Beispiel #1
0
magma_int_t magma_dnan_inf_gpu(
    magma_uplo_t uplo, magma_int_t m, magma_int_t n,
    magmaDouble_const_ptr dA, magma_int_t ldda,
    magma_int_t *cnt_nan,
    magma_int_t *cnt_inf )
{
    magma_int_t info = 0;
    if ( uplo != MagmaLower && uplo != MagmaUpper && uplo != MagmaFull )
        info = -1;
    else if ( m < 0 )
        info = -2;
    else if ( n < 0 )
        info = -3;
    else if ( ldda < max(1,m) )
        info = -5;

    if (info != 0) {
        magma_xerbla( __func__, -(info) );
        return info;
    }

    magma_int_t lda = m;
    double* A;
    magma_dmalloc_cpu( &A, lda*n );
    magma_dgetmatrix( m, n, dA, ldda, A, lda );

    magma_int_t cnt = magma_dnan_inf( uplo, m, n, A, lda, cnt_nan, cnt_inf );

    magma_free_cpu( A );
    return cnt;
}
// Solve dA * dX = dB, where dA and dX are stored in GPU device memory.
// Internally, MAGMA uses a hybrid CPU + GPU algorithm.
void GpuSolver::solve( magmaDouble_ptr X )
{

    real_Double_t   gpu_time;
    magmaDouble_ptr dX=NULL, dWORKD=NULL, Z=NULL;
    float *dWORKS=NULL;
    magma_int_t qrsv_iters;
    magma_int_t info = 0;
    
    magma_dmalloc( &dX, n*nrhs );
    magma_dmalloc( &dWORKD, n*nrhs );
    magma_smalloc( &dWORKS, n*(n+nrhs) );
    if ( dX == NULL || dWORKD == NULL || dWORKS == NULL ) {
        fprintf( stderr, "malloc failed - not enough GPU memory?\n" );
        goto cleanup;
    }    
    
    gpu_time = magma_wtime();
    magma_dsposv_gpu( MagmaUpper, n, nrhs,
                      dA, n, dB, n, dX, n, 
                      dWORKD, dWORKS, &qrsv_iters, &info );
    gpu_time = magma_wtime() - gpu_time;
    fprintf( stdout, "DSPOSV GPU solution time = %fs\n", gpu_time);
    if ( qrsv_iters == -3 ) {fprintf( stderr, "cannot factor input matrix in single precision, bad initialization?\n"); }
    if ( info != 0 ) { fprintf( stderr, "magma_dsposv_gpu failed with info=%d\n", info ); }

    magma_dgetmatrix( n, nrhs, dX, n, X, n );
    
cleanup:
    magma_free( dX );
}
void magma_dprint_gpu( int m, int n, magmaDouble_ptr dA, size_t dA_offset, int ldda, magma_queue_t queue )
{
    int lda = m;
    double* A = (double*) malloc( lda*n*sizeof(double) );
    magma_dgetmatrix( m, n, dA, dA_offset, ldda,  A, 0, lda, queue );
    
    magma_dprint( m, n, A, lda );
    
    free( A );
}
Beispiel #4
0
SEXP magQR(SEXP a)
{
   SEXP gpu = GET_SLOT(a, install("gpu")),
        b = PROTECT(NEW_OBJECT(MAKE_CLASS("magmaQR")));
   int *DIMA = INTEGER(GET_DIM(a)), M = DIMA[0], N = DIMA[1],
       MIN_MN = (M < N ? M : N), NB = magma_get_dgeqrf_nb(M), *pivot, info;
   double *A, *tau;

   A = REAL(SET_VECTOR_ELT(b, 0, AS_NUMERIC(duplicate(a))));
   SET_VECTOR_ELT(b, 1, ScalarInteger(MIN_MN));
   tau = REAL(SET_VECTOR_ELT(b, 2, NEW_NUMERIC(MIN_MN)));
   pivot = INTEGER(SET_VECTOR_ELT(b, 3, NEW_INTEGER(N)));

   int i;
   for(i = 1; i <= N; i++) *pivot++ = i;

   if(LOGICAL_VALUE(gpu)) {
      int LENT = (2*MIN_MN + (N+31)/32*32)*NB;
      double *dA, *dT, *work;

      SET_SLOT(b, install("work"), NEW_NUMERIC(LENT));
      work = REAL(GET_SLOT(b, install("work")));

      magma_malloc((void**)&dA, (M*N)*sizeof(double));
      magma_malloc((void**)&dT, LENT*sizeof(double));

      magma_dsetmatrix(M, N, A, M, dA, M);
      magma_dgeqrf3_gpu(M, N, dA, M, tau, dT, &info);
      magma_dgetmatrix(M, N, dA, M, A, M);
      magma_dgetvector(LENT, dT, 1, work, 1);

      magma_free(dA);
      magma_free(dT);
   } else {
      int LWORK = N * NB;
      double *hA, *hwork;

      magma_malloc_pinned((void**)&hA, (M*N)*sizeof(double));
      magma_malloc_pinned((void**)&hwork, LWORK*sizeof(double));

      lapackf77_dlacpy(MagmaUpperLowerStr, &M, &N, A, &M, hA, &M);
      magma_dgeqrf_ooc(M, N, hA, M, tau, hwork, LWORK, &info);
      lapackf77_dlacpy(MagmaUpperLowerStr, &M, &N, hA, &M, A, &M);

      magma_free_pinned(hA);
      magma_free_pinned(hwork);
   }

   if(info < 0) error("illegal argument %d in 'magQR'", -1 * info);

   UNPROTECT(1);

   return b;
}
Beispiel #5
0
 void magma_task_dgetmatrix(Schedule* sched_obj )               
 {
    magma_int_t m;
    magma_int_t nb;
    double *dA_src;
    magma_int_t dA_LD;
    double *A_dst;
    magma_int_t LDA;

    schedule_unpack_args_6(sched_obj, m,  nb, dA_src,  dA_LD, A_dst,  LDA);
    magma_dgetmatrix( m,  nb, dA_src,  dA_LD, A_dst,  LDA);
     // task_getpanel(gpu_nrows, ncols, dAT(K,K+A_N), dAT_LD, A(K,K+A_N), A_LD);
 }
Beispiel #6
0
 void magma_task_dev_dgetmatrix_transpose(Schedule* sched_obj )               
 {
     magma_int_t deviceID;
    magma_int_t m;
    magma_int_t nb;
    double *dA_src;
    magma_int_t dA_LD;
    double *A_dst;
    magma_int_t LDA;
    double *dwork;
    magma_int_t dwork_LD;

    void *dep_ptr;

#if (dbglevel >=1)
    ca_trace_start();
#endif

//    printf("Matrix_get_transpose\n");
    //schedule_unpack_args_8(sched_obj, m,  nb, dA_src,  dA_LD, A_dst,  LDA, dwork, dwork_LD);
    schedule_unpack_args_10(sched_obj,  deviceID, m,  nb, dA_src,  dA_LD, A_dst,  LDA, dwork, dwork_LD, dep_ptr);

    magma_setdevice(deviceID);
//    printf("Matrix_get_transpose m:%d, nb:%d, dep_ptr:%p\n",m,nb,dep_ptr);

    //magma_dgetmatrix_transpose( m,  nb, dA_src,  dA_LD, A_dst,  LDA);
     // task_getpanel(gpu_nrows, ncols, dAT(K,K+A_N), dAT_LD, A(K,K+A_N), A_LD);
#if (dbglevel==10)
            ca_dbg_printMat_transpose_gpu(nb, m, dA_src, dA_LD, "dA before getMatrix");
#endif
//            pthread_mutex_lock(&mutex_dAP);
    /*1.transpose dA to dwork*/
    magmablas_dtranspose2(dwork, dwork_LD, dA_src, dA_LD,  nb, m);
//    printf("Matrix_get_transpose m:%d, nb:%d 1:done\n",m,nb);
#if (dbglevel==10)
//            ca_dbg_printMat_gpu(m, nb, dwork, dwork_LD, "dwork after dA transpose");
#endif
    /*2. copy dwork to A: send the panel to GPU*/
    magma_dgetmatrix(m, nb, dwork, dwork_LD, A_dst, LDA);
//    printf("Matrix_get_transpose m:%d, nb:%d 2:done\n",m,nb);
//    pthread_mutex_unlock(&mutex_dAP);
#if (dbglevel==10)
            ca_dbg_printMat(m, nb, A_dst, LDA, "A after getMatrix");
#endif 
#if (dbglevel >=1)
ca_trace_end_gpu('G');
ca_trace_end_cpu('C');
#endif

//    printf("End Matrix_get_transpose m:%d, nb:%d\n",m,nb);
 }
Beispiel #7
0
void magma_dprint_gpu( magma_int_t m, magma_int_t n, const double *dA, magma_int_t ldda )
{
    if ( magma_is_devptr( dA ) == 0 ) {
        fprintf( stderr, "ERROR: dprint_gpu called with host pointer.\n" );
        exit(1);
    }
    
    magma_int_t lda = m;
    double* A;
    magma_dmalloc_cpu( &A, lda*n );
    magma_dgetmatrix( m, n, dA, ldda, A, lda );
    magma_dprint( m, n, A, lda );
    magma_free_cpu( A );
}
Beispiel #8
0
SEXP magChol(SEXP a)
{
   SEXP gpu = GET_SLOT(a, install("gpu")),
        b = PROTECT(NEW_OBJECT(MAKE_CLASS("magma")));
   int *DIMA = INTEGER(GET_DIM(a)), N = DIMA[0], N2 = N * N, LDB = N, info;
   double *B;

   if(DIMA[1] != N) error("non-square matrix");

   b = SET_SLOT(b, install(".Data"), AS_NUMERIC(a));
   SET_SLOT(b, install("gpu"), duplicate(gpu));
   B = REAL(b);
   
   if(LOGICAL_VALUE(gpu)) {
      double *dB;

      magma_malloc((void**)&dB, N2*sizeof(double));

      magma_dsetmatrix(N, N, B, LDB, dB, LDB);
      magma_dpotrf_gpu(magma_uplo_const('U'), N, dB, LDB, &info);
      magma_dgetmatrix(N, N, dB, LDB, B, LDB);

      magma_free(dB);
   } else {
      double *hB;

      magma_malloc_pinned((void**)&hB, N2*sizeof(double));
      lapackf77_dlacpy(MagmaUpperStr, &N, &N, B, &LDB, hB, &LDB);
      magma_dpotrf(magma_uplo_const('U'), N, hB, N, &info);
      lapackf77_dlacpy(MagmaUpperStr, &N, &N, hB, &LDB, B, &LDB);

      magma_free_pinned(hB);
   }

   if(info < 0) error("illegal argument %d in 'magChol", -1 * info);
   else if(info > 0) error("leading minor of order %d is not positive definite", info);

   int i, j;
   for(j = 0; j < N; j++) {
      for(i = j + 1; i < N; i++) {
         B[i + j * N] = 0.0;
      }
   }

   UNPROTECT(1);

   return b;
}
Beispiel #9
0
//===========================================================================
//  Get a matrix with 1D block cyclic distribution on multiGPUs to the CPU.
//  The dA arrays are pointers to the matrix data for the corresponding GPUs.
//===========================================================================
extern "C" void
magmablas_dgetmatrix_1D_bcyclic( magma_int_t m, magma_int_t n,
                                 magmaDouble_ptr *dA, magma_int_t ldda,
                                 double *hA, magma_int_t lda,
                                 magma_int_t num_gpus, magma_int_t nb, 
                                 magma_queue_t* trans_queues)
{
    magma_int_t i, d, nk;

    for( i = 0; i < n; i += nb ) {
        d = (i/nb) % num_gpus;
        nk = min(nb, n-i);
        magma_dgetmatrix( m, nk, 
                        dA[d], i/(nb*num_gpus)*nb*ldda, ldda, 
                        &hA[i*lda], 0, lda, 
                        trans_queues[d]);
    }
}
Beispiel #10
0
double *cholesky_gpu(double *ml, int m) {
 	magma_int_t mm = m*m;
 	magma_int_t info;
 	double *a;
 	double *d_a ;
 	magma_err_t err; 
 	err = magma_dmalloc_cpu ( &a , mm );
 	err = magma_dmalloc ( &d_a , mm );

 	magma_dsetmatrix ( m, m, ml, m, d_a , m );

 	magma_dpotrf_gpu('L',m,d_a,m,&info);
 	magma_dpotri_gpu('L',m,d_a,m,&info);

 	magma_dgetmatrix ( m, m, d_a , m, a, m );
 	magma_free (d_a );
 
 	return a;
}
Beispiel #11
0
SEXP magLU(SEXP a)
{
   SEXP gpu = GET_SLOT(a, install("gpu")),
        b = PROTECT(NEW_OBJECT(MAKE_CLASS("magmaLU")));
   int *DIMA = INTEGER(GET_DIM(a)), M = DIMA[0], N = DIMA[1], LDA = M,
       MIN_MN = M < N ? M : N, *ipiv, info;
   double *A = REAL(PROTECT(AS_NUMERIC(a)));

   b = SET_SLOT(b, install(".Data"), AS_NUMERIC(a));
   SET_SLOT(b, install("pivot"), NEW_INTEGER(MIN_MN));
   ipiv = INTEGER(GET_SLOT(b, install("pivot")));
   SET_SLOT(b, install("gpu"), duplicate(gpu));

   if(LOGICAL_VALUE(gpu)) {
      double *dA;

      magma_malloc((void**)&dA, (M*N)*sizeof(double));

      magma_dsetmatrix(M, N, A, LDA, dA, LDA);
      magma_dgetrf_gpu(M, N, dA, LDA, ipiv, &info);
      magma_dgetmatrix(M, N, dA, LDA, REAL(b), LDA);

      magma_free(dA);
   } else {
      double *hA;

      magma_malloc_pinned((void**)&hA, (M*N)*sizeof(double));

      lapackf77_dlacpy(MagmaUpperLowerStr, &M, &N, A, &LDA, hA, &LDA);
      magma_dgetrf(M, N, hA, LDA, ipiv, &info);
      lapackf77_dlacpy(MagmaUpperLowerStr, &M, &N, hA, &LDA, REAL(b), &LDA);

      magma_free_pinned(hA);
   }

   if(info < 0) error("illegal argument %d in 'magLU'", -1 * info);
   else if(info > 0) error("factor U is singular");

   UNPROTECT(2);

   return b;
}
Beispiel #12
0
void printMatrix(const double* v, int m, int n, int ldda, magma_queue_t queues){

    printf("[\n");
    double* bufv = (double*)malloc(m*n*sizeof(double));
    if(magma_is_devptr(v) == 1){
        //cudaMemcpy(bufv, v, m*n*sizeof(double), cudaMemcpyDeviceToHost);
        printf("-- On GPU --\n");
        magma_dgetmatrix(n, m, v, ldda, bufv, n, queues);
    }else if(magma_is_devptr(v) == 0){
        printf("-- On CPU --\n");
        memcpy(bufv, v, m*n*sizeof(double));
    }

    for(int i = 0; i < m; i++){
        for(int j = 0; j < n ; j++)
            printf(" %8.4f  ", bufv[i*n+j]);
        printf("\n");
    }
    printf("];\n");
}
Beispiel #13
0
SEXP magMultmm(SEXP a, SEXP transa, SEXP b, SEXP transb)
{
   SEXP gpu = magGetGPU(a, b),
        c = PROTECT(NEW_OBJECT(MAKE_CLASS("magma")));
   int TA = LOGICAL_VALUE(transa), TB = LOGICAL_VALUE(transb),
       *DIMA = INTEGER(GET_DIM(a)), *DIMB = INTEGER(GET_DIM(b)),
       M = DIMA[TA], N = DIMB[!TB], K = DIMA[!TA],
       LDA = DIMA[0], LDB = DIMB[0], LDC = M;
   char TRANSA = (TA ? 'T' : 'N'), TRANSB = (TB ? 'T' : 'N');
   double *A = REAL(PROTECT(AS_NUMERIC(a))), *B = REAL(PROTECT(AS_NUMERIC(b))),
          *dA, *dB, *dC;
 
   if(DIMB[TB] != K) error("non-conformable matrices");

   c = SET_SLOT(c, install(".Data"), allocMatrix(REALSXP, M, N));
   SET_SLOT(c, install("gpu"), duplicate(gpu));
   
   magma_malloc((void**)&dA, (M*K)*sizeof(double));
   magma_malloc((void**)&dB, (K*N)*sizeof(double));
   magma_malloc((void**)&dC, (M*N)*sizeof(double));

   magma_dsetmatrix(DIMA[0], DIMA[1], A, LDA, dA, LDA);
   magma_dsetmatrix(DIMB[0], DIMB[1], B, LDB, dB, LDB);

   if(LOGICAL_VALUE(gpu))
      magmablas_dgemm(TRANSA, TRANSB, M, N, K, 1.0, dA, LDA, dB, LDB, 0.0, dC, LDC);
   else
      cublasDgemm(TRANSA, TRANSB, M, N, K, 1.0, dA, LDA, dB, LDB, 0.0, dC, LDC);

   magma_dgetmatrix(M, N, dC, LDC, REAL(c), LDC);

   magma_free(dA);
   magma_free(dB);
   magma_free(dC);

   UNPROTECT(3);

   return c;
}
 void gmm_magma(const Tensor_core<double,2>& A, const Tensor_core<double,2>& B, Tensor_core<double,2>& C,
          char TRANSA, char TRANSB, double alpha, double beta)
 {
     int AL0 = A.rank(0); int AL1 = A.rank(1);
     int BL0 = B.rank(0); int BL1 = B.rank(1);
     int CL0 = C.rank(0); int CL1 = C.rank(1);

     magma_int_t M, N, K, LDA, LDB, LDC;
     magma_trans_t transA=magma_trans_const(TRANSA), transB=magma_trans_const(TRANSB);
     magmaDouble_ptr d_A, d_B, d_C;

     //Set LDA, LDB, and LDC, round up to multiple of 32 for best GPU performance
     LDA = ((AL0+31)/32)*32; LDB = ((BL0+31)/32)*32; LDC = ((CL0+31)/32)*32;

     // Allocate memory for the matrices on GPU 
     magma_dmalloc(&d_A, LDA*AL1 );
     magma_dmalloc(&d_B, LDB*BL1 );
     magma_dmalloc(&d_C, LDC*CL1 );

     // Copy data from host (CPU) to device (GPU)
     magma_dsetmatrix( AL0, AL1, A.data(), AL0, d_A, LDA );
     magma_dsetmatrix( BL0, BL1, B.data(), BL0, d_B, LDB );
     if( abs(beta)>1e-32 ) magma_dsetmatrix( CL0, CL1, C.data(), CL0, d_C, LDC );

     //Call magma_sgemm
     M=( TRANSA=='N' || TRANSA=='n' ) ? AL0:AL1;
     K=( TRANSA=='N' || TRANSA=='n' ) ? AL1:AL0;
     N=( TRANSB=='N' || TRANSB=='n' ) ? BL1:BL0;
     magma_dgemm(transA, transB, M, N, K, alpha, d_A, LDA, d_B, LDB, beta,d_C, LDC);

     // Copy solution from device (GPU) to host (CPU)
     magma_dgetmatrix(CL0, CL1, d_C, LDC, C.data(), CL0);

     // Free memory on GPU
     magma_free(d_A); magma_free(d_B); magma_free(d_C);
 }
Beispiel #15
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dgesv_gpu
*/
int main(int argc, char **argv)
{
    TESTING_INIT();

    real_Double_t   gflops, cpu_perf, cpu_time, gpu_perf, gpu_time;
    double          error, Rnorm, Anorm, Xnorm, *work;
    double c_one     = MAGMA_D_ONE;
    double c_neg_one = MAGMA_D_NEG_ONE;
    double *h_A, *h_B, *h_X;
    magmaDouble_ptr d_A, d_B;
    magma_int_t *ipiv;
    magma_int_t N, nrhs, lda, ldb, ldda, lddb, info, sizeA, sizeB;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t status = 0;
    
    magma_opts opts;
    opts.parse_opts( argc, argv );
    
    double tol = opts.tolerance * lapackf77_dlamch("E");
    
    nrhs = opts.nrhs;
    
    printf("%%   N  NRHS   CPU Gflop/s (sec)   GPU Gflop/s (sec)   ||B - AX|| / N*||A||*||X||\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;
            ldb    = lda;
            ldda   = magma_roundup( N, opts.align );  // multiple of 32 by default
            lddb   = ldda;
            gflops = ( FLOPS_DGETRF( N, N ) + FLOPS_DGETRS( N, nrhs ) ) / 1e9;
            
            TESTING_MALLOC_CPU( h_A, double, lda*N    );
            TESTING_MALLOC_CPU( h_B, double, ldb*nrhs );
            TESTING_MALLOC_CPU( h_X, double, ldb*nrhs );
            TESTING_MALLOC_CPU( work, double,      N );
            TESTING_MALLOC_CPU( ipiv, magma_int_t, N );
            
            TESTING_MALLOC_DEV( d_A, double, ldda*N    );
            TESTING_MALLOC_DEV( d_B, double, lddb*nrhs );
            
            /* Initialize the matrices */
            sizeA = lda*N;
            sizeB = ldb*nrhs;
            lapackf77_dlarnv( &ione, ISEED, &sizeA, h_A );
            lapackf77_dlarnv( &ione, ISEED, &sizeB, h_B );
            
            magma_dsetmatrix( N, N,    h_A, lda, d_A, ldda, opts.queue );
            magma_dsetmatrix( N, nrhs, h_B, ldb, d_B, lddb, opts.queue );
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            gpu_time = magma_wtime();
            magma_dgesv_gpu( N, nrhs, d_A, ldda, ipiv, d_B, lddb, &info );
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0) {
                printf("magma_dgesv_gpu returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            }
            
            //=====================================================================
            // Residual
            //=====================================================================
            magma_dgetmatrix( N, nrhs, d_B, lddb, h_X, ldb, opts.queue );
            
            Anorm = lapackf77_dlange("I", &N, &N,    h_A, &lda, work);
            Xnorm = lapackf77_dlange("I", &N, &nrhs, h_X, &ldb, work);
            
            blasf77_dgemm( MagmaNoTransStr, MagmaNoTransStr, &N, &nrhs, &N,
                           &c_one,     h_A, &lda,
                                       h_X, &ldb,
                           &c_neg_one, h_B, &ldb);
            
            Rnorm = lapackf77_dlange("I", &N, &nrhs, h_B, &ldb, work);
            error = Rnorm/(N*Anorm*Xnorm);
            status += ! (error < tol);
            
            /* ====================================================================
               Performs operation using LAPACK
               =================================================================== */
            if ( opts.lapack ) {
                cpu_time = magma_wtime();
                lapackf77_dgesv( &N, &nrhs, h_A, &lda, ipiv, h_B, &ldb, &info );
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
                if (info != 0) {
                    printf("lapackf77_dgesv returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
                }
                
                printf( "%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e   %s\n",
                        (int) N, (int) nrhs, cpu_perf, cpu_time, gpu_perf, gpu_time,
                        error, (error < tol ? "ok" : "failed"));
            }
            else {
                printf( "%5d %5d     ---   (  ---  )   %7.2f (%7.2f)   %8.2e   %s\n",
                        (int) N, (int) nrhs, gpu_perf, gpu_time,
                        error, (error < tol ? "ok" : "failed"));
            }
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_B );
            TESTING_FREE_CPU( h_X );
            TESTING_FREE_CPU( work );
            TESTING_FREE_CPU( ipiv );
            
            TESTING_FREE_DEV( d_A );
            TESTING_FREE_DEV( d_B );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
Beispiel #16
0
extern "C" magma_int_t
magma_dgeqp3( magma_int_t m, magma_int_t n,
              double *A, magma_int_t lda,
              magma_int_t *jpvt, double *tau,
              double *work, magma_int_t lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
              double *rwork,
#endif
              magma_int_t *info )
{
    /*  -- MAGMA (version 1.4.0) --
           Univ. of Tennessee, Knoxville
           Univ. of California, Berkeley
           Univ. of Colorado, Denver
           August 2013

        Purpose
        =======
        DGEQP3 computes a QR factorization with column pivoting of a
        matrix A:  A*P = Q*R  using Level 3 BLAS.

        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 upper triangle of the array contains the
                min(M,N)-by-N upper trapezoidal matrix R; the elements below
                the diagonal, together with the array TAU, represent the
                unitary matrix Q as a product of min(M,N) elementary
                reflectors.

        LDA     (input) INTEGER
                The leading dimension of the array A. LDA >= max(1,M).

        JPVT    (input/output) INTEGER array, dimension (N)
                On entry, if JPVT(J).ne.0, the J-th column of A is permuted
                to the front of A*P (a leading column); if JPVT(J)=0,
                the J-th column of A is a free column.
                On exit, if JPVT(J)=K, then the J-th column of A*P was the
                the K-th column of A.

        TAU     (output) DOUBLE_PRECISION array, dimension (min(M,N))
                The scalar factors of the elementary reflectors.

        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.
                For [sd]geqp3, LWORK >= (N+1)*NB + 2*N;
                for [cz]geqp3, LWORK >= (N+1)*NB,
                where NB is the optimal blocksize.

                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.

        For [cz]geqp3 only:
        RWORK   (workspace) DOUBLE PRECISION array, dimension (2*N)

        INFO    (output) INTEGER
                = 0: successful exit.
                < 0: if INFO = -i, the i-th argument had an illegal value.

        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(i, j) (A     + (i) + (j)*(lda ))
#define dA(i, j) (dwork + (i) + (j)*(ldda))

    double   *dwork, *df;

    magma_int_t ione = 1;

    magma_int_t n_j, ldda, ldwork;
    magma_int_t j, jb, na, nb, sm, sn, fjb, nfxd, minmn;
    magma_int_t topbmn, sminmn, lwkopt, lquery;

    *info = 0;
    lquery = (lwork == -1);
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    }

    nb = magma_get_dgeqp3_nb(min(m, n));
    if (*info == 0) {
        minmn = min(m,n);
        if (minmn == 0) {
            lwkopt = 1;
        } else {
            lwkopt = (n + 1)*nb;
#if defined(PRECISION_d) || defined(PRECISION_s)
            lwkopt += 2*n;
#endif
        }
        work[0] = MAGMA_D_MAKE( lwkopt, 0. );

        if (lwork < lwkopt && ! lquery) {
            *info = -8;
        }
    }

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    } else if (lquery) {
        return *info;
    }

    if (minmn == 0)
        return *info;

#if defined(PRECISION_d) || defined(PRECISION_s)
    double *rwork = work + (n + 1)*nb;
#endif

    ldda = ((m+31)/32)*32;
    ldwork = n*ldda + (n+1)*nb;
    if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    df = dwork + n*ldda;
    // dwork used for dA

    magma_queue_t stream;
    magma_queue_create( &stream );

    /* Move initial columns up front.
     * Note jpvt uses 1-based indices for historical compatibility. */
    nfxd = 0;
    for (j = 0; j < n; ++j) {
        if (jpvt[j] != 0) {
            if (j != nfxd) {
                blasf77_dswap(&m, A(0, j), &ione, A(0, nfxd), &ione);
                jpvt[j]    = jpvt[nfxd];
                jpvt[nfxd] = j + 1;
            }
            else {
                jpvt[j] = j + 1;
            }
            ++nfxd;
        }
        else {
            jpvt[j] = j + 1;
        }
    }

    /*     Factorize fixed columns
           =======================
           Compute the QR factorization of fixed columns and update
           remaining columns. */
    if (nfxd > 0) {
        na = min(m,nfxd);
        lapackf77_dgeqrf(&m, &na, A, &lda, tau, work, &lwork, info);
        if (na < n) {
            n_j = n - na;
            lapackf77_dormqr( MagmaLeftStr, MagmaTransStr, &m, &n_j, &na,
                              A, &lda, tau, A(0, na), &lda,
                              work, &lwork, info );
        }
    }

    /*  Factorize free columns */
    if (nfxd < minmn) {
        sm = m - nfxd;
        sn = n - nfxd;
        sminmn = minmn - nfxd;

        if (nb < sminmn) {
            j = nfxd;

            // Set the original matrix to the GPU
            magma_dsetmatrix_async( m, sn,
                                    A (0,j), lda,
                                    dA(0,j), ldda, stream );
        }

        /* Initialize partial column norms. */
        for (j = nfxd; j < n; ++j) {
            rwork[j] = cblas_dnrm2(sm, A(nfxd, j), ione);
            rwork[n + j] = rwork[j];
        }

        j = nfxd;
        if (nb < sminmn) {
            /* Use blocked code initially. */
            magma_queue_sync( stream );

            /* Compute factorization: while loop. */
            topbmn = minmn - nb;
            while(j < topbmn) {
                jb = min(nb, topbmn - j);

                /* Factorize JB columns among columns J:N. */
                n_j = n - j;

                if (j>nfxd) {
                    // Get panel to the CPU
                    magma_dgetmatrix( m-j, jb,
                                      dA(j,j), ldda,
                                      A (j,j), lda );

                    // Get the rows
                    magma_dgetmatrix( jb, n_j - jb,
                                      dA(j,j + jb), ldda,
                                      A (j,j + jb), lda );
                }

                magma_dlaqps( m, n_j, j, jb, &fjb,
                              A (0, j), lda,
                              dA(0, j), ldda,
                              &jpvt[j], &tau[j], &rwork[j], &rwork[n + j],
                              work,
                              &work[jb], n_j,
                              &df[jb],   n_j );

                j += fjb;  /* fjb is actual number of columns factored */
            }
        }

        /* Use unblocked code to factor the last or only block. */
        if (j < minmn) {
            n_j = n - j;
            if (j > nfxd) {
                magma_dgetmatrix( m-j, n_j,
                                  dA(j,j), ldda,
                                  A (j,j), lda );
            }
            lapackf77_dlaqp2(&m, &n_j, &j, A(0, j), &lda, &jpvt[j],
                             &tau[j], &rwork[j], &rwork[n+j], work );
        }
    }

    work[0] = MAGMA_D_MAKE( lwkopt, 0. );
    magma_free( dwork );

    magma_queue_destroy( stream );

    return *info;
} /* dgeqp3 */
Beispiel #17
0
extern "C" magma_int_t
magma_dsgesv_gpu(char trans, magma_int_t n, magma_int_t nrhs,
                 double *dA, magma_int_t ldda,
                 magma_int_t *ipiv,  magma_int_t *dipiv,
                 double *dB, magma_int_t lddb,
                 double *dX, magma_int_t lddx,
                 double *dworkd, float *dworks,
                 magma_int_t *iter, magma_int_t *info)
{
/*  -- MAGMA (version 1.4.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       August 2013

    Purpose
    =======
    DSGESV computes the solution to a real system of linear equations
       A * X = B or A' * X = B
    where A is an N-by-N matrix and X and B are N-by-NRHS matrices.

    DSGESV first attempts to factorize the matrix in real SINGLE PRECISION
    and use this factorization within an iterative refinement procedure
    to produce a solution with real DOUBLE PRECISION norm-wise backward error
    quality (see below). If the approach fails the method switches to a
    real DOUBLE PRECISION factorization and solve.

    The iterative refinement is not going to be a winning strategy if
    the ratio real SINGLE PRECISION performance over real DOUBLE PRECISION
    performance is too small. A reasonable strategy should take the
    number of right-hand sides and the size of the matrix into account.
    This might be done with a call to ILAENV in the future. Up to now, we
    always try iterative refinement.
    
    The iterative refinement process is stopped if
        ITER > ITERMAX
    or for all the RHS we have:
        RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
    where
        o ITER is the number of the current iteration in the iterative
          refinement process
        o RNRM is the infinity-norm of the residual
        o XNRM is the infinity-norm of the solution
        o ANRM is the infinity-operator-norm of the matrix A
        o EPS is the machine epsilon returned by DLAMCH('Epsilon')
    The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.

    Arguments
    =========
    TRANS   (input) CHARACTER*1
            Specifies the form of the system of equations:
            = 'N':  A * X = B  (No transpose)
            = 'T':  A'* X = B  (Transpose)
            = 'C':  A'* X = B  (Conjugate transpose = Transpose)

    N       (input) INTEGER
            The number of linear equations, i.e., the order of the
            matrix A.  N >= 0.

    NRHS    (input) INTEGER
            The number of right hand sides, i.e., the number of columns
            of the matrix B.  NRHS >= 0.

    dA      (input or input/output) DOUBLE PRECISION array on the GPU, dimension (ldda,N)
            On entry, the N-by-N coefficient matrix A.
            On exit, if iterative refinement has been successfully used
            (info.EQ.0 and ITER.GE.0, see description below), A is
            unchanged. If double precision factorization has been used
            (info.EQ.0 and ITER.LT.0, see description below), then the
            array dA contains the factors L and U from the factorization
            A = P*L*U; the unit diagonal elements of L are not stored.

    ldda    (input) INTEGER
            The leading dimension of the array dA.  ldda >= max(1,N).

    IPIV    (output) INTEGER array, dimension (N)
            The pivot indices that define the permutation matrix P;
            row i of the matrix was interchanged with row IPIV(i).
            Corresponds either to the single precision factorization
            (if info.EQ.0 and ITER.GE.0) or the double precision
            factorization (if info.EQ.0 and ITER.LT.0).

    dIPIV   (output) INTEGER array on the GPU, dimension (min(M,N))
            The pivot indices; for 1 <= i <= min(M,N), row i of the
            matrix was moved to row IPIV(i).

    dB      (input) DOUBLE PRECISION array on the GPU, dimension (lddb,NRHS)
            The N-by-NRHS right hand side matrix B.

    lddb    (input) INTEGER
            The leading dimension of the array dB.  lddb >= max(1,N).

    dX      (output) DOUBLE PRECISION array on the GPU, dimension (lddx,NRHS)
            If info = 0, the N-by-NRHS solution matrix X.

    lddx    (input) INTEGER
            The leading dimension of the array dX.  lddx >= max(1,N).

    dworkd  (workspace) DOUBLE PRECISION array on the GPU, dimension (N*NRHS)
            This array is used to hold the residual vectors.

    dworks  (workspace) SINGLE PRECISION array on the GPU, dimension (N*(N+NRHS))
            This array is used to store the real single precision matrix
            and the right-hand sides or solutions in single precision.

    iter    (output) INTEGER
            < 0: iterative refinement has failed, double precision
                 factorization has been performed
                 -1 : the routine fell back to full precision for
                      implementation- or machine-specific reasons
                 -2 : narrowing the precision induced an overflow,
                      the routine fell back to full precision
                 -3 : failure of SGETRF
                 -31: stop the iterative refinement after the 30th iteration
            > 0: iterative refinement has been successfully used.
                 Returns the number of iterations
 
    info   (output) INTEGER
            = 0:  successful exit
            < 0:  if info = -i, the i-th argument had an illegal value
            > 0:  if info = i, U(i,i) computed in DOUBLE PRECISION is
                  exactly zero.  The factorization has been completed,
                  but the factor U is exactly singular, so the solution
                  could not be computed.
    =====================================================================    */

    #define dB(i,j)     (dB + (i) + (j)*lddb)
    #define dX(i,j)     (dX + (i) + (j)*lddx)
    #define dR(i,j)     (dR + (i) + (j)*lddr)
    
    double c_neg_one = MAGMA_D_NEG_ONE;
    double c_one     = MAGMA_D_ONE;
    magma_int_t     ione  = 1;
    double *dR;
    float  *dSA, *dSX;
    double Xnrmv, Rnrmv;
    double          Anrm, Xnrm, Rnrm, cte, eps;
    magma_int_t     i, j, iiter, lddsa, lddr;
    
    /* Check arguments */
    *iter = 0;
    *info = 0;
    if ( n < 0 )
        *info = -1;
    else if ( nrhs < 0 )
        *info = -2;
    else if ( ldda < max(1,n))
        *info = -4;
    else if ( lddb < max(1,n))
        *info = -8;
    else if ( lddx < max(1,n))
        *info = -10;
    
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    
    if ( n == 0 || nrhs == 0 )
        return *info;

    lddsa = n;
    lddr  = n;
    
    dSA = dworks;
    dSX = dSA + lddsa*n;
    dR  = dworkd;
    
    eps  = lapackf77_dlamch("Epsilon");
    Anrm = magmablas_dlange('I', n, n, dA, ldda, (double*)dworkd );
    cte  = Anrm * eps * pow((double)n, 0.5) * BWDMAX;
    
    /*
     * Convert to single precision
     */
    //magmablas_dlag2s( n, nrhs, dB, lddb, dSX, lddsx, info );  // done inside dsgetrs with pivots
    if (*info != 0) {
        *iter = -2;
        goto FALLBACK;
    }
    
    magmablas_dlag2s( n, n, dA, ldda, dSA, lddsa, info );
    if (*info != 0) {
        *iter = -2;
        goto FALLBACK;
    }
    
    // factor dSA in single precision
    magma_sgetrf_gpu( n, n, dSA, lddsa, ipiv, info );
    if (*info != 0) {
        *iter = -3;
        goto FALLBACK;
    }
    
    // Generate parallel pivots
    {
        magma_int_t *newipiv;
        magma_imalloc_cpu( &newipiv, n );
        if ( newipiv == NULL ) {
            *iter = -3;
            goto FALLBACK;
        }
        swp2pswp( trans, n, ipiv, newipiv );
        magma_setvector( n, sizeof(magma_int_t), newipiv, 1, dipiv, 1 );
        magma_free_cpu( newipiv );
    }
    
    // solve dSA*dSX = dB in single precision
    // converts dB to dSX and applies pivots, solves, then converts result back to dX
    magma_dsgetrs_gpu( trans, n, nrhs, dSA, lddsa, dipiv, dB, lddb, dX, lddx, dSX, info );
    
    // residual dR = dB - dA*dX in double precision
    magmablas_dlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dR, lddr );
    if ( nrhs == 1 ) {
        magma_dgemv( trans, n, n,
                     c_neg_one, dA, ldda,
                                dX, 1,
                     c_one,     dR, 1 );
    }
    else {
        magma_dgemm( trans, MagmaNoTrans, n, nrhs, n,
                     c_neg_one, dA, ldda,
                                dX, lddx,
                     c_one,     dR, lddr );
    }
    
    // TODO: use MAGMA_D_ABS( dX(i,j) ) instead of dlange?
    for( j=0; j < nrhs; j++ ) {
        i = magma_idamax( n, dX(0,j), 1) - 1;
        magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
        Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
        
        i = magma_idamax ( n, dR(0,j), 1 ) - 1;
        magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
        Rnrm = lapackf77_dlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
        
        if ( Rnrm >  Xnrm*cte ) {
            goto REFINEMENT;
        }
    }
    
    *iter = 0;
    return *info;

REFINEMENT:
    for( iiter=1; iiter < ITERMAX; ) {
        *info = 0;
        // convert residual dR to single precision dSX
        // solve dSA*dSX = R in single precision
        // convert result back to double precision dR
        // it's okay that dR is used for both dB input and dX output.
        magma_dsgetrs_gpu( trans, n, nrhs, dSA, lddsa, dipiv, dR, lddr, dR, lddr, dSX, info );
        if (*info != 0) {
            *iter = -3;
            goto FALLBACK;
        }
        
        // Add correction and setup residual
        // dX += dR  --and--
        // dR = dB
        // This saves going through dR a second time (if done with one more kernel).
        // -- not really: first time is read, second time is write.
        for( j=0; j < nrhs; j++ ) {
            magmablas_daxpycp( n, dR(0,j), dX(0,j), dB(0,j) );
        }
        
        // residual dR = dB - dA*dX in double precision
        if ( nrhs == 1 ) {
            magma_dgemv( trans, n, n,
                         c_neg_one, dA, ldda,
                                    dX, 1,
                         c_one,     dR, 1 );
        }
        else {
            magma_dgemm( trans, MagmaNoTrans, n, nrhs, n,
                         c_neg_one, dA, ldda,
                                    dX, lddx,
                         c_one,     dR, lddr );
        }
        
        /*  Check whether the nrhs normwise backward errors satisfy the
         *  stopping criterion. If yes, set ITER=IITER>0 and return. */
        for( j=0; j < nrhs; j++ ) {
            i = magma_idamax( n, dX(0,j), 1) - 1;
            magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
            Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
            
            i = magma_idamax ( n, dR(0,j), 1 ) - 1;
            magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
            Rnrm = lapackf77_dlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
            
            if ( Rnrm >  Xnrm*cte ) {
                goto L20;
            }
        }
        
        /*  If we are here, the nrhs normwise backward errors satisfy
         *  the stopping criterion, we are good to exit. */
        *iter = iiter;
        return *info;
        
      L20:
        iiter++;
    }
    
    /* If we are at this place of the code, this is because we have
     * performed ITER=ITERMAX iterations and never satisified the
     * stopping criterion. Set up the ITER flag accordingly and follow
     * up on double precision routine. */
    *iter = -ITERMAX - 1;
    
FALLBACK:
    /* Single-precision iterative refinement failed to converge to a
     * satisfactory solution, so we resort to double precision. */
    magma_dgetrf_gpu( n, n, dA, ldda, ipiv, info );
    if (*info == 0) {
        magmablas_dlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx );
        magma_dgetrs_gpu( trans, n, nrhs, dA, ldda, ipiv, dX, lddx, info );
    }
    
    return *info;
}
Beispiel #18
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dgetrf
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gflops, gpu_perf, gpu_time, cpu_perf=0, cpu_time=0;
    double          error;
    double *h_A;
    magmaDouble_ptr d_A;
    magma_int_t     *ipiv;
    magma_int_t M, N, n2, lda, ldda, info, min_mn;
    magma_int_t status   = 0;

    magma_opts opts;
    parse_opts( argc, argv, &opts );

    double tol = opts.tolerance * lapackf77_dlamch("E");
    
    if ( opts.check == 2 ) {
        printf("    M     N   CPU GFlop/s (sec)   GPU GFlop/s (sec)   |Ax-b|/(N*|A|*|x|)\n");
    }
    else {
        printf("    M     N   CPU GFlop/s (sec)   GPU GFlop/s (sec)   |PA-LU|/(N*|A|)\n");
    }
    printf("=========================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M = opts.msize[itest];
            N = opts.nsize[itest];
            min_mn = min(M, N);
            lda    = M;
            n2     = lda*N;
            ldda   = ((M+31)/32)*32;
            gflops = FLOPS_DGETRF( M, N ) / 1e9;
            
            TESTING_MALLOC_CPU( ipiv, magma_int_t,        min_mn );
            TESTING_MALLOC_CPU( h_A,  double, n2     );
            TESTING_MALLOC_DEV( d_A,  double, ldda*N );
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            if ( opts.lapack ) {
                init_matrix( M, N, h_A, lda );
                
                cpu_time = magma_wtime();
                lapackf77_dgetrf(&M, &N, h_A, &lda, ipiv, &info);
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
                if (info != 0)
                    printf("lapackf77_dgetrf returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
            }
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            init_matrix( M, N, h_A, lda );
            magma_dsetmatrix( M, N, h_A, lda, d_A, ldda );
            
            gpu_time = magma_wtime();
            magma_dgetrf_gpu( M, N, d_A, ldda, ipiv, &info);
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0)
                printf("magma_dgetrf_gpu returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* =====================================================================
               Check the factorization
               =================================================================== */
            if ( opts.lapack ) {
                printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)",
                       (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time );
            }
            else {
                printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)",
                       (int) M, (int) N, gpu_perf, gpu_time );
            }
            if ( opts.check == 2 ) {
                magma_dgetmatrix( M, N, d_A, ldda, h_A, lda );
                error = get_residual( M, N, h_A, lda, ipiv );
                printf("   %8.2e   %s\n", error, (error < tol ? "ok" : "failed"));
                status += ! (error < tol);
            }
            else if ( opts.check ) {
                magma_dgetmatrix( M, N, d_A, ldda, h_A, lda );
                error = get_LU_error( M, N, h_A, lda, ipiv );
                printf("   %8.2e   %s\n", error, (error < tol ? "ok" : "failed"));
                status += ! (error < tol);
            }
            else {
                printf("     ---  \n");
            }
            
            TESTING_FREE_CPU( ipiv );
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_DEV( d_A );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    TESTING_FINALIZE();
    return status;
}
Beispiel #19
0
extern "C" magma_int_t
magma_dorgqr(
    magma_int_t m, magma_int_t n, magma_int_t k,
    double *a, magma_int_t lda,
    double *tau, magmaDouble_ptr dT, size_t dT_offset,
    magma_int_t nb,
    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
    =======
    DORGQR generates an M-by-N DOUBLE_PRECISION matrix Q with orthonormal columns,
    which is defined as the first N columns of a product of K elementary
    reflectors of order M

          Q  =  H(1) H(2) . . . H(k)

    as returned by DGEQRF.

    Arguments
    =========
    M       (input) INTEGER
            The number of rows of the matrix Q. M >= 0.

    N       (input) INTEGER
            The number of columns of the matrix Q. M >= N >= 0.

    K       (input) INTEGER
            The number of elementary reflectors whose product defines the
            matrix Q. N >= K >= 0.

    A       (input/output) DOUBLE_PRECISION array A, dimension (LDDA,N).
            On entry, the i-th column must contain the vector
            which defines the elementary reflector H(i), for
            i = 1,2,...,k, as returned by DGEQRF_GPU in the
            first k columns of its array argument A.
            On exit, the M-by-N matrix Q.

    LDA     (input) INTEGER
            The first dimension of the array A. LDA >= max(1,M).

    TAU     (input) DOUBLE_PRECISION array, dimension (K)
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i), as returned by DGEQRF_GPU.

    DT      (input) DOUBLE_PRECISION array on the GPU device.
            DT contains the T matrices used in blocking the elementary
            reflectors H(i), e.g., this can be the 6th argument of
            magma_dgeqrf_gpu.

    NB      (input) INTEGER
            This is the block size used in DGEQRF_GPU, and correspondingly
            the size of the T matrices, used in the factorization, and
            stored in DT.

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument has an illegal value
    =====================================================================    */

    #define  a_ref(i,j)     ( a + (j)*lda  + (i))
    #define da_ref(i,j)     da, (da_offset + (j)*ldda + (i))
    #define t_ref(a_1)      dT, (dT_offset + (a_1)*nb)

    double c_zero = MAGMA_D_ZERO;
    
    magma_int_t  i__1, i__2, i__3;
    magma_int_t lwork, ldda;
    magma_int_t i, ib, ki, kk, iinfo;
    magma_int_t lddwork = min(m, n);
    double *work;
    magmaDouble_ptr da, dwork;
    size_t da_offset, dwork_offset;
    magma_event_t event = NULL;

    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if ((n < 0) || (n > m)) {
        *info = -2;
    } else if ((k < 0) || (k > n)) {
        *info = -3;
    } else if (lda < max(1,m)) {
        *info = -5;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    if (n <= 0)
      return *info;

    /* Allocate GPU work space */
    ldda = ((m+31)/32)*32;
    lddwork = ((lddwork+31)/32)*32;
    if (MAGMA_SUCCESS != magma_dmalloc( &da, ((n)*ldda + nb*lddwork ) )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    da_offset = 0;
    dwork = da;
    dwork_offset = da_offset + (n)*ldda;

    /* Allocate CPU work space */
    lwork = n * nb;
    magma_dmalloc_cpu( &work, lwork );
    if( work == NULL ) {
        magma_free( da );
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }

    if ( (nb > 1) && (nb < k) )
      {
        /*  Use blocked code after the last block.
            The first kk columns are handled by the block method. */
        ki = (k - nb - 1) / nb * nb;
        kk = min(k, ki + nb);

        /* Set A(1:kk,kk+1:n) to zero. */
        magmablas_dlaset(MagmaFull, kk, n-kk, c_zero, c_zero, da_ref(0,kk), ldda, queue);
      }
    else
      kk = 0;

    /* Use unblocked code for the last or only block. */
    if (kk < n)
      {
        i__1 = m - kk;
        i__2 = n - kk;
        i__3 = k - kk;
        lapackf77_dorgqr(&i__1, &i__2, &i__3,
                         a_ref(kk, kk), &lda,
                         &tau[kk], work, &lwork, &iinfo);
        
        magma_dsetmatrix(i__1, i__2, a_ref(kk, kk), lda, da_ref(kk, kk), ldda, queue);
      }

    if (kk > 0)
      {
        /* Use blocked code */
        for (i = ki; i >= 0; i-=nb)
          {
            ib = min(nb, k - i);

            /* Send the current panel to the GPU */
            i__2 = m - i;
            dpanel_to_q(MagmaUpper, ib, a_ref(i,i), lda, work);
            magma_dsetmatrix(i__2, ib, a_ref(i, i), lda, da_ref(i, i), ldda, queue);
                             
            if (i + ib < n)
              {
                /* Apply H to A(i:m,i+ib:n) from the left */
                i__3 = n - i - ib;
                magma_dlarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
                                  i__2, i__3, ib,
                                  da_ref(i, i   ), ldda, t_ref(i),      nb,
                                  da_ref(i, i+ib), ldda,    dwork, dwork_offset, lddwork, queue);
              }

            /* Apply H to rows i:m of current block on the CPU */
            lapackf77_dorgqr(&i__2, &ib, &ib,
                             a_ref(i, i), &lda,
                             &tau[i], work, &lwork, &iinfo);
            magma_dsetmatrix_async( i__2, ib,
                                    a_ref(i,i), lda,
                                    da_ref(i,i), ldda, queue, &event );

            /* Set rows 1:i-1 of current block to zero */
            i__2 = i + ib;
            magmablas_dlaset(MagmaFull, i, i__2 - i, c_zero, c_zero, da_ref(0,i), ldda, queue);
          }
      }
    
    magma_dgetmatrix(m, n, da_ref(0, 0), ldda, a_ref(0, 0), lda, queue);
    
    //cudaStreamDestroy(stream);
    magma_free( da );
    magma_free_cpu(work);

    return *info;
} /* magma_dorgqr */
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dgeqrf
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t    gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double           error, work[1];

    double  c_neg_one = MAGMA_D_NEG_ONE;
    double *h_A, *h_T, *h_R, *tau, *h_work, tmp[1];
    double *d_A,  *d_T, *ddA, *dtau;
    double *d_A2, *d_T2, *ddA2, *dtau2;
    double *dwork, *dwork2;

    magma_int_t M, N, lda, ldda, lwork, n2, info, min_mn;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t status = 0;

    #define BLOCK_SIZE 64

    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    double tol = 10. * opts.tolerance * lapackf77_dlamch("E");
    
    magma_queue_t stream[2];
    magma_queue_create( &stream[0] );
    magma_queue_create( &stream[1] );

    printf("version %d\n", (int) opts.version );
    printf("  M     N     CPU GFlop/s (ms)    GPU GFlop/s (ms)   ||R||_F/||A||_F  ||R_T||\n");
    printf("=============================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M     = opts.msize[itest];
            N     = opts.nsize[itest];

            if (N > 128) {
                printf("%5d %5d   skipping because dgeqr2x requires N <= 128\n",
                        (int) M, (int) N);
                continue;
            }
            if (M < N) {
                printf("%5d %5d   skipping because dgeqr2x requires M >= N\n",
                        (int) M, (int) N);
                continue;
            }

            min_mn = min(M, N);
            lda    = M;
            n2     = lda*N;
            ldda   = ((M+31)/32)*32;
            gflops = (FLOPS_DGEQRF( M, N ) + FLOPS_DGEQRT( M, N )) / 1e9;

            /* Allocate memory for the matrix */
            TESTING_MALLOC_CPU( tau,   double, min_mn );
            TESTING_MALLOC_CPU( h_A,   double, n2     );
            TESTING_MALLOC_CPU( h_T,   double, N*N    );
        
            TESTING_MALLOC_PIN( h_R,   double, n2     );
        
            TESTING_MALLOC_DEV( d_A,   double, ldda*N );
            TESTING_MALLOC_DEV( d_T,   double, N*N    );
            TESTING_MALLOC_DEV( ddA,   double, N*N    );
            TESTING_MALLOC_DEV( dtau,  double, min_mn );
        
            TESTING_MALLOC_DEV( d_A2,  double, ldda*N );
            TESTING_MALLOC_DEV( d_T2,  double, N*N    );
            TESTING_MALLOC_DEV( ddA2,  double, N*N    );
            TESTING_MALLOC_DEV( dtau2, double, min_mn );
        
            TESTING_MALLOC_DEV( dwork,  double, max(5*min_mn, (BLOCK_SIZE*2+2)*min_mn) );
            TESTING_MALLOC_DEV( dwork2, double, max(5*min_mn, (BLOCK_SIZE*2+2)*min_mn) );
            
            // todo replace with magma_dlaset
            cudaMemset(ddA, 0, N*N*sizeof(double));
            cudaMemset(d_T, 0, N*N*sizeof(double));
        
            cudaMemset(ddA2, 0, N*N*sizeof(double));
            cudaMemset(d_T2, 0, N*N*sizeof(double));
        
            lwork = -1;
            lapackf77_dgeqrf(&M, &N, NULL, &M, NULL, tmp, &lwork, &info);
            lwork = (magma_int_t)MAGMA_D_REAL( tmp[0] );
            lwork = max(lwork, N*N);
        
            TESTING_MALLOC_CPU( h_work, double, lwork );

            /* Initialize the matrix */
            lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
            lapackf77_dlacpy( MagmaUpperLowerStr, &M, &N, h_A, &lda, h_R, &lda );
            magma_dsetmatrix( M, N, h_R, lda,  d_A, ldda );
            magma_dsetmatrix( M, N, h_R, lda, d_A2, ldda );
    
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            gpu_time = magma_sync_wtime(0);
    
            if (opts.version == 1)
                magma_dgeqr2x_gpu(M, N, d_A, ldda, dtau, d_T, ddA, dwork, &info);
            else if (opts.version == 2)
                magma_dgeqr2x2_gpu(M, N, d_A, ldda, dtau, d_T, ddA, dwork, &info);
            else if (opts.version == 3)
                magma_dgeqr2x3_gpu(M, N, d_A, ldda, dtau, d_T, ddA, dwork, &info);
            else {
                printf( "call magma_dgeqr2x4_gpu\n" );
                /*
                  Going through NULL stream is faster
                  Going through any stream is slower
                  Doing two streams in parallel is slower than doing them sequentially
                  Queuing happens on the NULL stream - user defined buffers are smaller?
                */
                magma_dgeqr2x4_gpu(M, N, d_A, ldda, dtau, d_T, ddA, dwork, &info, NULL);
                //magma_dgeqr2x4_gpu(M, N, d_A, ldda, dtau, d_T, ddA, dwork, &info, stream[1]);
                //magma_dgeqr2x4_gpu(M, N, d_A2, ldda, dtau2, d_T2, ddA2, dwork2, &info, stream[0]);
                //magma_dgeqr2x4_gpu(M, N, d_A2, ldda, dtau2, d_T2, ddA2, dwork2, &info, NULL);
                //gflops *= 2;
            }
            gpu_time = magma_sync_wtime(0) - gpu_time;
            gpu_perf = gflops / gpu_time;

            if (info != 0) {
                printf("magma_dgeqr2x_gpu version %d returned error %d: %s.\n",
                       (int) opts.version, (int) info, magma_strerror( info ));
            } 
            else {
                if ( opts.check ) {
                    /* =====================================================================
                       Performs operation using LAPACK
                       =================================================================== */
                    cpu_time = magma_wtime();
                    lapackf77_dgeqrf(&M, &N, h_A, &lda, tau, h_work, &lwork, &info);
                    lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
                                     &M, &N, h_A, &lda, tau, h_work, &N);
                    //magma_dgeqr2(&M, &N, h_A, &lda, tau, h_work, &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 ));
                
                    /* =====================================================================
                       Check the result compared to LAPACK
                       =================================================================== */
                    magma_dgetmatrix( M, N, d_A, ldda, h_R, M );
                    magma_dgetmatrix( N, N, ddA, N,    h_T, N );
    
                    // Restore the upper triangular part of A before the check
                    for(int col=0; col < N; col++){
                        for(int row=0; row <= col; row++)
                            h_R[row + col*M] = h_T[row + col*N];
                    }
                
                    error = lapackf77_dlange("M", &M, &N, h_A, &lda, work);
                    blasf77_daxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
                    error = lapackf77_dlange("M", &M, &N, h_R, &lda, work) / (N * error);
     
                    // Check if T is the same
                    magma_dgetmatrix( N, N, d_T, N, h_T, N );
    
                    double terr = 0.;
                    for(int col=0; col < N; col++)
                        for(int row=0; row <= col; row++)
                            terr += (  MAGMA_D_ABS(h_work[row + col*N] - h_T[row + col*N])*
                                       MAGMA_D_ABS(h_work[row + col*N] - h_T[row + col*N])  );
                    terr = magma_dsqrt(terr);
    
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)     %8.2e     %8.2e   %s\n",
                           (int) M, (int) N, cpu_perf, 1000.*cpu_time, gpu_perf, 1000.*gpu_time,
                           error, terr, (error < tol ? "ok" : "failed") );
                    status += ! (error < tol);
                }
                else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)     ---  \n",
                           (int) M, (int) N, gpu_perf, 1000.*gpu_time);
                }
            }
            
            TESTING_FREE_CPU( tau    );
            TESTING_FREE_CPU( h_A    );
            TESTING_FREE_CPU( h_T    );
            TESTING_FREE_CPU( h_work );
            
            TESTING_FREE_PIN( h_R    );
        
            TESTING_FREE_DEV( d_A   );
            TESTING_FREE_DEV( d_T   );
            TESTING_FREE_DEV( ddA   );
            TESTING_FREE_DEV( dtau  );
            TESTING_FREE_DEV( dwork );
        
            TESTING_FREE_DEV( d_A2   );
            TESTING_FREE_DEV( d_T2   );
            TESTING_FREE_DEV( ddA2   );
            TESTING_FREE_DEV( dtau2  );
            TESTING_FREE_DEV( dwork2 );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }
    
    magma_queue_destroy( stream[0] );
    magma_queue_destroy( stream[1] );

    TESTING_FINALIZE();
    return status;
}
Beispiel #21
0
/**
    Purpose
    -------
    DORMQR overwrites the general real M-by-N matrix C with

    @verbatim
                                SIDE = MagmaLeft    SIDE = MagmaRight
    TRANS = MagmaNoTrans:       Q * C               C * Q
    TRANS = MagmaTrans:    Q**H * C            C * Q**H
    @endverbatim

    where Q is a real unitary matrix defined as the product of k
    elementary reflectors

          Q = H(1) H(2) . . . H(k)

    as returned by DGEQRF. Q is of order M if SIDE = MagmaLeft and of order N
    if SIDE = MagmaRight.

    Arguments
    ---------
    @param[in]
    ngpu    INTEGER
            Number of GPUs to use. ngpu > 0.

    @param[in]
    side    magma_side_t
      -     = MagmaLeft:      apply Q or Q**H from the Left;
      -     = MagmaRight:     apply Q or Q**H from the Right.

    @param[in]
    trans   magma_trans_t
      -     = MagmaNoTrans:    No transpose, apply Q;
      -     = MagmaTrans: Conjugate transpose, apply Q**H.

    @param[in]
    m       INTEGER
            The number of rows of the matrix C. M >= 0.

    @param[in]
    n       INTEGER
            The number of columns of the matrix C. N >= 0.

    @param[in]
    k       INTEGER
            The number of elementary reflectors whose product defines
            the matrix Q.
            If SIDE = MagmaLeft,  M >= K >= 0;
            if SIDE = MagmaRight, N >= K >= 0.

    @param[in]
    A       DOUBLE_PRECISION array, dimension (LDA,K)
            The i-th column must contain the vector which defines the
            elementary reflector H(i), for i = 1,2,...,k, as returned by
            DGEQRF in the first k columns of its array argument A.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.
            If SIDE = MagmaLeft,  LDA >= max(1,M);
            if SIDE = MagmaRight, LDA >= max(1,N).

    @param[in]
    tau     DOUBLE_PRECISION array, dimension (K)
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i), as returned by DGEQRF.

    @param[in,out]
    C       DOUBLE_PRECISION array, dimension (LDC,N)
            On entry, the M-by-N matrix C.
            On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.

    @param[in]
    ldc     INTEGER
            The leading dimension of the array C. LDC >= max(1,M).

    @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.
            If SIDE = MagmaLeft,  LWORK >= max(1,N);
            if SIDE = MagmaRight, LWORK >= max(1,M).
            For optimum performance LWORK >= N*NB if SIDE = MagmaLeft, and
            LWORK >= M*NB if SIDE = MagmaRight, where NB is the optimal
            blocksize.
    \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

    @ingroup magma_dgeqrf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dormqr_m(
    magma_int_t ngpu,
    magma_side_t side, magma_trans_t trans,
    magma_int_t m, magma_int_t n, magma_int_t k,
    double *A,    magma_int_t lda,
    double *tau,
    double *C,    magma_int_t ldc,
    double *work, magma_int_t lwork,
    magma_int_t *info)
{
#define  A(i, j) (A + (j)*lda  + (i))
#define  C(i, j) (C + (j)*ldc  + (i))

#define    dC(gpui,      i, j) (dw[gpui] + (j)*lddc + (i))
#define  dA_c(gpui, ind, i, j) (dw[gpui] + maxnlocal*lddc + (ind)*lddar*lddac + (i) + (j)*lddac)
#define  dA_r(gpui, ind, i, j) (dw[gpui] + maxnlocal*lddc + (ind)*lddar*lddac + (i) + (j)*lddar)
#define    dT(gpui, ind)       (dw[gpui] + maxnlocal*lddc + 2*lddac*lddar + (ind)*((nb+1)*nb))
#define dwork(gpui, ind)       (dw[gpui] + maxnlocal*lddc + 2*lddac*lddar + 2*((nb+1)*nb) + (ind)*(lddwork*nb))

    double c_zero = MAGMA_D_ZERO;
    double c_one  = MAGMA_D_ONE;

    const char* side_  = lapack_side_const( side );
    const char* trans_ = lapack_trans_const( trans );

    // TODO fix memory leak (alloc after argument checks)
    magma_int_t nb = 128;
    double *T;
    magma_dmalloc_pinned(&T, nb*nb);
    //printf("calling dormqr_m with nb=%d\n", (int) nb);

    double* dw[MagmaMaxGPUs];
    magma_queue_t stream [MagmaMaxGPUs][2];
    magma_event_t  event [MagmaMaxGPUs][2];

    magma_int_t ind_c;
    magma_device_t igpu;
    
    magma_device_t orig_dev;
    magma_getdevice( &orig_dev );
    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );

    *info = 0;

    magma_int_t left   = (side == MagmaLeft);
    magma_int_t notran = (trans == MagmaNoTrans);
    magma_int_t lquery = (lwork == -1);

    /* NQ is the order of Q and NW is the minimum dimension of WORK */
    magma_int_t nq, nw;
    if (left) {
        nq = m;
        nw = n;
    } else {
        nq = n;
        nw = m;
    }


    if (! left && side != MagmaRight) {
        *info = -1;
    } else if (! notran && trans != MagmaTrans) {
        *info = -2;
    } else if (m < 0) {
        *info = -3;
    } else if (n < 0) {
        *info = -4;
    } else if (k < 0 || k > nq) {
        *info = -5;
    } else if (lda < max(1,nq)) {
        *info = -7;
    } else if (ldc < max(1,m)) {
        *info = -10;
    } else if (lwork < max(1,nw) && ! lquery) {
        *info = -12;
    }

    magma_int_t lwkopt = max(1,nw) * nb;
    if (*info == 0) {
        work[0] = MAGMA_D_MAKE( lwkopt, 0 );
    }

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery) {
        return *info;
    }

    /* Quick return if possible */
    if (m == 0 || n == 0 || k == 0) {
        work[0] = c_one;
        return *info;
    }

    if (nb >= k) {
        /* Use CPU code */
        lapackf77_dormqr(side_, trans_, &m, &n, &k, A, &lda, tau,
                         C, &ldc, work, &lwork, info);
        return *info;
    }

    magma_int_t lddc = (m+63)/64*64;
    magma_int_t lddac = nq;
    magma_int_t lddar = nb;
    magma_int_t lddwork = nw;

    magma_int_t nlocal[ MagmaMaxGPUs ] = { 0 };

    magma_int_t nb_l=256;
    magma_int_t nbl = (n-1)/nb_l+1; // number of blocks
    magma_int_t maxnlocal = (nbl+ngpu-1)/ngpu*nb_l;

    ngpu = min(ngpu, (n+nb_l-1)/nb_l); // Don't use GPU that will not have data.

    magma_int_t ldw = maxnlocal*lddc // dC
                    + 2*lddac*lddar // 2*dA
                    + 2*(nb + 1 + lddwork)*nb; // 2*(dT and dwork)

    for (igpu = 0; igpu < ngpu; ++igpu) {
        magma_setdevice(igpu);
        if (MAGMA_SUCCESS != magma_dmalloc( &dw[igpu], ldw )) {
            *info = MAGMA_ERR_DEVICE_ALLOC;
            magma_xerbla( __func__, -(*info) );
            return *info;
        }
        magma_queue_create( &stream[igpu][0] );
        magma_queue_create( &stream[igpu][1] );
        magma_event_create( &event[igpu][0] );
        magma_event_create( &event[igpu][1] );
    }

    /* Use hybrid CPU-MGPU code */
    if (left) {
        //copy C to mgpus
        for (magma_int_t i = 0; i < nbl; ++i) {
            magma_int_t igpu = i%ngpu;
            magma_setdevice(igpu);
            magma_int_t kb = min(nb_l, n-i*nb_l);
            magma_dsetmatrix_async( m, kb,
                                   C(0, i*nb_l), ldc,
                                   dC(igpu, 0, i/ngpu*nb_l), lddc, stream[igpu][0] );
            nlocal[igpu] += kb;
        }

        magma_int_t i1, i2, i3;
        if ( !notran ) {
            i1 = 0;
            i2 = k;
            i3 = nb;
        } else {
            i1 = (k - 1) / nb * nb;
            i2 = 0;
            i3 = -nb;
        }

        ind_c = 0;

        for (magma_int_t i = i1; (i3 < 0 ? i >= i2 : i < i2); i += i3) {
            // start the copy of A panel
            magma_int_t kb = min(nb, k - i);
            for (igpu = 0; igpu < ngpu; ++igpu) {
                magma_setdevice(igpu);
                magma_event_sync(event[igpu][ind_c]); // check if the new data can be copied
                magma_dsetmatrix_async(nq-i, kb,
                                       A(i, i),                 lda,
                                       dA_c(igpu, ind_c, i, 0), lddac, stream[igpu][0] );
                // set upper triangular part of dA to identity
                magmablas_dlaset_band_q( MagmaUpper, kb, kb, kb, c_zero, c_one, dA_c(igpu, ind_c, i, 0), lddac, stream[igpu][0] );
            }

            /* Form the triangular factor of the block reflector
             H = H(i) H(i+1) . . . H(i+ib-1) */
            magma_int_t nqi = nq - i;
            lapackf77_dlarft("F", "C", &nqi, &kb, A(i, i), &lda,
                             &tau[i], T, &kb);

            /* H or H' is applied to C(1:m,i:n) */

            /* Apply H or H'; First copy T to the GPU */
            for (igpu = 0; igpu < ngpu; ++igpu) {
                magma_setdevice(igpu);
                magma_dsetmatrix_async(kb, kb,
                                       T,               kb,
                                       dT(igpu, ind_c), kb, stream[igpu][0] );
            }

            for (igpu = 0; igpu < ngpu; ++igpu) {
                magma_setdevice(igpu);
                magma_queue_sync( stream[igpu][0] ); // check if the data was copied
                magmablasSetKernelStream(stream[igpu][1]);
                magma_dlarfb_gpu( side, trans, MagmaForward, MagmaColumnwise,
                                 m-i, nlocal[igpu], kb,
                                 dA_c(igpu, ind_c, i, 0), lddac, dT(igpu, ind_c), kb,
                                 dC(igpu, i, 0), lddc,
                                 dwork(igpu, ind_c), lddwork);
                magma_event_record(event[igpu][ind_c], stream[igpu][1] );
            }

            ind_c = (ind_c+1)%2;
        }

        for (igpu = 0; igpu < ngpu; ++igpu) {
            magma_setdevice(igpu);
            magma_queue_sync( stream[igpu][1] );
        }

        //copy C from mgpus
        for (magma_int_t i = 0; i < nbl; ++i) {
            magma_int_t igpu = i%ngpu;
            magma_setdevice(igpu);
            magma_int_t kb = min(nb_l, n-i*nb_l);
            magma_dgetmatrix( m, kb,
                              dC(igpu, 0, i/ngpu*nb_l), lddc,
                              C(0, i*nb_l), ldc );
//            magma_dgetmatrix_async( m, kb,
//                                   dC(igpu, 0, i/ngpu*nb_l), lddc,
//                                   C(0, i*nb_l), ldc, stream[igpu][0] );
        }
    } else {
        // TODO fix memory leak T, dw, event, stream
        fprintf(stderr, "The case (side == right) is not implemented\n");
        *info = MAGMA_ERR_NOT_IMPLEMENTED;
        magma_xerbla( __func__, -(*info) );
        return *info;
        /*
        if ( notran ) {
            i1 = 0;
            i2 = k;
            i3 = nb;
        } else {
            i1 = (k - 1) / nb * nb;
            i2 = 0;
            i3 = -nb;
        }

        mi = m;
        ic = 0;

        for (i = i1; (i3 < 0 ? i >= i2 : i < i2); i += i3) {
            ib = min(nb, k - i);
            
            // Form the triangular factor of the block reflector
            // H = H(i) H(i+1) . . . H(i+ib-1)
            i__4 = nq - i;
            lapackf77_dlarft("F", "C", &i__4, &ib, A(i, i), &lda,
            &tau[i], T, &ib);
            
            // 1) copy the panel from A to the GPU, and
            // 2) set upper triangular part of dA to identity
            magma_dsetmatrix( i__4, ib, A(i, i), lda, dA(i, 0), ldda );
            magmablas_dlaset_band( MagmaUpper, ib, ib, ib, c_zero, c_one, dA(i, 0), ldda );
            
            // H or H' is applied to C(1:m,i:n)
            ni = n - i;
            jc = i;
            
            // Apply H or H'; First copy T to the GPU
            magma_dsetmatrix( ib, ib, T, ib, dT, ib );
            magma_dlarfb_gpu( side, trans, MagmaForward, MagmaColumnwise,
            mi, ni, ib,
            dA(i, 0), ldda, dT, ib,
            dC(ic, jc), lddc,
            dwork, lddwork);
        }
        */
    }

    work[0] = MAGMA_D_MAKE( lwkopt, 0 );

    for (igpu = 0; igpu < ngpu; ++igpu) {
        magma_setdevice(igpu);
        magma_event_destroy( event[igpu][0] );
        magma_event_destroy( event[igpu][1] );
        magma_queue_destroy( stream[igpu][0] );
        magma_queue_destroy( stream[igpu][1] );
        magma_free( dw[igpu] );
    }
    magma_setdevice( orig_dev );
    magmablasSetKernelStream( orig_stream );

    return *info;
} /* magma_dormqr */
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dgeqrf
*/
int main( int argc, char** argv)
{
    real_Double_t    gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double           error, work[1];
    double  c_neg_one = MAGMA_D_NEG_ONE;
    double *h_A, *h_T, *h_R, *tau, *h_work, tmp[1];
    magmaDouble_ptr d_A, d_T, ddA, dtau;
    magmaDouble_ptr dwork;

    /* Matrix size */
    magma_int_t M = 0, N = 0, n2, lda, ldda, lwork;
    const int MAXTESTS = 10;
    magma_int_t msize[MAXTESTS] = { 1000, 2000, 3000, 4000, 5000, 6000, 7000, 8000, 8100, 8192 };
    magma_int_t nsize[MAXTESTS] = { 1000, 2000, 3000, 4000, 5000, 6000, 7000, 8000, 8100, 8192 };

    magma_int_t i, info, min_mn;
    magma_int_t ione     = 1;
    //magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t checkres;

    checkres = getenv("MAGMA_TESTINGS_CHECK") != NULL;

    // process command line arguments
    printf( "\nUsage: %s -N <m,n> -c\n", argv[0] );
    printf( "  -N can be repeated up to %d times. If only m is given, then m=n.\n", MAXTESTS );
    printf( "  -c or setting $MAGMA_TESTINGS_CHECK runs LAPACK and checks result.\n\n" );
    int ntest = 0;
    for( int i = 1; i < argc; ++i ) {
        if ( strcmp("-N", argv[i]) == 0 && i+1 < argc ) {
            magma_assert( ntest < MAXTESTS, "error: -N repeated more than maximum %d tests\n", MAXTESTS );
            int m, n;
            info = sscanf( argv[++i], "%d,%d", &m, &n );
            if ( info == 2 && m > 0 && n > 0 ) {
                msize[ ntest ] = m;
                nsize[ ntest ] = n;
            }
            else if ( info == 1 && m > 0 ) {
                msize[ ntest ] = m;
                nsize[ ntest ] = m;  // implicitly
            }
            else {
                printf( "error: -N %s is invalid; ensure m > 0, n > 0.\n", argv[i] );
                exit(1);
            }
            M = max( M, msize[ ntest ] );
            N = max( N, nsize[ ntest ] );
            ntest++;
        }
        else if ( strcmp("-M", argv[i]) == 0 ) {
            printf( "-M has been replaced in favor of -N m,n to allow -N to be repeated.\n\n" );
            exit(1);
        }
        else if ( strcmp("-c", argv[i]) == 0 ) {
            checkres = true;
        }
        else {
            printf( "invalid argument: %s\n", argv[i] );
            exit(1);
        }
    }
    if ( ntest == 0 ) {
        ntest = MAXTESTS;
        M = msize[ntest-1];
        N = nsize[ntest-1];
    }

    ldda   = ((M+31)/32)*32;
    n2     = M * N;
    min_mn = min(M, N);

    /* Initialize */
    magma_queue_t  queue;
    magma_device_t device[ MagmaMaxGPUs ];
    int num = 0;
    magma_err_t err;

    magma_init();
    err = magma_get_devices( device, MagmaMaxGPUs, &num );
    if ( err != 0 || num < 1 ) {
      fprintf( stderr, "magma_get_devices failed: %d\n", err );
      exit(-1);
    }
    err = magma_queue_create( device[0], &queue );
    if ( err != 0 ) {
      fprintf( stderr, "magma_queue_create failed: %d\n", err );
      exit(-1);
    }

    /* Allocate memory for the matrix */
    TESTING_MALLOC_PIN( tau, double, min_mn );
    TESTING_MALLOC_PIN( h_A, double, n2     );
    TESTING_MALLOC_PIN( h_T, double, N*N    );
    TESTING_MALLOC_PIN( h_R, double, n2     );

    TESTING_MALLOC_DEV( d_A,  double, ldda*N );
    TESTING_MALLOC_DEV( d_T,  double, N*N    );
    TESTING_MALLOC_DEV( ddA,  double, N*N    );
    TESTING_MALLOC_DEV( dtau, double, min_mn );

    TESTING_MALLOC_DEV( dwork, double, max(5*min_mn, (32*2+2)*min_mn) );

    double *h1 = (double*)malloc(sizeof(double)*N*N);
    memset(h1, 0, N*N*sizeof(double));

    clEnqueueWriteBuffer(queue, ddA, CL_TRUE, 0, sizeof(double)*N*N, h1, 0, NULL, NULL);
    clEnqueueWriteBuffer(queue, d_T, CL_TRUE, 0, sizeof(double)*N*N, h1, 0, NULL, NULL);
    
    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, N*N);

    TESTING_MALLOC_PIN( h_work, double, lwork );

    printf("  M     N     CPU GFlop/s (ms)    GPU GFlop/s (ms)   ||R||_F/||A||_F  ||R_T||\n");
    printf("=============================================================================\n");
    for( i = 0; i < ntest; ++i ) {
        M = msize[i];
        N = nsize[i];
        min_mn= min(M, N);
        lda   = M;
        n2    = lda*N;
        ldda  = ((M+31)/32)*32;
        gflops = (FLOPS_DGEQRF( M, N ) + FLOPS_DGEQRT( M, N)) / 1e9;

        /* Initialize the matrix */
        magma_int_t ISEED[4] = {0,0,0,1};
        lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
        lapackf77_dlacpy( MagmaUpperLowerStr, &M, &N, h_A, &lda, h_R, &lda );
        magma_dsetmatrix( M, N, h_R, 0, lda, d_A, 0, ldda, queue );

        /* ====================================================================
           Performs operation using MAGMA
           =================================================================== */
        // warm-up
      
       // magma_dgeqr2x3_gpu(&M, &N, d_A, 0, &ldda, dtau, 0, d_T, 0, ddA, 0, dwork, 0, &info, queue);
/*
        magma_dsetmatrix( M, N, h_R, 0, lda, d_A, 0, ldda, queue );

        clEnqueueWriteBuffer(queue, ddA, CL_TRUE, 0, sizeof(double)*N*N, h1, 0, NULL, NULL);
        clEnqueueWriteBuffer(queue, d_T, CL_TRUE, 0, sizeof(double)*N*N, h1, 0, NULL, NULL);
*/
       
        gpu_time = magma_wtime();
        magma_dgeqr2x3_gpu(&M, &N, d_A, 0, &ldda, dtau, 0, d_T, 0, ddA, 0, dwork, 0, &info, queue);
        gpu_time = magma_wtime() - gpu_time;
        gpu_perf = gflops / gpu_time;
        if (info != 0)
            printf("magma_dgeqrf returned error %d.\n", (int) info);

        if ( checkres ) {
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            cpu_time = magma_wtime();
            lapackf77_dgeqrf(&M, &N, h_A, &lda, tau, h_work, &lwork, &info);
            lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
                              &M, &N, h_A, &lda, tau, h_work, &N);

            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gflops / cpu_time;
            if (info != 0)
                printf("lapackf77_dgeqrf returned error %d.\n", (int) info);
    
            /* =====================================================================
               Check the result compared to LAPACK
               =================================================================== */
            magma_dgetmatrix( M, N, d_A, 0, ldda, h_R, 0, M, queue );
            magma_dgetmatrix( N, N, ddA, 0, N,    h_T, 0, N, queue );

            // Restore the upper triangular part of A before the check 
            for(int col=0; col<N; col++){
                for(int row=0; row<=col; row++)
                    h_R[row + col*M] = h_T[row + col*N];
            }
            
            error = lapackf77_dlange("M", &M, &N, h_A, &lda, work);
            blasf77_daxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
            error = lapackf77_dlange("M", &M, &N, h_R, &lda, work) / error;

            // Check if T is the same
            double terr = 0.;
            magma_dgetmatrix( N, N, d_T, 0, N, h_T, 0, N, queue );

            for(int col=0; col<N; col++)
                for(int row=0; row<=col; row++)
                    terr += (  MAGMA_D_ABS(h_work[row + col*N] - h_T[row + col*N])*
                               MAGMA_D_ABS(h_work[row + col*N] - h_T[row + col*N])  );
            terr = magma_dsqrt(terr);

            printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)     %8.2e     %8.2e\n",
                   (int) M, (int) N, cpu_perf, 1000.*cpu_time, gpu_perf, 1000.*gpu_time, 
                   error, terr);
        }
        else {
            printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)     ---  \n",
                   (int) M, (int) N, gpu_perf, 1000.*gpu_time);
        }
    }
    
    /* Memory clean up */
    TESTING_FREE_PIN( tau );
    TESTING_FREE_PIN( h_A );
    TESTING_FREE_PIN( h_T );
    TESTING_FREE_PIN( h_work );
    TESTING_FREE_PIN( h_R );
    
    TESTING_FREE_DEV( d_A  );
    TESTING_FREE_DEV( d_T  );
    TESTING_FREE_DEV( ddA  );
    TESTING_FREE_DEV( dtau );

    free(h1);

    magma_queue_destroy( queue );
    magma_finalize();
}
Beispiel #23
0
/**
    Purpose
    -------
    DORGQR generates an M-by-N DOUBLE_PRECISION matrix Q with orthonormal columns,
    which is defined as the first N columns of a product of K elementary
    reflectors of order M

          Q  =  H(1) H(2) . . . H(k)

    as returned by DGEQRF.

    This version recomputes the T matrices on the CPU and sends them to the GPU.

    Arguments
    ---------
    @param[in]
    m       INTEGER
            The number of rows of the matrix Q. M >= 0.

    @param[in]
    n       INTEGER
            The number of columns of the matrix Q. M >= N >= 0.

    @param[in]
    k       INTEGER
            The number of elementary reflectors whose product defines the
            matrix Q. N >= K >= 0.

    @param[in,out]
    A       DOUBLE_PRECISION array A, dimension (LDDA,N).
            On entry, the i-th column must contain the vector
            which defines the elementary reflector H(i), for
            i = 1,2,...,k, as returned by DGEQRF_GPU in the
            first k columns of its array argument A.
            On exit, the M-by-N matrix Q.

    @param[in]
    lda     INTEGER
            The first dimension of the array A. LDA >= max(1,M).

    @param[in]
    tau     DOUBLE_PRECISION array, dimension (K)
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i), as returned by DGEQRF_GPU.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument has an illegal value

    @ingroup magma_dgeqrf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dorgqr2(magma_int_t m, magma_int_t n, magma_int_t k,
              double *A, magma_int_t lda,
              double *tau,
              magma_int_t *info)
{
#define  A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)

    double c_zero = MAGMA_D_ZERO;
    double c_one  = MAGMA_D_ONE;

    magma_int_t nb = magma_get_dgeqrf_nb(min(m, n));

    magma_int_t  m_kk, n_kk, k_kk, mi;
    magma_int_t lwork, ldda;
    magma_int_t i, ib, ki, kk;  //, iinfo;
    magma_int_t lddwork;
    double *dA, *dV, *dW, *dT, *T;
    double *work;

    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if ((n < 0) || (n > m)) {
        *info = -2;
    } else if ((k < 0) || (k > n)) {
        *info = -3;
    } else if (lda < max(1,m)) {
        *info = -5;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    if (n <= 0) {
        return *info;
    }

    // first kk columns are handled by blocked method.
    // ki is start of 2nd-to-last block
    if ((nb > 1) && (nb < k)) {
        ki = (k - nb - 1) / nb * nb;
        kk = min(k, ki + nb);
    } else {
        ki = 0;
        kk = 0;
    }

    // Allocate GPU work space
    // ldda*n     for matrix dA
    // ldda*nb    for dV
    // lddwork*nb for dW larfb workspace
    ldda    = ((m + 31) / 32) * 32;
    lddwork = ((n + 31) / 32) * 32;
    if (MAGMA_SUCCESS != magma_dmalloc( &dA, ldda*n + ldda*nb + lddwork*nb + nb*nb)) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dV = dA + ldda*n;
    dW = dA + ldda*n + ldda*nb;
    dT = dA + ldda*n + ldda*nb + lddwork*nb;

    // Allocate CPU work space
    lwork = (n+m+nb) * nb;
    magma_dmalloc_cpu( &work, lwork );

    T = work;

    if (work == NULL) {
        magma_free( dA );
        magma_free_cpu( work );
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }
    double *V = work + (n+nb)*nb;

    magma_queue_t stream;
    magma_queue_create( &stream );

    // Use unblocked code for the last or only block.
    if (kk < n) {
        m_kk = m - kk;
        n_kk = n - kk;
        k_kk = k - kk;
        /*
            lapackf77_dorgqr( &m_kk, &n_kk, &k_kk,
                              A(kk, kk), &lda,
                              &tau[kk], work, &lwork, &iinfo );
        */
        lapackf77_dlacpy( MagmaUpperLowerStr, &m_kk, &k_kk, A(kk,kk), &lda, V, &m_kk);
        lapackf77_dlaset( MagmaUpperLowerStr, &m_kk, &n_kk, &c_zero, &c_one, A(kk, kk), &lda );

        lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &k_kk,
                          V, &m_kk, &tau[kk], work, &k_kk);
        lapackf77_dlarfb( MagmaLeftStr, MagmaNoTransStr, MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &n_kk, &k_kk,
                          V, &m_kk, work, &k_kk, A(kk, kk), &lda, work+k_kk*k_kk, &n_kk );
        
        if (kk > 0) {
            magma_dsetmatrix( m_kk, n_kk,
                              A(kk, kk),  lda,
                              dA(kk, kk), ldda );
        
            // Set A(1:kk,kk+1:n) to zero.
            magmablas_dlaset( MagmaFull, kk, n - kk, c_zero, c_zero, dA(0, kk), ldda );
        }
    }

    if (kk > 0) {
        // Use blocked code
        // stream: set Aii (V) --> laset --> laset --> larfb --> [next]
        // CPU has no computation
        magmablasSetKernelStream( stream );
        
        for (i = ki; i >= 0; i -= nb) {
            ib = min(nb, k - i);

            // Send current panel to the GPU
            mi = m - i;
            lapackf77_dlaset( "Upper", &ib, &ib, &c_zero, &c_one, A(i, i), &lda );
            magma_dsetmatrix_async( mi, ib,
                                    A(i, i), lda,
                                    dV,      ldda, stream );
            lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
                              &mi, &ib,
                              A(i,i), &lda, &tau[i], T, &nb);
            magma_dsetmatrix_async( ib, ib,
                                    T, nb,
                                    dT, nb, stream );

            // set panel to identity
            magmablas_dlaset( MagmaFull, i,  ib, c_zero, c_zero, dA(0, i), ldda );
            magmablas_dlaset( MagmaFull, mi, ib, c_zero, c_one,  dA(i, i), ldda );
            
            magma_queue_sync( stream );
            if (i < n) {
                // Apply H to A(i:m,i:n) from the left
                magma_dlarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
                                  mi, n-i, ib,
                                  dV,       ldda, dT, nb,
                                  dA(i, i), ldda, dW, lddwork );
            }
        }
    
        // copy result back to CPU
        magma_dgetmatrix( m, n,
                          dA(0, 0), ldda, A(0, 0), lda);
    }

    magmablasSetKernelStream( NULL );
    magma_queue_destroy( stream );
    magma_free( dA );
    magma_free_cpu( work );

    return *info;
} /* magma_dorgqr */
Beispiel #24
0
extern "C" magma_int_t
magma_dlobpcg( magma_d_sparse_matrix A, magma_d_solver_par *solver_par ){


#define  residualNorms(i,iter)  ( residualNorms + (i) + (iter)*n )
#define magmablas_swap(x, y)    { pointer = x; x = y; y = pointer; }
#define hresidualNorms(i,iter)  (hresidualNorms + (i) + (iter)*n )

#define gramA(    m, n)   (gramA     + (m) + (n)*ldgram)
#define gramB(    m, n)   (gramB     + (m) + (n)*ldgram)
#define gevectors(m, n)   (gevectors + (m) + (n)*ldgram) 
#define h_gramB(  m, n)   (h_gramB   + (m) + (n)*ldgram)

#define magma_d_bspmv_tuned(m, n, alpha, A, X, beta, AX)       {        \
            magmablas_dtranspose( m, n, X, m, blockW, n );        	\
            magma_d_vector x, ax;                                       \
            x.memory_location = Magma_DEV;  x.num_rows = m*n;  x.nnz = m*n;  x.val = blockW; \
            ax.memory_location= Magma_DEV; ax.num_rows = m*n; ax.nnz = m*n; ax.val = AX;     \
            magma_d_spmv(alpha, A, x, beta, ax );                           \
            magmablas_dtranspose( n, m, blockW, n, X, m );            		\
}




//**************************************************************

    // Memory allocation for the eigenvectors, eigenvalues, and workspace
    solver_par->solver = Magma_LOBPCG;
    magma_int_t m = A.num_rows;
    magma_int_t n =(solver_par->num_eigenvalues);
    double *blockX = solver_par->eigenvectors;
    double *evalues = solver_par->eigenvalues;


    double *dwork, *hwork;
    double *blockP, *blockAP, *blockR, *blockAR, *blockAX, *blockW;
    double *gramA, *gramB, *gramM;
    double *gevectors, *h_gramB;

    double *pointer, *origX = blockX;
    double *eval_gpu;

    magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
                                            1 + 6*3*n + 2* 3*n* 3*n);

    magma_dmalloc_pinned( &hwork   ,        lwork );
    magma_dmalloc(        &blockAX   ,        m*n );
    magma_dmalloc(        &blockAR   ,        m*n );
    magma_dmalloc(        &blockAP   ,        m*n );
    magma_dmalloc(        &blockR    ,        m*n );
    magma_dmalloc(        &blockP    ,        m*n );
    magma_dmalloc(        &blockW    ,        m*n );
    magma_dmalloc(        &dwork     ,        m*n );            
    magma_dmalloc(        &eval_gpu  ,        3*n );




//**********************************************************+

    magma_int_t verbosity = 1;
    magma_int_t *iwork, liwork = 15*n+9;

    // === Set solver parameters ===
    double residualTolerance  = solver_par->epsilon;
    magma_int_t maxIterations = solver_par->maxiter;

    // === Set some constants & defaults ===
    double c_one = MAGMA_D_ONE, c_zero = MAGMA_D_ZERO;

    double *residualNorms, *condestGhistory, condestG;
    double *gevalues;
    magma_int_t *activeMask;

    // === Check some parameters for possible quick exit ===
    solver_par->info = 0;
    if (m < 2)
        solver_par->info = -1;
    else if (n > m)
        solver_par->info = -2;

    if (solver_par->info != 0) {
        magma_xerbla( __func__, -(solver_par->info) );
        return solver_par->info;
    }
    magma_int_t *info = &(solver_par->info); // local info variable;

    // === Allocate GPU memory for the residual norms' history ===
    magma_dmalloc(&residualNorms, (maxIterations+1) * n);
    magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) );

    // === Allocate CPU work space ===
    magma_dmalloc_cpu(&condestGhistory, maxIterations+1);
    magma_dmalloc_cpu(&gevalues, 3 * n);
    magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t));

    double *hW;
    magma_dmalloc_pinned(&hW, n*n);
    magma_dmalloc_pinned(&gevectors, 9*n*n); 
    magma_dmalloc_pinned(&h_gramB  , 9*n*n);

    // === Allocate GPU workspace ===
    magma_dmalloc(&gramM, n * n);
    magma_dmalloc(&gramA, 9 * n * n);
    magma_dmalloc(&gramB, 9 * n * n);

    #if defined(PRECISION_z) || defined(PRECISION_c)
    double *rwork;
    magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);

    magma_dmalloc_cpu(&rwork, lrwork);
    #endif

    // === Set activemask to one ===
    for(int k =0; k<n; k++)
        iwork[k]=1;
    magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n ,activeMask, n);

    magma_int_t gramDim, ldgram  = 3*n, ikind = 4;
       
    // === Make the initial vectors orthonormal ===
    magma_dgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, info );
    //magma_dorthomgs( m, n, blockX );
    
    magma_d_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );

    // === Compute the Gram matrix = (X, AX) & its eigenstates ===
    magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, n, m,
                c_one,  blockX, m, blockAX, m, c_zero, gramM, n);

    magma_dsyevd_gpu( MagmaVec, MagmaUpper,
                      n, gramM, n, evalues, hW, n, hwork, lwork,
                      #if defined(PRECISION_z) || defined(PRECISION_c)
                      rwork, lrwork,
                      #endif
                      iwork, liwork, info );

    // === Update  X =  X * evectors ===
    magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one,  blockX, m, gramM, n, c_zero, blockW, m);
    magmablas_swap(blockW, blockX);

    // === Update AX = AX * evectors ===
    magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one,  blockAX, m, gramM, n, c_zero, blockW, m);
    magmablas_swap(blockW, blockAX);

    condestGhistory[1] = 7.82;
    magma_int_t iterationNumber, cBlockSize, restart = 1, iter;

    //Chronometry
    real_Double_t tempo1, tempo2;
    magma_device_sync(); tempo1=magma_wtime();
    // === Main LOBPCG loop ============================================================
    for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
        { 
            // === compute the residuals (R = Ax - x evalues )
            magmablas_dlacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);

/*
            for(int i=0; i<n; i++){
               magma_daxpy(m, MAGMA_D_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1);
            }
  */        
            #if defined(PRECISION_z) || defined(PRECISION_d)
                magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
            #else
                magma_ssetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
            #endif

            magma_dlobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu);

            magmablas_dnrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));

            // === remove the residuals corresponding to already converged evectors
            magma_dcompact(m, n, blockR, m,
                           residualNorms(0, iterationNumber), residualTolerance, 
                           activeMask, &cBlockSize);
            
            if (cBlockSize == 0)
                break;
        
            // === apply a preconditioner P to the active residulas: R_new = P R_old
            // === for now set P to be identity (no preconditioner => nothing to be done )
            // magmablas_dlacpy( MagmaUpperLower, m, cBlockSize, blockR, m, blockW, m);

            /*
            // === make the preconditioned residuals orthogonal to X
            magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
                        c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram);
            magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                        c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockR, m);
            */

            // === make the active preconditioned residuals orthonormal
            magma_dgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, info );
            //magma_dorthomgs( m, cBlockSize, blockR );
            
            // === compute AR
            magma_d_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR );
 
            if (!restart) {
                // === compact P & AP as well
                magma_dcompactActive(m, n, blockP,  m, activeMask);
                magma_dcompactActive(m, n, blockAP, m, activeMask);
          
                /*
                // === make P orthogonal to X ?
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
                            c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram);
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                            c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockP, m);

                // === make P orthogonal to R ?
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                            c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram);
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize,
                            c_mone, blockR, m, gramB(0,0), ldgram, c_one, blockP, m);
                */

                // === Make P orthonormal & properly change AP (without multiplication by A)
                magma_dgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, info );
                //magma_dorthomgs( m, cBlockSize, blockP );

                //magma_d_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP );
                magma_dsetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize);


//                magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, 
  //                           m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);

            // replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
            magmablas_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, 
                        m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#else
            magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m, 
                            cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#endif
            }

            iter = max(1,iterationNumber-10- (int)(log(1.*cBlockSize)));
            double condestGmean = 0.;
            for(int i = 0; i<iterationNumber-iter+1; i++)
                condestGmean += condestGhistory[i];
            condestGmean = condestGmean / (iterationNumber-iter+1);

            if (restart)
                gramDim = n+cBlockSize;
            else
                gramDim = n+2*cBlockSize;

            /* --- The Raileight-Ritz method for [X R P] -----------------------
               [ X R P ]'  [AX  AR  AP] y = evalues [ X R P ]' [ X R P ], i.e.,
       
                      GramA                                 GramB
                / X'AX  X'AR  X'AP \                 / X'X  X'R  X'P \
               |  R'AX  R'AR  R'AP  | y   = evalues |  R'X  R'R  R'P  |
                \ P'AX  P'AR  P'AP /                 \ P'X  P'R  P'P /       
               -----------------------------------------------------------------   */

            // === assemble GramB; first, set it to I
            magmablas_dlaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram);  // identity

            if (!restart) {
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
                            c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram);
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                            c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram);
            }
            magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
                        c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram);

            // === get GramB from the GPU to the CPU and compute its eigenvalues only
            magma_dgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);
            lapackf77_dsyev("N", "L", &gramDim, h_gramB, &ldgram, gevalues, 
                            hwork, &lwork,
                            #if defined(PRECISION_z) || defined(PRECISION_c)
                            rwork, 
                            #endif
                            info);

            // === check stability criteria if we need to restart
            condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.;
            if ((condestG/condestGmean>2 && condestG>2) || condestG>8) {
                // Steepest descent restart for stability
                restart=1;
                printf("restart at step #%d\n", (int) iterationNumber);
            }

            // === assemble GramA; first, set it to I
            magmablas_dlaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram);  // identity

            magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
                        c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram);
            magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                        c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram);

            if (!restart) {
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m, 
                            c_one, blockP, m, blockAX, m, c_zero, 
                            gramA(n+cBlockSize,0), ldgram);
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, 
                            c_one, blockP, m, blockAR, m, c_zero, 
                            gramA(n+cBlockSize,n), ldgram);
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, 
                            c_one, blockP, m, blockAP, m, c_zero, 
                            gramA(n+cBlockSize,n+cBlockSize), ldgram);
            }

            /*
            // === Compute X' AX or just use the eigenvalues below ?
            magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, n, m,
                        c_one, blockX, m, blockAX, m, c_zero,
                        gramA(0,0), ldgram);
            */

            if (restart==0) {
                magma_dgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
            }
            else {
                gramDim = n+cBlockSize;
                magma_dgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
            }

            for(int k=0; k<n; k++)
                *gevectors(k,k) = MAGMA_D_MAKE(evalues[k], 0);

            // === the previous eigensolver destroyed what is in h_gramB => must copy it again
            magma_dgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);

            magma_int_t itype = 1;
            lapackf77_dsygvd(&itype, "V", "L", &gramDim, 
                             gevectors, &ldgram, h_gramB, &ldgram,
                             gevalues, hwork, &lwork, 
                             #if defined(PRECISION_z) || defined(PRECISION_c)
                             rwork, &lrwork,
                             #endif
                             iwork, &liwork, info);
 
            for(int k =0; k<n; k++)
                evalues[k] = gevalues[k];
            
            // === copy back the result to gramA on the GPU and use it for the updates
            magma_dsetmatrix(gramDim, gramDim, gevectors, ldgram, gramA, ldgram);

            if (restart == 0) {
                // === contribution from P to the new X (in new search direction P)
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize, 
                            c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
                magmablas_swap(dwork, blockP);
 
                // === contribution from R to the new X (in new search direction P)
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                            c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m);

                // === corresponding contribution from AP to the new AX (in AP)
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                            c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
                magmablas_swap(dwork, blockAP);

                // === corresponding contribution from AR to the new AX (in AP)
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                            c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m);
            }
            else {
                // === contribution from R (only) to the new X
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                            c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m);

                // === corresponding contribution from AR (only) to the new AX
                magma_dgemm(MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
                            c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m);
            }
            
            // === contribution from old X to the new X + the new search direction P
            magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                        c_one, blockX, m, gramA, ldgram, c_zero, dwork, m);
            magmablas_swap(dwork, blockX);
            //magma_daxpy(m*n, c_one, blockP, 1, blockX, 1);
            magma_dlobpcg_maxpy( m, n, blockP, blockX );    

            
            // === corresponding contribution from old AX to new AX + AP
            magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                        c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m);
            magmablas_swap(dwork, blockAX);
            //magma_daxpy(m*n, c_one, blockAP, 1, blockAX, 1);
            magma_dlobpcg_maxpy( m, n, blockAP, blockAX );    

            condestGhistory[iterationNumber+1]=condestG;
            if (verbosity==1) {
                // double res;
                // magma_dgetmatrix(1, 1, 
                //                  (double*)residualNorms(0, iterationNumber), 1, 
                //                  (double*)&res, 1);
                // 
                //  printf("Iteration %4d, CBS %4d, Residual: %10.7f\n",
                //         iterationNumber, cBlockSize, res);
                printf("%4d-%2d ", (int) iterationNumber, (int) cBlockSize); 
                magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
            }

            restart = 0;
        }   // === end for iterationNumber = 1,maxIterations =======================


    // fill solver info
    magma_device_sync(); tempo2=magma_wtime();
    solver_par->runtime = (real_Double_t) tempo2-tempo1;
    solver_par->numiter = iterationNumber;
    if( solver_par->numiter < solver_par->maxiter){
        solver_par->info = 0;
    }else if( solver_par->init_res > solver_par->final_res )
        solver_par->info = -2;
    else
        solver_par->info = -1;
    
    // =============================================================================
    // === postprocessing;
    // =============================================================================

    // === compute the real AX and corresponding eigenvalues
    magma_d_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );
    magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, n, m,
                c_one,  blockX, m, blockAX, m, c_zero, gramM, n);

    magma_dsyevd_gpu( MagmaVec, MagmaUpper,
                      n, gramM, n, gevalues, dwork, n, hwork, lwork, 
                      #if defined(PRECISION_z) || defined(PRECISION_c)
                      rwork, lrwork,
                      #endif
                      iwork, liwork, info );
   
    for(int k =0; k<n; k++)
        evalues[k] = gevalues[k];

    // === update X = X * evectors
    magmablas_swap(blockX, dwork);
    magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one, dwork, m, gramM, n, c_zero, blockX, m);

    // === update AX = AX * evectors to compute the final residual
    magmablas_swap(blockAX, dwork);
    magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one, dwork, m, gramM, n, c_zero, blockAX, m);

    // === compute R = AX - evalues X
    magmablas_dlacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);
    for(int i=0; i<n; i++)
        magma_daxpy(m, MAGMA_D_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1);

    // === residualNorms[iterationNumber] = || R ||    
    magmablas_dnrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));

    // === restore blockX if needed
    if (blockX != origX)
        magmablas_dlacpy( MagmaUpperLower, m, n, blockX, m, origX, m);

    printf("Eigenvalues:\n");
    for(int i =0; i<n; i++)
        printf("%e  ", evalues[i]);
    printf("\n\n");

    printf("Final residuals:\n");
    magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
    printf("\n\n");

    //=== Print residual history in a file for plotting ====
    double *hresidualNorms;
    magma_dmalloc_cpu(&hresidualNorms, (iterationNumber+1) * n);
    magma_dgetmatrix(n, iterationNumber, 
                     (double*)residualNorms, n, 
                     (double*)hresidualNorms, n);

    printf("Residuals are stored in file residualNorms\n");
    printf("Plot the residuals using: myplot \n");
    
    FILE *residuals_file;
    residuals_file = fopen("residualNorms", "w");
    for(int i =1; i<iterationNumber; i++) {
        for(int j = 0; j<n; j++)
            fprintf(residuals_file, "%f ", *hresidualNorms(j,i));
        fprintf(residuals_file, "\n");
    }
    fclose(residuals_file);
    magma_free_cpu(hresidualNorms);

    // === free work space
    magma_free(     residualNorms   );
    magma_free_cpu( condestGhistory );
    magma_free_cpu( gevalues        );
    magma_free_cpu( iwork           );

    magma_free_pinned( hW           );
    magma_free_pinned( gevectors    );
    magma_free_pinned( h_gramB      );

    magma_free(     gramM           );
    magma_free(     gramA           );
    magma_free(     gramB           );
    magma_free(  activeMask         );

    magma_free(     blockAX    );
    magma_free(     blockAR    );
    magma_free(     blockAP    );
    magma_free(     blockR    );
    magma_free(     blockP    );
    magma_free(     blockW    );
    magma_free(     dwork    );   
    magma_free(     eval_gpu    );    

    magma_free_pinned( hwork    );


    #if defined(PRECISION_z) || defined(PRECISION_c)
    magma_free_cpu( rwork           );
    #endif

    return MAGMA_SUCCESS;
}
Beispiel #25
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dgels
*/
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t    gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double           gpu_error, cpu_error, error, Anorm, work[1];
    double  c_one     = MAGMA_D_ONE;
    double  c_neg_one = MAGMA_D_NEG_ONE;
    double *h_A, *h_A2, *h_B, *h_X, *h_R, *tau, *h_work, tmp[1];
    magmaDouble_ptr d_A, d_B;
    magma_int_t M, N, size, nrhs, lda, ldb, ldda, lddb, min_mn, max_mn, nb, info;
    magma_int_t lworkgpu, lhwork;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};

    magma_opts opts;
    opts.parse_opts( argc, argv );
 
    magma_int_t status = 0;
    double tol = opts.tolerance * lapackf77_dlamch("E");

    nrhs = opts.nrhs;
    
    printf("%%                                                           ||b-Ax|| / (N||A||)   ||dx-x||/(N||A||)\n");
    printf("%%   M     N  NRHS   CPU Gflop/s (sec)   GPU Gflop/s (sec)   CPU        GPU                         \n");
    printf("%%==================================================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M = opts.msize[itest];
            N = opts.nsize[itest];
            if ( M < N ) {
                printf( "%5d %5d %5d   skipping because M < N is not yet supported.\n", (int) M, (int) N, (int) nrhs );
                continue;
            }
            min_mn = min(M, N);
            max_mn = max(M, N);
            lda    = M;
            ldb    = max_mn;
            ldda   = magma_roundup( M, opts.align );  // multiple of 32 by default
            lddb   = magma_roundup( max_mn, opts.align );  // multiple of 32 by default
            nb     = magma_get_dgeqrf_nb( M, N );
            gflops = (FLOPS_DGEQRF( M, N ) + FLOPS_DGEQRS( M, N, nrhs )) / 1e9;
            
            lworkgpu = (M - N + nb)*(nrhs + nb) + nrhs*nb;
            
            // query for workspace size
            lhwork = -1;
            lapackf77_dgels( MagmaNoTransStr, &M, &N, &nrhs,
                             NULL, &lda, NULL, &ldb, tmp, &lhwork, &info );
            lhwork = (magma_int_t) MAGMA_D_REAL( tmp[0] );
            lhwork = max( lhwork, lworkgpu );
            
            TESTING_MALLOC_CPU( tau,    double, min_mn    );
            TESTING_MALLOC_CPU( h_A,    double, lda*N     );
            TESTING_MALLOC_CPU( h_A2,   double, lda*N     );
            TESTING_MALLOC_CPU( h_B,    double, ldb*nrhs  );
            TESTING_MALLOC_CPU( h_X,    double, ldb*nrhs  );
            TESTING_MALLOC_CPU( h_R,    double, ldb*nrhs  );
            TESTING_MALLOC_CPU( h_work, double, lhwork    );
            
            TESTING_MALLOC_DEV( d_A,    double, ldda*N    );
            TESTING_MALLOC_DEV( d_B,    double, lddb*nrhs );
            
            /* Initialize the matrices */
            size = lda*N;
            lapackf77_dlarnv( &ione, ISEED, &size, h_A );
            lapackf77_dlacpy( MagmaFullStr, &M, &N, h_A, &lda, h_A2, &lda );
            
            // make random RHS
            size = ldb*nrhs;
            lapackf77_dlarnv( &ione, ISEED, &size, h_B );
            lapackf77_dlacpy( MagmaFullStr, &M, &nrhs, h_B, &ldb, h_R, &ldb );
            
            // make consistent RHS
            //size = N*nrhs;
            //lapackf77_dlarnv( &ione, ISEED, &size, h_X );
            //blasf77_dgemm( MagmaNoTransStr, MagmaNoTransStr, &M, &nrhs, &N,
            //               &c_one,  h_A, &lda,
            //                        h_X, &ldb,
            //               &c_zero, h_B, &ldb );
            //lapackf77_dlacpy( MagmaFullStr, &M, &nrhs, h_B, &ldb, h_R, &ldb );
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            magma_dsetmatrix( M, N,    h_A, lda, d_A, ldda );
            magma_dsetmatrix( M, nrhs, h_B, ldb, d_B, lddb );
            
            gpu_time = magma_wtime();
            magma_dgels_gpu( MagmaNoTrans, M, N, nrhs, d_A, ldda,
                             d_B, lddb, h_work, lworkgpu, &info );
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0) {
                printf("magma_dgels_gpu returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            }
            
            // compute the residual
            magma_dgetmatrix( N, nrhs, d_B, lddb, h_X, ldb );
            blasf77_dgemm( MagmaNoTransStr, MagmaNoTransStr, &M, &nrhs, &N,
                           &c_neg_one, h_A, &lda,
                                       h_X, &ldb,
                           &c_one,     h_R, &ldb );
            Anorm = lapackf77_dlange("f", &M, &N, h_A, &lda, work);
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            lapackf77_dlacpy( MagmaFullStr, &M, &nrhs, h_B, &ldb, h_X, &ldb );
            
            cpu_time = magma_wtime();
            lapackf77_dgels( MagmaNoTransStr, &M, &N, &nrhs,
                             h_A, &lda, h_X, &ldb, h_work, &lhwork, &info );
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gflops / cpu_time;
            if (info != 0) {
                printf("lapackf77_dgels returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            }
            
            blasf77_dgemm( MagmaNoTransStr, MagmaNoTransStr, &M, &nrhs, &N,
                           &c_neg_one, h_A2, &lda,
                                       h_X,  &ldb,
                           &c_one,     h_B,  &ldb );
            
            cpu_error = lapackf77_dlange("f", &M, &nrhs, h_B, &ldb, work) / (min_mn*Anorm);
            gpu_error = lapackf77_dlange("f", &M, &nrhs, h_R, &ldb, work) / (min_mn*Anorm);
            
            // error relative to LAPACK
            size = M*nrhs;
            blasf77_daxpy( &size, &c_neg_one, h_B, &ione, h_R, &ione );
            error = lapackf77_dlange("f", &M, &nrhs, h_R, &ldb, work) / (min_mn*Anorm);
            
            printf("%5d %5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e   %8.2e   %8.2e",
                   (int) M, (int) N, (int) nrhs,
                   cpu_perf, cpu_time, gpu_perf, gpu_time, cpu_error, gpu_error, error );
            
            bool okay;
            if ( M == N ) {
                okay = (gpu_error < tol && error < tol);
            }
            else {
                okay = (error < tol);
            }
            status += ! okay;
            printf( "   %s\n", (okay ? "ok" : "failed"));

            TESTING_FREE_CPU( tau    );
            TESTING_FREE_CPU( h_A    );
            TESTING_FREE_CPU( h_A2   );
            TESTING_FREE_CPU( h_B    );
            TESTING_FREE_CPU( h_X    );
            TESTING_FREE_CPU( h_R    );
            TESTING_FREE_CPU( h_work );
            
            TESTING_FREE_DEV( d_A    );
            TESTING_FREE_DEV( d_B    );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
Beispiel #26
0
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t   gflops, t1, t2;
    double c_neg_one = MAGMA_D_NEG_ONE;
    magma_int_t ione = 1;
    const char trans[] = { 'N', 'C', 'T' };
    const char uplo[]  = { 'L', 'U' };
    const char diag[]  = { 'U', 'N' };
    const char side[]  = { 'L', 'R' };
    
    double  *A,  *B,  *C,   *C2, *LU;
    double *dA, *dB, *dC1, *dC2;
    double alpha = MAGMA_D_MAKE( 0.5, 0.1 );
    double beta  = MAGMA_D_MAKE( 0.7, 0.2 );
    double dalpha = 0.6;
    double dbeta  = 0.8;
    double work[1], error, total_error;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t m, n, k, size, maxn, ld, info;
    magma_int_t *piv;
    magma_err_t err;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    printf( "Compares magma wrapper function to cublas function; all diffs should be exactly 0.\n\n" );
    
    total_error = 0.;
    for( int i = 0; i < opts.ntest; ++i ) {
        m = opts.msize[i];
        n = opts.nsize[i];
        k = opts.ksize[i];
        printf("=========================================================================\n");
        printf( "M %d, N %d, K %d\n", (int) m, (int) n, (int) k );
        
        // allocate matrices
        // over-allocate so they can be any combination of {m,n,k} x {m,n,k}.
        maxn = max( max( m, n ), k );
        ld = maxn;
        size = maxn*maxn;
        err = magma_malloc_cpu( (void**) &piv, maxn*sizeof(magma_int_t) );  assert( err == 0 );
        err = magma_dmalloc_pinned( &A,  size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &B,  size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &C,  size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &C2, size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &LU, size );  assert( err == 0 );
        err = magma_dmalloc( &dA,  size );        assert( err == 0 );
        err = magma_dmalloc( &dB,  size );        assert( err == 0 );
        err = magma_dmalloc( &dC1, size );        assert( err == 0 );
        err = magma_dmalloc( &dC2, size );        assert( err == 0 );
        
        // initialize matrices
        size = maxn*maxn;
        lapackf77_dlarnv( &ione, ISEED, &size, A  );
        lapackf77_dlarnv( &ione, ISEED, &size, B  );
        lapackf77_dlarnv( &ione, ISEED, &size, C  );
        
        printf( "========== Level 1 BLAS ==========\n" );
        
        // ----- test DSWAP
        // swap 2nd and 3rd columns of dA, then copy to C2 and compare with A
        assert( n >= 4 );
        magma_dsetmatrix( m, n, A, ld, dA, ld );
        magma_dsetmatrix( m, n, A, ld, dB, ld );
        magma_dswap( m, dA(0,1), 1, dA(0,2), 1 );
        magma_dswap( m, dB(0,1), 1, dB(0,2), 1 );
        
        // check results, storing diff between magma and cuda calls in C2
        cublasDaxpy( ld*n, c_neg_one, dA, 1, dB, 1 );
        magma_dgetmatrix( m, n, dB, ld, C2, ld );
        error = lapackf77_dlange( "F", &m, &k, C2, &ld, work );
        total_error += error;
        printf( "dswap             diff %.2g\n", error );
        
        // ----- test IDAMAX
        // get argmax of column of A
        magma_dsetmatrix( m, k, A, ld, dA, ld );
        error = 0;
        for( int j = 0; j < k; ++j ) {
            magma_int_t i1 = magma_idamax( m, dA(0,j), 1 );
            magma_int_t i2 = cublasIdamax( m, dA(0,j), 1 );
            assert( i1 == i2 );
            error += abs( i1 - i2 );
        }
        total_error += error;
        gflops = (double)m * k / 1e9;
        printf( "idamax            diff %.2g\n", error );
        printf( "\n" );
        
        printf( "========== Level 2 BLAS ==========\n" );
        
        // ----- test DGEMV
        // c = alpha*A*b + beta*c,  with A m*n; b,c m or n-vectors
        // try no-trans/trans
        for( int ia = 0; ia < 3; ++ia ) {
            magma_dsetmatrix( m, n, A,  ld, dA,  ld );
            magma_dsetvector( maxn, B, 1, dB,  1 );
            magma_dsetvector( maxn, C, 1, dC1, 1 );
            magma_dsetvector( maxn, C, 1, dC2, 1 );
            t1 = magma_sync_wtime( 0 );
            magma_dgemv( trans[ia], m, n, alpha, dA, ld, dB, 1, beta, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDgemv( trans[ia], m, n, alpha, dA, ld, dB, 1, beta, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            size = (trans[ia] == 'N' ? m : n);
            cublasDaxpy( size, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetvector( size, dC2, 1, C2, 1 );
            error = lapackf77_dlange( "F", &size, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DGEMV( m, n ) / 1e9;
            printf( "dgemv( %c )        diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    trans[ia], error, gflops/t1, gflops/t2 );
        }
        printf( "\n" );
        
        // ----- test DSYMV
        // c = alpha*A*b + beta*c,  with A m*m symmetric; b,c m-vectors
        // try upper/lower
        for( int iu = 0; iu < 2; ++iu ) {
            magma_dsetmatrix( m, m, A, ld, dA, ld );
            magma_dsetvector( m, B, 1, dB,  1 );
            magma_dsetvector( m, C, 1, dC1, 1 );
            magma_dsetvector( m, C, 1, dC2, 1 );
            t1 = magma_sync_wtime( 0 );
            magma_dsymv( uplo[iu], m, alpha, dA, ld, dB, 1, beta, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsymv( uplo[iu], m, alpha, dA, ld, dB, 1, beta, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( m, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetvector( m, dC2, 1, C2, 1 );
            error = lapackf77_dlange( "F", &m, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYMV( m ) / 1e9;
            printf( "dsymv( %c )        diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], error, gflops/t1, gflops/t2 );
        }
        printf( "\n" );
        
        // ----- test DTRSV
        // solve A*c = c,  with A m*m triangular; c m-vector
        // try upper/lower, no-trans/trans, unit/non-unit diag
        // Factor A into LU to get well-conditioned triangles, else solve yields garbage.
        // Still can give garbage if solves aren't consistent with LU factors,
        // e.g., using unit diag for U, so copy lower triangle to upper triangle.
        // Also used for trsm later.
        lapackf77_dlacpy( "Full", &maxn, &maxn, A, &ld, LU, &ld );
        lapackf77_dgetrf( &maxn, &maxn, LU, &ld, piv, &info );
        for( int j = 0; j < maxn; ++j ) {
            for( int i = 0; i < j; ++i ) {
                *LU(i,j) = *LU(j,i);
            }
        }
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            magma_dsetmatrix( m, m, LU, ld, dA, ld );
            magma_dsetvector( m, C, 1, dC1, 1 );
            magma_dsetvector( m, C, 1, dC2, 1 );
            t1 = magma_sync_wtime( 0 );
            magma_dtrsv( uplo[iu], trans[it], diag[id], m, dA, ld, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDtrsv( uplo[iu], trans[it], diag[id], m, dA, ld, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( m, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetvector( m, dC2, 1, C2, 1 );
            error = lapackf77_dlange( "F", &m, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DTRSM( MagmaLeft, m, 1 ) / 1e9;
            printf( "dtrsv( %c, %c, %c )  diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], diag[id], error, gflops/t1, gflops/t2 );
        }}}
        printf( "\n" );
        
        printf( "========== Level 3 BLAS ==========\n" );
        
        // ----- test DGEMM
        // C = alpha*A*B + beta*C,  with A m*k or k*m; B k*n or n*k; C m*n
        // try combinations of no-trans/trans
        for( int ia = 0; ia < 3; ++ia ) {
        for( int ib = 0; ib < 3; ++ib ) {
            bool nta = (trans[ia] == 'N');
            bool ntb = (trans[ib] == 'N');
            magma_dsetmatrix( (nta ? m : k), (nta ? m : k), A, ld, dA,  ld );
            magma_dsetmatrix( (ntb ? k : n), (ntb ? n : k), B, ld, dB,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dgemm( trans[ia], trans[ib], m, n, k, alpha, dA, ld, dB, ld, beta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDgemm( trans[ia], trans[ib], m, n, k, alpha, dA, ld, dB, ld, beta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &m, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DGEMM( m, n, k ) / 1e9;
            printf( "dgemm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    trans[ia], trans[ib], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DSYMM
        // C = alpha*A*B + beta*C  (left)  with A m*m symmetric; B,C m*n; or
        // C = alpha*B*A + beta*C  (right) with A n*n symmetric; B,C m*n
        // try left/right, upper/lower
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
            magma_dsetmatrix( m, m, A, ld, dA,  ld );
            magma_dsetmatrix( m, n, B, ld, dB,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dsymm( side[is], uplo[iu], m, n, alpha, dA, ld, dB, ld, beta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsymm( side[is], uplo[iu], m, n, alpha, dA, ld, dB, ld, beta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &m, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYMM( side[is], m, n ) / 1e9;
            printf( "dsymm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    side[is], uplo[iu], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DSYRK
        // C = alpha*A*A^H + beta*C  (no-trans) with A m*k and C m*m symmetric; or
        // C = alpha*A^H*A + beta*C  (trans)    with A k*m and C m*m symmetric
        // try upper/lower, no-trans/trans
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
            magma_dsetmatrix( n, k, A, ld, dA,  ld );
            magma_dsetmatrix( n, n, C, ld, dC1, ld );
            magma_dsetmatrix( n, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dsyrk( uplo[iu], trans[it], n, k, dalpha, dA, ld, dbeta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsyrk( uplo[iu], trans[it], n, k, dalpha, dA, ld, dbeta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( n, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYRK( k, n ) / 1e9;
            printf( "dsyrk( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DSYR2K
        // C = alpha*A*B^H + ^alpha*B*A^H + beta*C  (no-trans) with A,B n*k; C n*n symmetric; or
        // C = alpha*A^H*B + ^alpha*B^H*A + beta*C  (trans)    with A,B k*n; C n*n symmetric
        // try upper/lower, no-trans/trans
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
            bool nt = (trans[it] == 'N');
            magma_dsetmatrix( (nt ? n : k), (nt ? n : k), A, ld, dA,  ld );
            magma_dsetmatrix( n, n, C, ld, dC1, ld );
            magma_dsetmatrix( n, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dsyr2k( uplo[iu], trans[it], n, k, alpha, dA, ld, dB, ld, dbeta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsyr2k( uplo[iu], trans[it], n, k, alpha, dA, ld, dB, ld, dbeta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( n, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYR2K( k, n ) / 1e9;
            printf( "dsyr2k( %c, %c )    diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DTRMM
        // C = alpha*A*C  (left)  with A m*m triangular; C m*n; or
        // C = alpha*C*A  (right) with A n*n triangular; C m*n
        // try left/right, upper/lower, no-trans/trans, unit/non-unit
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            bool left = (side[is] == 'L');
            magma_dsetmatrix( (left ? m : n), (left ? m : n), A, ld, dA,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dtrmm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDtrmm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DTRMM( side[is], m, n ) / 1e9;
            printf( "dtrmm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}}}
        printf( "\n" );
        
        // ----- test DTRSM
        // solve A*X = alpha*B  (left)  with A m*m triangular; B m*n; or
        // solve X*A = alpha*B  (right) with A n*n triangular; B m*n
        // try left/right, upper/lower, no-trans/trans, unit/non-unit
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            bool left = (side[is] == 'L');
            magma_dsetmatrix( (left ? m : n), (left ? m : n), LU, ld, dA,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dtrsm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDtrsm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DTRSM( side[is], m, n ) / 1e9;
            printf( "dtrsm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}}}
        printf( "\n" );
        
        // cleanup
        magma_free_cpu( piv );
        magma_free_pinned( A  );
        magma_free_pinned( B  );
        magma_free_pinned( C  );
        magma_free_pinned( C2 );
        magma_free_pinned( LU );
        magma_free( dA  );
        magma_free( dB  );
        magma_free( dC1 );
        magma_free( dC2 );
    }
    
    if ( total_error != 0. ) {
        printf( "total error %.2g -- ought to be 0 -- some test failed (see above).\n",
                total_error );
    }
    else {
        printf( "all tests passed\n" );
    }
    
    TESTING_FINALIZE();
    return 0;
}
Beispiel #27
0
/**
    Purpose
    -------
    DGEQLF computes a QL factorization of a DOUBLE_PRECISION M-by-N matrix A:
    A = Q * L.

    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 A.
            On exit, if m >= n, the lower triangle of the subarray
            A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
            if m <= n, the elements on and below the (n-m)-th
            superdiagonal contain the M-by-N lower trapezoidal matrix L;
            the remaining elements, with the array TAU, represent the
            orthogonal matrix Q as a product of elementary reflectors
            (see Further Details).
    \n
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.  LDA >= max(1,M).

    @param[out]
    tau     DOUBLE_PRECISION array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    @param[out]
    work    (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
            On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
    \n
            Higher performance is achieved if WORK is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK.  LWORK >= max(1,N,2*NB^2).
            For optimum performance LWORK >= max(N*NB, 2*NB^2) where NB can be obtained
            through magma_get_dgeqlf_nb(M).
    \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
                  or another error occured, such as memory allocation failed.

    Further Details
    ---------------
    The matrix Q is represented as a product of elementary reflectors

       Q = H(k) . . . H(2) H(1), 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(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
    A(1:m-k+i-1,n-k+i), and tau in TAU(i).

    @ingroup magma_dgeqlf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dgeqlf(
    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)
{
    #define  A(i_,j_) ( A + (i_) + (j_)*lda)
    #define dA(i_,j_) (dA + (i_) + (j_)*ldda)
    #define dwork(i_) (dwork + (i_))

    magmaDouble_ptr dA, dwork;
    double c_one = MAGMA_D_ONE;
    magma_int_t i, k, lddwork, old_i, old_ib, nb;
    magma_int_t rows, cols;
    magma_int_t ib, ki, kk, mu, nu, iinfo, ldda;
    int lquery;

    nb = magma_get_dgeqlf_nb(m);
    *info = 0;
    lquery = (lwork == -1);

    // silence "uninitialized" warnings
    old_ib = nb;
    old_i  = 0;
    
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    }

    k = min(m,n);
    if (*info == 0) {
        if (k == 0)
            work[0] = c_one;
        else {
            work[0] = MAGMA_D_MAKE( max(n*nb, 2*nb*nb), 0 );
        }

        if (lwork < max(max(1,n), 2*nb*nb) && ! lquery)
            *info = -7;
    }

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery)
        return *info;

    /* Quick return if possible */
    if (k == 0)
        return *info;

    lddwork = ((n+31)/32)*32;
    ldda    = ((m+31)/32)*32;

    if (MAGMA_SUCCESS != magma_dmalloc( &dA, (n)*ldda + nb*lddwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dwork = dA + ldda*n;

    magma_queue_t queues[2];
    magma_queue_create( &queues[0] );
    magma_queue_create( &queues[1] );

    if ( (nb > 1) && (nb < k) ) {
        /*  Use blocked code initially.
            The last kk columns are handled by the block method.
            First, copy the matrix on the GPU except the last kk columns */
        magma_dsetmatrix_async( m, n-nb,
                                A(0, 0),  lda,
                                dA(0, 0), ldda, queues[0] );

        ki = ((k - nb - 1) / nb) * nb;
        kk = min(k, ki + nb);
        for (i = k - kk + ki; i >= k -kk; i -= nb) {
            ib = min(k-i,nb);

            if (i < k - kk + ki) {
                /* 1. Copy asynchronously the current panel to the CPU.
                   2. Copy asynchronously the submatrix below the panel
                   to the CPU)                                        */
                rows = m - k + i + ib;
                magma_dgetmatrix_async( rows, ib,
                                        dA(0, n-k+i), ldda,
                                        A(0, n-k+i),  lda, queues[1] );

                magma_dgetmatrix_async( m-rows, ib,
                                        dA(rows, n-k+i), ldda,
                                        A(rows, n-k+i),  lda, queues[0] );

                /* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
                   two steps - implementing the lookahead techniques.
                   This is the main update from the lookahead techniques. */
                rows = m - k + old_i + old_ib;
                cols = n - k + old_i - old_ib;
                magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                  rows, cols, old_ib,
                                  dA(0, cols+old_ib), ldda, dwork(0),      lddwork,
                                  dA(0, 0          ), ldda, dwork(old_ib), lddwork);
            }

            magma_queue_sync( queues[1] );
            /* Compute the QL factorization of the current block
               A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1) */
            rows = m - k + i + ib;
            cols = n - k + i;
            lapackf77_dgeqlf( &rows, &ib, A(0,cols), &lda, tau+i, work, &lwork, &iinfo );

            if (cols > 0) {
                /* Form the triangular factor of the block reflector
                   H = H(i+ib-1) . . . H(i+1) H(i) */
                lapackf77_dlarft( MagmaBackwardStr, MagmaColumnwiseStr,
                                  &rows, &ib,
                                  A(0, cols), &lda, tau + i, work, &ib);

                dpanel_to_q( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);
                magma_dsetmatrix( rows, ib,
                                  A(0,cols),  lda,
                                  dA(0,cols), ldda );
                dq_to_panel( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);

                // Send the triangular part on the GPU
                magma_dsetmatrix( ib, ib, work, ib, dwork(0), lddwork );

                /* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
                   two steps - implementing the lookahead techniques.
                   This is the update of first ib columns.                 */
                if (i-ib >= k -kk)
                    magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                      rows, ib, ib,
                                      dA(0, cols),   ldda, dwork(0),  lddwork,
                                      dA(0,cols-ib), ldda, dwork(ib), lddwork);
                else {
                    magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                      rows, cols, ib,
                                      dA(0, cols), ldda, dwork(0),  lddwork,
                                      dA(0, 0   ), ldda, dwork(ib), lddwork);
                }

                old_i  = i;
                old_ib = ib;
            }
        }
        mu = m - k + i + nb;
        nu = n - k + i + nb;

        magma_dgetmatrix( m, nu, dA(0,0), ldda, A(0,0), lda );
    } else {
        mu = m;
        nu = n;
    }

    /* Use unblocked code to factor the last or only block */
    if (mu > 0 && nu > 0)
        lapackf77_dgeqlf(&mu, &nu, A(0,0), &lda, tau, work, &lwork, &iinfo);

    magma_queue_destroy( queues[0] );
    magma_queue_destroy( queues[1] );
    magma_free( dA );
    
    return *info;
} /* magma_dgeqlf */
Beispiel #28
0
extern "C" magma_int_t
magma_dgelqf( 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
    =======
    DGELQF computes an LQ factorization of a DOUBLE_PRECISION M-by-N matrix A:
    A = L * Q.

    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 below the diagonal of the array
            contain the m-by-min(m,n) lower trapezoidal matrix L (L is
            lower triangular if m <= n); the elements above the diagonal,
            with the array TAU, represent the orthogonal matrix Q as a
            product of 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 >= max(1,M).
            For optimum performance LWORK >= M*NB, where NB is the
            optimal blocksize.

            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
                  if INFO = -10 internal GPU memory allocation failed.

    Further Details
    ===============
    The matrix Q is represented as a product of elementary reflectors

       Q = H(k) . . . H(2) H(1), 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:n) is stored on exit in A(i,i+1:n),
    and tau in TAU(i).
    =====================================================================    */

    #define  a_ref(a_1,a_2) ( a+(a_2)*(lda) + (a_1))

    double *dA, *dAT;
    double c_one = MAGMA_D_ONE;
    magma_int_t maxm, maxn, maxdim, nb;
    magma_int_t iinfo, ldda;
    int lquery;

    /* Function Body */
    *info = 0;
    nb = magma_get_dgelqf_nb(m);

    work[0] = MAGMA_D_MAKE( (double)(m*nb), 0 );
    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,m) && ! lquery) {
        *info = -7;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery) {
        return *info;
    }

    /*  Quick return if possible */
    if (min(m, n) == 0) {
        work[0] = c_one;
        return *info;
    }

    maxm = ((m + 31)/32)*32;
    maxn = ((n + 31)/32)*32;
    maxdim = max(maxm, maxn);

    if (maxdim*maxdim < 2*maxm*maxn)
        {
            ldda = maxdim;

            if (MAGMA_SUCCESS != magma_dmalloc( &dA, maxdim*maxdim )) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }

            magma_dsetmatrix( m, n, a, lda, dA, ldda );
            dAT = dA;
            magmablas_dtranspose_inplace( ldda, dAT, ldda );
        }
    else
        {
            ldda = maxn;

            if (MAGMA_SUCCESS != magma_dmalloc( &dA, 2*maxn*maxm )) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }

            magma_dsetmatrix( m, n, a, lda, dA, maxm );

            dAT = dA + maxn * maxm;
            magmablas_dtranspose2( dAT, ldda, dA, maxm, m, n );
        }

    magma_dgeqrf2_gpu(n, m, dAT, ldda, tau, &iinfo);

    if (maxdim*maxdim < 2*maxm*maxn) {
        magmablas_dtranspose_inplace( ldda, dAT, ldda );
        magma_dgetmatrix( m, n, dA, ldda, a, lda );
    } else {
        magmablas_dtranspose2( dA, maxm, dAT, ldda, n, m );
        magma_dgetmatrix( m, n, dA, maxm, a, lda );
    }

    magma_free( dA );

    return *info;
} /* magma_dgelqf */
Beispiel #29
0
int main( int argc, char** argv )
{
    magma_init();
    cublasHandle_t handle;
    cudaSetDevice( 0 );
    cublasCreate( &handle );
    
    double *A, *B, *C;
    double *dA, *dB, *dC;
    double error, work[1];
    double c_one     = MAGMA_D_ONE;
    double c_neg_one = MAGMA_D_NEG_ONE;
    magma_int_t ione = 1;
    magma_int_t ISEED[4] = { 1, 2, 3, 4 };
    magma_int_t n = 10;
    magma_int_t lda = n;
    magma_int_t ldda = ((n+31)/32)*32;
    magma_int_t size = lda*n;
    magma_int_t info;
    
    magma_dmalloc_cpu( &A, lda*n );
    magma_dmalloc_cpu( &B, lda*n );
    magma_dmalloc_cpu( &C, lda*n );
    magma_dmalloc( &dA, ldda*n );
    magma_dmalloc( &dB, ldda*n );
    magma_dmalloc( &dC, ldda*n );
    
    // initialize matrices
    lapackf77_dlarnv( &ione, ISEED, &size, A );
    lapackf77_dlarnv( &ione, ISEED, &size, B );
    lapackf77_dlarnv( &ione, ISEED, &size, C );
    // increase diagonal to be SPD
    for( int i=0; i < n; ++i ) {
        C[i+i*lda] = MAGMA_D_ADD( C[i+i*lda], MAGMA_D_MAKE( n*n, 0 ));
    }
    
    magma_dsetmatrix( n, n, A, lda, dA, ldda );
    magma_dsetmatrix( n, n, B, lda, dB, ldda );
    magma_dsetmatrix( n, n, C, lda, dC, ldda );
    
    // compute with cublas
    cublasDgemm( handle, CUBLAS_OP_N, CUBLAS_OP_N, n, n, n,
                 &c_neg_one, dA, ldda, dB, ldda, &c_one, dC, ldda );
    
    magma_dpotrf_gpu( MagmaLower, n, dC, ldda, &info );
    if (info != 0)
        printf("magma_dpotrf returned error %d: %s.\n",
               (int) info, magma_strerror( info ));
    
    // compute with LAPACK
    blasf77_dgemm( MagmaNoTransStr, MagmaNoTransStr, &n, &n, &n,
                   &c_neg_one, A, &lda, B, &lda, &c_one, C, &lda );
    
    lapackf77_dpotrf( MagmaLowerStr, &n, C, &lda, &info );
    if (info != 0)
        printf("lapackf77_dpotrf returned error %d: %s.\n",
               (int) info, magma_strerror( info ));
    
    // compute difference
    magma_dgetmatrix( n, n, dC, ldda, A, lda );
    blasf77_daxpy( &size, &c_neg_one, C, &ione, A, &ione );
    error = lapackf77_dlange( "F", &n, &n, A, &lda, work );
    printf( "n %d, error %8.2e\n", n, error );
    
    magma_free( dA );
    magma_free( dB );
    magma_free( dC );
    magma_free_cpu( A );
    magma_free_cpu( B );
    magma_free_cpu( C );
    
    cublasDestroy( handle );
    magma_finalize();
    return 0;
}
Beispiel #30
0
/**
    Purpose
    -------
    DPOTRF computes the Cholesky factorization of a real symmetric
    positive definite matrix dA.

    The factorization has the form
       dA = U**H * U,   if UPLO = MagmaUpper, or
       dA = L  * L**H,  if UPLO = MagmaLower,
    where U is an upper triangular matrix and L is lower triangular.

    This is the block version of the algorithm, calling Level 3 BLAS.

    Arguments
    ---------
    @param[in]
    ngpu    INTEGER
            Number of GPUs to use. ngpu > 0.

    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  Upper triangle of dA is stored;
      -     = MagmaLower:  Lower triangle of dA is stored.

    @param[in]
    n       INTEGER
            The order of the matrix dA.  N >= 0.

    @param[in,out]
    d_lA    DOUBLE_PRECISION array of pointers on the GPU, dimension (ngpu)
            On entry, the symmetric matrix dA distributed over GPUs
            (d_lA[d] points to the local matrix on the d-th GPU).
            It is distributed in 1D block column or row cyclic (with the
            block size of nb) if UPLO = MagmaUpper or MagmaLower, respectively.
            If UPLO = MagmaUpper, the leading N-by-N upper triangular
            part of dA contains the upper triangular part of the matrix dA,
            and the strictly lower triangular part of dA is not referenced.
            If UPLO = MagmaLower, the leading N-by-N lower triangular part
            of dA contains the lower triangular part of the matrix dA, and
            the strictly upper triangular part of dA is not referenced.
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization dA = U**H * U or dA = L * L**H.

    @param[in]
    ldda     INTEGER
            The leading dimension of the array d_lA. LDDA >= max(1,N).
            To benefit from coalescent memory accesses LDDA must be
            divisible by 16.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
      -     > 0:  if INFO = i, the leading minor of order i is not
                  positive definite, and the factorization could not be
                  completed.

    @ingroup magma_dposv_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dpotrf_mgpu(
    magma_int_t ngpu,
    magma_uplo_t uplo, magma_int_t n,
    magmaDouble_ptr d_lA[], magma_int_t ldda,
    magma_int_t *info)
{
    magma_int_t     j, nb, d, lddp, h;
    const char* uplo_ = lapack_uplo_const( uplo );
    double *work;
    int upper = (uplo == MagmaUpper);
    double *dwork[MagmaMaxGPUs];
    magma_queue_t    stream[MagmaMaxGPUs][3];
    magma_event_t     event[MagmaMaxGPUs][5];

    *info = 0;
    nb = magma_get_dpotrf_nb(n);
    if (! upper && uplo != MagmaLower) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (!upper) {
        lddp = nb*(n/(nb*ngpu));
        if ( n%(nb*ngpu) != 0 ) lddp += min(nb, n-ngpu*lddp);
        if ( ldda < lddp ) *info = -4;
    } else if ( ldda < n ) {
        *info = -4;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    magma_device_t orig_dev;
    magma_getdevice( &orig_dev );
    
    if (ngpu == 1 && ((nb <= 1) || (nb >= n)) ) {
        /*  Use unblocked code. */
        magma_setdevice(0);
        if (MAGMA_SUCCESS != magma_dmalloc_pinned( &work, n*nb )) {
            *info = MAGMA_ERR_HOST_ALLOC;
            return *info;
        }
        magma_dgetmatrix( n, n, d_lA[0], ldda, work, n );
        lapackf77_dpotrf(uplo_, &n, work, &n, info);
        magma_dsetmatrix( n, n, work, n, d_lA[0], ldda );
        magma_free_pinned( work );
    }
    else {
        lddp = nb*((n+nb-1)/nb);
        for( d=0; d < ngpu; d++ ) {
            magma_setdevice(d);
            if (MAGMA_SUCCESS != magma_dmalloc( &dwork[d], ngpu*nb*lddp )) {
                for( j=0; j < d; j++ ) {
                    magma_setdevice(j);
                    magma_free( dwork[j] );
                }
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }
            for( j=0; j < 3; j++ )
                magma_queue_create( &stream[d][j] );
            for( j=0; j < 5; j++ )
                magma_event_create( &event[d][j]  );
        }
        magma_setdevice(0);
        h = 1; //ngpu; //(n+nb-1)/nb;
        if (MAGMA_SUCCESS != magma_dmalloc_pinned( &work, n*nb*h )) {
            *info = MAGMA_ERR_HOST_ALLOC;
            return *info;
        }
        if (upper) {
            /* with three streams */
            magma_dpotrf3_mgpu(ngpu, uplo, n, n, 0, 0, nb, d_lA, ldda, dwork, lddp, work, n,
                               h, stream, event, info);
        } else {
            /* with three streams */
            magma_dpotrf3_mgpu(ngpu, uplo, n, n, 0, 0, nb, d_lA, ldda, dwork, lddp, work, nb*h,
                               h, stream, event, info);
        }

        /* clean up */
        for( d=0; d < ngpu; d++ ) {
            magma_setdevice(d);
            for( j=0; j < 3; j++ ) {
                magma_queue_sync( stream[d][j] );
                magma_queue_destroy( stream[d][j] );
            }
            
            for( j=0; j < 5; j++ )
                magma_event_destroy( event[d][j] );
            
            magma_free( dwork[d] );
        }
        magma_free_pinned( work );
    } /* end of not lapack */

    magma_setdevice( orig_dev );
    
    return *info;
} /* magma_dpotrf_mgpu */