void magmaf_dgeqrf(
magma_int_t *m, magma_int_t *n,
double *A, magma_int_t *lda,
double *tau,
double *work, magma_int_t *lwork,
magma_int_t *info )
{
magma_dgeqrf(
*m, *n,
A, *lda,
tau,
work, *lwork,
info );
}
/***************************************************************************//**
Purpose
-------
DGELS solves the overdetermined, least squares problem
min || A*X - C ||
using the QR factorization A.
The underdetermined problem (m < n) is not currently handled.
Arguments
---------
@param[in]
trans magma_trans_t
- = MagmaNoTrans: the linear system involves A.
Only TRANS=MagmaNoTrans is currently handled.
@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. M >= N >= 0.
@param[in]
nrhs INTEGER
The number of columns of the matrix C. NRHS >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A is overwritten by details of its QR
factorization as returned by DGEQRF.
@param[in]
lda INTEGER
The leading dimension of the array A, LDA >= M.
@param[in,out]
B DOUBLE PRECISION array, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= M.
@param[out]
hwork (workspace) DOUBLE PRECISION array, dimension MAX(1,LWORK).
On exit, if INFO = 0, HWORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array HWORK,
LWORK >= max( N*NB, 2*NB*NB ),
where NB is the blocksize given by magma_get_dgeqrf_nb( M, N ).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the HWORK array.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_gels
*******************************************************************************/
extern "C" magma_int_t
magma_dgels(
magma_trans_t trans, magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaDouble_ptr A, magma_int_t lda,
magmaDouble_ptr B, magma_int_t ldb,
double *hwork, magma_int_t lwork,
magma_int_t *info)
{
/* Constants */
const double c_one = MAGMA_D_ONE;
/* Local variables */
double *tau;
magma_int_t min_mn;
magma_int_t nb = magma_get_dgeqrf_nb( m, n );
magma_int_t lwkopt = max( n*nb, 2*nb*nb ); // (m - n + nb)*(nrhs + nb) + nrhs*nb;
bool lquery = (lwork == -1);
hwork[0] = magma_dmake_lwork( lwkopt );
*info = 0;
/* For now, N is the only case working */
if ( trans != MagmaNoTrans )
*info = -1;
else if (m < 0)
*info = -2;
else if (n < 0 || m < n) /* LQ is not handle for now */
*info = -3;
else if (nrhs < 0)
*info = -4;
else if (lda < max(1,m))
*info = -6;
else if (ldb < max(1,m))
*info = -8;
else if (lwork < lwkopt && ! lquery)
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
min_mn = min(m,n);
if (min_mn == 0) {
hwork[0] = c_one;
return *info;
}
magma_dmalloc_cpu( &tau, min_mn );
if ( tau == NULL ) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_dgeqrf( m, n, A, lda, tau, hwork, lwork, info );
if ( *info == 0 ) {
// B := Q' * B
lapackf77_dormqr( MagmaLeftStr, MagmaTransStr, &m, &nrhs, &n,
A, &lda, tau, B, &ldb, hwork, &lwork, info );
// Solve R*X = B(1:n,:)
blasf77_dtrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&n, &nrhs, &c_one, A, &lda, B, &ldb );
}
magma_free_cpu( tau );
return *info;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dgeqrf
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf=0, cpu_time=0;
double error, work[1];
double c_neg_one = MAGMA_D_NEG_ONE;
double *h_A, *h_R, *tau, *h_work, tmp[1];
magma_int_t M, N, n2, lda, lwork, info, min_mn, nb;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1}, ISEED2[4];
magma_opts opts;
parse_opts( argc, argv, &opts );
magma_int_t status = 0;
double tol, eps = lapackf77_dlamch("E");
tol = opts.tolerance * eps;
opts.lapack |= ( opts.check == 2 ); // check (-c2) implies lapack (-l)
printf("ngpu %d\n", (int) opts.ngpu );
if ( opts.check == 1 ) {
printf(" M N CPU GFlop/s (sec) GPU GFlop/s (sec) ||R-Q'A||_1 / (M*||A||_1) ||I-Q'Q||_1 / M\n");
printf("===============================================================================================\n");
} else {
printf(" M N CPU GFlop/s (sec) GPU GFlop/s (sec) ||R||_F / ||A||_F\n");
printf("=======================================================================\n");
}
for( int i = 0; i < opts.ntest; ++i ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
M = opts.msize[i];
N = opts.nsize[i];
min_mn = min(M, N);
lda = M;
n2 = lda*N;
nb = magma_get_dgeqrf_nb(M);
gflops = FLOPS_DGEQRF( M, N ) / 1e9;
lwork = -1;
lapackf77_dgeqrf(&M, &N, h_A, &M, tau, tmp, &lwork, &info);
lwork = (magma_int_t)MAGMA_D_REAL( tmp[0] );
lwork = max( lwork, max( N*nb, 2*nb*nb ));
TESTING_MALLOC( tau, double, min_mn );
TESTING_MALLOC( h_A, double, n2 );
TESTING_HOSTALLOC( h_R, double, n2 );
TESTING_MALLOC( h_work, double, lwork );
/* Initialize the matrix */
for ( int j=0; j<4; j++ ) ISEED2[j] = ISEED[j]; // saving seeds
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &M, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dgeqrf(M, N, h_R, lda, tau, h_work, lwork, &info);
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0)
printf("magma_dgeqrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.lapack ) {
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
double *tau;
TESTING_MALLOC( tau, double, min_mn );
cpu_time = magma_wtime();
lapackf77_dgeqrf(&M, &N, h_A, &lda, tau, h_work, &lwork, &info);
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0)
printf("lapackf77_dgeqrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
TESTING_FREE( tau );
}
if ( opts.check == 1 ) {
/* =====================================================================
Check the result
=================================================================== */
magma_int_t lwork = n2+N;
double *h_W1, *h_W2, *h_W3;
double *h_RW, results[2];
TESTING_MALLOC( h_W1, double, n2 ); // Q
TESTING_MALLOC( h_W2, double, n2 ); // R
TESTING_MALLOC( h_W3, double, lwork ); // WORK
TESTING_MALLOC( h_RW, double, M ); // RWORK
lapackf77_dlarnv( &ione, ISEED2, &n2, h_A );
lapackf77_dqrt02( &M, &N, &min_mn, h_A, h_R, h_W1, h_W2, &lda, tau, h_W3, &lwork,
h_RW, results );
results[0] *= eps;
results[1] *= eps;
if ( opts.lapack ) {
printf("%5d %5d %7.2f (%7.2f) %7.2f (%7.2f) %8.2e %8.2e",
(int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, results[0],results[1] );
printf("%s\n", (results[0] < tol ? "" : " failed"));
} else {
printf("%5d %5d --- ( --- ) %7.2f (%7.2f) %8.2e %8.2e",
(int) M, (int) N, gpu_perf, gpu_time, results[0],results[1] );
printf("%s\n", (results[0] < tol ? "" : " failed"));
}
status |= ! (results[0] < tol);
TESTING_FREE( h_W1 );
TESTING_FREE( h_W2 );
TESTING_FREE( h_W3 );
TESTING_FREE( h_RW );
} else if ( opts.check == 2 ) {
/* =====================================================================
Check the result compared to LAPACK
=================================================================== */
error = lapackf77_dlange("f", &M, &N, h_A, &lda, work);
blasf77_daxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
error = lapackf77_dlange("f", &M, &N, h_R, &lda, work) / error;
if ( opts.lapack ) {
printf("%5d %5d %7.2f (%7.2f) %7.2f (%7.2f) %8.2e",
(int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, error );
} else {
printf("%5d %5d --- ( --- ) %7.2f (%7.2f) %8.2e",
(int) M, (int) N, gpu_perf, gpu_time, error );
}
printf("%s\n", (error < tol ? "" : " failed"));
status |= ! (error < tol);
}
else {
if ( opts.lapack ) {
printf("%5d %5d %7.2f (%7.2f) %7.2f (%7.2f) ---\n",
(int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time );
} else {
printf("%5d %5d --- ( --- ) %7.2f (%7.2f) --- \n",
(int) M, (int) N, gpu_perf, gpu_time);
}
}
TESTING_FREE( tau );
TESTING_FREE( h_A );
TESTING_FREE( h_work );
TESTING_HOSTFREE( h_R );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
extern "C" magma_int_t
magma_dgeqrf_ooc(magma_int_t m, magma_int_t n,
double *a, magma_int_t lda, double *tau,
double *work, magma_int_t lwork,
magma_int_t *info )
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEQRF_OOC computes a QR factorization of a DOUBLE_PRECISION M-by-N matrix A:
A = Q * R. This version does not require work space on the GPU
passed as input. GPU memory is allocated in the routine.
This is an out-of-core (ooc) version that is similar to magma_dgeqrf but
the difference is that this version can use a GPU even if the matrix
does not fit into the GPU memory at once.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU (output) DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
Higher performance is achieved if WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= N*NB,
where NB can be obtained through magma_get_dgeqrf_nb(M).
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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define a_ref(a_1,a_2) ( a+(a_2)*(lda) + (a_1))
#define da_ref(a_1,a_2) (da+(a_2)*ldda + (a_1))
double *da, *dwork;
double c_one = MAGMA_D_ONE;
int k, lddwork, ldda;
*info = 0;
int nb = magma_get_dgeqrf_nb(min(m, n));
int lwkopt = n * nb;
work[0] = MAGMA_D_MAKE( (double)lwkopt, 0 );
int lquery = (lwork == -1);
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
} else if (lwork < max(1,n) && ! lquery) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Check how much memory do we have */
size_t freeMem, totalMem;
cudaMemGetInfo( &freeMem, &totalMem );
freeMem /= sizeof(double);
magma_int_t IB, NB = (magma_int_t)(0.8*freeMem/m);
NB = (NB / nb) * nb;
if (NB >= n)
return magma_dgeqrf(m, n, a, lda, tau, work, lwork, info);
k = min(m,n);
if (k == 0) {
work[0] = c_one;
return *info;
}
lddwork = ((NB+31)/32)*32+nb;
ldda = ((m+31)/32)*32;
if (MAGMA_SUCCESS != magma_dmalloc( &da, (NB + nb)*ldda + nb*lddwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
// magmablasSetKernelStream(stream[1]);
double *ptr = da + ldda * NB;
dwork = da + ldda*(NB + nb);
/* start the main loop over the blocks that fit in the GPU memory */
for(int i=0; i<n; i+=NB) {
IB = min(n-i, NB);
//printf("Processing %5d columns -- %5d to %5d ... \n", IB, i, i+IB);
/* 1. Copy the next part of the matrix to the GPU */
magma_dsetmatrix_async( (m), IB,
a_ref(0,i), lda,
da_ref(0,0), ldda, stream[0] );
magma_queue_sync( stream[0] );
/* 2. Update it with the previous transformations */
for(int j=0; j<min(i,k); j+=nb) {
magma_int_t ib = min(k-j, nb);
/* Get a panel in ptr. */
// 1. Form the triangular factor of the block reflector
// 2. Send it to the GPU.
// 3. Put 0s in the upper triangular part of V.
// 4. Send V to the GPU in ptr.
// 5. Update the matrix.
// 6. Restore the upper part of V.
magma_int_t rows = m-j;
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib, a_ref(j,j), &lda, tau+j, work, &ib);
magma_dsetmatrix_async( ib, ib,
work, ib,
dwork, lddwork, stream[1] );
dpanel_to_q(MagmaUpper, ib, a_ref(j,j), lda, work+ib*ib);
magma_dsetmatrix_async( rows, ib,
a_ref(j,j), lda,
ptr, rows, stream[1] );
magma_queue_sync( stream[1] );
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, IB, ib,
ptr, rows, dwork, lddwork,
da_ref(j, 0), ldda, dwork+ib, lddwork);
dq_to_panel(MagmaUpper, ib, a_ref(j,j), lda, work+ib*ib);
}
/* 3. Do a QR on the current part */
if (i<k)
magma_dgeqrf2_gpu(m-i, IB, da_ref(i,0), ldda, tau+i, info);
/* 4. Copy the current part back to the CPU */
magma_dgetmatrix_async( (m), IB,
da_ref(0,0), ldda,
a_ref(0,i), lda, stream[0] );
}
magma_queue_sync( stream[0] );
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free( da );
return *info;
} /* magma_dgeqrf_ooc */