dim1], &ldx );
#endif
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_neg_one, &a[(i__ + 1) *
a_dim1 + 1], &lda, &x[i__ + x_dim1], &ldx, &c_one, &a[
i__ + (i__ + 1) * a_dim1], &lda);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i__2, &x[i__+x_dim1], &ldx );
#endif
/* Generate reflection P(i) to annihilate A(i,i+2:n) */
i__2 = n - i__;
/* Computing MIN */
i__3 = i__ + 2;
alpha = a[i__ + (i__ + 1) * a_dim1];
lapackf77_dlarfg(&i__2, &alpha, &a[i__ + min(
i__3,n) * a_dim1], &lda, &taup[i__]);
e[i__] = MAGMA_D_REAL( alpha );
a[i__ + (i__ + 1) * a_dim1] = c_one;
/* Compute X(i+1:m,i) */
i__2 = m - i__;
i__3 = n - i__;
// 1. Send the block reflector A(i+1:m,i) to the GPU ------
magma_dsetvector( i__3,
a + i__ + (i__ +1)* a_dim1, lda,
da+(i__-1)+((i__-1)+1)*(ldda), ldda );
// 2. Multiply ---------------------------------------------
//magma_dcopy(i__3, da+(i__-1)+((i__-1)+1)*(ldda), ldda,
// dy + 1 + lddy, 1);
magma_dgemv(MagmaNoTrans, i__2, i__3, c_one,
da + (i__-1)+1+ ((i__-1)+1) * (ldda), ldda,
da + (i__-1) + ((i__-1)+1) * (ldda), ldda,
//dy + 1 + lddy, 1,
c_zero, dx + i__ + 1 + i__ * x_dim1, c__1);
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__2, 1,
dx+i__+1+i__*x_dim1, x_dim1,
x+i__+1+i__*x_dim1, x_dim1, stream );
i__2 = n - i__;
blasf77_dgemv(MagmaTransStr, &i__2, &i__, &c_one, &y[i__ + 1 + y_dim1],
&ldy, &a[i__ + (i__ + 1) * a_dim1], &lda, &c_zero, &x[
i__ * x_dim1 + 1], &c__1);
i__2 = m - i__;
blasf77_dgemv("N", &i__2, &i__, &c_neg_one, &a[i__ + 1 + a_dim1], &lda,
&x[i__ * x_dim1 + 1], &c__1, &c_zero, f, &c__1);
i__2 = i__ - 1;
i__3 = n - i__;
blasf77_dgemv("N", &i__2, &i__3, &c_one, &a[(i__ + 1) * a_dim1 + 1],
&lda, &a[i__ + (i__ + 1) * a_dim1], &lda,
&c_zero, &x[i__ * x_dim1 + 1], &c__1);
// 4. Synch to make sure the result is back ----------------
magma_queue_sync( stream );
if (i__!=0){
i__2 = m - i__;
blasf77_daxpy(&i__2, &c_one, f,&c__1, &x[i__+1+i__*x_dim1],&c__1);
}
i__2 = m - i__;
i__3 = i__ - 1;
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one, &x[i__ + 1 +
x_dim1], &ldx, &x[i__ * x_dim1 + 1], &c__1, &c_one, &x[
i__ + 1 + i__ * x_dim1], &c__1);
i__2 = m - i__;
blasf77_dscal(&i__2, &taup[i__], &x[i__ + 1 + i__ * x_dim1], &c__1);
#if defined(PRECISION_z) || defined(PRECISION_c)
i__2 = n - i__;
lapackf77_dlacgv( &i__2, &a[i__+(i__+1)*a_dim1], &lda );
// 4. Send the block reflector A(i+1:m,i) to the GPU after DLACGV()
magma_dsetvector( i__2,
a + i__ + (i__ +1)* a_dim1, lda,
da+(i__-1)+((i__-1)+1)*(ldda), ldda );
#endif
}
}
}
else {
/* Reduce to lower bidiagonal form */
for (i__ = 1; i__ <= nb; ++i__) {
/* Update A(i,i:n) */
i__2 = n - i__ + 1;
i__3 = i__ - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__2, &a[i__ + i__ * a_dim1], &lda);
lapackf77_dlacgv(&i__3, &a[i__ + a_dim1], &lda);
#endif
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one, &y[i__ + y_dim1], &ldy,
&a[i__ + a_dim1], &lda, &c_one, &a[i__ + i__ * a_dim1], &lda);
i__2 = i__ - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__3, &a[i__ + a_dim1], &lda);
lapackf77_dlacgv(&i__3, &x[i__ + x_dim1], &ldx);
#endif
i__3 = n - i__ + 1;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_neg_one, &a[i__ * a_dim1 + 1],
&lda, &x[i__ + x_dim1], &ldx, &c_one, &a[i__ + i__ * a_dim1], &lda);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__2, &x[i__ + x_dim1], &ldx);
#endif
/* Generate reflection P(i) to annihilate A(i,i+1:n) */
i__2 = n - i__ + 1;
/* Computing MIN */
i__3 = i__ + 1;
alpha = a[i__ + i__ * a_dim1];
lapackf77_dlarfg(&i__2, &alpha,
&a[i__ + min(i__3,n) * a_dim1], &lda, &taup[i__]);
d[i__] = MAGMA_D_REAL( alpha );
if (i__ < m) {
a[i__ + i__ * a_dim1] = c_one;
/* Compute X(i+1:m,i) */
i__2 = m - i__;
i__3 = n - i__ + 1;
// 1. Send the block reflector A(i,i+1:n) to the GPU ------
magma_dsetvector( i__3,
a + i__ + i__ * a_dim1, lda,
da+(i__-1)+(i__-1)* (ldda), ldda );
// 2. Multiply ---------------------------------------------
//magma_dcopy(i__3, da+(i__-1)+(i__-1)*(ldda), ldda,
// dy + 1 + lddy, 1);
magma_dgemv(MagmaNoTrans, i__2, i__3, c_one,
da + (i__-1)+1 + (i__-1) * ldda, ldda,
da + (i__-1) + (i__-1) * ldda, ldda,
// dy + 1 + lddy, 1,
c_zero,
dx + i__ + 1 + i__ * x_dim1, c__1);
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__2, 1,
dx+i__+1+i__*x_dim1, x_dim1,
x+i__+1+i__*x_dim1, x_dim1, stream );
i__2 = n - i__ + 1;
i__3 = i__ - 1;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_one, &y[i__ + y_dim1],
&ldy, &a[i__ + i__ * a_dim1], &lda, &c_zero,
&x[i__ * x_dim1 + 1], &c__1);
i__2 = m - i__;
i__3 = i__ - 1;
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one,
&a[i__ + 1 + a_dim1], &lda, &x[i__ * x_dim1 + 1], &c__1, &c_zero,
f, &c__1);
i__2 = i__ - 1;
i__3 = n - i__ + 1;
blasf77_dgemv("No transpose", &i__2, &i__3, &c_one,
&a[i__ * a_dim1 + 1], &lda, &a[i__ + i__ * a_dim1], &lda, &c_zero,
&x[i__ * x_dim1 + 1], &c__1);
// 4. Synch to make sure the result is back ----------------
magma_queue_sync( stream );
if (i__2!=0){
i__3 = m - i__;
blasf77_daxpy(&i__3, &c_one, f,&c__1, &x[i__+1+i__*x_dim1],&c__1);
}
i__2 = m - i__;
i__3 = i__ - 1;
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one,
&x[i__ + 1 + x_dim1], &ldx, &x[i__ * x_dim1 + 1], &c__1, &c_one,
&x[i__ + 1 + i__ * x_dim1], &c__1);
i__2 = m - i__;
blasf77_dscal(&i__2, &taup[i__], &x[i__ + 1 + i__ * x_dim1], &c__1);
i__2 = n - i__ + 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__2, &a[i__ + i__ * a_dim1], &lda);
magma_dsetvector( i__2,
a + i__ + (i__ )* a_dim1, lda,
da+(i__-1)+ (i__-1)*(ldda), ldda );
#endif
/* Update A(i+1:m,i) */
i__2 = m - i__;
i__3 = i__ - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__3, &y[i__ + y_dim1], &ldy);
#endif
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one,
&a[i__ + 1 + a_dim1], &lda, &y[i__ + y_dim1], &ldy, &c_one,
&a[i__ + 1 + i__ * a_dim1], &c__1);
i__2 = m - i__;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__3, &y[i__ + y_dim1], &ldy);
#endif
blasf77_dgemv("No transpose", &i__2, &i__, &c_neg_one,
&x[i__ + 1 + x_dim1], &ldx, &a[i__ * a_dim1 + 1], &c__1, &c_one,
&a[i__ + 1 + i__ * a_dim1], &c__1);
/* Generate reflection Q(i) to annihilate A(i+2:m,i) */
i__2 = m - i__;
i__3 = i__ + 2;
alpha = a[i__ + 1 + i__ * a_dim1];
lapackf77_dlarfg(&i__2, &alpha,
&a[min(i__3,m) + i__ * a_dim1], &c__1, &tauq[i__]);
e[i__] = MAGMA_D_REAL( alpha );
a[i__ + 1 + i__ * a_dim1] = c_one;
/* Compute Y(i+1:n,i) */
i__2 = m - i__;
i__3 = n - i__;
// 1. Send the block reflector A(i+1:m,i) to the GPU ------
magma_dsetvector( i__2,
a + i__ +1+ i__ * a_dim1, 1,
da+(i__-1)+1+ (i__-1)*(ldda), 1 );
// 2. Multiply ---------------------------------------------
magma_dgemv(MagmaTrans, i__2, i__3, c_one,
da + (i__-1)+1+ ((i__-1)+1) * ldda, ldda,
da + (i__-1)+1+ (i__-1) * ldda, c__1,
c_zero, dy + i__ + 1 + i__ * y_dim1, c__1);
// 3. Put the result back ----------------------------------
magma_dgetmatrix_async( i__3, 1,
dy+i__+1+i__*y_dim1, y_dim1,
y+i__+1+i__*y_dim1, y_dim1, stream );
i__2 = m - i__;
i__3 = i__ - 1;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_one, &a[i__ + 1 + a_dim1],
&lda, &a[i__ + 1 + i__ * a_dim1], &c__1, &c_zero,
&y[ i__ * y_dim1 + 1], &c__1);
i__2 = n - i__;
i__3 = i__ - 1;
blasf77_dgemv("No transpose", &i__2, &i__3, &c_neg_one,
&y[i__ + 1 + y_dim1], &ldy, &y[i__ * y_dim1 + 1], &c__1,
&c_zero, f, &c__1);
i__2 = m - i__;
blasf77_dgemv(MagmaTransStr, &i__2, &i__, &c_one, &x[i__ + 1 + x_dim1],
&ldx, &a[i__ + 1 + i__ * a_dim1], &c__1, &c_zero,
&y[i__ * y_dim1 + 1], &c__1);
// 4. Synch to make sure the result is back ----------------
magma_queue_sync( stream );
if (i__3!=0){
i__2 = n - i__;
blasf77_daxpy(&i__2, &c_one, f,&c__1, &y[i__+1+i__*y_dim1],&c__1);
}
i__2 = n - i__;
blasf77_dgemv(MagmaTransStr, &i__, &i__2, &c_neg_one,
&a[(i__ + 1) * a_dim1 + 1], &lda, &y[i__ * y_dim1 + 1],
&c__1, &c_one, &y[i__ + 1 + i__ * y_dim1], &c__1);
i__2 = n - i__;
blasf77_dscal(&i__2, &tauq[i__], &y[i__ + 1 + i__ * y_dim1], &c__1);
}
#if defined(PRECISION_z) || defined(PRECISION_c)
else {
i__2 = n - i__ + 1;
lapackf77_dlacgv(&i__2, &a[i__ + i__ * a_dim1], &lda);
magma_dsetvector( i__2,
a + i__ + (i__ )* a_dim1, lda,
da+(i__-1)+ (i__-1)*(ldda), ldda );
}
#endif
}
}
magma_queue_destroy( stream );
magma_free_cpu(f);
return MAGMA_SUCCESS;
} /* dlabrd */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dsygvd
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
double *h_A, *h_R, *h_B, *h_S, *h_work;
double *w1, *w2;
magma_int_t *iwork;
magma_int_t N, n2, info, nb, lwork, liwork, lda;
double result[4] = {0};
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double d_zero = 0.;
double d_one = 1.;
double d_neg_one = -1.;
//magma_int_t izero = 0;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, uplo = %s\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo));
printf(" N CPU Time (sec) GPU Time(sec)\n");
printf("======================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = N*lda;
nb = magma_get_dsytrd_nb(N);
lwork = 1 + 6*N*nb + 2* N*N;
liwork = 3 + 5*N;
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_CPU( h_B, double, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( h_S, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlarnv( &ione, ISEED, &n2, h_B );
magma_dmake_hpd( N, h_B, lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
/* warmup */
if ( opts.warmup ) {
magma_dsygvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_dsygvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dsygvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
iwork, liwork,
&info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_dsygvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvd routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | I - V V' B | / ( N ) (itype = 1,2)
| B - V V' | / ( |B| N ) (itype = 3)
(3) | S(with V) - S(w/o V) | / | S |
=================================================================== */
double temp1, temp2;
//double *tau;
if ( opts.itype == 1 || opts.itype == 2 ) {
lapackf77_dlaset( "A", &N, &N, &d_zero, &c_one, h_S, &lda);
blasf77_dgemm("N", "C", &N, &N, &N, &c_one, h_R, &lda, h_R, &lda, &d_zero, h_work, &N);
blasf77_dsymm("R", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_work, &N, &c_one, h_S, &lda);
result[1] = lapackf77_dlange("1", &N, &N, h_S, &lda, h_work) / N;
}
else if ( opts.itype == 3 ) {
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda);
blasf77_dsyrk(lapack_uplo_const(opts.uplo), "N", &N, &N, &d_neg_one, h_R, &lda, &d_one, h_S, &lda);
result[1] = lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_S, &lda, h_work) / N
/ lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_B, &lda, h_work);
}
result[0] = 1.;
result[0] /= lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_A, &lda, h_work);
result[0] /= lapackf77_dlange("1", &N, &N, h_R, &lda, h_work);
if ( opts.itype == 1 ) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &d_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_R, &lda, &c_one, h_work, &N);
result[0] *= lapackf77_dlange("1", &N, &N, h_work, &N, &temp1)/N;
}
else if ( opts.itype == 2 ) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_R, &lda, &d_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_dlange("1", &N, &N, h_R, &lda, &temp1)/N;
}
else if ( opts.itype == 3 ) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &d_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_dlange("1", &N, &N, h_R, &lda, &temp1)/N;
}
/*
lapackf77_dsyt21(&ione, lapack_uplo_const(opts.uplo), &N, &izero,
h_A, &lda,
w1, w1,
h_R, &lda,
h_R, &lda,
tau, h_work, rwork, &result[0]);
*/
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
magma_dsygvd( opts.itype, MagmaNoVec, opts.uplo,
N, h_R, lda, h_S, lda, w2,
h_work, lwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_dsygvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
temp1 = temp2 = 0;
for(int j=0; j<N; j++) {
temp1 = max(temp1, absv(w1[j]));
temp1 = max(temp1, absv(w2[j]));
temp2 = max(temp2, absv(w1[j]-w2[j]));
}
result[2] = temp2 / temp1;
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dsygvd( &opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
&N, h_A, &lda, h_B, &lda, w2,
h_work, &lwork,
iwork, &liwork,
&info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_dsygvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
printf("%5d %7.2f %7.2f\n",
(int) N, cpu_time, gpu_time);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
/* =====================================================================
Print execution time
=================================================================== */
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if ( opts.itype==1 ) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==2 ) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==3 ) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
if ( opts.itype==1 || opts.itype==2 ) {
printf("(2) | I - Z Z' B | / N = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
else {
printf("(2) | B - Z Z' | / (|B| N) = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
printf( "(3) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[2], (result[2] < tolulp ? "ok" : "failed") );
status += ! (result[0] < tol && result[1] < tol && result[2] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
DSYEVD_GPU computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE PRECISION array on the GPU,
dimension (LDDA, N).
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param
wA (workspace) DOUBLE PRECISION array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_gpu(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaDouble_ptr dA, magma_int_t ldda,
double *w,
double *wA, magma_int_t ldwa,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -10;
} else if ((liwork < liwmin) && ! lquery) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
double *A;
magma_dmalloc_cpu( &A, lda*n );
magma_dgetmatrix( n, n, dA, ldda, A, lda, queue );
lapackf77_dsyevd( lapack_vec_const(jobz), lapack_uplo_const(uplo),
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info );
magma_dsetmatrix( n, n, A, lda, dA, ldda, queue );
magma_free_cpu( A );
magma_queue_destroy( queue );
return *info;
}
// dsytrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb
// dormtr_gpu requires lddc*n
// dlansy requires n
magma_int_t ldwork = max( ldda*magma_ceildiv(n,64) + 2*ldda*nb, lddc*n );
ldwork = max( ldwork, n );
if ( wantz ) {
// dstedx requires 3n^2/2
ldwork = max( ldwork, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_dlansy( MagmaMaxNorm, uplo, n, dA, ldda, dwork, ldwork, queue );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_dlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, queue, info );
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_dsytrd2_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, ldwork, &iinfo );
#else
magma_dsytrd_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
#ifdef FAST_SYMV
timer_printf( "time dsytrd2 = %6.2f\n", time );
#else
timer_printf( "time dsytrd = %6.2f\n", time );
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &work[inde], info );
}
else {
timer_start( time );
magma_dstedx( MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dsetmatrix( n, n, &work[indwrk], n, dwork, lddc, queue );
magma_dormtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, n, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo );
magma_dcopymatrix( n, n, dwork, lddc, dA, ldda, queue );
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal( &n, &d__1, w, &ione );
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
magma_queue_destroy( queue );
magma_free( dwork );
return *info;
} /* magma_dsyevd_gpu */
/**
Purpose
-------
DSYEVDX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE_PRECISION array on the GPU,
dimension (LDDA, N).
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param
wA (workspace) DOUBLE PRECISION array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevdx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
double *dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
double *wA, magma_int_t ldwa,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double *dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
const char* jobz_ = lapack_vec_const( jobz );
const char* uplo_ = lapack_uplo_const( uplo );
double *A;
magma_dmalloc_cpu( &A, n*n );
magma_dgetmatrix(n, n, dA, ldda, A, n);
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &n,
w, work, &lwork,
iwork, &liwork, info);
magma_dsetmatrix( n, n, A, n, dA, ldda);
magma_free_cpu(A);
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// n*lddc for dsytrd2_gpu
// n for dlansy
magma_int_t ldwork = n*lddc;
if ( wantz ) {
// need 3n^2/2 for dstedx
ldwork = max( ldwork, 3*n*(n/2 + 1));
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_dlansy(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_dlascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_dsytrd2_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, n*lddc, &iinfo);
#else
magma_dsytrd_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo);
#endif
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_dstedx(range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_dsetmatrix( n, *m, &work[indwrk + n* (il-1) ], n, dwork, lddc );
magma_dormtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo);
magma_dcopymatrix( n, *m, dwork, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_dsyevd_gpu */
/**
Purpose
-------
DLATRD reduces NB rows and columns of a real symmetric matrix A to
symmetric tridiagonal form by an orthogonal similarity
transformation Q' * A * Q, and returns the matrices V and W which are
needed to apply the transformation to the unreduced part of A.
If UPLO = MagmaUpper, DLATRD reduces the last NB rows and columns of a
matrix, of which the upper triangle is supplied;
if UPLO = MagmaLower, DLATRD reduces the first NB rows and columns of a
matrix, of which the lower triangle is supplied.
This is an auxiliary routine called by DSYTRD.
Arguments
---------
@param[in]
uplo magma_uplo_t
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
- = MagmaUpper: Upper triangular
- = MagmaLower: Lower triangular
@param[in]
n INTEGER
The order of the matrix A.
@param[in]
nb INTEGER
The number of rows and columns to be reduced.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit:
- if UPLO = MagmaUpper, the last NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements above the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors;
- if UPLO = MagmaLower, the first NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements below the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors.
See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= (1,N).
@param[out]
e DOUBLE_PRECISION array, dimension (N-1)
If UPLO = MagmaUpper, E(n-nb:n-1) contains the superdiagonal
elements of the last NB columns of the reduced matrix;
if UPLO = MagmaLower, E(1:nb) contains the subdiagonal elements of
the first NB columns of the reduced matrix.
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors, stored in
TAU(n-nb:n-1) if UPLO = MagmaUpper, and in TAU(1:nb) if UPLO = MagmaLower.
See Further Details.
@param[out]
W DOUBLE_PRECISION array, dimension (LDW,NB)
The n-by-nb matrix W required to update the unreduced part
of A.
@param[in]
ldw INTEGER
The leading dimension of the array W. LDW >= max(1,N).
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n) H(n-1) . . . H(n-nb+1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
and tau in TAU(i-1).
If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(nb).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and tau in TAU(i).
The elements of the vectors v together form the n-by-nb matrix V
which is needed, with W, to apply the transformation to the unreduced
part of the matrix, using a symmetric rank-2k update of the form:
A := A - V*W' - W*V'.
The contents of A on exit are illustrated by the following examples
with n = 5 and nb = 2:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( a a a v4 v5 ) ( d )
( a a v4 v5 ) ( 1 d )
( a 1 v5 ) ( v1 1 a )
( d 1 ) ( v1 v2 a a )
( d ) ( v1 v2 a a a )
where d denotes a diagonal element of the reduced matrix, a denotes
an element of the original matrix that is unchanged, and vi denotes
an element of the vector defining H(i).
@ingroup magma_dsyev_aux
********************************************************************/
extern "C" double
magma_dlatrd_mgpu(magma_int_t num_gpus, magma_uplo_t uplo,
magma_int_t n0, magma_int_t n, magma_int_t nb, magma_int_t nb0,
double *A, magma_int_t lda,
double *e, double *tau,
double *W, magma_int_t ldw,
double **dA, magma_int_t ldda, magma_int_t offset,
double **dW, magma_int_t lddw,
double *dwork[MagmaMaxGPUs], magma_int_t ldwork,
magma_int_t k,
double *dx[MagmaMaxGPUs],
double *dy[MagmaMaxGPUs],
double *work,
magma_queue_t stream[][10],
double *times)
{
#define A(i, j) (A + (j)*lda + (i))
#define W(i, j) (W + (j)*ldw + (i))
#define dA(id, i, j) (dA[(id)] + ((j)+loffset)*ldda + (i) + offset)
#define dW(id, i, j) (dW[(id)] + (j) *lddw + (i))
#define dW1(id, i, j) (dW[(id)] + ((j)+nb) *lddw + (i))
double mv_time = 0.0;
magma_int_t i;
#ifndef MAGMABLAS_DSYMV_MGPU
magma_int_t loffset = nb0*((offset/nb0)/num_gpus);
#endif
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
double value = MAGMA_D_ZERO;
magma_int_t id, idw, i_one = 1;
//magma_int_t kk;
magma_int_t ione = 1;
magma_int_t i_n, i_1, iw;
double alpha;
double *dx2[MagmaMaxGPUs];
double *f;
magma_dmalloc_cpu( &f, n );
if (n <= 0) {
return 0;
}
//#define PROFILE_SYMV
#ifdef PROFILE_SYMV
magma_event_t start, stop;
float etime;
magma_timestr_t cpu_start, cpu_end;
magma_setdevice(0);
magma_event_create( &start );
magma_event_create( &stop );
#endif
if (uplo == MagmaUpper) {
/* Reduce last NB columns of upper triangle */
for (i = n-1; i >= n - nb ; --i) {
i_1 = i + 1;
i_n = n - i - 1;
iw = i - n + nb;
if (i < n-1) {
/* Update A(1:i,i) */
double wii = *W(i, iw+1);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i_one, &wii, &ldw);
#endif
wii = -wii;
blasf77_daxpy(&i_1, &wii, A(0, i+1), &i_one, A(0, i), &ione);
wii = *A(i, i+1);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i_one, &wii, &ldw);
#endif
wii = -wii;
blasf77_daxpy(&i_1, &wii, W(0, iw+1), &i_one, A(0, i), &ione);
}
if (i > 0) {
/* Generate elementary reflector H(i) to annihilate A(1:i-2,i) */
alpha = *A(i-1, i);
lapackf77_dlarfg(&i, &alpha, A(0, i), &ione, &tau[i - 1]);
e[i-1] = MAGMA_D_REAL( alpha );
*A(i-1,i) = MAGMA_D_MAKE( 1, 0 );
for( id=0; id < num_gpus; id++ ) {
magma_setdevice(id);
dx2[id] = dW1(id, 0, iw);
magma_dsetvector_async( n, A(0,i), 1, dW1(id, 0, iw), 1, stream[id][0]);
#ifndef MAGMABLAS_DSYMV_MGPU
magma_dsetvector_async( i, A(0,i), 1, dx[id], 1, stream[id][0] );
#endif
}
magmablas_dsymv_mgpu(num_gpus, k, MagmaUpper, i, nb0, c_one, dA, ldda, 0,
dx2, ione, c_zero, dy, ione, dwork, ldwork,
work, W(0, iw), stream );
if (i < n-1) {
blasf77_dgemv(MagmaTransStr, &i, &i_n, &c_one, W(0, iw+1), &ldw,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione);
}
/* overlap update */
if ( i < n-1 && i-1 >= n - nb ) {
magma_int_t im1_1 = i_1 - 1;
magma_int_t im1 = i-1;
/* Update A(1:i,i) */
#if defined(PRECISION_z) || defined(PRECISION_c)
magma_int_t im1_n = i_n + 1;
lapackf77_dlacgv(&im1_n, W(im1, iw+1), &ldw);
#endif
blasf77_dgemv("No transpose", &im1_1, &i_n, &c_neg_one, A(0, i+1), &lda,
W(im1, iw+1), &ldw, &c_one, A(0, i-1), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&im1_n, W(im1, iw+1), &ldw);
lapackf77_dlacgv(&im1_n, A(im1, i +1), &lda);
#endif
blasf77_dgemv("No transpose", &im1_1, &i_n, &c_neg_one, W(0, iw+1), &ldw,
A(im1, i+1), &lda, &c_one, A(0, i-1), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&im1_n, A(im1, i+1), &lda);
#endif
}
// 3. Here is where we need it // TODO find the right place
magmablas_dsymv_sync(num_gpus, k, i, work, W(0, iw), stream );
if (i < n-1) {
blasf77_dgemv("No transpose", &i, &i_n, &c_neg_one, A(0, i+1), &lda,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione);
blasf77_dgemv(MagmaTransStr, &i, &i_n, &c_one, A(0, i+1), &lda,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione);
blasf77_dgemv("No transpose", &i, &i_n, &c_neg_one, W(0, iw+1), &ldw,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione);
}
blasf77_dscal(&i, &tau[i - 1], W(0, iw), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
cblas_ddot_sub( i, W(0,iw), ione, A(0,i), ione, &value );
#else
value = cblas_ddot( i, W(0,iw), ione, A(0,i), ione );
#endif
alpha = tau[i - 1] * -.5f * value;
blasf77_daxpy(&i, &alpha, A(0, i), &ione, W(0, iw), &ione);
for( id=0; id < num_gpus; id++ ) {
magma_setdevice(id);
if ( k > 1 ) {
magma_dsetvector_async( n, W(0,iw), 1, dW(id, 0, iw), 1, stream[id][1] );
} else {
magma_dsetvector_async( n, W(0,iw), 1, dW(id, 0, iw), 1, stream[id][0] );
}
}
}
}
} else {
/* Reduce first NB columns of lower triangle */
for (i = 0; i < nb; ++i) {
/* Update A(i:n,i) */
i_n = n - i;
idw = ((offset+i)/nb)%num_gpus;
if ( i > 0 ) {
trace_cpu_start( 0, "gemv", "gemv" );
double wii = *W(i, i-1);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i_one, &wii, &ldw);
#endif
wii = -wii;
blasf77_daxpy( &i_n, &wii, A(i, i-1), &ione, A(i, i), &ione);
wii = *A(i, i-1);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i_one, &wii, &lda);
#endif
wii = -wii;
blasf77_daxpy( &i_n, &wii, W(i, i-1), &ione, A(i, i), &ione);
}
if (i < n-1) {
/* Generate elementary reflector H(i) to annihilate A(i+2:n,i) */
i_n = n - i - 1;
trace_cpu_start( 0, "larfg", "larfg" );
alpha = *A(i+1, i);
#ifdef PROFILE_SYMV
cpu_start = get_current_time();
#endif
lapackf77_dlarfg(&i_n, &alpha, A(min(i+2,n-1), i), &ione, &tau[i]);
#ifdef PROFILE_SYMV
cpu_end = get_current_time();
times[0] += GetTimerValue(cpu_start,cpu_end)/1000.0;
#endif
e[i] = MAGMA_D_REAL( alpha );
*A(i+1,i) = MAGMA_D_MAKE( 1, 0 );
trace_cpu_end( 0 );
/* Compute W(i+1:n,i) */
// 1. Send the block reflector A(i+1:n,i) to the GPU
//trace_gpu_start( idw, 0, "comm", "comm1" );
#ifndef MAGMABLAS_DSYMV_MGPU
magma_setdevice(idw);
magma_dsetvector( i_n, A(i+1,i), 1, dA(idw, i+1, i), 1 );
#endif
for( id=0; id < num_gpus; id++ ) {
magma_setdevice(id);
trace_gpu_start( id, 0, "comm", "comm" );
#ifdef MAGMABLAS_DSYMV_MGPU
dx2[id] = dW1(id, 0, i)-offset;
#else
dx2[id] = dx[id];
magma_dsetvector( i_n, A(i+1,i), 1, dx[id], 1 );
#endif
magma_dsetvector_async( n, A(0,i), 1, dW1(id, 0, i), 1, stream[id][0] );
trace_gpu_end( id, 0 );
}
/* mat-vec on multiple GPUs */
#ifdef PROFILE_SYMV
magma_setdevice(0);
magma_event_record(start, stream[0][0]);
#endif
magmablas_dsymv_mgpu(num_gpus, k, MagmaLower, i_n, nb0, c_one, dA, ldda, offset+i+1,
dx2, ione, c_zero, dy, ione, dwork, ldwork,
work, W(i+1,i), stream );
#ifdef PROFILE_SYMV
magma_setdevice(0);
magma_event_record(stop, stream[0][0]);
#endif
trace_cpu_start( 0, "gemv", "gemv" );
blasf77_dgemv(MagmaTransStr, &i_n, &i, &c_one, W(i+1, 0), &ldw,
A(i+1, i), &ione, &c_zero, W(0, i), &ione);
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, A(i+1, 0), &lda,
W(0, i), &ione, &c_zero, f, &ione);
blasf77_dgemv(MagmaTransStr, &i_n, &i, &c_one, A(i+1, 0), &lda,
A(i+1, i), &ione, &c_zero, W(0, i), &ione);
trace_cpu_end( 0 );
/* overlap update */
if ( i > 0 && i+1 < n ) {
magma_int_t ip1 = i+1;
trace_cpu_start( 0, "gemv", "gemv" );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i, W(ip1, 0), &ldw);
#endif
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, A(ip1, 0), &lda,
W(ip1, 0), &ldw, &c_one, A(ip1, ip1), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i, W(ip1, 0), &ldw);
lapackf77_dlacgv(&i, A(ip1, 0), &lda);
#endif
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, W(ip1, 0), &ldw,
A(ip1, 0), &lda, &c_one, A(ip1, ip1), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i, A(ip1, 0), &lda);
#endif
trace_cpu_end( 0 );
}
/* synchronize */
magmablas_dsymv_sync(num_gpus, k, i_n, work, W(i+1,i), stream );
#ifdef PROFILE_SYMV
cudaEventElapsedTime(&etime, start, stop);
mv_time += (etime/1000.0);
times[1+(i_n/(n0/10))] += (etime/1000.0);
#endif
trace_cpu_start( 0, "axpy", "axpy" );
if (i != 0)
blasf77_daxpy(&i_n, &c_one, f, &ione, W(i+1, i), &ione);
blasf77_dgemv("No transpose", &i_n, &i, &c_neg_one, W(i+1, 0), &ldw,
W(0, i), &ione, &c_one, W(i+1, i), &ione);
blasf77_dscal(&i_n, &tau[i], W(i+1,i), &ione);
#if defined(PRECISION_z) || defined(PRECISION_c)
cblas_ddot_sub( i_n, W(i+1,i), ione, A(i+1,i), ione, &value );
#else
value = cblas_ddot( i_n, W(i+1,i), ione, A(i+1,i), ione );
#endif
alpha = tau[i]* -.5f * value;
blasf77_daxpy(&i_n, &alpha, A(i+1, i), &ione, W(i+1,i), &ione);
trace_cpu_end( 0 );
for( id=0; id < num_gpus; id++ ) {
magma_setdevice(id);
if ( k > 1 ) {
magma_dsetvector_async( n, W(0,i), 1, dW(id, 0, i), 1, stream[id][1] );
} else {
magma_dsetvector_async( n, W(0,i), 1, dW(id, 0, i), 1, stream[id][0] );
}
}
}
}
}
#ifdef PROFILE_SYMV
magma_setdevice(0);
magma_event_destory( start );
magma_event_destory( stop );
#endif
for( id=0; id < num_gpus; id++ ) {
magma_setdevice(id);
if ( k > 1 )
magma_queue_sync(stream[id][1]);
}
magma_free_cpu(f);
return mv_time;
} /* magma_dlatrd_mgpu */
extern "C" magma_int_t
magma_dlahr2(magma_int_t n, magma_int_t k, magma_int_t nb,
double *da, double *dv,
double *a, magma_int_t lda,
double *tau, double *t, magma_int_t ldt,
double *y, magma_int_t ldy)
{
/* -- MAGMA auxiliary routine (version 1.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
November 2012
Purpose
=======
DLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
matrix A so that elements below the k-th subdiagonal are zero. The
reduction is performed by an orthogonal similarity transformation
Q' * A * Q. The routine returns the matrices V and T which determine
Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
This is an auxiliary routine called by DGEHRD.
Arguments
=========
N (input) INTEGER
The order of the matrix A.
K (input) INTEGER
The offset for the reduction. Elements below the k-th
subdiagonal in the first NB columns are reduced to zero.
K < N.
NB (input) INTEGER
The number of columns to be reduced.
DA (input/output) DOUBLE_PRECISION array on the GPU, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements on and above the k-th subdiagonal in
the first NB columns are overwritten with the corresponding
elements of the reduced matrix; the elements below the k-th
subdiagonal, with the array TAU, represent the matrix Q as a
product of elementary reflectors. The other columns of A are
unchanged. See Further Details.
DV (output) DOUBLE_PRECISION array on the GPU, dimension (N, NB)
On exit this contains the Householder vectors of the transformation.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) DOUBLE_PRECISION array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
T (output) DOUBLE_PRECISION array, dimension (LDT,NB)
The upper triangular matrix T.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= NB.
Y (output) DOUBLE_PRECISION array, dimension (LDY,NB)
The n-by-nb matrix Y.
LDY (input) INTEGER
The leading dimension of the array Y. LDY >= N.
Further Details
===============
The matrix Q is represented as a product of nb elementary reflectors
Q = H(1) H(2) . . . H(nb).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
A(i+k+1:n,i), and tau in TAU(i).
The elements of the vectors v together form the (n-k+1)-by-nb matrix
V which is needed, with T and Y, to apply the transformation to the
unreduced part of the matrix, using an update of the form:
A := (I - V*T*V') * (A - Y*T*V').
The contents of A on exit are illustrated by the following example
with n = 7, k = 3 and nb = 2:
( a a a a a )
( a a a a a )
( a a a a a )
( h h a a a )
( v1 h a a a )
( v1 v2 a a a )
( v1 v2 a a a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
===================================================================== */
double c_zero = MAGMA_D_ZERO;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t ldda = lda;
magma_int_t c__1 = 1;
magma_int_t a_dim1, a_offset, t_dim1, t_offset, y_dim1, y_offset, i__2, i__3;
double d__1;
magma_int_t i__;
double ei;
--tau;
a_dim1 = lda;
a_offset = 1 + a_dim1;
a -= a_offset;
t_dim1 = ldt;
t_offset = 1 + t_dim1;
t -= t_offset;
y_dim1 = ldy;
y_offset = 1 + y_dim1;
y -= y_offset;
/* Function Body */
if (n <= 1)
return 0;
for (i__ = 1; i__ <= nb; ++i__) {
if (i__ > 1) {
/* Update A(K+1:N,I); Update I-th column of A - Y * V' */
i__2 = n - k + 1;
i__3 = i__ - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__3, &a[k+i__-1+a_dim1], &lda);
#endif
blasf77_dcopy(&i__3, &a[k+i__-1+a_dim1], &lda, &t[nb*t_dim1+1], &c__1);
blasf77_dtrmv("u","n","n",&i__3,&t[t_offset], &ldt, &t[nb*t_dim1+1], &c__1);
blasf77_dgemv("NO TRANSPOSE", &i__2, &i__3, &c_neg_one, &y[k + y_dim1],
&ldy, &t[nb*t_dim1+1], &c__1, &c_one, &a[k+i__*a_dim1],&c__1);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv(&i__3, &a[k+i__-1+a_dim1], &lda);
#endif
/* Apply I - V * T' * V' to this column (call it b) from the
left, using the last column of T as workspace
Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
( V2 ) ( b2 )
where V1 is unit lower triangular
w := V1' * b1 */
i__2 = i__ - 1;
blasf77_dcopy(&i__2, &a[k+1+i__*a_dim1], &c__1, &t[nb*t_dim1+1], &c__1);
blasf77_dtrmv("Lower", MagmaTransStr, "UNIT", &i__2,
&a[k + 1 + a_dim1], &lda, &t[nb * t_dim1 + 1], &c__1);
/* w := w + V2'*b2 */
i__2 = n - k - i__ + 1;
i__3 = i__ - 1;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_one,
&a[k + i__ + a_dim1], &lda, &a[k+i__+i__*a_dim1], &c__1,
&c_one, &t[nb*t_dim1+1], &c__1);
/* w := T'*w */
i__2 = i__ - 1;
blasf77_dtrmv("U", MagmaTransStr, "N", &i__2, &t[t_offset], &ldt,
&t[nb*t_dim1+1], &c__1);
/* b2 := b2 - V2*w */
i__2 = n - k - i__ + 1;
i__3 = i__ - 1;
blasf77_dgemv("N", &i__2, &i__3, &c_neg_one, &a[k + i__ + a_dim1], &lda,
&t[nb*t_dim1+1], &c__1, &c_one, &a[k+i__+i__*a_dim1], &c__1);
/* b1 := b1 - V1*w */
i__2 = i__ - 1;
blasf77_dtrmv("L","N","U",&i__2,&a[k+1+a_dim1],&lda,&t[nb*t_dim1+1],&c__1);
blasf77_daxpy(&i__2, &c_neg_one, &t[nb * t_dim1 + 1], &c__1,
&a[k + 1 + i__ * a_dim1], &c__1);
a[k + i__ - 1 + (i__ - 1) * a_dim1] = ei;
}
/* Generate the elementary reflector H(I) to annihilate A(K+I+1:N,I) */
i__2 = n - k - i__ + 1;
i__3 = k + i__ + 1;
lapackf77_dlarfg(&i__2, &a[k + i__ + i__ * a_dim1],
&a[min(i__3,n) + i__ * a_dim1], &c__1, &tau[i__]);
ei = a[k + i__ + i__ * a_dim1];
a[k + i__ + i__ * a_dim1] = c_one;
/* Compute Y(K+1:N,I) */
i__2 = n - k;
i__3 = n - k - i__ + 1;
magma_dsetvector( i__3,
&a[k + i__ + i__*a_dim1], 1,
dv+(i__-1)*(ldda+1), 1 );
magma_dgemv(MagmaNoTrans, i__2+1, i__3, c_one,
da -1 + k + i__ * ldda, ldda,
dv+(i__-1)*(ldda+1), c__1, c_zero,
da-1 + k + (i__-1)*ldda, c__1);
i__2 = n - k - i__ + 1;
i__3 = i__ - 1;
blasf77_dgemv(MagmaTransStr, &i__2, &i__3, &c_one,
&a[k + i__ + a_dim1], &lda, &a[k+i__+i__*a_dim1], &c__1,
&c_zero, &t[i__*t_dim1+1], &c__1);
/* Compute T(1:I,I) */
i__2 = i__ - 1;
d__1 = MAGMA_D_NEGATE( tau[i__] );
blasf77_dscal(&i__2, &d__1, &t[i__ * t_dim1 + 1], &c__1);
blasf77_dtrmv("U","N","N", &i__2, &t[t_offset], &ldt, &t[i__*t_dim1+1], &c__1);
t[i__ + i__ * t_dim1] = tau[i__];
magma_dgetvector( n - k + 1,
da-1+ k+(i__-1)*ldda, 1,
y+ k + i__*y_dim1, 1 );
}
a[k + nb + nb * a_dim1] = ei;
return 0;
} /* magma_dlahr2 */
/**
Purpose
-------
ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX_16 array, dimension (LDDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO=MagmaLower) or the upper
triangle (if UPLO=MagmaUpper) of A, including the diagonal, is
destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[in]
abstol DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO > 0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
@param[out]
dZ COMPLEX_16 array, dimension (LDDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
********* (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
@param[in]
lddz INTEGER
The leading dimension of the array DZ. LDDZ >= 1, and if
JOBZ = MagmaVec, LDDZ >= max(1,N).
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param
wZ (workspace) COMPLEX_16 array, dimension (LDWZ, max(1,M))
@param[in]
ldwz INTEGER
The leading dimension of the array wZ. LDWZ >= 1, and if
JOBZ = MagmaVec, LDWZ >= max(1,N).
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param
rwork (workspace) DOUBLE PRECISION array, dimension (7*N)
@param
iwork (workspace) INTEGER array, dimension (5*N)
@param[out]
ifail INTEGER array, dimension (N)
If JOBZ = MagmaVec, then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = MagmaNoVec, then IFAIL is not referenced.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *dA, magma_int_t ldda, double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w, magmaDoubleComplex *dZ, magma_int_t lddz,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *wZ, magma_int_t ldwz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t ione = 1;
const char* order_;
magma_int_t indd, inde;
magma_int_t imax;
magma_int_t lopt, itmp1, indee;
magma_int_t lower, wantz;
magma_int_t i, j, jj, i__1;
magma_int_t alleig, valeig, indeig;
magma_int_t iscale, indibl;
magma_int_t indiwk, indisp, indtau;
magma_int_t indrwk, indwrk;
magma_int_t llwork, nsplit;
magma_int_t lquery;
magma_int_t iinfo;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
double *dwork;
/* Function Body */
lower = (uplo == MagmaLower);
wantz = (jobz == MagmaVec);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (lddz < 1 || (wantz && lddz < n)) {
*info = -15;
} else if (ldwa < max(1,n)) {
*info = -17;
} else if (ldwz < 1 || (wantz && ldwz < n)) {
*info = -19;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lopt = n * (nb + 1);
work[0] = MAGMA_Z_MAKE( lopt, 0 );
if (lwork < lopt && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
magmaDoubleComplex *a;
magma_zmalloc_cpu( &a, n*n );
magma_zgetmatrix(n, n, dA, ldda, a, n);
lapackf77_zheevx(jobz_, range_, uplo_,
&n, a, &n, &vl, &vu, &il, &iu, &abstol, m,
w, wZ, &ldwz, work, &lwork,
rwork, iwork, ifail, info);
magma_zsetmatrix( n, n, a, n, dA, ldda);
magma_zsetmatrix( n, *m, wZ, ldwz, dZ, lddz);
magma_free_cpu(a);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, n )) {
fprintf (stderr, "!!!! device memory allocation error (magma_zheevx_gpu)\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
--w;
--work;
--rwork;
--iwork;
--ifail;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
magmablas_zlascl(uplo, 0, 0, 1., sigma, n, n, dA,
ldda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indd = 1;
inde = indd + n;
indrwk = inde + n;
indtau = 1;
indwrk = indtau + n;
llwork = lwork - indwrk + 1;
#ifdef FAST_HEMV
magma_zhetrd2_gpu(uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, dZ, lddz*n, &iinfo);
#else
magma_zhetrd_gpu (uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, &iinfo);
#endif
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwrk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
if ((alleig || (indeig && il == 1 && iu == n)) && abstol <= 0.) {
blasf77_dcopy(&n, &rwork[indd], &ione, &w[1], &ione);
indee = indrwk + 2*n;
if (! wantz) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_dsterf(&n, &w[1], &rwork[indee], info);
}
else {
lapackf77_zlacpy("A", &n, &n, wA, &ldwa, wZ, &ldwz);
lapackf77_zungtr(uplo_, &n, wZ, &ldwz, &work[indtau], &work[indwrk], &llwork, &iinfo);
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_zsteqr(jobz_, &n, &w[1], &rwork[indee], wZ, &ldwz, &rwork[indrwk], info);
if (*info == 0) {
for (i = 1; i <= n; ++i) {
ifail[i] = 0;
}
magma_zsetmatrix( n, n, wZ, ldwz, dZ, lddz );
}
}
if (*info == 0) {
*m = n;
}
}
/* Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN. */
if (*m == 0) {
*info = 0;
if (wantz) {
order_ = "B";
} else {
order_ = "E";
}
indibl = 1;
indisp = indibl + n;
indiwk = indisp + n;
lapackf77_dstebz(range_, order_, &n, &vl, &vu, &il, &iu, &abstol, &rwork[indd], &rwork[inde], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwk], info);
if (wantz) {
lapackf77_zstein(&n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &iwork[indisp],
wZ, &ldwz, &rwork[indrwk], &iwork[indiwk], &ifail[1], info);
magma_zsetmatrix( n, *m, wZ, ldwz, dZ, lddz );
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dZ, lddz, wA, ldwa, &iinfo);
}
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
magma_zswap(n, dZ + (i-1)*lddz, ione, dZ + (j-1)*lddz, ione);
if (*info != 0) {
itmp1 = ifail[i];
ifail[i] = ifail[j];
ifail[j] = itmp1;
}
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = MAGMA_Z_MAKE( lopt, 0 );
return *info;
} /* magma_zheevx_gpu */
/**
Purpose
-------
ZHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. It uses a two-stage algorithm for the tridiagonalization.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 2*N + N**2.
where LQ2 is the size needed to store the Q2 matrix
and is returned by magma_bulge_get_lq2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx_2stage_m(magma_int_t nrgpu, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
#define A( i_,j_) (A + (i_) + (j_)*lda)
#define A2(i_,j_) (A2 + (i_) + (j_)*lda2)
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magmaDoubleComplex c_one = MAGMA_Z_ONE;
double d_one = 1.;
magma_int_t ione = 1;
magma_int_t izero = 0;
double d__1;
double eps;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
//magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t iscale;
double safmin;
double bignum;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t len;
/* determine the number of threads */
magma_int_t parallel_threads = magma_get_parallel_numthreads();
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zbulge_nb(n, parallel_threads);
magma_int_t Vblksiz = magma_zbulge_get_Vblksiz(n, nb, parallel_threads);
magma_int_t ldt = Vblksiz;
magma_int_t ldv = nb + Vblksiz;
magma_int_t blkcnt = magma_bulge_get_blkcnt(n, nb, Vblksiz);
magma_int_t lq2 = magma_zbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 2*n + n*n;
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 5*n + 3;
} else {
lwmin = lq2 + n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_Z_ONE;
}
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
timer_printf("using %d parallel_threads\n", (int) parallel_threads);
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
magma_int_t ntiles = n/nb;
if ( ( ntiles < 2 ) || ( n <= 128 ) ) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zheevd(jobz_, uplo_, &n,
A, &lda, w,
work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
info);
*m = n;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
magma_int_t indT2 = 0;
magma_int_t indTAU2 = indT2 + blkcnt*ldt*Vblksiz;
magma_int_t indV2 = indTAU2+ blkcnt*Vblksiz;
magma_int_t indtau1 = indV2 + blkcnt*ldv*Vblksiz;
magma_int_t indwrk = indtau1+ n;
magma_int_t indwk2 = indwrk + n*n;
magma_int_t llwork = lwork - indwrk;
magma_int_t llwrk2 = lwork - indwk2;
magma_int_t inde = 0;
magma_int_t indrwk = inde + n;
magma_int_t llrwk = lrwork - indrwk;
magma_timer_t time=0, time_total=0, time_alloc=0, time_dist=0, time_band=0;
timer_start( time_total );
#ifdef HE2HB_SINGLEGPU
magmaDoubleComplex *dT1;
if (MAGMA_SUCCESS != magma_zmalloc( &dT1, n*nb)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
timer_start( time_band );
magma_zhetrd_he2hb(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, dT1, info);
timer_stop( time_band );
timer_printf( " 1 GPU seq code time zhetrd_he2hb only = %7.4f\n", time_band );
magma_free(dT1);
#else
magma_int_t nstream = max(3,nrgpu+2);
magma_queue_t streams[MagmaMaxGPUs][20];
magmaDoubleComplex *da[MagmaMaxGPUs], *dT1[MagmaMaxGPUs];
magma_int_t ldda = ((n+31)/32)*32;
magma_int_t ver = 0;
magma_int_t distblk = max(256, 4*nb);
#ifdef ENABLE_DEBUG
printf("voici ngpu %d distblk %d NB %d nstream %d version %d \n ", nrgpu, distblk, nb, nstream, ver);
#endif
timer_start( time_alloc );
for( magma_int_t dev = 0; dev < nrgpu; ++dev ) {
magma_int_t mlocal = ((n / distblk) / nrgpu + 1) * distblk;
magma_setdevice( dev );
// TODO check malloc
magma_zmalloc(&da[dev], ldda*mlocal );
magma_zmalloc(&dT1[dev], (n*nb) );
for( int i = 0; i < nstream; ++i ) {
magma_queue_create( &streams[dev][i] );
}
}
timer_stop( time_alloc );
timer_start( time_dist );
magma_zsetmatrix_1D_col_bcyclic( n, n, A, lda, da, ldda, nrgpu, distblk );
magma_setdevice(0);
timer_stop( time_dist );
timer_start( time_band );
if (ver == 30) {
magma_zhetrd_he2hb_mgpu_spec(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, da, ldda, dT1, nb, nrgpu, distblk, streams, nstream, info);
} else {
magma_zhetrd_he2hb_mgpu(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, da, ldda, dT1, nb, nrgpu, distblk, streams, nstream, info);
}
timer_stop( time_band );
timer_printf(" time alloc %7.4f, ditribution %7.4f, zhetrd_he2hb only = %7.4f\n", time_alloc, time_dist, time_band );
for( magma_int_t dev = 0; dev < nrgpu; ++dev ) {
magma_setdevice( dev );
magma_free( da[dev] );
magma_free( dT1[dev] );
for( int i = 0; i < nstream; ++i ) {
magma_queue_destroy( streams[dev][i] );
}
}
#endif // not HE2HB_SINGLEGPU
timer_stop( time_total );
timer_printf( " time zhetrd_he2hb_mgpu = %6.2f\n", time_total );
timer_start( time_total );
timer_start( time );
/* copy the input matrix into WORK(INDWRK) with band storage */
/* PAY ATTENTION THAT work[indwrk] should be able to be of size lda2*n which it should be checked in any future modification of lwork.*/
magma_int_t lda2 = 2*nb; //nb+1+(nb-1);
magmaDoubleComplex* A2 = &work[indwrk];
memset(A2, 0, n*lda2*sizeof(magmaDoubleComplex));
for (magma_int_t j = 0; j < n-nb; j++) {
len = nb+1;
blasf77_zcopy( &len, A(j,j), &ione, A2(0,j), &ione );
memset(A(j,j), 0, (nb+1)*sizeof(magmaDoubleComplex));
*A(nb+j,j) = c_one;
}
for (magma_int_t j = 0; j < nb; j++) {
len = nb-j;
blasf77_zcopy( &len, A(j+n-nb,j+n-nb), &ione, A2(0,j+n-nb), &ione );
memset(A(j+n-nb,j+n-nb), 0, (nb-j)*sizeof(magmaDoubleComplex));
}
timer_stop( time );
timer_printf( " time zhetrd_convert = %6.2f\n", time );
timer_start( time );
magma_zhetrd_hb2st(uplo, n, nb, Vblksiz, A2, lda2, w, &rwork[inde], &work[indV2], ldv, &work[indTAU2], wantz, &work[indT2], ldt);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time zhetrd_hb2st = %6.2f\n", time );
timer_printf( " time zhetrd = %6.2f\n", time_total );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
timer_start( time );
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
timer_stop( time );
timer_printf( " time dstedc = %6.2f\n", time );
}
else {
timer_start( time_total );
timer_start( time );
magma_zstedx_m(nrgpu, range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, info);
timer_stop( time );
timer_printf( " time zstedx_m = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
/*
magmaDoubleComplex *dZ;
magma_int_t lddz = n;
if (MAGMA_SUCCESS != magma_zmalloc( &dZ, *m*lddz)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zbulge_back(uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n, dZ, lddz,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
magma_zgetmatrix( n, *m, dZ, lddz, &work[indwrk], n);
magma_free(dZ);
*/
magma_zbulge_back_m(nrgpu, uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
timer_stop( time );
timer_printf( " time zbulge_back_m = %6.2f\n", time );
timer_start( time );
magma_zunmqr_m(nrgpu, MagmaLeft, MagmaNoTrans, n-nb, *m, n-nb, A+nb, lda, &work[indtau1],
&work[indwrk + n * (il-1) + nb], n, &work[indwk2], llwrk2, info);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time zunmqr_m + copy = %6.2f\n", time );
timer_printf( " time eigenvectors backtransf. = %6.2f\n", time_total );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_setdevice( orig_dev );
return *info;
} /* magma_zheevdx_2stage_m */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dsygvdx
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time;
double *h_A, *h_R, *h_B, *h_S, *h_work;
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
magma_int_t lrwork;
#endif
/* Matrix size */
double *w1, *w2, result[2]={0,0};
magma_int_t *iwork;
magma_int_t N, n2, info, lwork, liwork;
double c_zero = MAGMA_D_ZERO;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
magma_range_t range = MagmaRangeAll;
if (opts.fraction != 1)
range = MagmaRangeI;
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, range = %s, uplo = %s, opts.check = %d, fraction = %6.4f\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_range_const(range), lapack_uplo_const(opts.uplo),
(int) opts.check, opts.fraction);
printf(" N M GPU Time (sec)\n");
printf("============================\n");
magma_int_t threads = magma_get_parallel_numthreads();
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
n2 = N*N;
#if defined(PRECISION_z) || defined(PRECISION_c)
lwork = magma_dbulge_get_lq2(N, threads) + 2*N + N*N;
lrwork = 1 + 5*N +2*N*N;
#else
lwork = magma_dbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N;
#endif
liwork = 3 + 5*N;
/* Allocate host memory for the matrix */
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_CPU( h_B, double, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( h_S, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_PIN( rwork, double, lrwork);
#endif
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlarnv( &ione, ISEED, &n2, h_B );
magma_dmake_hpd( N, h_B, N );
magma_dmake_symmetric( N, h_A, N );
magma_int_t m1 = 0;
double vl = 0;
double vu = 0;
magma_int_t il = 0;
magma_int_t iu = 0;
if (range == MagmaRangeI) {
il = 1;
iu = (int) (opts.fraction*N);
}
// ==================================================================
// Warmup using MAGMA
// ==================================================================
if (opts.warmup) {
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_dsygvdx_2stage(opts.itype, opts.jobz, range, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
}
// ===================================================================
// Performs operation using MAGMA
// ===================================================================
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
gpu_time = magma_wtime();
magma_dsygvdx_2stage(opts.itype, opts.jobz, range, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
gpu_time = magma_wtime() - gpu_time;
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvdx routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | S(with V) - S(w/o V) | / | S |
=================================================================== */
#if defined(PRECISION_d) || defined(PRECISION_s)
double *rwork = h_work + N*N;
#endif
double temp1, temp2;
result[0] = 1.;
result[0] /= lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_A, &N, rwork);
result[0] /= lapackf77_dlange("1", &N, &m1, h_R, &N, rwork);
if (opts.itype == 1) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
result[0] *= lapackf77_dlange("1", &N, &m1, h_work, &N, rwork)/N;
}
else if (opts.itype == 2) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_dlange("1", &N, &m1, h_R, &N, rwork)/N;
}
else if (opts.itype == 3) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_dlange("1", &N, &m1, h_R, &N, rwork)/N;
}
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_int_t m2 = m1;
lapackf77_dsygvd(&opts.itype, "N", lapack_uplo_const(opts.uplo), &N,
h_R, &N, h_S, &N, w2,
h_work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
&info);
temp1 = temp2 = 0;
for(int j=0; j<m2; j++) {
temp1 = max(temp1, fabs(w1[j]));
temp1 = max(temp1, fabs(w2[j]));
temp2 = max(temp2, fabs(w1[j]-w2[j]));
}
result[1] = temp2 / (((double)m2)*temp1);
}
/* =====================================================================
Print execution time
=================================================================== */
printf("%5d %5d %7.2f\n",
(int) N, (int) m1, gpu_time);
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if (opts.itype==1) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype==2) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype==3) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
printf( "(2) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[1], (result[1] < tolulp ? "ok" : "failed"));
status += ! (result[0] < tol && result[1] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_PIN( rwork );
#endif
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
/* Shutdown */
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
ZHEEVDX_GPU computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX_16 array on the GPU,
dimension (LDDA, N).
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first mout columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required mout eigenvalues in ascending order.
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx_gpu(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
//magma_int_t indwk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magmaDouble_ptr dwork;
magmaDoubleComplex_ptr dC;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 );
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -18;
} else if ((liwork < liwmin) && ! lquery) {
*info = -20;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
magmaDoubleComplex *A;
magma_zmalloc_cpu( &A, lda*n );
magma_zgetmatrix( n, n, dA, ldda, A, lda );
lapackf77_zheevd( jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
rwork, &lrwork,
iwork, &liwork, info );
magma_zsetmatrix( n, n, A, lda, dA, ldda );
magma_free_cpu( A );
*mout = n;
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// dC and dwork are never used together, so use one buffer for both;
// unfortunately they're different types (complex and double).
// (this is easier in dsyevd_gpu where everything is double.)
// zhetrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb, in double-complex.
// zunmtr_gpu requires lddc*n, in double-complex.
// zlanhe requires n, in double.
magma_int_t ldwork = max( ldda*ceildiv(n,64) + 2*ldda*nb, lddc*n );
magma_int_t ldwork_real = max( ldwork*2, n );
if ( wantz ) {
// zstedx requrise 3n^2/2, in double
ldwork_real = max( ldwork_real, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork_real )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dC = (magmaDoubleComplex*) dwork;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe( MagmaMaxNorm, uplo, n, dA, ldda, dwork );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_zlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, info );
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
//indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
//llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_HEMV
magma_zhetrd2_gpu( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dC, ldwork, &iinfo );
#else
magma_zhetrd_gpu ( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
timer_printf( "time zhetrd_gpu = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &rwork[inde], info );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
}
else {
timer_start( time );
magma_zstedx( range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
magma_zsetmatrix( n, *mout, &work[indwrk + n * (il-1) ], n, dC, lddc );
magma_zunmtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, *mout, dA, ldda, &work[indtau],
dC, lddc, wA, ldwa, &iinfo );
magma_zcopymatrix( n, *mout, dC, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time zunmtr_gpu + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal( &imax, &d__1, w, &ione );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 ); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_zheevdx_gpu */
/*------------------------------------------------------------
* Check the reduction
*/
static magma_int_t check_reduction(magma_uplo_t uplo, magma_int_t N, magma_int_t bw, double *A, double *D, magma_int_t LDA, double *Q, double eps )
{
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double *TEMP, *Residual;
double *work;
double Anorm, Rnorm, result;
magma_int_t info_reduction;
magma_int_t i;
magma_int_t ione=1;
magma_dmalloc_cpu( &TEMP, N*N );
magma_dmalloc_cpu( &Residual, N*N );
magma_dmalloc_cpu( &work, N );
/* Compute TEMP = Q * LAMBDA */
lapackf77_dlacpy("A", &N, &N, Q, &LDA, TEMP, &N);
for (i = 0; i < N; i++) {
blasf77_dscal(&N, &D[i], &(TEMP[i*N]), &ione);
}
/* Compute Residual = A - Q * LAMBDA * Q^H */
/* A is Hermetian but both upper and lower
* are assumed valable here for checking
* otherwise it need to be symetrized before
* checking.
*/
lapackf77_dlacpy("A", &N, &N, A, &LDA, Residual, &N);
blasf77_dgemm("N", "C", &N, &N, &N, &c_neg_one, TEMP, &N, Q, &LDA, &c_one, Residual, &N);
// since A has been generated by larnv and we did not symmetrize,
// so only the uplo portion of A should be equal to Q*LAMBDA*Q^H
// for that Rnorm use dlansy instead of dlange
Rnorm = lapackf77_dlansy("1", lapack_uplo_const(uplo), &N, Residual, &N, work);
Anorm = lapackf77_dlansy("1", lapack_uplo_const(uplo), &N, A, &LDA, work);
result = Rnorm / ( Anorm * N * eps);
printf(" %12.2e", result );
//if ( uplo == MagmaLower ) {
// printf(" ======================================================\n");
// printf(" ||A-Q*LAMBDA*Q'||_oo/(||A||_oo.N.eps) : %15.3E \n", result );
// printf(" ======================================================\n");
//} else {
// printf(" ======================================================\n");
// printf(" ||A-Q'*LAMBDA*Q||_oo/(||A||_oo.N.eps) : %15.3E \n", result );
// printf(" ======================================================\n");
//}
if ( isnan(result) || isinf(result) || (result > 60.0) ) {
//printf("-- Reduction is suspicious ! \n");
info_reduction = 1;
}
else {
//printf("-- Reduction is CORRECT ! \n");
info_reduction = 0;
}
magma_free_cpu(TEMP);
magma_free_cpu(Residual);
magma_free_cpu(work);
return info_reduction;
}
/**
Purpose
-------
DLATRD2 reduces NB rows and columns of a real symmetric matrix A to
symmetric tridiagonal form by an orthogonal similarity
transformation Q' * A * Q, and returns the matrices V and W which are
needed to apply the transformation to the unreduced part of A.
If UPLO = MagmaUpper, DLATRD reduces the last NB rows and columns of a
matrix, of which the upper triangle is supplied;
if UPLO = MagmaLower, DLATRD reduces the first NB rows and columns of a
matrix, of which the lower triangle is supplied.
This is an auxiliary routine called by DSYTRD2_GPU. It uses an
accelerated HEMV that needs extra memory.
Arguments
---------
@param[in]
uplo magma_uplo_t
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
- = MagmaUpper: Upper triangular
- = MagmaLower: Lower triangular
@param[in]
n INTEGER
The order of the matrix A.
@param[in]
nb INTEGER
The number of rows and columns to be reduced.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit:
- if UPLO = MagmaUpper, the last NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements above the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors;
- if UPLO = MagmaLower, the first NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements below the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors.
See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= (1,N).
@param[out]
e DOUBLE_PRECISION array, dimension (N-1)
If UPLO = MagmaUpper, E(n-nb:n-1) contains the superdiagonal
elements of the last NB columns of the reduced matrix;
if UPLO = MagmaLower, E(1:nb) contains the subdiagonal elements of
the first NB columns of the reduced matrix.
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors, stored in
TAU(n-nb:n-1) if UPLO = MagmaUpper, and in TAU(1:nb) if UPLO = MagmaLower.
See Further Details.
@param[out]
W DOUBLE_PRECISION array, dimension (LDW,NB)
The n-by-nb matrix W required to update the unreduced part
of A.
@param[in]
ldw INTEGER
The leading dimension of the array W. LDW >= max(1,N).
@param
dA TODO: dimension (ldda, n) ??
@param
ldda TODO: ldda >= n ??
@param
dW TODO: dimension (lddw, 2*nb) ??
@param
lddw TODO: lddw >= n ??
@param
dwork TODO: dimension (ldwork) ??
@param
ldwork TODO: ldwork >= ceil(n/64)*ldda ??
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n) H(n-1) . . . H(n-nb+1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
and tau in TAU(i-1).
If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(nb).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and tau in TAU(i).
The elements of the vectors v together form the n-by-nb matrix V
which is needed, with W, to apply the transformation to the unreduced
part of the matrix, using a symmetric rank-2k update of the form:
A := A - V*W' - W*V'.
The contents of A on exit are illustrated by the following examples
with n = 5 and nb = 2:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( a a a v4 v5 ) ( d )
( a a v4 v5 ) ( 1 d )
( a 1 v5 ) ( v1 1 a )
( d 1 ) ( v1 v2 a a )
( d ) ( v1 v2 a a a )
where d denotes a diagonal element of the reduced matrix, a denotes
an element of the original matrix that is unchanged, and vi denotes
an element of the vector defining H(i).
@ingroup magma_dsyev_aux
********************************************************************/
extern "C" magma_int_t
magma_dlatrd2(
magma_uplo_t uplo, magma_int_t n, magma_int_t nb,
double *A, magma_int_t lda,
double *e, double *tau,
double *W, magma_int_t ldw,
magmaDouble_ptr dA, magma_int_t ldda,
magmaDouble_ptr dW, magma_int_t lddw,
magmaDouble_ptr dwork, magma_int_t ldwork)
{
#define A(i_, j_) (A + (i_) + (j_)*lda)
#define W(i_, j_) (W + (i_) + (j_)*ldw)
#define dA(i_, j_) (dA + (i_) + (j_)*ldda)
#define dW(i_, j_) (dW + (i_) + (j_)*lddw)
const double c_neg_one = MAGMA_D_NEG_ONE;
const double c_one = MAGMA_D_ONE;
const double c_zero = MAGMA_D_ZERO;
const magma_int_t ione = 1;
double alpha, value;
magma_int_t i, i_n, i_1, iw;
/* Check arguments */
magma_int_t info = 0;
if ( uplo != MagmaLower && uplo != MagmaUpper ) {
info = -1;
} else if ( n < 0 ) {
info = -2;
} else if ( nb < 1 ) {
info = -3;
} else if ( lda < max(1,n) ) {
info = -5;
} else if ( ldw < max(1,n) ) {
info = -9;
} else if ( ldda < max(1,n) ) {
info = -11;
} else if ( lddw < max(1,n) ) {
info = -13;
} else if ( ldwork < ldda*ceildiv(n,64) ) {
info = -15;
}
if (info != 0) {
magma_xerbla( __func__, -(info) );
return info;
}
/* Quick return if possible */
if (n == 0) {
return info;
}
magma_queue_t stream;
magma_queue_create( &stream );
double *f;
magma_dmalloc_cpu( &f, n );
if ( f == NULL ) {
info = MAGMA_ERR_HOST_ALLOC;
return info;
}
if (uplo == MagmaUpper) {
/* Reduce last NB columns of upper triangle */
for (i = n-1; i >= n - nb; --i) {
i_1 = i + 1;
i_n = n - i - 1;
iw = i - n + nb;
if (i < n-1) {
/* Update A(1:i,i) */
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i_n, W(i, iw+1), &ldw );
#endif
blasf77_dgemv( "No transpose", &i_1, &i_n, &c_neg_one, A(0, i+1), &lda,
W(i, iw+1), &ldw, &c_one, A(0, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i_n, W(i, iw+1), &ldw );
lapackf77_dlacgv( &i_n, A(i, i+1), &lda );
#endif
blasf77_dgemv( "No transpose", &i_1, &i_n, &c_neg_one, W(0, iw+1), &ldw,
A(i, i+1), &lda, &c_one, A(0, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i_n, A(i, i+1), &lda );
#endif
}
if (i > 0) {
/* Generate elementary reflector H(i) to annihilate A(1:i-2,i) */
alpha = *A(i-1, i);
lapackf77_dlarfg( &i, &alpha, A(0, i), &ione, &tau[i - 1] );
e[i-1] = MAGMA_D_REAL( alpha );
*A(i-1,i) = MAGMA_D_ONE;
/* Compute W(1:i-1,i) */
// 1. Send the block reflector A(0:n-i-1,i) to the GPU
magma_dsetvector_async( i, A(0, i), 1, dA(0, i), 1, stream );
magmablas_dsymv_work( MagmaUpper, i, c_one, dA(0, 0), ldda,
dA(0, i), ione, c_zero, dW(0, iw), ione,
dwork, ldwork, stream );
// 2. Start getting the result back (asynchronously)
magma_dgetmatrix_async( i, 1,
dW(0, iw), lddw,
W(0, iw), ldw, stream );
if (i < n-1) {
blasf77_dgemv( MagmaConjTransStr, &i, &i_n, &c_one, W(0, iw+1), &ldw,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione );
}
// 3. Here we need dsymv result W(0, iw)
magma_queue_sync( stream );
if (i < n-1) {
blasf77_dgemv( "No transpose", &i, &i_n, &c_neg_one, A(0, i+1), &lda,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione );
blasf77_dgemv( MagmaConjTransStr, &i, &i_n, &c_one, A(0, i+1), &lda,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione );
blasf77_dgemv( "No transpose", &i, &i_n, &c_neg_one, W(0, iw+1), &ldw,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione );
}
blasf77_dscal( &i, &tau[i - 1], W(0, iw), &ione );
value = magma_cblas_ddot( i, W(0,iw), ione, A(0,i), ione );
alpha = tau[i - 1] * -0.5f * value;
blasf77_daxpy( &i, &alpha, A(0, i), &ione,
W(0, iw), &ione );
}
}
}
else {
/* Reduce first NB columns of lower triangle */
for (i = 0; i < nb; ++i) {
/* Update A(i:n,i) */
i_n = n - i;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i, W(i, 0), &ldw );
#endif
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, A(i, 0), &lda,
W(i, 0), &ldw, &c_one, A(i, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i, W(i, 0), &ldw );
lapackf77_dlacgv( &i, A(i, 0), &lda );
#endif
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, W(i, 0), &ldw,
A(i, 0), &lda, &c_one, A(i, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i, A(i, 0), &lda );
#endif
if (i < n-1) {
/* Generate elementary reflector H(i) to annihilate A(i+2:n,i) */
i_n = n - i - 1;
alpha = *A(i+1, i);
lapackf77_dlarfg( &i_n, &alpha, A(min(i+2,n-1), i), &ione, &tau[i] );
e[i] = MAGMA_D_REAL( alpha );
*A(i+1,i) = MAGMA_D_ONE;
/* Compute W(i+1:n,i) */
// 1. Send the block reflector A(i+1:n,i) to the GPU
magma_dsetvector_async( i_n, A(i+1, i), 1, dA(i+1, i), 1, stream );
magmablas_dsymv_work( MagmaLower, i_n, c_one, dA(i+1, i+1), ldda,
dA(i+1, i), ione, c_zero, dW(i+1, i), ione,
dwork, ldwork, stream );
// 2. Start getting the result back (asynchronously)
magma_dgetmatrix_async( i_n, 1,
dW(i+1, i), lddw,
W(i+1, i), ldw, stream );
blasf77_dgemv( MagmaConjTransStr, &i_n, &i, &c_one, W(i+1, 0), &ldw,
A(i+1, i), &ione, &c_zero, W(0, i), &ione );
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, A(i+1, 0), &lda,
W(0, i), &ione, &c_zero, f, &ione );
blasf77_dgemv( MagmaConjTransStr, &i_n, &i, &c_one, A(i+1, 0), &lda,
A(i+1, i), &ione, &c_zero, W(0, i), &ione );
// 3. Here we need dsymv result W(i+1, i)
magma_queue_sync( stream );
if (i != 0)
blasf77_daxpy( &i_n, &c_one, f, &ione, W(i+1, i), &ione );
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, W(i+1, 0), &ldw,
W(0, i), &ione, &c_one, W(i+1, i), &ione );
blasf77_dscal( &i_n, &tau[i], W(i+1,i), &ione );
value = magma_cblas_ddot( i_n, W(i+1,i), ione, A(i+1,i), ione );
alpha = tau[i] * -0.5f * value;
blasf77_daxpy( &i_n, &alpha, A(i+1, i), &ione, W(i+1,i), &ione );
}
}
}
magma_free_cpu( f );
magma_queue_destroy( stream );
return info;
} /* magma_dlatrd */
extern "C" magma_int_t
magma_zheevdx(char jobz, char range, char uplo,
magma_int_t n,
magmaDoubleComplex *a, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZHEEVDX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORK (workspace/output) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
LRWORK (input) INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = 'N' and N > 1, LRWORK >= N.
If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i and JOBZ = 'N', then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = 'V', then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
alleig = lapackf77_lsame( range_, "A" );
valeig = lapackf77_lsame( range_, "V" );
indeig = lapackf77_lsame( range_, "I" );
lquery = lwork == -1 || lrwork == -1 || liwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.);
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(a[0]);
if (wantz) {
a[0] = MAGMA_Z_ONE;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128){
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zheevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, a, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
//
#ifdef ENABLE_TIMER
magma_timestr_t start, end;
start = get_current_time();
#endif
magma_zhetrd(uplo_[0], n, a, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zhetrd = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
} else {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zstedx = %6.2f\n", GetTimerValue(start,end)/1000.);
start = get_current_time();
#endif
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, a, lda, &work[indtau],
&work[indwrk + n * (il-1) ], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)] , &n, a, &lda);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zunmtr + copy = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx */
magma_int_t magma_zlatrsd(
magma_uplo_t uplo, magma_trans_t trans, magma_diag_t diag, magma_bool_t normin,
magma_int_t n, const magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex lambda,
magmaDoubleComplex *x,
double *scale, double *cnorm,
magma_int_t *info)
{
#define A(i,j) (A + (i) + (j)*lda)
/* constants */
const magma_int_t ione = 1;
const double d_half = 0.5;
const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
const magmaDoubleComplex c_one = MAGMA_Z_ONE;
/* System generated locals */
magma_int_t len;
magmaDoubleComplex ztmp;
/* Local variables */
magma_int_t i, j;
double xj, rec, tjj;
magma_int_t jinc;
double xbnd;
magma_int_t imax;
double tmax;
magmaDoubleComplex tjjs;
double xmax, grow;
double tscal;
magmaDoubleComplex uscal;
magma_int_t jlast;
magmaDoubleComplex csumj;
double bignum;
magma_int_t jfirst;
double smlnum;
/* Function Body */
*info = 0;
magma_int_t upper = (uplo == MagmaUpper);
magma_int_t notran = (trans == MagmaNoTrans);
magma_int_t nounit = (diag == MagmaNonUnit);
/* Test the input parameters. */
if ( ! upper && uplo != MagmaLower ) {
*info = -1;
}
else if (! notran &&
trans != MagmaTrans &&
trans != MagmaConjTrans) {
*info = -2;
}
else if ( ! nounit && diag != MagmaUnit ) {
*info = -3;
}
else if ( ! (normin == MagmaTrue) &&
! (normin == MagmaFalse) ) {
*info = -4;
}
else if ( n < 0 ) {
*info = -5;
}
else if ( lda < max(1,n) ) {
*info = -7;
}
if ( *info != 0 ) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if ( n == 0 ) {
return *info;
}
/* Determine machine dependent parameters to control overflow. */
smlnum = lapackf77_dlamch( "Safe minimum" );
bignum = 1. / smlnum;
lapackf77_dlabad( &smlnum, &bignum );
smlnum /= lapackf77_dlamch( "Precision" );
bignum = 1. / smlnum;
*scale = 1.;
if ( normin == MagmaFalse ) {
/* Compute the 1-norm of each column, not including the diagonal. */
if ( upper ) {
/* A is upper triangular. */
cnorm[0] = 0.;
for( j = 1; j < n; ++j ) {
cnorm[j] = magma_cblas_dzasum( j, A(0,j), ione );
}
}
else {
/* A is lower triangular. */
for( j = 0; j < n-1; ++j ) {
cnorm[j] = magma_cblas_dzasum( n-(j+1), A(j+1,j), ione );
}
cnorm[n-1] = 0.;
}
}
/* Scale the column norms by TSCAL if the maximum element in CNORM is */
/* greater than BIGNUM/2. */
imax = blasf77_idamax( &n, &cnorm[0], &ione ) - 1;
tmax = cnorm[imax];
if ( tmax <= bignum * 0.5 ) {
tscal = 1.;
}
else {
tscal = 0.5 / (smlnum * tmax);
blasf77_dscal( &n, &tscal, &cnorm[0], &ione );
}
/* ================================================================= */
/* Compute a bound on the computed solution vector to see if the */
/* Level 2 BLAS routine ZTRSV can be used. */
xmax = 0.;
for( j = 0; j < n; ++j ) {
xmax = max( xmax, 0.5*MAGMA_Z_ABS1( x[j] ));
}
xbnd = xmax;
if ( notran ) {
/* ---------------------------------------- */
/* Compute the growth in A * x = b. */
if ( upper ) {
jfirst = n-1;
jlast = 0;
jinc = -1;
}
else {
jfirst = 0;
jlast = n;
jinc = 1;
}
if ( tscal != 1. ) {
grow = 0.;
goto L60;
}
/* A is non-unit triangular. */
/* Compute GROW = 1/G(j) and XBND = 1/M(j). */
/* Initially, G(0) = max{x(i), i=1,...,n}. */
grow = 0.5 / max( xbnd, smlnum );
xbnd = grow;
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Exit the loop if the growth factor is too small. */
if ( grow <= smlnum ) {
goto L60;
}
if ( nounit ) {
tjjs = *A(j,j) - lambda;
}
else {
tjjs = c_one - lambda;
}
tjj = MAGMA_Z_ABS1( tjjs );
if ( tjj >= smlnum ) {
/* M(j) = G(j-1) / abs(A(j,j)) */
xbnd = min( xbnd, min(1.,tjj)*grow );
}
else {
/* M(j) could overflow, set XBND to 0. */
xbnd = 0.;
}
if ( tjj + cnorm[j] >= smlnum ) {
/* G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) ) */
grow *= (tjj / (tjj + cnorm[j]));
}
else {
/* G(j) could overflow, set GROW to 0. */
grow = 0.;
}
}
grow = xbnd;
L60:
;
}
else {
/* ---------------------------------------- */
/* Compute the growth in A**T * x = b or A**H * x = b. */
if ( upper ) {
jfirst = 0;
jlast = n;
jinc = 1;
}
else {
jfirst = n-1;
jlast = 0;
jinc = -1;
}
if ( tscal != 1. ) {
grow = 0.;
goto L90;
}
/* A is non-unit triangular. */
/* Compute GROW = 1/G(j) and XBND = 1/M(j). */
/* Initially, M(0) = max{x(i), i=1,...,n}. */
grow = 0.5 / max( xbnd, smlnum );
xbnd = grow;
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Exit the loop if the growth factor is too small. */
if ( grow <= smlnum ) {
goto L90;
}
/* G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) ) */
xj = 1. + cnorm[j];
grow = min( grow, xbnd / xj );
if ( nounit ) {
tjjs = *A(j,j) - lambda;
}
else {
tjjs = c_one - lambda;
}
tjj = MAGMA_Z_ABS1( tjjs );
if ( tjj >= smlnum ) {
/* M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(j,j)) */
if ( xj > tjj ) {
xbnd *= (tjj / xj);
}
}
else {
/* M(j) could overflow, set XBND to 0. */
xbnd = 0.;
}
}
grow = min( grow, xbnd );
L90:
;
}
/* ================================================================= */
/* Due to modified diagonal, we can't use regular BLAS ztrsv. */
/* Use a Level 1 BLAS solve, scaling intermediate results. */
if ( xmax > bignum * 0.5 ) {
/* Scale X so that its components are less than or equal to */
/* BIGNUM in absolute value. */
*scale = (bignum * 0.5) / xmax;
blasf77_zdscal( &n, scale, &x[0], &ione );
xmax = bignum;
}
else {
xmax *= 2.;
}
if ( notran ) {
/* ---------------------------------------- */
/* Solve A * x = b */
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Compute x(j) = b(j) / A(j,j), scaling x if necessary. */
xj = MAGMA_Z_ABS1( x[j] );
if ( nounit ) {
tjjs = (*A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
if ( tscal == 1. ) {
goto L110;
}
}
tjj = MAGMA_Z_ABS1( tjjs );
if ( tjj > smlnum ) {
/* abs(A(j,j)) > SMLNUM: */
if ( tjj < 1. ) {
if ( xj > tjj * bignum ) {
/* Scale x by 1/b(j). */
rec = 1. / xj;
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
x[j] = x[j] / tjjs;
xj = MAGMA_Z_ABS1( x[j] );
}
else if ( tjj > 0. ) {
/* 0 < abs(A(j,j)) <= SMLNUM: */
if ( xj > tjj * bignum ) {
/* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM */
/* to avoid overflow when dividing by A(j,j). */
rec = (tjj * bignum) / xj;
if ( cnorm[j] > 1. ) {
/* Scale by 1/CNORM(j) to avoid overflow when */
/* multiplying x(j) times column j. */
rec /= cnorm[j];
}
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
x[j] = x[j] / tjjs;
xj = MAGMA_Z_ABS1( x[j] );
}
else {
/* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
/* scale = 0, and compute a solution to A*x = 0. */
for( i = 0; i < n; ++i ) {
x[i] = c_zero;
}
x[j] = c_one;
xj = 1.;
*scale = 0.;
xmax = 0.;
}
L110:
/* Scale x if necessary to avoid overflow when adding a */
/* multiple of column j of A. */
if ( xj > 1. ) {
rec = 1. / xj;
if ( cnorm[j] > (bignum - xmax) * rec ) {
/* Scale x by 1/(2*abs(x(j))). */
rec *= 0.5;
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
}
}
else if ( xj * cnorm[j] > bignum - xmax ) {
/* Scale x by 1/2. */
blasf77_zdscal( &n, &d_half, &x[0], &ione );
*scale *= 0.5;
}
if ( upper ) {
if ( j > 0 ) {
/* Compute the update */
/* x(1:j-1) := x(1:j-1) - x(j) * A(1:j-1,j) */
len = j;
ztmp = -tscal * x[j];
blasf77_zaxpy( &len, &ztmp, A(0,j), &ione, &x[0], &ione );
i = blasf77_izamax( &len, &x[0], &ione ) - 1;
xmax = MAGMA_Z_ABS1( x[i] );
}
}
else {
if ( j < n-1 ) {
/* Compute the update */
/* x(j+1:n) := x(j+1:n) - x(j) * A(j+1:n,j) */
len = n - (j+1);
ztmp = -tscal * x[j];
blasf77_zaxpy( &len, &ztmp, A(j+1,j), &ione, &x[j + 1], &ione );
i = j + blasf77_izamax( &len, &x[j + 1], &ione );
xmax = MAGMA_Z_ABS1( x[i] );
}
}
}
}
else if ( trans == MagmaTrans ) {
/* ---------------------------------------- */
/* Solve A**T * x = b */
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Compute x(j) = b(j) - sum A(k,j)*x(k). */
/* k<>j */
xj = MAGMA_Z_ABS1( x[j] );
uscal = MAGMA_Z_MAKE( tscal, 0. );
rec = 1. / max( xmax, 1. );
if ( cnorm[j] > (bignum - xj) * rec ) {
/* If x(j) could overflow, scale x by 1/(2*XMAX). */
rec *= 0.5;
if ( nounit ) {
tjjs = (*A(j,j) - lambda) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
}
tjj = MAGMA_Z_ABS1( tjjs );
if ( tjj > 1. ) {
/* Divide by A(j,j) when scaling x if A(j,j) > 1. */
rec = min( 1., rec * tjj );
uscal = uscal / tjjs;
}
if ( rec < 1. ) {
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
csumj = c_zero;
if ( uscal == c_one ) {
/* If the scaling needed for A in the dot product is 1, */
/* call ZDOTU to perform the dot product. */
if ( upper ) {
csumj = magma_cblas_zdotu( j, A(0,j), ione, &x[0], ione );
}
else if ( j < n-1 ) {
csumj = magma_cblas_zdotu( n-(j+1), A(j+1,j), ione, &x[j+1], ione );
}
}
else {
/* Otherwise, use in-line code for the dot product. */
if ( upper ) {
for( i = 0; i < j; ++i ) {
csumj += (*A(i,j) * uscal) * x[i];
}
}
else if ( j < n-1 ) {
for( i = j+1; i < n; ++i ) {
csumj += (*A(i,j) * uscal) * x[i];
}
}
}
if ( uscal == MAGMA_Z_MAKE( tscal, 0. )) {
/* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
/* was not used to scale the dotproduct. */
x[j] -= csumj;
xj = MAGMA_Z_ABS1( x[j] );
if ( nounit ) {
tjjs = (*A(j,j) - lambda) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
if ( tscal == 1. ) {
goto L160;
}
}
/* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
tjj = MAGMA_Z_ABS1( tjjs );
if ( tjj > smlnum ) {
/* abs(A(j,j)) > SMLNUM: */
if ( tjj < 1. ) {
if ( xj > tjj * bignum ) {
/* Scale X by 1/abs(x(j)). */
rec = 1. / xj;
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
x[j] = x[j] / tjjs;
}
else if ( tjj > 0. ) {
/* 0 < abs(A(j,j)) <= SMLNUM: */
if ( xj > tjj * bignum ) {
/* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
rec = (tjj * bignum) / xj;
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
x[j] = x[j] / tjjs;
}
else {
/* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
/* scale = 0 and compute a solution to A**T *x = 0. */
for( i = 0; i < n; ++i ) {
x[i] = c_zero;
}
x[j] = c_one;
*scale = 0.;
xmax = 0.;
}
L160:
;
}
else {
/* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
/* product has already been divided by 1/A(j,j). */
x[j] = (x[j] / tjjs) - csumj;
}
xmax = max( xmax, MAGMA_Z_ABS1( x[j] ));
}
}
else {
/* ---------------------------------------- */
/* Solve A**H * x = b */
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Compute x(j) = b(j) - sum A(k,j)*x(k). */
/* k<>j */
xj = MAGMA_Z_ABS1( x[j] );
uscal = MAGMA_Z_MAKE( tscal, 0. );
rec = 1. / max(xmax, 1.);
if ( cnorm[j] > (bignum - xj) * rec ) {
/* If x(j) could overflow, scale x by 1/(2*XMAX). */
rec *= 0.5;
if ( nounit ) {
tjjs = MAGMA_Z_CONJ( *A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
}
tjj = MAGMA_Z_ABS1( tjjs );
if ( tjj > 1. ) {
/* Divide by A(j,j) when scaling x if A(j,j) > 1. */
rec = min( 1., rec * tjj );
uscal = uscal / tjjs;
}
if ( rec < 1. ) {
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
csumj = c_zero;
if ( uscal == c_one ) {
/* If the scaling needed for A in the dot product is 1, */
/* call ZDOTC to perform the dot product. */
if ( upper ) {
csumj = magma_cblas_zdotc( j, A(0,j), ione, &x[0], ione );
}
else if ( j < n-1 ) {
csumj = magma_cblas_zdotc( n-(j+1), A(j+1,j), ione, &x[j+1], ione );
}
}
else {
/* Otherwise, use in-line code for the dot product. */
if ( upper ) {
for( i = 0; i < j; ++i ) {
csumj += (MAGMA_Z_CONJ( *A(i,j) ) * uscal) * x[i];
}
}
else if ( j < n-1 ) {
for( i = j + 1; i < n; ++i ) {
csumj += (MAGMA_Z_CONJ( *A(i,j) ) * uscal) * x[i];
}
}
}
if ( uscal == tscal ) {
/* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
/* was not used to scale the dotproduct. */
x[j] -= csumj;
xj = MAGMA_Z_ABS1( x[j] );
if ( nounit ) {
tjjs = MAGMA_Z_CONJ( *A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
if ( tscal == 1. ) {
goto L210;
}
}
/* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
tjj = MAGMA_Z_ABS1( tjjs );
if ( tjj > smlnum ) {
/* abs(A(j,j)) > SMLNUM: */
if ( tjj < 1. ) {
if ( xj > tjj * bignum ) {
/* Scale X by 1/abs(x(j)). */
rec = 1. / xj;
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
x[j] = x[j] / tjjs;
}
else if ( tjj > 0. ) {
/* 0 < abs(A(j,j)) <= SMLNUM: */
if ( xj > tjj * bignum ) {
/* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
rec = (tjj * bignum) / xj;
blasf77_zdscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
x[j] = x[j] / tjjs;
}
else {
/* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
/* scale = 0 and compute a solution to A**H *x = 0. */
for( i = 0; i < n; ++i ) {
x[i] = c_zero;
}
x[j] = c_one;
*scale = 0.;
xmax = 0.;
}
L210:
;
}
else {
/* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
/* product has already been divided by 1/A(j,j). */
x[j] = (x[j] / tjjs) - csumj;
}
xmax = max( xmax, MAGMA_Z_ABS1( x[j] ));
}
}
*scale /= tscal;
/* Scale the column norms by 1/TSCAL for return. */
if ( tscal != 1. ) {
double d = 1. / tscal;
blasf77_dscal( &n, &d, &cnorm[0], &ione );
}
return *info;
} /* end zlatrsd */
extern "C" magma_int_t
magma_zheevdx_2stage(char jobz, char range, char uplo,
magma_int_t n,
magmaDoubleComplex *a, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
ZHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. It uses a two-stage algorithm for the tridiagonalization.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= LQ2 + N * (NB + 1).
If JOBZ = 'V' and N > 1, LWORK >= LQ2 + 2*N + N**2.
where LQ2 is the size needed to store
the Q2 matrix and is returned by
MAGMA_BULGE_GET_LQ2.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORK (workspace/output) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
LRWORK (input) INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = 'N' and N > 1, LRWORK >= N.
If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i and JOBZ = 'N', then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = 'V', then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
//magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t iscale;
double safmin;
double bignum;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
/* determine the number of threads */
magma_int_t threads = magma_get_numthreads();
magma_setlapack_numthreads(threads);
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
alleig = lapackf77_lsame( range_, "A" );
valeig = lapackf77_lsame( range_, "V" );
indeig = lapackf77_lsame( range_, "I" );
lquery = lwork == -1 || lrwork == -1 || liwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zbulge_nb(n,threads);
magma_int_t Vblksiz = magma_zbulge_get_Vblksiz(n, nb, threads);
magma_int_t ldt = Vblksiz;
magma_int_t ldv = nb + Vblksiz;
magma_int_t blkcnt = magma_bulge_get_blkcnt(n, nb, Vblksiz);
magma_int_t lq2 = magma_zbulge_get_lq2(n, threads);
if (wantz) {
lwmin = lq2 + 2 * n + n * n;
lrwmin = 1 + 5 * n + 2 * n * n;
liwmin = 5 * n + 3;
} else {
lwmin = lq2 + n * (nb + 1);
lrwmin = n;
liwmin = 1;
}
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(a[0]);
if (wantz) {
a[0] = MAGMA_Z_ONE;
}
return *info;
}
#ifdef ENABLE_TIMER
printf("using %d threads\n", threads);
#endif
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
magma_int_t ntiles = n/nb;
if( ( ntiles < 2 ) || ( n <= 128 ) ){
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zheevd(jobz_, &uplo, &n,
a, &lda, w,
work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
info);
*m = n;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, a, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
magma_int_t indT2 = 0;
magma_int_t indTAU2 = indT2 + blkcnt*ldt*Vblksiz;
magma_int_t indV2 = indTAU2+ blkcnt*Vblksiz;
magma_int_t indtau1 = indV2 + blkcnt*ldv*Vblksiz;
magma_int_t indwrk = indtau1+ n;
//magma_int_t indwk2 = indwrk + n * n;
magma_int_t llwork = lwork - indwrk;
//magma_int_t llwrk2 = lwork - indwk2;
magma_int_t inde = 0;
magma_int_t indrwk = inde + n;
magma_int_t llrwk = lrwork - indrwk;
#ifdef ENABLE_TIMER
magma_timestr_t start, st1, st2, end;
start = get_current_time();
#endif
magmaDoubleComplex *dT1;
if (MAGMA_SUCCESS != magma_zmalloc( &dT1, n*nb)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zhetrd_he2hb(uplo, n, nb, a, lda, &work[indtau1], &work[indwrk], llwork, dT1, threads, info);
#ifdef ENABLE_TIMER
st1 = get_current_time();
printf(" time zhetrd_he2hb = %6.2f\n" , GetTimerValue(start,st1)/1000.);
#endif
/* copy the input matrix into WORK(INDWRK) with band storage */
/* PAY ATTENTION THAT work[indwrk] should be able to be of size lda2*n which it should be checked in any future modification of lwork.*/
magma_int_t lda2 = 2*nb; //nb+1+(nb-1);
magmaDoubleComplex* A2 = &work[indwrk];
memset(A2 , 0, n*lda2*sizeof(magmaDoubleComplex));
for (magma_int_t j = 0; j < n-nb; j++)
{
cblas_zcopy(nb+1, &a[j*(lda+1)], 1, &A2[j*lda2], 1);
memset(&a[j*(lda+1)], 0, (nb+1)*sizeof(magmaDoubleComplex));
a[nb + j*(lda+1)] = c_one;
}
for (magma_int_t j = 0; j < nb; j++)
{
cblas_zcopy(nb-j, &a[(j+n-nb)*(lda+1)], 1, &A2[(j+n-nb)*lda2], 1);
memset(&a[(j+n-nb)*(lda+1)], 0, (nb-j)*sizeof(magmaDoubleComplex));
}
#ifdef ENABLE_TIMER
st2 = get_current_time();
printf(" time zhetrd_convert = %6.2f\n" , GetTimerValue(st1,st2)/1000.);
#endif
magma_zhetrd_hb2st(threads, uplo, n, nb, Vblksiz, A2, lda2, w, &rwork[inde], &work[indV2], ldv, &work[indTAU2], wantz, &work[indT2], ldt);
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time zhetrd_hb2st = %6.2f\n" , GetTimerValue(st2,end)/1000.);
printf(" time zhetrd = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time dstedc = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
} else {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time zstedx = %6.2f\n", GetTimerValue(start,end)/1000.);
start = get_current_time();
#endif
magmaDoubleComplex *dZ;
magma_int_t lddz = n;
magmaDoubleComplex *da;
magma_int_t ldda = n;
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
if (MAGMA_SUCCESS != magma_zmalloc( &dZ, *m*lddz)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zbulge_back(threads, uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n, dZ, lddz,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
#ifdef ENABLE_TIMER
st1 = get_current_time();
printf(" time zbulge_back = %6.2f\n" , GetTimerValue(start,st1)/1000.);
#endif
magma_zsetmatrix( n, n, a, lda, da, ldda );
magma_zunmqr_gpu_2stages(MagmaLeft, MagmaNoTrans, n-nb, *m, n-nb, da+nb, ldda,
dZ+nb, n, dT1, nb, info);
magma_zgetmatrix( n, *m, dZ, lddz, a, lda );
magma_free(dT1);
magma_free(dZ);
magma_free(da);
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time zunmqr + copy = %6.2f\n", GetTimerValue(st1,end)/1000.);
printf(" time eigenvectors backtransf. = %6.2f\n" , GetTimerValue(start,end)/1000.);
#endif
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx_2stage */
/**
Purpose
-------
ZHEEVR computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix T. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Whenever possible, ZHEEVR calls ZSTEGR to compute the
eigenspectrum using Relatively Robust Representations. ZSTEGR
computes eigenvalues by the dqds algorithm, while orthogonal
eigenvectors are computed from various "good" L D L^T representations
(also known as Relatively Robust Representations). Gram-Schmidt
orthogonalization is avoided as far as possible. More specifically,
the various steps of the algorithm are as follows. For the i-th
unreduced block of T,
1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
is a relatively robust representation,
2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
relative accuracy by the dqds algorithm,
3. If there is a cluster of close eigenvalues, "choose" sigma_i
close to the cluster, and go to step (a),
4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
compute the corresponding eigenvector by forming a
rank-revealing twisted factorization.
The desired accuracy of the output can be specified by the input
parameter ABSTOL.
For more details, see "A new O(n^2) algorithm for the symmetric
tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
Computer Science Division Technical Report No. UCB//CSD-97-971,
UC Berkeley, May 1997.
Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested
on machines which conform to the ieee-754 floating point standard.
ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and
when partial spectrum requests are made.
Normal execution of ZSTEGR may create NaNs and infinities and
hence may abort due to a floating point exception in environments
which do not handle NaNs and infinities in the ieee standard default
manner.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO=MagmaLower) or the upper
triangle (if UPLO=MagmaUpper) of A, including the diagonal, is
destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[in]
abstol DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
\n
If high relative accuracy is important, set ABSTOL to
DLAMCH( 'Safe minimum' ). Doing so will guarantee that
eigenvalues are computed to high relative accuracy when
possible in future releases. The current code does not
make any guarantees about high relative accuracy, but
furutre releases will. See J. Barlow and J. Demmel,
"Computing Accurate Eigensystems of Scaled Diagonally
Dominant Matrices", LAPACK Working Note #7, for a discussion
of which matrices define their eigenvalues to high relative
accuracy.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
@param[out]
Z COMPLEX_16 array, dimension (LDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
@param[in]
ldz INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = MagmaVec, LDZ >= max(1,N).
@param[out]
isuppz INTEGER ARRAY, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ).
__Implemented only for__ RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,2*N).
For optimal efficiency, LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD and for
ZUNMTR as returned by ILAENV.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal
(and minimal) LRWORK.
@param[in]
lrwork INTEGER
The length of the array RWORK. LRWORK >= max(1,24*N).
\n
If LRWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the RWORK array, returns
this value as the first entry of the RWORK array, and no error
message related to LRWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK[0] returns the optimal
(and minimal) LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N).
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: Internal error
Further Details
---------------
Based on contributions by
Inderjit Dhillon, IBM Almaden, USA
Osni Marques, LBNL/NERSC, USA
Ken Stanley, Computer Science Division, University of
California at Berkeley, USA
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevr(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w,
magmaDoubleComplex *Z, magma_int_t ldz,
magma_int_t *isuppz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* Constants */
const magma_int_t izero = 0;
const magma_int_t ione = 1;
const float szero = 0.;
const float sone = 1.;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t indrd, indre;
magma_int_t imax;
magma_int_t lopt, itmp1, indree, indrdd;
magma_int_t tryrac;
magma_int_t i, j, jj, i__1;
magma_int_t iscale, indibl, indifl;
magma_int_t indiwo, indisp, indtau;
magma_int_t indrwk, indwk;
magma_int_t llwork, llrwork, nsplit;
magma_int_t ieeeok;
magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
bool lower = (uplo == MagmaLower);
bool wantz = (jobz == MagmaVec);
bool alleig = (range == MagmaRangeAll);
bool valeig = (range == MagmaRangeV);
bool indeig = (range == MagmaRangeI);
bool lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldz < 1 || (wantz && ldz < n)) {
*info = -15;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lwmin = n * (nb + 1);
lrwmin = 24 * n;
liwmin = 10 * n;
work[0] = magma_zmake_lwork( lwmin );
rwork[0] = magma_dmake_lwork( lrwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -18;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -20;
} else if ((liwork < liwmin) && ! lquery) {
*info = -22;
}
if (*info != 0) {
magma_xerbla(__func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zheevr(jobz_, range_, uplo_,
&n, A, &lda, &vl, &vu, &il, &iu, &abstol, m,
w, Z, &ldz, isuppz, work, &lwork,
rwork, &lrwork, iwork, &liwork, info);
return *info;
}
--w;
--work;
--rwork;
--iwork;
--isuppz;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, &rwork[1]);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
lapackf77_zlascl(uplo_, &izero, &izero, &d__1, &sigma, &n, &n, A,
&lda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indtau = 1;
indwk = indtau + n;
indre = 1;
indrd = indre + n;
indree = indrd + n;
indrdd = indree + n;
indrwk = indrdd + n;
llwork = lwork - indwk + 1;
llrwork = lrwork - indrwk + 1;
indifl = 1;
indibl = indifl + n;
indisp = indibl + n;
indiwo = indisp + n;
magma_zhetrd(uplo, n, A, lda, &rwork[indrd], &rwork[indre], &work[indtau], &work[indwk], llwork, &iinfo);
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF
or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
ieeeok = lapackf77_ieeeck( &ione, &szero, &sone);
/* If only the eigenvalues are required call DSTERF for all or DSTEBZ for a part */
if (! wantz) {
blasf77_dcopy(&n, &rwork[indrd], &ione, &w[1], &ione);
i__1 = n - 1;
if (alleig || (indeig && il == 1 && iu == n)) {
lapackf77_dsterf(&n, &w[1], &rwork[indre], info);
*m = n;
} else {
lapackf77_dstebz(range_, "E", &n, &vl, &vu, &il, &iu, &abstol,
&rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp],
&rwork[indrwk], &iwork[indiwo], info);
}
/* Otherwise call ZSTEMR if infinite and NaN arithmetic is supported */
}
else if (ieeeok == 1) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[indre], &ione, &rwork[indree], &ione);
blasf77_dcopy(&n, &rwork[indrd], &ione, &rwork[indrdd], &ione);
if (abstol < 2*n*eps)
tryrac = 1;
else
tryrac = 0;
lapackf77_zstemr(jobz_, range_, &n, &rwork[indrdd], &rwork[indree], &vl, &vu, &il,
&iu, m, &w[1], Z, &ldz, &n, &isuppz[1], &tryrac, &rwork[indrwk],
&llrwork, &iwork[1], &liwork, info);
if (*info == 0 && wantz) {
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
}
/* Call DSTEBZ and ZSTEIN if infinite and NaN arithmetic is not supported or ZSTEMR didn't converge. */
if (wantz && (ieeeok == 0 || *info != 0)) {
*info = 0;
lapackf77_dstebz(range_, "B", &n, &vl, &vu, &il, &iu, &abstol, &rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwo], info);
lapackf77_zstein(&n, &rwork[indrd], &rwork[indre], m, &w[1], &iwork[indibl], &iwork[indisp],
Z, &ldz, &rwork[indrwk], &iwork[indiwo], &iwork[indifl], info);
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
blasf77_zswap(&n, Z + (i-1)*ldz, &ione, Z + (j-1)*ldz, &ione);
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = magma_zmake_lwork( lopt );
rwork[1] = magma_dmake_lwork( lrwmin );
iwork[1] = liwmin;
return *info;
} /* magma_zheevr */
extern "C" magma_int_t
magma_dsyevd(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *a, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_queue_t queue,
magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DSYEVD computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i and JOBZ = 'N', then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = 'V', then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
double one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = a[0];
if (wantz) {
a[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, a, &lda, work );
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time;
timer_start( time );
magma_dsytrd(uplo, n, a, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, queue, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
// TTT Possible bug for n < 128
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, queue, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dormtr(MagmaLeft, uplo, MagmaNoTrans, n, n, a, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, queue, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, a, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd */
extern "C" magma_int_t
magma_dgeev(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
double *a, magma_int_t lda,
double *WR, double *WI,
double *vl, magma_int_t ldvl,
double *vr, magma_int_t ldvr,
double *work, magma_int_t lwork,
magma_queue_t queue,
magma_int_t *info)
{
/* -- clMAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DGEEV computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**T * A = lambda(j) * u(j)**T
where u(j)**T denotes the transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
=========
JOBVL (input) CHARACTER*1
= 'N': left eigenvectors of A are not computed;
= 'V': left eigenvectors of are computed.
JOBVR (input) CHARACTER*1
= 'N': right eigenvectors of A are not computed;
= 'V': right eigenvectors of A are computed.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension (N)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Complex
conjugate pairs of eigenvalues appear consecutively
with the eigenvalue having the positive imaginary part
first.
VL (output) DOUBLE PRECISION array, dimension (LDVL,N)
If JOBVL = 'V', the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = 'N', VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = 'V', LDVL >= N.
VR (output) DOUBLE PRECISION array, dimension (LDVR,N)
If JOBVR = 'V', the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = 'N', VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = 'V', LDVR >= N.
WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= (1+nb)*N.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
===================================================================== */
magma_int_t ione = 1;
magma_int_t c__1 = 1;
magma_int_t c__0 = 0;
magma_int_t c_n1 = -1;
magma_int_t a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2, i__3;
double d__1, d__2;
magma_int_t i__, k, ihi, ilo;
double r__, cs, sn, scl;
double dum[1], eps;
magma_int_t ibal;
double anrm;
magma_int_t ierr, itau, iwrk, nout;
magma_int_t scalea;
double cscale;
double bignum;
magma_int_t minwrk;
magma_int_t wantvl;
double smlnum;
magma_int_t lquery, wantvr, select[1];
magma_int_t nb = 0;
magmaDouble_ptr dT;
//magma_timestr_t start, end;
const char* side_ = NULL;
*info = 0;
lquery = lwork == -1;
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -9;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -11;
}
/* Compute workspace */
if (*info == 0) {
nb = magma_get_dgehrd_nb(n);
minwrk = (2+nb)*n;
work[0] = (double) minwrk;
if (lwork < minwrk && ! lquery) {
*info = -13;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
// if eigenvectors are needed
#if defined(VERSION3)
if (MAGMA_SUCCESS != magma_dmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
// subtract row and col for 1-based indexing
a_dim1 = lda;
a_offset = 1 + a_dim1;
a -= a_offset;
vl_dim1 = ldvl;
vl_offset = 1 + vl_dim1;
vl -= vl_offset;
vr_dim1 = ldvr;
vr_offset = 1 + vr_dim1;
vr -= vr_offset;
--work;
/* Get machine constants */
eps = lapackf77_dlamch("P");
smlnum = lapackf77_dlamch("S");
bignum = 1. / smlnum;
lapackf77_dlabad(&smlnum, &bignum);
smlnum = magma_dsqrt(smlnum) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_dlange("M", &n, &n, &a[a_offset], &lda, dum);
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_dlascl("G", &c__0, &c__0, &anrm, &cscale, &n, &n,
&a[a_offset], &lda, &ierr);
}
/* Balance the matrix
(Workspace: need N) */
ibal = 1;
lapackf77_dgebal("B", &n, &a[a_offset], &lda, &ilo, &ihi, &work[ibal], &ierr);
/* Reduce to upper Hessenberg form
(Workspace: need 3*N, prefer 2*N+N*NB) */
itau = ibal + n;
iwrk = itau + n;
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1)
/*
* Version 1 - LAPACK
*/
lapackf77_dgehrd(&n, &ilo, &ihi, &a[a_offset], &lda,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION2)
/*
* Version 2 - LAPACK consistent HRD
*/
magma_dgehrd2(n, ilo, ihi, &a[a_offset], lda,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored,
*/
magma_dgehrd(n, ilo, ihi, &a[a_offset], lda,
&work[itau], &work[iwrk], i__1, dT, 0, queue, &ierr);
#endif
//end = get_current_time();
//printf(" Time for dgehrd = %5.2f sec\n", GetTimerValue(start,end)/1000.);
if (wantvl) {
/* Want left eigenvectors
Copy Householder vectors to VL */
side_ = "Left";
lapackf77_dlacpy(MagmaLowerStr, &n, &n,
&a[a_offset], &lda, &vl[vl_offset], &ldvl);
/*
* Generate orthogonal matrix in VL
* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
*/
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1) || defined(VERSION2)
/*
* Version 1 & 2 - LAPACK
*/
lapackf77_dorghr(&n, &ilo, &ihi, &vl[vl_offset], &ldvl,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
*/
magma_dorghr(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau],
dT, 0, nb, queue, &ierr);
#endif
//end = get_current_time();
//printf(" Time for dorghr = %5.2f sec\n", GetTimerValue(start,end)/1000.);
/*
* Perform QR iteration, accumulating Schur vectors in VL
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
*/
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_dhseqr("S", "V", &n, &ilo, &ihi, &a[a_offset], &lda, WR, WI,
&vl[vl_offset], &ldvl, &work[iwrk], &i__1, info);
if (wantvr) {
/* Want left and right eigenvectors
Copy Schur vectors to VR */
side_ = "Both";
lapackf77_dlacpy("F", &n, &n, &vl[vl_offset], &ldvl, &vr[vr_offset], &ldvr);
}
} else if (wantvr) {
/* Want right eigenvectors
Copy Householder vectors to VR */
side_ = "Right";
lapackf77_dlacpy("L", &n, &n, &a[a_offset], &lda, &vr[vr_offset], &ldvr);
/*
* Generate orthogonal matrix in VR
* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
*/
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1) || defined(VERSION2)
/*
* Version 1 & 2 - LAPACK
*/
lapackf77_dorghr(&n, &ilo, &ihi, &vr[vr_offset], &ldvr,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
*/
magma_dorghr(n, ilo, ihi, &vr[vr_offset], ldvr,
&work[itau], dT, 0, nb, queue, &ierr);
#endif
//end = get_current_time();
//printf(" Time for dorghr = %5.2f sec\n", GetTimerValue(start,end)/1000.);
/*
* Perform QR iteration, accumulating Schur vectors in VR
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
*/
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_dhseqr("S", "V", &n, &ilo, &ihi, &a[a_offset], &lda, WR, WI,
&vr[vr_offset], &ldvr, &work[iwrk], &i__1, info);
} else {
/*
* Compute eigenvalues only
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
*/
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_dhseqr("E", "N", &n, &ilo, &ihi, &a[a_offset], &lda, WR, WI,
&vr[vr_offset], &ldvr, &work[iwrk], &i__1, info);
}
/* If INFO > 0 from DHSEQR, then quit */
if (*info > 0) {
fprintf(stderr, "DHSEQR returned with info = %d\n", (int) *info);
goto L50;
}
if (wantvl || wantvr) {
/*
* Compute left and/or right eigenvectors
* (Workspace: need 4*N)
*/
lapackf77_dtrevc(side_, "B", select, &n, &a[a_offset], &lda, &vl[vl_offset], &ldvl,
&vr[vr_offset], &ldvr, &n, &nout, &work[iwrk], &ierr);
}
if (wantvl) {
/*
* Undo balancing of left eigenvectors
* (Workspace: need N)
*/
lapackf77_dgebak("B", "L", &n, &ilo, &ihi,
&work[ibal], &n, &vl[vl_offset], &ldvl, &ierr);
/* Normalize left eigenvectors and make largest component real */
for (i__ = 1; i__ <= n; ++i__) {
if ( WI[i__-1] == 0.) {
scl = magma_cblas_dnrm2(n, &vl[i__ * vl_dim1 + 1], 1);
scl = 1. / scl;
blasf77_dscal( &n, &scl, &vl[i__ * vl_dim1 + 1], &ione );
} else if (WI[i__-1] > 0.) {
d__1 = magma_cblas_dnrm2(n, &vl[ i__ * vl_dim1 + 1], 1);
d__2 = magma_cblas_dnrm2(n, &vl[(i__ + 1) * vl_dim1 + 1], 1);
scl = lapackf77_dlapy2(&d__1, &d__2);
scl = 1. / scl;
blasf77_dscal( &n, &scl, &vl[ i__ * vl_dim1 + 1], &ione );
blasf77_dscal( &n, &scl, &vl[(i__ + 1) * vl_dim1 + 1], &ione );
i__2 = n;
for (k = 1; k <= i__2; ++k) {
/* Computing 2nd power */
d__1 = vl[k + i__ * vl_dim1];
/* Computing 2nd power */
d__2 = vl[k + (i__ + 1) * vl_dim1];
work[iwrk + k - 1] = d__1 * d__1 + d__2 * d__2;
}
/* Comment:
Fortran BLAS does not have to add 1
C BLAS must add one to cblas_idamax */
k = blasf77_idamax( &n, &work[iwrk], &ione ); //+1;
lapackf77_dlartg(&vl[k + i__ * vl_dim1],
&vl[k + (i__ + 1) * vl_dim1], &cs, &sn, &r__);
blasf77_drot( &n, &vl[ i__ * vl_dim1 + 1], &ione,
&vl[(i__ + 1) * vl_dim1 + 1], &ione, &cs, &sn );
vl[k + (i__ + 1) * vl_dim1] = 0.;
}
}
}
if (wantvr) {
/*
* Undo balancing of right eigenvectors
* (Workspace: need N)
*/
lapackf77_dgebak("B", "R", &n, &ilo, &ihi, &work[ibal], &n,
&vr[vr_offset], &ldvr, &ierr);
/* Normalize right eigenvectors and make largest component real */
for (i__ = 1; i__ <= n; ++i__) {
if (WI[i__-1] == 0.) {
scl = 1. / magma_cblas_dnrm2(n, &vr[i__ * vr_dim1 + 1], 1);
blasf77_dscal( &n, &scl, &vr[i__ * vr_dim1 + 1], &ione );
} else if (WI[i__-1] > 0.) {
d__1 = magma_cblas_dnrm2(n, &vr[ i__ * vr_dim1 + 1], 1);
d__2 = magma_cblas_dnrm2(n, &vr[(i__ + 1) * vr_dim1 + 1], 1);
scl = lapackf77_dlapy2(&d__1, &d__2);
scl = 1. / scl;
blasf77_dscal( &n, &scl, &vr[ i__ * vr_dim1 + 1], &ione );
blasf77_dscal( &n, &scl, &vr[(i__ + 1) * vr_dim1 + 1], &ione );
i__2 = n;
for (k = 1; k <= i__2; ++k) {
/* Computing 2nd power */
d__1 = vr[k + i__ * vr_dim1];
/* Computing 2nd power */
d__2 = vr[k + (i__ + 1) * vr_dim1];
work[iwrk + k - 1] = d__1 * d__1 + d__2 * d__2;
}
/* Comment:
Fortran BLAS does not have to add 1
C BLAS must add one to cblas_idamax */
k = blasf77_idamax( &n, &work[iwrk], &ione ); //+1;
lapackf77_dlartg(&vr[k + i__ * vr_dim1], &vr[k + (i__ + 1) * vr_dim1],
&cs, &sn, &r__);
blasf77_drot( &n, &vr[ i__ * vr_dim1 + 1], &ione,
&vr[(i__ + 1) * vr_dim1 + 1], &ione, &cs, &sn );
vr[k + (i__ + 1) * vr_dim1] = 0.;
}
}
}
/* Undo scaling if necessary */
L50:
if (scalea) {
i__1 = n - *info;
/* Computing MAX */
i__3 = n - *info;
i__2 = max(i__3,1);
lapackf77_dlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WR + (*info), &i__2, &ierr);
i__1 = n - *info;
/* Computing MAX */
i__3 = n - *info;
i__2 = max(i__3,1);
lapackf77_dlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WI + (*info), &i__2, &ierr);
if (*info > 0) {
i__1 = ilo - 1;
lapackf77_dlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WR, &n, &ierr);
i__1 = ilo - 1;
lapackf77_dlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WI, &n, &ierr);
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
return *info;
} /* magma_dgeev */
extern "C" magma_int_t
magma_zheevx_gpu(char jobz, char range, char uplo, magma_int_t n,
magmaDoubleComplex *da, magma_int_t ldda, double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w, magmaDoubleComplex *dz, magma_int_t lddz,
magmaDoubleComplex *wa, magma_int_t ldwa,
magmaDoubleComplex *wz, magma_int_t ldwz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
DA (device input/output) COMPLEX_16 array, dimension (LDDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO='L') or the upper
triangle (if UPLO='U') of A, including the diagonal, is
destroyed.
LDDA (input) INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
ABSTOL (input) DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
DZ (device output) COMPLEX_16 array, dimension (LDDZ, max(1,M))
If JOBZ = 'V', then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = 'N', then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used.
********* (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
LDDZ (input) INTEGER
The leading dimension of the array DZ. LDDZ >= 1, and if
JOBZ = 'V', LDDZ >= max(1,N).
WA (workspace) COMPLEX_16 array, dimension (LDWA, N)
LDWA (input) INTEGER
The leading dimension of the array WA. LDWA >= max(1,N).
WZ (workspace) COMPLEX_16 array, dimension (LDWZ, max(1,M))
LDWZ (input) INTEGER
The leading dimension of the array DZ. LDWZ >= 1, and if
JOBZ = 'V', LDWZ >= max(1,N).
WORK (workspace/output) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magma_int_t ione = 1;
char order[1];
magma_int_t indd, inde;
magma_int_t imax;
magma_int_t lopt, itmp1, indee;
magma_int_t lower, wantz;
magma_int_t i, j, jj, i__1;
magma_int_t alleig, valeig, indeig;
magma_int_t iscale, indibl;
magma_int_t indiwk, indisp, indtau;
magma_int_t indrwk, indwrk;
magma_int_t llwork, nsplit;
magma_int_t lquery;
magma_int_t iinfo;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
double *dwork;
/* Function Body */
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
alleig = lapackf77_lsame(range_, "A");
valeig = lapackf77_lsame(range_, "V");
indeig = lapackf77_lsame(range_, "I");
lquery = lwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (lddz < 1 || (wantz && lddz < n)) {
*info = -15;
} else if (ldwa < max(1,n)) {
*info = -17;
} else if (ldwz < 1 || (wantz && ldwz < n)) {
*info = -19;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lopt = n * (nb + 1);
work[0] = MAGMA_Z_MAKE( lopt, 0 );
if (lwork < lopt && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
magmaDoubleComplex *a = (magmaDoubleComplex *) malloc( n * n * sizeof(magmaDoubleComplex) );
magma_zgetmatrix(n, n, da, ldda, a, n);
lapackf77_zheevx(jobz_, range_, uplo_,
&n, a, &n, &vl, &vu, &il, &iu, &abstol, m,
w, wz, &ldwz, work, &lwork,
rwork, iwork, ifail, info);
magma_zsetmatrix( n, n, a, n, da, ldda);
magma_zsetmatrix( n, *m, wz, ldwz, dz, lddz);
free(a);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, n )) {
fprintf (stderr, "!!!! device memory allocation error (magma_zheevx_gpu)\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
--w;
--work;
--rwork;
--iwork;
--ifail;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe('M', uplo, n, da, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
magmablas_zlascl(uplo, 0, 0, 1., sigma, n, n, da,
ldda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indd = 1;
inde = indd + n;
indrwk = inde + n;
indtau = 1;
indwrk = indtau + n;
llwork = lwork - indwrk + 1;
#ifdef FAST_HEMV
magma_zhetrd2_gpu(uplo, n, da, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wa, ldwa, &work[indwrk], llwork, dz, lddz*n, &iinfo);
#else
magma_zhetrd_gpu (uplo, n, da, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wa, ldwa, &work[indwrk], llwork, &iinfo);
#endif
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwrk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
if ((alleig || (indeig && il == 1 && iu == n)) && abstol <= 0.) {
blasf77_dcopy(&n, &rwork[indd], &ione, &w[1], &ione);
indee = indrwk + 2*n;
if (! wantz) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_dsterf(&n, &w[1], &rwork[indee], info);
}
else {
lapackf77_zlacpy("A", &n, &n, wa, &ldwa, wz, &ldwz);
lapackf77_zungtr(uplo_, &n, wz, &ldwz, &work[indtau], &work[indwrk], &llwork, &iinfo);
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_zsteqr(jobz_, &n, &w[1], &rwork[indee], wz, &ldwz, &rwork[indrwk], info);
if (*info == 0) {
for (i = 1; i <= n; ++i) {
ifail[i] = 0;
}
magma_zsetmatrix( n, n, wz, ldwz, dz, lddz );
}
}
if (*info == 0) {
*m = n;
}
}
/* Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN. */
if (*m == 0) {
*info = 0;
if (wantz) {
*(unsigned char *)order = 'B';
} else {
*(unsigned char *)order = 'E';
}
indibl = 1;
indisp = indibl + n;
indiwk = indisp + n;
lapackf77_dstebz(range_, order, &n, &vl, &vu, &il, &iu, &abstol, &rwork[indd], &rwork[inde], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwk], info);
if (wantz) {
lapackf77_zstein(&n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &iwork[indisp],
wz, &ldwz, &rwork[indrwk], &iwork[indiwk], &ifail[1], info);
magma_zsetmatrix( n, *m, wz, ldwz, dz, lddz );
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, da, ldda, &work[indtau],
dz, lddz, wa, ldwa, &iinfo);
}
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
magma_zswap(n, dz + (i-1)*lddz, ione, dz + (j-1)*lddz, ione);
if (*info != 0) {
itmp1 = ifail[i];
ifail[i] = ifail[j];
ifail[j] = itmp1;
}
}
}
}
/* Set WORK(1) to optimal complex workspace size. */
work[1] = MAGMA_Z_MAKE( lopt, 0 );
return *info;
} /* magma_zheevx_gpu */
/***************************************************************************//**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
- If N <= 1, LWORK >= 1.
- If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
- If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
- If N <= 1, LIWORK >= 1.
- If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
- If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_heevdx
*******************************************************************************/
extern "C" magma_int_t
magma_dsyevdx_m(
magma_int_t ngpu,
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((liwork < liwmin) && ! lquery) {
*info = -16;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = A[0];
if (wantz) {
A[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%lld NB=%lld, calling lapack on CPU\n", (long long) n, (long long) nb );
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(ngpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_dstedx_m(ngpu, range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_dormtr_m(ngpu, MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1)], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */