Beispiel #1
0
void magmaf_sormqr(
    magma_side_t *side, magma_trans_t *trans, magma_int_t *m, magma_int_t *n, magma_int_t *k,
    float *a, magma_int_t *lda,
    float *tau,
    float *c, magma_int_t *ldc,
    float *work, magma_int_t *lwork,
    magma_int_t *info, magma_queue_t *queue )
{
    magma_sormqr(
        *side, *trans, *m, *n, *k,
        a, *lda,
        tau,
        c, *ldc,
        work, *lwork,
        info, *queue );
}
Beispiel #2
0
extern "C" magma_int_t
magma_sormtr(char side, char uplo, char trans,
             magma_int_t m, magma_int_t n,
             float *a,    magma_int_t lda,
             float *tau,
             float *c,    magma_int_t ldc,
             float *work, magma_int_t lwork,
             magma_int_t *info)
{
    /*  -- MAGMA (version 1.4.0) --
           Univ. of Tennessee, Knoxville
           Univ. of California, Berkeley
           Univ. of Colorado, Denver
           August 2013

        Purpose
        =======
        SORMTR overwrites the general real M-by-N matrix C with

                        SIDE = 'L'     SIDE = 'R'
        TRANS = 'N':      Q * C          C * Q
        TRANS = 'T':      Q**T * C       C * Q**T

        where Q is a real orthogonal matrix of order nq, with nq = m if
        SIDE = 'L' and nq = n if SIDE = 'R'. Q is defined as the product of
        nq-1 elementary reflectors, as returned by SSYTRD:

        if UPLO = 'U', Q = H(nq-1) . . . H(2) H(1);

        if UPLO = 'L', Q = H(1) H(2) . . . H(nq-1).

        Arguments
        =========
        SIDE    (input) CHARACTER*1
                = 'L': apply Q or Q**T from the Left;
                = 'R': apply Q or Q**T from the Right.

        UPLO    (input) CHARACTER*1
                = 'U': Upper triangle of A contains elementary reflectors
                       from SSYTRD;
                = 'L': Lower triangle of A contains elementary reflectors
                       from SSYTRD.

        TRANS   (input) CHARACTER*1
                = 'N':  No transpose, apply Q;
                = 'T':  Transpose, apply Q**T.

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

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

        A       (input) REAL array, dimension
                                     (LDA,M) if SIDE = 'L'
                                     (LDA,N) if SIDE = 'R'
                The vectors which define the elementary reflectors, as
                returned by SSYTRD.

        LDA     (input) INTEGER
                The leading dimension of the array A.
                LDA >= max(1,M) if SIDE = 'L'; LDA >= max(1,N) if SIDE = 'R'.

        TAU     (input) REAL array, dimension
                                     (M-1) if SIDE = 'L'
                                     (N-1) if SIDE = 'R'
                TAU(i) must contain the scalar factor of the elementary
                reflector H(i), as returned by SSYTRD.

        C       (input/output) REAL array, dimension (LDC,N)
                On entry, the M-by-N matrix C.
                On exit, C is overwritten by Q*C or Q**T * C or C * Q**T or C*Q.

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

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

        LWORK   (input) INTEGER
                The dimension of the array WORK.
                If SIDE = 'L', LWORK >= max(1,N);
                if SIDE = 'R', LWORK >= max(1,M).
                For optimum performance LWORK >= N*NB if SIDE = 'L', and
                LWORK >= M*NB if SIDE = 'R', where NB is the optimal
                blocksize.

                If LWORK = -1, then a workspace query is assumed; the routine
                only calculates the optimal size of the WORK array, returns
                this value as the first entry of the WORK array, and no error
                message related to LWORK is issued.

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

    float c_one = MAGMA_S_ONE;

    char side_[2]  = {side, 0};
    char uplo_[2]  = {uplo, 0};
    char trans_[2] = {trans, 0};
    magma_int_t  i__2;
    magma_int_t i1, i2, nb, mi, ni, nq, nw;
    int left, upper, lquery;
    magma_int_t iinfo;
    magma_int_t lwkopt;

    *info = 0;
    left   = lapackf77_lsame(side_, "L");
    upper  = lapackf77_lsame(uplo_, "U");
    lquery = lwork == -1;

    /* NQ is the order of Q and NW is the minimum dimension of WORK */
    if (left) {
        nq = m;
        nw = n;
    } else {
        nq = n;
        nw = m;
    }
    if (! left && ! lapackf77_lsame(side_, "R")) {
        *info = -1;
    } else if (! upper && ! lapackf77_lsame(uplo_, "L")) {
        *info = -2;
    } else if (! lapackf77_lsame(trans_, "N") &&
               ! lapackf77_lsame(trans_, "C")) {
        *info = -3;
    } else if (m < 0) {
        *info = -4;
    } else if (n < 0) {
        *info = -5;
    } else if (lda < max(1,nq)) {
        *info = -7;
    } else if (ldc < max(1,m)) {
        *info = -10;
    } else if (lwork < max(1,nw) && ! lquery) {
        *info = -12;
    }

    nb = 32;
    lwkopt = max(1,nw) * nb;
    if (*info == 0) {
        MAGMA_S_SET2REAL( work[0], lwkopt );
    }

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

    /* Quick return if possible */
    if (m == 0 || n == 0 || nq == 1) {
        work[0] = c_one;
        return *info;
    }

    if (left) {
        mi = m - 1;
        ni = n;
    } else {
        mi = m;
        ni = n - 1;
    }

    if (upper)
    {
        /* Q was determined by a call to SSYTRD with UPLO = 'U' */
        i__2 = nq - 1;
        //lapackf77_sormql(side_, trans_, &mi, &ni, &i__2, &a[lda], &lda,
        //                 tau, c, &ldc, work, &lwork, &iinfo);
        magma_sormql(side, trans, mi, ni, i__2, &a[lda], lda, tau,
                     c, ldc, work, lwork, &iinfo);
    }
    else
    {
        /* Q was determined by a call to SSYTRD with UPLO = 'L' */
        if (left) {
            i1 = 1;
            i2 = 0;
        } else {
            i1 = 0;
            i2 = 1;
        }
        i__2 = nq - 1;
        magma_sormqr(side, trans, mi, ni, i__2, &a[1], lda, tau,
                     &c[i1 + i2 * ldc], ldc, work, lwork, &iinfo);
    }

    MAGMA_S_SET2REAL( work[0], lwkopt );

    return *info;
} /* magma_sormtr */
Beispiel #3
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing sormqr
*/
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t   gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
    float error, work[1];
    float c_neg_one = MAGMA_S_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;
    float *C, *R, *A, *W, *tau;
    magma_int_t status = 0;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    // need slightly looser bound (60*eps instead of 30*eps) for some tests
    opts.tolerance = max( 60., opts.tolerance );
    float tol = opts.tolerance * lapackf77_slamch("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];
            nb  = magma_get_sgeqrf_nb( m );
            ldc = m;
            // A is m x k (left) or n x k (right)
            mm = (side[iside] == MagmaLeft ? m : n);
            lda = mm;
            gflops = FLOPS_SORMQR( 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;
            }
            
            // need at least 2*nb*nb for geqrf
            lwork_max = max( max( m*nb, n*nb ), 2*nb*nb );
            
            TESTING_MALLOC_CPU( C,   float, ldc*n );
            TESTING_MALLOC_CPU( R,   float, ldc*n );
            TESTING_MALLOC_CPU( A,   float, lda*k );
            TESTING_MALLOC_CPU( W,   float, lwork_max );
            TESTING_MALLOC_CPU( tau, float, k );
            
            // C is full, m x n
            size = ldc*n;
            lapackf77_slarnv( &ione, ISEED, &size, C );
            lapackf77_slacpy( "Full", &m, &n, C, &ldc, R, &ldc );
            
            size = lda*k;
            lapackf77_slarnv( &ione, ISEED, &size, A );
            
            // compute QR factorization to get Householder vectors in A, tau
            magma_sgeqrf( mm, k, A, lda, tau, W, lwork_max, &info );
            if (info != 0)
                printf("magma_sgeqrf returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            cpu_time = magma_wtime();
            lapackf77_sormqr( lapack_side_const( side[iside] ), lapack_trans_const( trans[itran] ),
                              &m, &n, &k,
                              A, &lda, tau, C, &ldc, W, &lwork_max, &info );
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gflops / cpu_time;
            if (info != 0)
                printf("lapackf77_sormqr returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            // query for workspace size
            lwork = -1;
            magma_sormqr( side[iside], trans[itran],
                          m, n, k,
                          A, lda, tau, R, ldc, W, lwork, &info );
            if (info != 0)
                printf("magma_sormqr (lwork query) returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            lwork = (magma_int_t) MAGMA_S_REAL( W[0] );
            if ( lwork < 0 || lwork > lwork_max ) {
                printf("optimal lwork %d > lwork_max %d\n", (int) lwork, (int) lwork_max );
                lwork = lwork_max;
            }
            
            gpu_time = magma_wtime();
            magma_sormqr( side[iside], trans[itran],
                          m, n, k,
                          A, lda, tau, R, ldc, W, lwork, &info );
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0)
                printf("magma_sormqr returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
                        
            /* =====================================================================
               compute relative error |QC_magma - QC_lapack| / |QC_lapack|
               =================================================================== */
            error = lapackf77_slange( "Fro", &m, &n, C, &ldc, work );
            size = ldc*n;
            blasf77_saxpy( &size, &c_neg_one, C, &ione, R, &ione );
            error = lapackf77_slange( "Fro", &m, &n, R, &ldc, work ) / error;
            
            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( W );
            TESTING_FREE_CPU( tau );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
      }}  // end iside, itran
      printf( "\n" );
    }
    
    TESTING_FINALIZE();
    return status;
}
Beispiel #4
0
/***************************************************************************//**
    Purpose
    -------
    SORMBR multiplies by Q or P as part of the SVD decomposition.
    
    If VECT = MagmaQ, SORMBR overwrites the general real M-by-N matrix C with
                                 SIDE = MagmaLeft     SIDE = MagmaRight
    TRANS = MagmaNoTrans:        Q*C                  C*Q
    TRANS = MagmaTrans:     Q**H*C               C*Q**H
    
    If VECT = MagmaP, SORMBR overwrites the general real M-by-N matrix C with
                                 SIDE = MagmaLeft     SIDE = MagmaRight
    TRANS = MagmaNoTrans:        P*C                  C*P
    TRANS = MagmaTrans:     P**H*C               C*P**H
    
    Here Q and P**H are the orthogonal matrices determined by SGEBRD when
    reducing A real matrix A to bidiagonal form: A = Q*B * P**H. Q
    and P**H are defined as products of elementary reflectors H(i) and
    G(i) respectively.
    
    Let nq = m if SIDE = MagmaLeft and nq = n if SIDE = MagmaRight. Thus nq is the
    order of the orthogonal matrix Q or P**H that is applied.
    
    If VECT = MagmaQ, A is assumed to have been an NQ-by-K matrix:
    if nq >= k, Q = H(1) H(2) . . . H(k);
    if nq <  k, Q = H(1) H(2) . . . H(nq-1).
    
    If VECT = MagmaP, A is assumed to have been A K-by-NQ matrix:
    if k <  nq, P = G(1) G(2) . . . G(k);
    if k >= nq, P = G(1) G(2) . . . G(nq-1).
    
    Arguments
    ---------
    @param[in]
    vect    magma_vect_t
      -     = MagmaQ: apply Q or Q**H;
      -     = MagmaP: apply P or P**H.
    
    @param[in]
    side    magma_side_t
      -     = MagmaLeft:  apply Q, Q**H, P or P**H from the Left;
      -     = MagmaRight: apply Q, Q**H, P or P**H from the Right.
    
    @param[in]
    trans   magma_trans_t
      -     = MagmaNoTrans:    No transpose, apply Q or P;
      -     = MagmaTrans: Conjugate transpose, apply Q**H or P**H.
    
    @param[in]
    m       INTEGER
            The number of rows of the matrix C. M >= 0.
    
    @param[in]
    n       INTEGER
            The number of columns of the matrix C. N >= 0.
    
    @param[in]
    k       INTEGER
            If VECT = MagmaQ, the number of columns in the original
            matrix reduced by SGEBRD.
            If VECT = MagmaP, the number of rows in the original
            matrix reduced by SGEBRD.
            K >= 0.
    
    @param[in]
    A       REAL array, dimension
                                  (LDA,min(nq,K)) if VECT = MagmaQ
                                  (LDA,nq)        if VECT = MagmaP
            The vectors which define the elementary reflectors H(i) and
            G(i), whose products determine the matrices Q and P, as
            returned by SGEBRD.
    
    @param[in]
    lda     INTEGER
            The leading dimension of the array A.
            If VECT = MagmaQ, LDA >= max(1,nq);
            if VECT = MagmaP, LDA >= max(1,min(nq,K)).
    
    @param[in]
    tau     REAL array, dimension (min(nq,K))
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i) or G(i) which determines Q or P, as returned
            by SGEBRD in the array argument TAUQ or TAUP.
    
    @param[in,out]
    C       REAL array, dimension (LDC,N)
            On entry, the M-by-N matrix C.
            On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q
            or P*C or P**H*C or C*P or C*P**H.
    
    @param[in]
    ldc     INTEGER
            The leading dimension of the array C. LDC >= max(1,M).
    
    @param[out]
    work    (workspace) REAL array, dimension (MAX(1,LWORK))
            On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
    
    @param[in]
    lwork   INTEGER
            The dimension of the array WORK.
            If SIDE = MagmaLeft,  LWORK >= max(1,N);
            if SIDE = MagmaRight, LWORK >= max(1,M);
            if N = 0 or M = 0, LWORK >= 1.
            For optimum performance
            if SIDE = MagmaLeft,  LWORK >= max(1,N*NB);
            if SIDE = MagmaRight, LWORK >= max(1,M*NB),
            where NB is the optimal blocksize. (NB = 0 if M = 0 or N = 0.)
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the WORK array, returns
            this value as the first entry of the WORK array, and no error
            message related to LWORK is issued by XERBLA.
    
    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
    

    @ingroup magma_unmbr
*******************************************************************************/
extern "C" magma_int_t
magma_sormbr(
    magma_vect_t vect, magma_side_t side, magma_trans_t trans,
    magma_int_t m, magma_int_t n, magma_int_t k,
    float *A, magma_int_t lda,
    float *tau,
    float *C, magma_int_t ldc,
    float *work, magma_int_t lwork,
    magma_int_t *info)
{
    #define A(i,j)  (A + (i) + (j)*lda)
    #define C(i,j)  (C + (i) + (j)*ldc)
            
    magma_int_t i1, i2, nb, mi, ni, nq, nq_1, minwrk, iinfo, lwkopt;
    magma_int_t left, notran, applyq, lquery;
    magma_trans_t transt;
    
    MAGMA_UNUSED( nq_1 );  // used only in version 1

    *info = 0;
    applyq = (vect  == MagmaQ);
    left   = (side  == MagmaLeft);
    notran = (trans == MagmaNoTrans);
    lquery = (lwork == -1);

    /* NQ is the order of Q or P and MINWRK (previously "nw") is the minimum dimension of WORK */
    if (left) {
        nq = m;
        minwrk = n;
    }
    else {
        nq = n;
        minwrk = m;
    }
    if (m == 0 || n == 0) {
        minwrk = 0;
    }
    
    /* check arguments */
    if (! applyq && vect != MagmaP) {
        *info = -1;
    }
    else if (! left && side != MagmaRight) {
        *info = -2;
    }
    else if (! notran && trans != MagmaTrans) {
        *info = -3;
    }
    else if (m < 0) {
        *info = -4;
    }
    else if (n < 0) {
        *info = -5;
    }
    else if (k < 0) {
        *info = -6;
    }
    else if ( (   applyq && lda < max(1,nq)        ) ||
              ( ! applyq && lda < max(1,min(nq,k)) ) ) {
        *info = -8;
    }
    else if (ldc < max(1,m)) {
        *info = -11;
    }
    else if (lwork < max(1,minwrk) && ! lquery) {
        *info = -13;
    }

    if (*info == 0) {
        if (minwrk > 0) {
            // TODO have get_sormqr_nb and get_sormlq_nb routines? see original LAPACK sormbr.
            // TODO make them dependent on m, n, and k?
            nb = magma_get_sgebrd_nb( m, n );
            lwkopt = max(1, minwrk*nb);
        }
        else {
            lwkopt = 1;
        }
        work[0] = magma_smake_lwork( lwkopt );
    }

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

    /* Quick return if possible */
    if (m == 0 || n == 0) {
        return *info;
    }

    if (applyq) {
        /* Apply Q */
        if (nq >= k) {
            /* Q was determined by a call to SGEBRD with nq >= k */
            #if VERSION == 1
            lapackf77_sormqr( lapack_side_const(side), lapack_trans_const(trans),
                              &m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &iinfo);
            #else
            magma_sormqr( side, trans,
                          m, n, k, A, lda, tau, C, ldc, work, lwork, &iinfo);
            #endif
        }
        else if (nq > 1) {
            /* Q was determined by a call to SGEBRD with nq < k */
            if (left) {
                mi = m - 1;
                ni = n;
                i1 = 1;
                i2 = 0;
            }
            else {
                mi = m;
                ni = n - 1;
                i1 = 0;
                i2 = 1;
            }
            #if VERSION == 1
            nq_1 = nq - 1;
            lapackf77_sormqr( lapack_side_const(side), lapack_trans_const(trans),
                              &mi, &ni, &nq_1, A(1,0), &lda, tau, C(i1,i2), &ldc, work, &lwork, &iinfo);
            #else
            magma_sormqr( side, trans,
                          mi, ni, nq-1, A(1,0), lda, tau, C(i1,i2), ldc, work, lwork, &iinfo);
            #endif
        }
    }
    else {
        /* Apply P */
        if (notran) {
            transt = MagmaTrans;
        }
        else {
            transt = MagmaNoTrans;
        }
        if (nq > k) {
            /* P was determined by a call to SGEBRD with nq > k */
            #if VERSION == 1
            lapackf77_sormlq( lapack_side_const(side), lapack_trans_const(transt),
                              &m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &iinfo);
            #else
            magma_sormlq( side, transt,
                          m, n, k, A, lda, tau, C, ldc, work, lwork, &iinfo);
            #endif
        }
        else if (nq > 1) {
            /* P was determined by a call to SGEBRD with nq <= k */
            if (left) {
                mi = m - 1;
                ni = n;
                i1 = 1;
                i2 = 0;
            }
            else {
                mi = m;
                ni = n - 1;
                i1 = 0;
                i2 = 1;
            }
            #if VERSION == 1
            nq_1 = nq - 1;
            lapackf77_sormlq( lapack_side_const(side), lapack_trans_const(transt),
                              &mi, &ni, &nq_1, A(0,1), &lda, tau, C(i1,i2), &ldc, work, &lwork, &iinfo);
            #else
            magma_sormlq( side, transt,
                          mi, ni, nq-1, A(0,1), lda, tau, C(i1,i2), ldc, work, lwork, &iinfo);
            #endif
        }
    }
    work[0] = magma_smake_lwork( lwkopt );
    return *info;
} /* magma_sormbr */