Beispiel #1
0
void magmaf_dormqr_gpu(
    magma_side_t *side, magma_trans_t *trans, magma_int_t *m, magma_int_t *n, magma_int_t *k,
    devptr_t *dA, magma_int_t *ldda,
    double *tau,
    devptr_t *dC, magma_int_t *lddc,
    double *hwork, magma_int_t *lwork,
    devptr_t *dT, magma_int_t *nb,
    magma_int_t *info )
{
    magma_dormqr_gpu(
        *side, *trans, *m, *n, *k,
        magma_ddevptr(dA), *ldda,
        tau,
        magma_ddevptr(dC), *lddc,
        hwork, *lwork,
        magma_ddevptr(dT), *nb,
        info );
}
Beispiel #2
0
extern "C" magma_int_t
magma_dgeqrs_gpu(
    magma_int_t m, magma_int_t n, magma_int_t nrhs,
    magmaDouble_ptr dA, size_t dA_offset, magma_int_t ldda,
    double *tau,   magmaDouble_ptr dT, size_t dT_offset,
    magmaDouble_ptr dB, size_t dB_offset, magma_int_t lddb,
    double *hwork, magma_int_t lwork,
    magma_queue_t queue,
    magma_int_t *info)
{
/*  -- clMagma (version 0.1) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       @date November 2014

    Purpose
    =======
    Solves the least squares problem
           min || A*X - C ||
    using the QR factorization A = Q*R computed by DGEQRF_GPU.

    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. M >= N >= 0.

    NRHS    (input) INTEGER
            The number of columns of the matrix C. NRHS >= 0.

    A       (input) DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
            The i-th column must contain the vector which defines the
            elementary reflector H(i), for i = 1,2,...,n, as returned by
            DGEQRF_GPU in the first n columns of its array argument A.

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

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

    DB      (input/output) DOUBLE_PRECISION array on the GPU, dimension (LDDB,NRHS)
            On entry, the M-by-NRHS matrix C.
            On exit, the N-by-NRHS solution matrix X.

    DT      (input) DOUBLE_PRECISION array that is the output (the 6th argument)
            of magma_dgeqrf_gpu of size
            2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
            The array starts with a block of size MIN(M,N)*NB that stores
            the triangular T matrices used in the QR factorization,
            followed by MIN(M,N)*NB block storing the diagonal block
            inverses for the R matrix, followed by work space of size
            ((N+31)/32*32 )* MAX(NB, NRHS).

    LDDB    (input) INTEGER
            The leading dimension of the array DB. LDDB >= M.

    HWORK   (workspace/output) DOUBLE_PRECISION array, dimension (LWORK)
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK   (input) INTEGER
            The dimension of the array WORK,
            LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
            where NB is the blocksize given by magma_get_dgeqrf_nb( M ).

            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the HWORK array, returns
            this value as the first entry of the WORK array.

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

   #define a_ref(a_1,a_2)  dA, (dA_offset + (a_1) + (a_2)*(ldda))
   #define d_ref(a_1)      dT, (dT_offset + (lddwork+(a_1))*nb)

    double c_zero    = MAGMA_D_ZERO;
    double c_one     = MAGMA_D_ONE;
    double c_neg_one = MAGMA_D_NEG_ONE;
    magmaDouble_ptr dwork;
    magma_int_t i, k, lddwork, rows, ib;
    magma_int_t ione = 1;

    magma_int_t nb     = magma_get_dgeqrf_nb(m);
    magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
    int lquery = (lwork == -1);

    hwork[0] = MAGMA_D_MAKE( (double)lwkopt, 0. );

    *info = 0;
    if (m < 0)
        *info = -1;
    else if (n < 0 || m < n)
        *info = -2;
    else if (nrhs < 0)
        *info = -3;
    else if (ldda < max(1,m))
        *info = -5;
    else if (lddb < max(1,m))
        *info = -8;
    else if (lwork < lwkopt && ! lquery)
        *info = -10;

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

    k = min(m,n);
    if (k == 0) {
        hwork[0] = c_one;
        return *info;
    }

    /* B := Q' * B */
    magma_dormqr_gpu( MagmaLeft, MagmaConjTrans,
                      m, nrhs, n,
                      a_ref(0,0), ldda, tau,
                      dB, dB_offset, lddb, hwork, lwork, dT, dT_offset, nb, queue, info );
    if ( *info != 0 ) {
        return *info;
    }

    /* Solve R*X = B(1:n,:) */
    lddwork= k;

    int ldtwork;
    size_t dwork_offset = 0;
    if (nb < k) {
        dwork = dT;
        dwork_offset = dT_offset+2*lddwork*nb;
    }
    else {
        ldtwork = ( 2*k + ((n+31)/32)*32 )*nb;
        magma_dmalloc( &dwork, ldtwork );
    }
    // To do: Why did we have this line originally; seems to be a bug (Stan)?
    //dwork = dT;

    i    = (k-1)/nb * nb;
    ib   = n-i;
    rows = m-i;

    // TODO: this assumes that, on exit from magma_dormqr_gpu, hwork contains
    // the last block of A and B (i.e., C in dormqr). This should be fixed.
    // Seems this data should already be on the GPU, so could switch to
    // magma_dtrsm and drop the dsetmatrix.
    if ( nrhs == 1 ) {
        blasf77_dtrsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, hwork,         &rows,
                            hwork+rows*ib, &ione);
    } else {
        blasf77_dtrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, &nrhs,
                       &c_one, hwork,         &rows,
                               hwork+rows*ib, &rows);
    }
      
    // update the solution vector
    magma_dsetmatrix( ib, nrhs, hwork+rows*ib, rows, dwork, dwork_offset+i, lddwork, queue );

    // update c
    if (nrhs == 1)
        magma_dgemv( MagmaNoTrans, i, ib,
                     c_neg_one, a_ref(0, i), ldda,
                                         dwork, dwork_offset+i, 1,
                     c_one,     dB, dB_offset, 1, queue );
    else
        magma_dgemm( MagmaNoTrans, MagmaNoTrans,
                     i, nrhs, ib,
                     c_neg_one, a_ref(0, i), ldda,
                                dwork, dwork_offset + i,   lddwork,
                     c_one,     dB, dB_offset, lddb, queue );

    int start = i-nb;
    if (nb < k) {
        for (i = start; i >=0; i -= nb) {
            ib = min(k-i, nb);
            rows = m -i;

            if (i + ib < n) {
                if (nrhs == 1) {
                    magma_dgemv( MagmaNoTrans, ib, ib,
                                 c_one,  d_ref(i), ib,
                                 dB, dB_offset+i,      1,
                                 c_zero, dwork, dwork_offset+i,  1, queue );
                    magma_dgemv( MagmaNoTrans, i, ib,
                                 c_neg_one, a_ref(0, i), ldda,
                                 dwork, dwork_offset+i,   1,
                                 c_one,     dB, dB_offset, 1, queue );
                }
                else {
                    magma_dgemm( MagmaNoTrans, MagmaNoTrans,
                                 ib, nrhs, ib,
                                 c_one,  d_ref(i), ib,
                                 dB, dB_offset+i, lddb,
                                 c_zero, dwork, dwork_offset+i,  lddwork, queue );
                    magma_dgemm( MagmaNoTrans, MagmaNoTrans,
                                 i, nrhs, ib,
                                 c_neg_one, a_ref(0, i), ldda,
                                 dwork, dwork_offset+i, lddwork,
                                 c_one,     dB, dB_offset, lddb, queue );
                }
            }
        }
    }

    magma_dcopymatrix( (n), nrhs,
                       dwork, dwork_offset, lddwork,
                       dB, dB_offset,   lddb, queue );

    if (nb >= k)
      magma_free(dwork);

    magma_queue_sync( queue );

    return *info;
}
Beispiel #3
0
/**
    Purpose
    -------
    Solves the least squares problem
           min || A*X - C ||
    using the QR factorization A = Q*R computed by DGEQRF_GPU.

    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. M >= N >= 0.

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

    @param[in]
    dA      DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
            The i-th column must contain the vector which defines the
            elementary reflector H(i), for i = 1,2,...,n, as returned by
            DGEQRF_GPU in the first n columns of its array argument A.

    @param[in]
    ldda    INTEGER
            The leading dimension of the array A, LDDA >= M.

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

    @param[in,out]
    dB      DOUBLE_PRECISION array on the GPU, dimension (LDDB,NRHS)
            On entry, the M-by-NRHS matrix C.
            On exit, the N-by-NRHS solution matrix X.

    @param[in]
    dT      DOUBLE_PRECISION array that is the output (the 6th argument)
            of magma_dgeqrf_gpu of size
            2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
            The array starts with a block of size MIN(M,N)*NB that stores
            the triangular T matrices used in the QR factorization,
            followed by MIN(M,N)*NB block storing the diagonal block
            inverses for the R matrix, followed by work space of size
            ((N+31)/32*32 )* MAX(NB, NRHS).

    @param[in]
    lddb    INTEGER
            The leading dimension of the array dB. LDDB >= M.

    @param[out]
    hwork   (workspace) DOUBLE_PRECISION array, dimension (LWORK)
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK,
            LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
            where NB is the blocksize given by magma_get_dgeqrf_nb( M ).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the HWORK array, returns
            this value as the first entry of the WORK array.

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

    @ingroup magma_dgels_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dgeqrs_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
                 double *dA,    magma_int_t ldda,
                 double *tau,   double *dT,
                 double *dB,    magma_int_t lddb,
                 double *hwork, magma_int_t lwork,
                 magma_int_t *info)
{
    #define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
    #define dT(a_1)     (dT + (lddwork+(a_1))*nb)

    double c_zero    = MAGMA_D_ZERO;
    double c_one     = MAGMA_D_ONE;
    double c_neg_one = MAGMA_D_NEG_ONE;
    double *dwork;
    magma_int_t i, k, lddwork, rows, ib;
    magma_int_t ione = 1;

    magma_int_t nb     = magma_get_dgeqrf_nb(m);
    magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
    int lquery = (lwork == -1);

    hwork[0] = MAGMA_D_MAKE( (double)lwkopt, 0. );

    *info = 0;
    if (m < 0)
        *info = -1;
    else if (n < 0 || m < n)
        *info = -2;
    else if (nrhs < 0)
        *info = -3;
    else if (ldda < max(1,m))
        *info = -5;
    else if (lddb < max(1,m))
        *info = -9;
    else if (lwork < lwkopt && ! lquery)
        *info = -11;

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

    k = min(m,n);
    if (k == 0) {
        hwork[0] = c_one;
        return *info;
    }

    /* B := Q' * B */
    magma_dormqr_gpu( MagmaLeft, MagmaTrans,
                      m, nrhs, n,
                      dA(0,0), ldda, tau,
                      dB, lddb, hwork, lwork, dT, nb, info );
    if ( *info != 0 ) {
        return *info;
    }

    /* Solve R*X = B(1:n,:) */
    lddwork= k;
    if (nb < k)
        dwork = dT+2*lddwork*nb;
    else
        dwork = dT;
    // To do: Why did we have this line originally; seems to be a bug (Stan)?
    // dwork = dT;

    i    = (k-1)/nb * nb;
    ib   = n-i;
    rows = m-i;

    // TODO: this assumes that, on exit from magma_dormqr_gpu, hwork contains
    // the last block of A and B (i.e., C in dormqr). This should be fixed.
    // Seems this data should already be on the GPU, so could switch to
    // magma_dtrsm and drop the dsetmatrix.
    if ( nrhs == 1 ) {
        blasf77_dtrsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, hwork,         &rows,
                            hwork+rows*ib, &ione);
    } else {
        blasf77_dtrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, &nrhs,
                       &c_one, hwork,         &rows,
                               hwork+rows*ib, &rows);
    }
    
    // update the solution vector
    magma_dsetmatrix( ib, nrhs, hwork+rows*ib, rows, dwork+i, lddwork );

    // update c
    if (nrhs == 1)
        magma_dgemv( MagmaNoTrans, i, ib,
                     c_neg_one, dA(0, i), ldda,
                                dwork + i,   1,
                     c_one,     dB,           1);
    else
        magma_dgemm( MagmaNoTrans, MagmaNoTrans,
                     i, nrhs, ib,
                     c_neg_one, dA(0, i), ldda,
                                dwork + i,   lddwork,
                     c_one,     dB,           lddb);

    int start = i-nb;
    if (nb < k) {
        for (i = start; i >= 0; i -= nb) {
            ib = min(k-i, nb);
            rows = m -i;

            if (i + ib < n) {
                if (nrhs == 1) {
                    magma_dgemv( MagmaNoTrans, ib, ib,
                                 c_one,  dT(i), ib,
                                         dB+i,      1,
                                 c_zero, dwork+i,  1);
                    magma_dgemv( MagmaNoTrans, i, ib,
                                 c_neg_one, dA(0, i), ldda,
                                            dwork + i,   1,
                                 c_one,     dB,           1);
                }
                else {
                    magma_dgemm( MagmaNoTrans, MagmaNoTrans,
                                 ib, nrhs, ib,
                                 c_one,  dT(i), ib,
                                         dB+i,      lddb,
                                 c_zero, dwork+i,  lddwork);
                    magma_dgemm( MagmaNoTrans, MagmaNoTrans,
                                 i, nrhs, ib,
                                 c_neg_one, dA(0, i), ldda,
                                            dwork + i,   lddwork,
                                 c_one,     dB,          lddb);
                }
            }
        }
    }

    magma_dcopymatrix( (n), nrhs,
                       dwork, lddwork,
                       dB,    lddb );
    
    return *info;
}
Beispiel #4
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dormqr_gpu
*/
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t   gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double Cnorm, error, work[1];
    double c_neg_one = MAGMA_D_NEG_ONE;
    magma_int_t ione = 1;
    magma_int_t mm, m, n, k, size, info;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t nb, ldc, lda, lwork, lwork_max, dt_size;
    double *C, *R, *A, *hwork, *tau;
    magmaDouble_ptr dC, dA, dT;
    magma_int_t status = 0;
    
    magma_opts opts;
    opts.parse_opts( argc, argv );
    
    // need slightly looser bound (60*eps instead of 30*eps) for some tests
    opts.tolerance = max( 60., opts.tolerance );
    double tol = opts.tolerance * lapackf77_dlamch("E");
    
    // test all combinations of input parameters
    magma_side_t  side [] = { MagmaLeft,       MagmaRight   };
    magma_trans_t trans[] = { MagmaTrans, MagmaNoTrans };

    printf("%%   M     N     K   side   trans   CPU Gflop/s (sec)   GPU Gflop/s (sec)   ||R||_F / ||QC||_F\n");
    printf("%%==============================================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
      for( int iside = 0; iside < 2; ++iside ) {
      for( int itran = 0; itran < 2; ++itran ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            m = opts.msize[itest];
            n = opts.nsize[itest];
            k = opts.ksize[itest];
            ldc = magma_roundup( m, opts.align );  // multiple of 32 by default
            // A is m x k (left) or n x k (right)
            mm = (side[iside] == MagmaLeft ? m : n);
            nb  = magma_get_dgeqrf_nb( mm, k );
            lda = magma_roundup( mm, opts.align );  // multiple of 32 by default
            gflops = FLOPS_DORMQR( m, n, k, side[iside] ) / 1e9;
            
            if ( side[iside] == MagmaLeft && m < k ) {
                printf( "%5d %5d %5d   %4c   %5c   skipping because side=left  and m < k\n",
                        (int) m, (int) n, (int) k,
                        lapacke_side_const( side[iside] ),
                        lapacke_trans_const( trans[itran] ) );
                continue;
            }
            if ( side[iside] == MagmaRight && n < k ) {
                printf( "%5d %5d %5d   %4c   %5c   skipping because side=right and n < k\n",
                        (int) m, (int) n, (int) k,
                        lapacke_side_const( side[iside] ),
                        lapacke_trans_const( trans[itran] ) );
                continue;
            }
            
            if ( side[iside] == MagmaLeft ) {
                // side = left
                lwork_max = (m - k + nb)*(n + nb) + n*nb;
                dt_size = ( 2*min(m,k) + magma_roundup( max(m,n), 32) )*nb;
            }
            else {
                // side = right
                lwork_max = (n - k + nb)*(m + nb) + m*nb;
                dt_size = ( 2*min(n,k) + magma_roundup( max(m,n), 32 ) )*nb;
            }
            // this rounds it up slightly if needed to agree with lwork query below
            lwork_max = int( real( magma_dmake_lwork( lwork_max )));
            
            TESTING_MALLOC_CPU( C,     double, ldc*n );
            TESTING_MALLOC_CPU( R,     double, ldc*n );
            TESTING_MALLOC_CPU( A,     double, lda*k );
            TESTING_MALLOC_CPU( hwork, double, lwork_max );
            TESTING_MALLOC_CPU( tau,   double, k );
            
            TESTING_MALLOC_DEV( dC, double, ldc*n );
            TESTING_MALLOC_DEV( dA, double, lda*k );
            TESTING_MALLOC_DEV( dT, double, dt_size );
            
            // C is full, m x n
            size = ldc*n;
            lapackf77_dlarnv( &ione, ISEED, &size, C );
            magma_dsetmatrix( m, n, C, ldc, dC, ldc );
            
            // A is m x k (left) or n x k (right)
            size = lda*k;
            lapackf77_dlarnv( &ione, ISEED, &size, A );
            
            // compute QR factorization to get Householder vectors in dA, tau, dT
            magma_dsetmatrix( mm, k, A,  lda, dA, lda );
            magma_dgeqrf_gpu( mm, k, dA, lda, tau, dT, &info );
            magma_dgetmatrix( mm, k, dA, lda, A,  lda );
            if (info != 0) {
                printf("magma_dgeqrf_gpu returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            }
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            cpu_time = magma_wtime();
            lapackf77_dormqr( lapack_side_const( side[iside] ), lapack_trans_const( trans[itran] ),
                              &m, &n, &k,
                              A, &lda, tau, C, &ldc, hwork, &lwork_max, &info );
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gflops / cpu_time;
            if (info != 0) {
                printf("lapackf77_dormqr returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            }
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            // query for workspace size
            lwork = -1;
            magma_dormqr_gpu( side[iside], trans[itran],
                              m, n, k,
                              dA, lda, tau, dC, ldc, hwork, lwork, dT, nb, &info );
            if (info != 0) {
                printf("magma_dormqr_gpu (lwork query) returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            }
            lwork = (magma_int_t) MAGMA_D_REAL( hwork[0] );
            if ( lwork < 0 || lwork > lwork_max  ) {
                printf("Warning: optimal lwork %d > allocated lwork_max %d\n", (int) lwork, (int) lwork_max );
                lwork = lwork_max;
            }
            
            // dormqr2 takes a copy of dA in CPU memory
            if ( opts.version == 2 ) {
                magma_dgetmatrix( mm, k, dA, lda, A, lda );
            }
            
            magmablasSetKernelStream( opts.queue );
            gpu_time = magma_sync_wtime( opts.queue );  // sync needed for L,N and R,T cases
            if ( opts.version == 1 ) {
                magma_dormqr_gpu( side[iside], trans[itran],
                                  m, n, k,
                                  dA, lda, tau, dC, ldc, hwork, lwork, dT, nb, &info );
            }
            else if ( opts.version == 2 ) {
                magma_dormqr2_gpu( side[iside], trans[itran],
                                   m, n, k,
                                   dA, lda, tau, dC, ldc, A, lda, &info );
            }
            gpu_time = magma_sync_wtime( opts.queue ) - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0) {
                printf("magma_dormqr_gpu returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            }
            
            magma_dgetmatrix( m, n, dC, ldc, R, ldc );
            
            /* =====================================================================
               compute relative error |QC_magma - QC_lapack| / |QC_lapack|
               =================================================================== */
            size = ldc*n;
            blasf77_daxpy( &size, &c_neg_one, C, &ione, R, &ione );
            Cnorm = lapackf77_dlange( "Fro", &m, &n, C, &ldc, work );
            error = lapackf77_dlange( "Fro", &m, &n, R, &ldc, work ) / (magma_dsqrt(m*n) * Cnorm);
            
            printf( "%5d %5d %5d   %4c   %5c   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e   %s\n",
                    (int) m, (int) n, (int) k,
                    lapacke_side_const( side[iside] ),
                    lapacke_trans_const( trans[itran] ),
                    cpu_perf, cpu_time, gpu_perf, gpu_time,
                    error, (error < tol ? "ok" : "failed") );
            status += ! (error < tol);
            
            TESTING_FREE_CPU( C );
            TESTING_FREE_CPU( R );
            TESTING_FREE_CPU( A );
            TESTING_FREE_CPU( hwork );
            TESTING_FREE_CPU( tau );
            
            TESTING_FREE_DEV( dC );
            TESTING_FREE_DEV( dA );
            TESTING_FREE_DEV( dT );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
      }}  // end iside, itran
      printf( "\n" );
    }
    
    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
Beispiel #5
0
/**
    Purpose
    -------
    DGEQRS solves the least squares problem
           min || A*X - C ||
    using the QR factorization A = Q*R computed by DGEQRF3_GPU.

    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. M >= N >= 0.

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

    @param[in]
    dA      DOUBLE PRECISION array on the GPU, dimension (LDDA,N)
            The i-th column must contain the vector which defines the
            elementary reflector H(i), for i = 1,2,...,n, as returned by
            DGEQRF3_GPU in the first n columns of its array argument A.
            dA is modified by the routine but restored on exit.

    @param[in]
    ldda    INTEGER
            The leading dimension of the array A, LDDA >= M.

    @param[in]
    tau     DOUBLE PRECISION array, dimension (N)
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i), as returned by MAGMA_DGEQRF_GPU.

    @param[in,out]
    dB      DOUBLE PRECISION array on the GPU, dimension (LDDB,NRHS)
            On entry, the M-by-NRHS matrix C.
            On exit, the N-by-NRHS solution matrix X.

    @param[in,out]
    dT      DOUBLE PRECISION array that is the output (the 6th argument)
            of magma_dgeqrf_gpu of size
            2*MIN(M, N)*NB + ceil(N/32)*32 )* MAX(NB, NRHS).
            The array starts with a block of size MIN(M,N)*NB that stores
            the triangular T matrices used in the QR factorization,
            followed by MIN(M,N)*NB block storing the diagonal block
            matrices for the R matrix, followed by work space of size
            (ceil(N/32)*32)* MAX(NB, NRHS).

    @param[in]
    lddb    INTEGER
            The leading dimension of the array dB. LDDB >= M.

    @param[out]
    hwork   (workspace) DOUBLE PRECISION array, dimension (LWORK)
            On exit, if INFO = 0, WORK[0] returns the optimal LWORK.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK,
            LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
            where NB is the blocksize given by magma_get_dgeqrf_nb( M, N ).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the HWORK array, returns
            this value as the first entry of the WORK array.

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

    @ingroup magma_dgels_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dgeqrs3_gpu(
    magma_int_t m, magma_int_t n, magma_int_t nrhs,
    magmaDouble_ptr dA,    magma_int_t ldda,
    double const *tau,
    magmaDouble_ptr dT,
    magmaDouble_ptr dB,    magma_int_t lddb,
    double *hwork, magma_int_t lwork,
    magma_int_t *info)
{
    #define dA(i_,j_) (dA + (i_) + (j_)*ldda)
    #define dT(i_)    (dT + (lddwork + (i_))*nb)

    double c_one     = MAGMA_D_ONE;
    magma_int_t min_mn, lddwork;

    magma_int_t nb     = magma_get_dgeqrf_nb( m, n );
    magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
    bool lquery = (lwork == -1);

    hwork[0] = magma_dmake_lwork( lwkopt );

    *info = 0;
    if (m < 0)
        *info = -1;
    else if (n < 0 || m < n)
        *info = -2;
    else if (nrhs < 0)
        *info = -3;
    else if (ldda < max(1,m))
        *info = -5;
    else if (lddb < max(1,m))
        *info = -8;
    else if (lwork < lwkopt && ! lquery)
        *info = -10;

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

    min_mn = min(m,n);
    if (min_mn == 0) {
        hwork[0] = c_one;
        return *info;
    }
    lddwork = min_mn;

    magma_queue_t queue;
    magma_device_t cdev;
    magma_getdevice( &cdev );
    magma_queue_create( cdev, &queue );
    
    /* B := Q^H * B */
    magma_dormqr_gpu( MagmaLeft, MagmaTrans,
                      m, nrhs, n,
                      dA(0,0), ldda, tau,
                      dB, lddb, hwork, lwork, dT, nb, info );
    if ( *info != 0 ) {
        magma_queue_destroy( queue );
        return *info;
    }

    /* Solve R*X = B(1:n,:)
       1. Move the (min_mn - 1)/nb block diagonal submatrices from dT to R
       2. Solve
       3. Restore the data format moving data from R back to dT
    */
    magmablas_dswapdblk( min_mn-1, nb, dA(0,0), ldda, 1, dT(0), nb, 0, queue );
    if ( nrhs == 1 ) {
        magma_dtrsv( MagmaUpper, MagmaNoTrans, MagmaNonUnit, n,
                     dA(0,0), ldda,
                     dB,      1, queue );
    } else {
        magma_dtrsm( MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit, n, nrhs,
                     c_one, dA(0,0), ldda,
                            dB,      lddb, queue );
    }
    magmablas_dswapdblk( min_mn-1, nb, dT(0), nb, 0, dA(0,0), ldda, 1, queue );

    magma_queue_destroy( queue );
    return *info;
}