Beispiel #1
0
void magmaf_dprint_gpu(
    magma_int_t *m, magma_int_t *n,
    devptr_t *dA, magma_int_t *ldda )
{
    magma_dprint_gpu(
        *m, *n,
        magma_ddevptr(dA), *ldda );
}
Beispiel #2
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dprint
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    double *hA;
    magmaDouble_ptr dA;
    //magma_int_t ione     = 1;
    //magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t M, N, lda, ldda;  //size
    magma_int_t status = 0;
    
    magma_opts opts;
    opts.parse_opts( argc, argv );

    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M     = opts.msize[itest];
            N     = opts.nsize[itest];
            lda   = M;
            ldda  = magma_roundup( M, opts.align );  // multiple of 32 by default
            //size  = lda*N;

            /* Allocate host memory for the matrix */
            TESTING_MALLOC_CPU( hA, double, lda *N );
            TESTING_MALLOC_DEV( dA, double, ldda*N );
        
            //lapackf77_dlarnv( &ione, ISEED, &size, hA );
            for( int j = 0; j < N; ++j ) {
                for( int i = 0; i < M; ++i ) {
                    hA[i + j*lda] = MAGMA_D_MAKE( i + j*0.01, 0. );
                }
            }
            magma_dsetmatrix( M, N, hA, lda, dA, ldda );
            
            printf( "A=" );
            magma_dprint( M, N, hA, lda );
            
            printf( "dA=" );
            magma_dprint_gpu( M, N, dA, ldda );
            
            TESTING_FREE_CPU( hA );
            TESTING_FREE_DEV( dA );
        }
    }

    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
Beispiel #3
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dgetrf
*/
int main( int argc, char** argv)
{
    TESTING_INIT();
    magma_setdevice( 0 );

    double *hA, *dA;

    /* Matrix size */
    magma_int_t m = 5;
    magma_int_t n = 10;
    //magma_int_t ione     = 1;
    //magma_int_t ISEED[4] = {0,0,0,1};
    //magma_int_t size;
    magma_int_t lda, ldda;
    
    lda    = ((m + 31)/32)*32;
    ldda   = ((m + 31)/32)*32;

    /* Allocate host memory for the matrix */
    TESTING_MALLOC_CPU( hA, double, lda *n );
    TESTING_MALLOC_DEV( dA, double, ldda*n );

    //size = lda*n;
    //lapackf77_dlarnv( &ione, ISEED, &size, hA );
    for( int j = 0; j < n; ++j ) {
        for( int i = 0; i < m; ++i ) {
            hA[i + j*lda] = MAGMA_D_MAKE( i + j*0.01, 0. );
        }
    }
    magma_dsetmatrix( m, n, hA, lda, dA, ldda );
    
    printf( "A=" );
    magma_dprint( m, n, hA, lda );
    printf( "dA=" );
    magma_dprint_gpu( m, n, dA, ldda );
    
    //printf( "dA=" );
    //magma_dprint( m, n, dA, ldda );
    //printf( "A=" );
    //magma_dprint_gpu( m, n, hA, lda );
    
    /* Memory clean up */
    TESTING_FREE_CPU( hA );
    TESTING_FREE_DEV( dA );

    /* Shutdown */
    TESTING_FINALIZE();
}
Beispiel #4
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 #5
0
extern "C" magma_int_t
magma_zlobpcg(
    magma_z_matrix A,
    magma_z_solver_par *solver_par,
    magma_z_preconditioner *precond_par,
    magma_queue_t queue )
{
    magma_int_t info = 0;
    
#define  residualNorms(i,iter)  ( residualNorms + (i) + (iter)*n )
#define 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_z_bspmv_tuned(m, n, alpha, A, X, beta, AX, queue)       {        \
            magma_z_matrix x={Magma_CSR}, ax={Magma_CSR};                                       \
            x.memory_location = Magma_DEV;  x.num_rows = m;  x.num_cols = n;  x.major = MagmaColMajor;   x.nnz = m*n;  x.dval = X;    x.storage_type = Magma_DENSE; \
            ax.memory_location= Magma_DEV; ax.num_rows = m; ax.num_cols = n; ax.major = MagmaColMajor;  ax.nnz = m*n; ax.dval = AX;  ax.storage_type = Magma_DENSE; \
            CHECK( magma_z_spmv(alpha, A, x, beta, ax, queue ));                   \
}



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

    // 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);
    magmaDoubleComplex *blockX = solver_par->eigenvectors;
    double *evalues = solver_par->eigenvalues;
    solver_par->numiter = 0;
    solver_par->spmv_count = 0;


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

    magmaDoubleComplex *pointer, *origX = blockX;
    double *eval_gpu=NULL;
    
    magma_int_t iterationNumber, cBlockSize, restart = 1, iter;

    //Chronometry
    real_Double_t tempo1, tempo2, tempop1, tempop2;
    
    magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
                                            1 + 6*3*n + 2* 3*n* 3*n);
    
    magma_int_t *iwork={0}, liwork = 15*n+9;
    magma_int_t gramDim, ldgram  = 3*n, ikind = 3;
    
    magmaDoubleComplex *hW={0};

    // === Set solver parameters ===
    double residualTolerance  = solver_par->rtol;
    magma_int_t maxIterations = solver_par->maxiter;
    double tmp;
    double r0=0;  // set in 1st iteration

    // === Set some constants & defaults ===
    magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one  = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    
    double *residualNorms={0}, *condestGhistory={0}, condestG={0};
    double *gevalues={0};
    magma_int_t *activeMask={0};
    double *hresidualNorms={0};
    
#ifdef COMPLEX
    double *rwork={0};
    magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);

    CHECK( magma_dmalloc_cpu(&rwork, lrwork));
#endif

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




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



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

    if (solver_par->info != 0) {
        magma_xerbla( __func__, -(info) );
        goto cleanup;
    }
    solver_par->info = info; // local info variable;

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

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


    CHECK( magma_zmalloc_pinned(&hW, n*n));
    CHECK( magma_zmalloc_pinned(&gevectors, 9*n*n));
    CHECK( magma_zmalloc_pinned(&h_gramB  , 9*n*n));

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



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

    #if defined(PRECISION_s)
    ikind = 3;
    #endif
    
    // === Make the initial vectors orthonormal ===
    magma_zgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, &info );

    //magma_zorthomgs( m, n, blockX, queue );
    
    magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue );
    solver_par->spmv_count++;
    // === Compute the Gram matrix = (X, AX) & its eigenstates ===
    magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
                c_one,  blockX, m, blockAX, m, c_zero, gramM, n, queue );

    magma_zheevd_gpu( MagmaVec, MagmaUpper,
                      n, gramM, n, evalues, hW, n, hwork, lwork,
                      #ifdef COMPLEX
                      rwork, lrwork,
                      #endif
                      iwork, liwork, &info );

    // === Update  X =  X * evectors ===
    magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one,  blockX, m, gramM, n, c_zero, blockW, m, queue );
    SWAP(blockW, blockX);

    // === Update AX = AX * evectors ===
    magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one,  blockAX, m, gramM, n, c_zero, blockW, m, queue );
    SWAP(blockW, blockAX);

    condestGhistory[1] = 7.82;


    tempo1 = magma_sync_wtime( queue );
    // === Main LOBPCG loop ============================================================
    for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
        {
            // === compute the residuals (R = Ax - x evalues )
            magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );

/*
            for(magma_int_t i=0; i<n; i++) {
               magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1, queue );
            }
  */
            magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n, queue );

            CHECK( magma_zlobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu, queue ));

            magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );

            // === remove the residuals corresponding to already converged evectors
            CHECK( magma_zcompact(m, n, blockR, m,
                           residualNorms(0, iterationNumber), residualTolerance,
                           activeMask, &cBlockSize, queue ));
        
            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_zlacpy( MagmaFull, m, cBlockSize, blockR, m, blockW, m, queue );
            //SWAP(blockW, blockR);
            
                // preconditioner
            magma_z_matrix bWv={Magma_CSR}, bRv={Magma_CSR};
            bWv.memory_location = Magma_DEV;  bWv.num_rows = m; bWv.num_cols = cBlockSize; bWv.major = MagmaColMajor;  bWv.nnz = m*cBlockSize;  bWv.dval = blockW;
            bRv.memory_location = Magma_DEV;  bRv.num_rows = m; bRv.num_cols = cBlockSize; bRv.major = MagmaColMajor;  bRv.nnz = m*cBlockSize;  bRv.dval = blockR;
            tempop1 = magma_sync_wtime( queue );
            CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, bRv, &bWv, precond_par, queue ));
            CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, bWv, &bRv, precond_par, queue ));
            tempop2 = magma_sync_wtime( queue );
            precond_par->runtime += tempop2-tempop1;
        
            // === make the preconditioned residuals orthogonal to X
            if( precond_par->solver != Magma_NONE){
                magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
                            c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram, queue );
                magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                            c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockR, m, queue );
            }

            // === make the active preconditioned residuals orthonormal

            magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
            #if defined(PRECISION_s)
            // re-orthogonalization
            SWAP(blockX, dwork);
            magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
            #endif
            //magma_zorthomgs( m, cBlockSize, blockR, queue );

            // === compute AR
            magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR, queue );
            solver_par->spmv_count++;
            if (!restart) {
                // === compact P & AP as well
                CHECK( magma_zcompactActive(m, n, blockP,  m, activeMask, queue ));
                CHECK( magma_zcompactActive(m, n, blockAP, m, activeMask, queue ));
          
                /*
                // === make P orthogonal to X ?
                magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
                            c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram, queue );
                magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                            c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockP, m, queue );

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

                // === Make P orthonormal & properly change AP (without multiplication by A)
                magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
                #if defined(PRECISION_s)
                // re-orthogonalization
                SWAP(blockX, dwork);
                magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
                #endif
                //magma_zorthomgs( m, cBlockSize, blockP, queue );

                //magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP, queue );
                magma_zsetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize, queue );

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

            iter = max( 1, iterationNumber - 10 - int(log(1.*cBlockSize)) );
            double condestGmean = 0.;
            for(magma_int_t 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_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram, queue );  // identity

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

            // === get GramB from the GPU to the CPU and compute its eigenvalues only
            magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue );
            lapackf77_zheev("N", "L", &gramDim, h_gramB, &ldgram, gevalues,
                            hwork, &lwork,
                            #ifdef COMPLEX
                            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_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram, queue );  // identity

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

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

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

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

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

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

            magma_int_t itype = 1;
            lapackf77_zhegvd(&itype, "V", "L", &gramDim,
                             gevectors, &ldgram, h_gramB, &ldgram,
                             gevalues, hwork, &lwork,
                             #ifdef COMPLEX
                             rwork, &lrwork,
                             #endif
                             iwork, &liwork, &info);
 
            for(magma_int_t 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_zsetmatrix( gramDim, gramDim, gevectors, ldgram, gramA, ldgram, queue );

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

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

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

                // === corresponding contribution from AR (only) to the new AX
                magma_zgemm( MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
                            c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m, queue );
            }
            
            // === contribution from old X to the new X + the new search direction P
            magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
                        c_one, blockX, m, gramA, ldgram, c_zero, dwork, m, queue );
            SWAP(dwork, blockX);
            //magma_zaxpy( m*n, c_one, blockP, 1, blockX, 1, queue );
            CHECK( magma_zlobpcg_maxpy( m, n, blockP, blockX, queue ));

            
            // === corresponding contribution from old AX to new AX + AP
            magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
                        c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m, queue );
            SWAP(dwork, blockAX);
            //magma_zaxpy( m*n, c_one, blockAP, 1, blockAX, 1, queue );
            CHECK( magma_zlobpcg_maxpy( m, n, blockAP, blockAX, queue ));

            condestGhistory[iterationNumber+1]=condestG;

            magma_dgetmatrix( 1, 1, residualNorms(0, iterationNumber), 1,  &tmp, 1, queue );
            if ( iterationNumber == 1 ) {
                solver_par->init_res = tmp;
                r0 = tmp * solver_par->rtol;
                if ( r0 < ATOLERANCE )
                    r0 = ATOLERANCE;
            }
            solver_par->final_res = tmp;
            if ( tmp < r0 ) {
                break;
            }
            if (cBlockSize == 0) {
                break;
            }

            if ( solver_par->verbose!=0 ) {
                if ( iterationNumber%solver_par->verbose == 0 ) {
                    // double res;
                    // magma_zgetmatrix( 1, 1,
                    //                  (magmaDoubleComplex*)residualNorms(0, iterationNumber), 1,
                    //                  (magmaDoubleComplex*)&res, 1, queue );
                    //
                    //  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
    tempo2 = magma_sync_wtime( queue );
    solver_par->runtime = (real_Double_t) tempo2-tempo1;
    solver_par->numiter = iterationNumber;
    if ( solver_par->numiter < solver_par->maxiter) {
        info = MAGMA_SUCCESS;
    } else if ( solver_par->init_res > solver_par->final_res )
        info = MAGMA_SLOW_CONVERGENCE;
    else
        info = MAGMA_DIVERGENCE;
    
    // =============================================================================
    // === postprocessing;
    // =============================================================================

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

    magma_zheevd_gpu( MagmaVec, MagmaUpper,
                      n, gramM, n, gevalues, dwork, n, hwork, lwork,
                      #ifdef COMPLEX
                      rwork, lrwork,
                      #endif
                      iwork, liwork, &info );
   
    for(magma_int_t k =0; k<n; k++)
        evalues[k] = gevalues[k];

    // === update X = X * evectors
    SWAP(blockX, dwork);
    magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one, dwork, m, gramM, n, c_zero, blockX, m, queue );

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

    // === compute R = AX - evalues X
    magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );
    for(magma_int_t i=0; i<n; i++)
        magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1, queue );

    // === residualNorms[iterationNumber] = || R ||
    magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );

    // === restore blockX if needed
    if (blockX != origX)
        magmablas_zlacpy( MagmaFull, m, n, blockX, m, origX, m, queue );

    printf("Eigenvalues:\n");
    for(magma_int_t 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");

    //=== Prmagma_int_t residual history in a file for plotting ====
    CHECK( magma_dmalloc_cpu(&hresidualNorms, (iterationNumber+1) * n));
    magma_dgetmatrix( n, iterationNumber,
                                        residualNorms, n,
                                        hresidualNorms, n, queue );
    solver_par->iter_res = *hresidualNorms(0, iterationNumber-1);

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

    if (blockX != (solver_par->eigenvectors))
        magma_free(     blockX    );
    if (blockAX != (solver_par->eigenvectors))
        magma_free(     blockAX    );
    if (blockAR != (solver_par->eigenvectors))
        magma_free(     blockAR    );
    if (blockAP != (solver_par->eigenvectors))
        magma_free(     blockAP    );
    if (blockR != (solver_par->eigenvectors))
        magma_free(     blockR    );
    if (blockP != (solver_par->eigenvectors))
        magma_free(     blockP    );
    if (blockW != (solver_par->eigenvectors))
        magma_free(     blockW    );
    if (dwork != (solver_par->eigenvectors))
        magma_free(     dwork    );
    magma_free(     eval_gpu    );

    magma_free_pinned( hwork    );


    #ifdef COMPLEX
    magma_free_cpu( rwork           );
    rwork = NULL;
    #endif

    return info; 
}
Beispiel #6
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dlacpy
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t    gbytes, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double           error, work[1];
    double  c_neg_one = MAGMA_D_NEG_ONE;
    double *h_A, *h_B, *h_R;
    magmaDouble_ptr d_A, d_B;
    magma_int_t M, N, size, lda, ldb, ldda, lddb;
    magma_int_t ione     = 1;
    magma_int_t status = 0;
    
    magma_opts opts;
    opts.parse_opts( argc, argv );

    magma_uplo_t uplo[] = { MagmaLower, MagmaUpper, MagmaFull };
    
    printf("%% uplo    M     N   CPU GByte/s (ms)    GPU GByte/s (ms)    check\n");
    printf("%%================================================================\n");
    for( int iuplo = 0; iuplo < 3; ++iuplo ) {
      for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M = opts.msize[itest];
            N = opts.nsize[itest];
            lda    = M;
            ldb    = lda;
            ldda   = magma_roundup( M, opts.align );  // multiple of 32 by default
            lddb   = ldda;
            size   = lda*N;
            if ( uplo[iuplo] == MagmaLower ) {
                // load & save lower trapezoid (with diagonal)
                if ( M > N ) {
                    gbytes = 2. * sizeof(double) * (1.*M*N - 0.5*N*(N-1)) / 1e9;
                } else {
                    gbytes = 2. * sizeof(double) * 0.5*M*(M+1) / 1e9;
                }
            }
            else if ( uplo[iuplo] == MagmaUpper ) {
                // load & save upper trapezoid (with diagonal)
                if ( N > M ) {
                    gbytes = 2. * sizeof(double) * (1.*M*N - 0.5*M*(M-1)) / 1e9;
                } else {
                    gbytes = 2. * sizeof(double) * 0.5*N*(N+1) / 1e9;
                }
            }
            else {
                // load & save entire matrix
                gbytes = 2. * sizeof(double) * 1.*M*N / 1e9;
            }
    
            TESTING_MALLOC_CPU( h_A, double, size   );
            TESTING_MALLOC_CPU( h_B, double, size   );
            TESTING_MALLOC_CPU( h_R, double, size   );
            
            TESTING_MALLOC_DEV( d_A, double, ldda*N );
            TESTING_MALLOC_DEV( d_B, double, lddb*N );
            
            /* Initialize the matrix */
            for( int j = 0; j < N; ++j ) {
                for( int i = 0; i < M; ++i ) {
                    h_A[i + j*lda] = MAGMA_D_MAKE( i + j/10000., j );
                    h_B[i + j*ldb] = MAGMA_D_MAKE( i - j/10000. + 10000., j );
                }
            }
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            magma_dsetmatrix( M, N, h_A, lda, d_A, ldda, opts.queue );
            magma_dsetmatrix( M, N, h_B, ldb, d_B, lddb, opts.queue );
            
            gpu_time = magma_sync_wtime( opts.queue );
            //magmablas_dlacpy( uplo[iuplo], M-2, N-2, d_A+1+ldda, ldda, d_B+1+lddb, lddb, opts.queue );  // inset by 1 row & col
            magmablas_dlacpy( uplo[iuplo], M, N, d_A, ldda, d_B, lddb, opts.queue );
            gpu_time = magma_sync_wtime( opts.queue ) - gpu_time;
            gpu_perf = gbytes / gpu_time;
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            cpu_time = magma_wtime();
            //magma_int_t M2 = M-2;  // inset by 1 row & col
            //magma_int_t N2 = N-2;
            //lapackf77_dlacpy( lapack_uplo_const(uplo[iuplo]), &M2, &N2, h_A+1+lda, &lda, h_B+1+ldb, &ldb );
            lapackf77_dlacpy( lapack_uplo_const(uplo[iuplo]), &M, &N, h_A, &lda, h_B, &ldb );
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gbytes / cpu_time;
            
            if ( opts.verbose ) {
                printf( "A= " );  magma_dprint(     M, N, h_A, lda );
                printf( "B= " );  magma_dprint(     M, N, h_B, ldb );
                printf( "dA=" );  magma_dprint_gpu( M, N, d_A, ldda );
                printf( "dB=" );  magma_dprint_gpu( M, N, d_B, lddb );
            }
            
            /* =====================================================================
               Check the result
               =================================================================== */
            magma_dgetmatrix( M, N, d_B, lddb, h_R, lda, opts.queue );
            
            blasf77_daxpy(&size, &c_neg_one, h_B, &ione, h_R, &ione);
            error = lapackf77_dlange("f", &M, &N, h_R, &lda, work);

            printf("%5s %5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %s\n",
                   lapack_uplo_const(uplo[iuplo]), (int) M, (int) N,
                   cpu_perf, cpu_time*1000., gpu_perf, gpu_time*1000.,
                   (error == 0. ? "ok" : "failed") );
            status += ! (error == 0.);
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_B );
            TESTING_FREE_CPU( h_R );
            
            TESTING_FREE_DEV( d_A );
            TESTING_FREE_DEV( d_B );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
      }
      printf( "\n" );
    }

    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
Beispiel #7
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dlaset
   Code is very similar to testing_dlacpy.cpp
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t    gbytes, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double           error, work[1];
    double  c_neg_one = MAGMA_D_NEG_ONE;
    double *h_A, *h_R;
    magmaDouble_ptr d_A;
    double offdiag = MAGMA_D_MAKE( 1.2000, 6.7000 );
    double diag    = MAGMA_D_MAKE( 3.1415, 2.7183 );
    magma_int_t M, N, size, lda, ldda;
    magma_int_t ione     = 1;
    magma_int_t status = 0;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );

    magma_uplo_t uplo[] = { MagmaLower, MagmaUpper, MagmaFull };

    printf("uplo      M     N   CPU GByte/s (ms)    GPU GByte/s (ms)    check\n");
    printf("=================================================================\n");
    for( int iuplo = 0; iuplo < 3; ++iuplo ) {
      for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M = opts.msize[itest];
            N = opts.nsize[itest];
            //M += 2;  // space for insets
            //N += 2;
            lda    = M;
            ldda   = ((M+31)/32)*32;
            size   = lda*N;
            if ( uplo[iuplo] == MagmaLower || uplo[iuplo] == MagmaUpper ) {
                // save triangle (with diagonal)
                // TODO wrong for trapezoid
                gbytes = sizeof(double) * 0.5*N*(N+1) / 1e9;
            }
            else {
                // save entire matrix
                gbytes = sizeof(double) * 1.*M*N / 1e9;
            }
    
            TESTING_MALLOC_CPU( h_A, double, size   );
            TESTING_MALLOC_CPU( h_R, double, size   );
            
            TESTING_MALLOC_DEV( d_A, double, ldda*N );
            
            /* Initialize the matrix */
            for( int j = 0; j < N; ++j ) {
                for( int i = 0; i < M; ++i ) {
                    h_A[i + j*lda] = MAGMA_D_MAKE( i + j/10000., j );
                }
            }
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            magma_dsetmatrix( M, N, h_A, lda, d_A, 0, ldda, opts.queue );
            
            gpu_time = magma_sync_wtime( 0 );
            //magmablas_dlaset( uplo[iuplo], M-2, N-2, offdiag, diag, d_A+1+ldda, 0, ldda, opts.queue );  // inset by 1 row & col
            magmablas_dlaset( uplo[iuplo], M, N, offdiag, diag, d_A, 0, ldda, opts.queue );
            gpu_time = magma_sync_wtime( 0 ) - gpu_time;
            gpu_perf = gbytes / gpu_time;
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            cpu_time = magma_wtime();
            //magma_int_t M2 = M-2;  // inset by 1 row & col
            //magma_int_t N2 = N-2;
            //lapackf77_dlaset( lapack_uplo_const( uplo[iuplo] ), &M2, &N2, &offdiag, &diag, h_A+1+lda, &lda );
            lapackf77_dlaset( lapack_uplo_const( uplo[iuplo] ), &M, &N, &offdiag, &diag, h_A, &lda );
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gbytes / cpu_time;
            
            if ( opts.verbose ) {
                printf( "A= " );  magma_dprint(     M, N, h_A, lda );
                printf( "dA=" );  magma_dprint_gpu( M, N, d_A, 0, ldda, opts.queue );
            }
            
            /* =====================================================================
               Check the result
               =================================================================== */
            magma_dgetmatrix( M, N, d_A, 0, ldda, h_R, lda, opts.queue );
            
            blasf77_daxpy(&size, &c_neg_one, h_A, &ione, h_R, &ione);
            error = lapackf77_dlange("f", &M, &N, h_R, &lda, work);

            printf("%5s %5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %s\n",
                   lapack_uplo_const( uplo[iuplo] ), (int) M, (int) N,
                   cpu_perf, cpu_time*1000., gpu_perf, gpu_time*1000.,
                   (error == 0. ? "ok" : "failed") );
            status += ! (error == 0.);
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_R );
            
            TESTING_FREE_DEV( d_A );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
      }
      printf( "\n" );
    }

    TESTING_FINALIZE();
    return status;
}
Beispiel #8
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dlat2s and slat2d
*/
int main( int argc, char** argv )
{
    #define  A(i_,j_) ( A + (i_) + (j_)*lda)
    #define SA(i_,j_) (SA + (i_) + (j_)*lda)
    
    TESTING_INIT();
    
    real_Double_t   gbytes, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double error, work[1];
    float serror, swork[1];
    double c_neg_one = MAGMA_D_NEG_ONE;
    float  s_neg_one = MAGMA_S_NEG_ONE;
    magma_int_t ione = 1;
    magma_int_t n, lda, ldda, size, info;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t status = 0;
    float   *SA, *SR;
    double   *A,  *R;
    float  *dSA;
    double  *dA;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    magma_uplo_t uplo[] = { MagmaLower, MagmaUpper };
    
    printf("func    uplo     N     CPU GB/s (ms)       GPU GB/s (ms)     ||R||_F\n");
    printf("=====================================================================\n");
    for( int iuplo = 0; iuplo < 2; ++iuplo ) {
      for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            n = opts.nsize[itest];
            lda  = n;
            ldda = ((n+31)/32)*32;
            // 0.5*(n+1)*n double-real loads and 0.5*(n+1)*n single-real stores (and vice-versa for slat2d)
            gbytes = (real_Double_t) 0.5*(n+1)*n * (sizeof(double) + sizeof(float)) / 1e9;
            size = ldda*n;  // ldda >= lda
            
            TESTING_MALLOC_CPU(  SA, float,  size );
            TESTING_MALLOC_CPU(   A, double, size );
            TESTING_MALLOC_CPU(  SR, float,  size );
            TESTING_MALLOC_CPU(   R, double, size );
            
            TESTING_MALLOC_DEV( dSA, float,  size );
            TESTING_MALLOC_DEV(  dA, double, size );
            
            lapackf77_dlarnv( &ione, ISEED, &size,  A );
            lapackf77_slarnv( &ione, ISEED, &size, SA );
            
            magma_dsetmatrix( n, n, A,  lda, dA,  ldda );
            magma_ssetmatrix( n, n, SA, lda, dSA, ldda );
            
            /* =====================================================================
               Performs operation using LAPACK dlat2s
               =================================================================== */
            info = 0;
            cpu_time = magma_wtime();
            lapackf77_dlat2s( lapack_uplo_const(uplo[iuplo]), &n, A, &lda, SA, &lda, &info );
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gbytes / cpu_time;
            if (info != 0)
                printf("lapackf77_dlat2s returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* ====================================================================
               Performs operation using MAGMA dlat2s
               =================================================================== */
            gpu_time = magma_sync_wtime(0);
            magmablas_dlat2s( uplo[iuplo], n, dA, ldda, dSA, ldda, &info );
            gpu_time = magma_sync_wtime(0) - gpu_time;
            gpu_perf = gbytes / gpu_time;
            if (info != 0)
                printf("magmablas_dlat2s returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            magma_sgetmatrix( n, n, dSA, ldda, SR, lda );
            
            if ( opts.verbose ) {
                printf( "A=  " );  magma_dprint( n, n, A,  lda );
                printf( "SA= " );  magma_sprint( n, n, SA, lda );
                printf( "dA= " );  magma_dprint_gpu( n, n, dA,  ldda );
                printf( "dSA=" );  magma_sprint_gpu( n, n, dSA, ldda );
            }
            
            /* =====================================================================
               compute error |SA_magma - SA_lapack|
               should be zero if both are IEEE compliant
               =================================================================== */
            blasf77_saxpy( &size, &s_neg_one, SA, &ione, SR, &ione );
            serror = lapackf77_slange( "Fro", &n, &n, SR, &lda, swork );
            
            printf( "dlat2s %5s %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e   %s\n",
                    lapack_uplo_const(uplo[iuplo]), (int) n,
                    cpu_perf, cpu_time*1000., gpu_perf, gpu_time*1000.,
                    serror, (serror == 0 ? "ok" : "failed") );
            status += ! (serror == 0);
            
            
            /* =====================================================================
               Reset matrices
               =================================================================== */
            lapackf77_dlarnv( &ione, ISEED, &size,  A );
            lapackf77_slarnv( &ione, ISEED, &size, SA );
            
            magma_dsetmatrix( n, n, A,  lda, dA,  ldda );
            magma_ssetmatrix( n, n, SA, lda, dSA, ldda );
            
            /* =====================================================================
               Performs operation using LAPACK slat2d
               LAPACK doesn't implement slat2d; use our own simple implementation.
               =================================================================== */
            cpu_time = magma_wtime();
            if ( uplo[iuplo] == MagmaLower ) {
                for( int j=0; j < n; ++j ) {
                    for( int i=j; i < n; ++i ) {
                        *A(i,j) = MAGMA_D_MAKE( real(*SA(i,j)), imag(*SA(i,j)) );
                    }
                }
            }
            else { // upper
                for( int j=0; j < n; ++j ) {
                    for( int i=0; i <= j; ++i ) {
                        *A(i,j) = MAGMA_D_MAKE( real(*SA(i,j)), imag(*SA(i,j)) );
                    }
                }
            }
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gbytes / cpu_time;
            if (info != 0)
                printf("lapackf77_slat2d returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* ====================================================================
               Performs operation using MAGMA slat2d
               =================================================================== */
            magma_ssetmatrix( n, n, SA, lda, dSA, ldda );
            
            gpu_time = magma_sync_wtime(0);
            magmablas_slat2d( uplo[iuplo], n, dSA, ldda, dA, ldda, &info );
            gpu_time = magma_sync_wtime(0) - gpu_time;
            gpu_perf = gbytes / gpu_time;
            if (info != 0)
                printf("magmablas_slat2d returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            magma_dgetmatrix( n, n, dA, ldda, R, lda );
            
            if ( opts.verbose ) {
                printf( "A=  " );  magma_dprint( n, n, A,  lda );
                printf( "SA= " );  magma_sprint( n, n, SA, lda );
                printf( "dA= " );  magma_dprint_gpu( n, n, dA,  ldda );
                printf( "dSA=" );  magma_sprint_gpu( n, n, dSA, ldda );
            }
            
            /* =====================================================================
               compute error |A_magma - A_lapack|
               should be zero if both are IEEE compliant
               =================================================================== */
            blasf77_daxpy( &size, &c_neg_one, A, &ione, R, &ione );
            error = lapackf77_dlange( "Fro", &n, &n, R, &lda, work );
            
            printf( "slat2d %5s %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e   %s\n",
                    lapack_uplo_const(uplo[iuplo]), (int) n,
                    cpu_perf, cpu_time*1000., gpu_perf, gpu_time*1000.,
                    error, (error == 0 ? "ok" : "failed") );
            status += ! (error == 0);
            
            TESTING_FREE_CPU(  SA );
            TESTING_FREE_CPU(   A );
            TESTING_FREE_CPU(  SR );
            TESTING_FREE_CPU(   R );
                                 
            TESTING_FREE_DEV( dSA );
            TESTING_FREE_DEV(  dA );
            printf( "\n" );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
      }
      printf( "\n" );
    }
    
    TESTING_FINALIZE();
    return status;
}