/**
Purpose
-------
CPOTRF computes the Cholesky factorization of a complex Hermitian
positive definite matrix dA.
The factorization has the form
dA = U**H * U, if UPLO = MagmaUpper, or
dA = L * L**H, if UPLO = MagmaLower,
where U is an upper triangular matrix and L is lower triangular.
This is the block version of the algorithm, calling Level 3 BLAS.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of dA is stored;
- = MagmaLower: Lower triangle of dA is stored.
@param[in]
n INTEGER
The order of the matrix dA. N >= 0.
@param[in,out]
d_lA COMPLEX array of pointers on the GPU, dimension (ngpu)
On entry, the Hermitian matrix dA distributed over GPUs
(d_lA[d] points to the local matrix on the d-th GPU).
It is distributed in 1D block column or row cyclic (with the
block size of nb) if UPLO = MagmaUpper or MagmaLower, respectively.
If UPLO = MagmaUpper, the leading N-by-N upper triangular
part of dA contains the upper triangular part of the matrix dA,
and the strictly lower triangular part of dA is not referenced.
If UPLO = MagmaLower, the leading N-by-N lower triangular part
of dA contains the lower triangular part of the matrix dA, and
the strictly upper triangular part of dA is not referenced.
\n
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization dA = U**H * U or dA = L * L**H.
@param[in]
ldda INTEGER
The leading dimension of the array d_lA. LDDA >= max(1,N).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
@ingroup magma_cposv_comp
********************************************************************/
extern "C" magma_int_t
magma_cpotrf_mgpu(
magma_int_t ngpu,
magma_uplo_t uplo, magma_int_t n,
magmaFloatComplex_ptr d_lA[], magma_int_t ldda,
magma_int_t *info)
{
magma_int_t j, nb, d, lddp, h;
const char* uplo_ = lapack_uplo_const( uplo );
magmaFloatComplex *work;
bool upper = (uplo == MagmaUpper);
magmaFloatComplex *dwork[MagmaMaxGPUs];
magma_queue_t queues[MagmaMaxGPUs][3];
magma_event_t event[MagmaMaxGPUs][5];
*info = 0;
nb = magma_get_cpotrf_nb(n);
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (!upper) {
lddp = nb*(n/(nb*ngpu));
if ( n%(nb*ngpu) != 0 ) lddp += min(nb, n-ngpu*lddp);
if ( ldda < lddp ) *info = -4;
} else if ( ldda < n ) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
if (ngpu == 1 && ((nb <= 1) || (nb >= n)) ) {
/* Use unblocked code. */
magma_setdevice(0);
magma_queue_create( 0, &queues[0][0] );
if (MAGMA_SUCCESS != magma_cmalloc_pinned( &work, n*nb )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_cgetmatrix( n, n, d_lA[0], ldda, work, n, queues[0][0] );
lapackf77_cpotrf(uplo_, &n, work, &n, info);
magma_csetmatrix( n, n, work, n, d_lA[0], ldda, queues[0][0] );
magma_free_pinned( work );
magma_queue_destroy( queues[0][0] );
}
else {
lddp = magma_roundup( n, nb );
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
if (MAGMA_SUCCESS != magma_cmalloc( &dwork[d], ngpu*nb*lddp )) {
for( j=0; j < d; j++ ) {
magma_setdevice(j);
magma_free( dwork[j] );
}
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
for( j=0; j < 3; j++ ) {
magma_queue_create( d, &queues[d][j] );
}
for( j=0; j < 5; j++ ) {
magma_event_create( &event[d][j] );
}
}
magma_setdevice(0);
h = 1; //ngpu; //magma_ceildiv( n, nb );
if (MAGMA_SUCCESS != magma_cmalloc_pinned( &work, n*nb*h )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
if (upper) {
/* with three queues */
magma_cpotrf3_mgpu(ngpu, uplo, n, n, 0, 0, nb, d_lA, ldda, dwork, lddp, work, n,
h, queues, event, info);
} else {
/* with three queues */
magma_cpotrf3_mgpu(ngpu, uplo, n, n, 0, 0, nb, d_lA, ldda, dwork, lddp, work, nb*h,
h, queues, event, info);
}
/* clean up */
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
for( j=0; j < 3; j++ ) {
magma_queue_sync( queues[d][j] );
magma_queue_destroy( queues[d][j] );
}
for( j=0; j < 5; j++ )
magma_event_destroy( event[d][j] );
magma_free( dwork[d] );
}
magma_free_pinned( work );
} /* end of not lapack */
magma_setdevice( orig_dev );
return *info;
} /* magma_cpotrf_mgpu */
/**
Purpose
-------
SPOTRF computes the Cholesky factorization of a real symmetric
positive definite matrix A. This version does not require work
space on the GPU passed as input. GPU memory is allocated in the
routine.
The factorization has the form
A = U**H * U, if uplo = MagmaUpper, or
A = L * L**H, if uplo = MagmaLower,
where U is an upper triangular matrix and L is lower triangular.
This is the block version of the algorithm, calling Level 3 BLAS.
If the current stream is NULL, this version replaces it with a new
stream to overlap computation with communication.
Arguments
---------
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If uplo = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If uplo = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization A = U**H * U or A = L * L**H.
\n
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
- > 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
@ingroup magma_sposv_comp
********************************************************************/
extern "C" magma_int_t
magma_spotrf(
magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
magma_int_t *info)
{
#define A(i_, j_) (A + (j_)*lda + (i_))
#define dA(i_, j_) (dA + (j_)*ldda + (i_))
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t ldda, nb;
magma_int_t j, jb;
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
magmaFloat_ptr dA;
float d_one = 1.0;
float d_neg_one = -1.0;
int upper = (uplo == MagmaUpper);
*info = 0;
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
magma_int_t ngpu = magma_num_gpus();
if ( ngpu > 1 ) {
/* call multiple-GPU interface */
return magma_spotrf_m(ngpu, uplo, n, A, lda, info);
}
ldda = ((n+31)/32)*32;
if (MAGMA_SUCCESS != magma_smalloc( &dA, (n)*ldda )) {
/* alloc failed so call the non-GPU-resident version */
return magma_spotrf_m(ngpu, uplo, n, A, lda, info);
}
/* Define user stream if current stream is NULL */
magma_queue_t stream[3];
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
magma_queue_create( &stream[0] );
magma_queue_create( &stream[2] );
if (orig_stream == NULL) {
magma_queue_create( &stream[1] );
magmablasSetKernelStream(stream[1]);
}
else {
stream[1] = orig_stream;
}
nb = magma_get_spotrf_nb(n);
if (nb <= 1 || nb >= n) {
lapackf77_spotrf(uplo_, &n, A, &lda, info);
} else {
/* Use hybrid blocked code. */
if (upper) {
/* Compute the Cholesky factorization A = U'*U. */
for (j=0; j < n; j += nb) {
/* Update and factorize the current diagonal block and test
for non-positive-definiteness. Computing MIN */
jb = min(nb, (n-j));
magma_ssetmatrix_async( jb, (n-j), A(j, j), lda, dA(j, j), ldda, stream[1]);
magma_ssyrk(MagmaUpper, MagmaConjTrans, jb, j,
d_neg_one, dA(0, j), ldda,
d_one, dA(j, j), ldda);
magma_queue_sync( stream[1] );
magma_sgetmatrix_async( jb, jb,
dA(j, j), ldda,
A(j, j), lda, stream[0] );
if ( (j+jb) < n) {
magma_sgemm(MagmaConjTrans, MagmaNoTrans,
jb, (n-j-jb), j,
c_neg_one, dA(0, j ), ldda,
dA(0, j+jb), ldda,
c_one, dA(j, j+jb), ldda);
}
magma_sgetmatrix_async( j, jb,
dA(0, j), ldda,
A (0, j), lda, stream[2] );
magma_queue_sync( stream[0] );
lapackf77_spotrf(MagmaUpperStr, &jb, A(j, j), &lda, info);
if (*info != 0) {
*info = *info + j;
break;
}
magma_ssetmatrix_async( jb, jb,
A(j, j), lda,
dA(j, j), ldda, stream[0] );
magma_queue_sync( stream[0] );
if ( (j+jb) < n ) {
magma_strsm(MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
jb, (n-j-jb),
c_one, dA(j, j ), ldda,
dA(j, j+jb), ldda);
}
}
}
else {
//=========================================================
// Compute the Cholesky factorization A = L*L'.
for (j=0; j < n; j += nb) {
// Update and factorize the current diagonal block and test
// for non-positive-definiteness. Computing MIN
jb = min(nb, (n-j));
magma_ssetmatrix_async( (n-j), jb, A(j, j), lda, dA(j, j), ldda, stream[1]);
magma_ssyrk(MagmaLower, MagmaNoTrans, jb, j,
d_neg_one, dA(j, 0), ldda,
d_one, dA(j, j), ldda);
magma_queue_sync( stream[1] );
magma_sgetmatrix_async( jb, jb,
dA(j,j), ldda,
A(j,j), lda, stream[0] );
if ( (j+jb) < n) {
magma_sgemm( MagmaNoTrans, MagmaConjTrans,
(n-j-jb), jb, j,
c_neg_one, dA(j+jb, 0), ldda,
dA(j, 0), ldda,
c_one, dA(j+jb, j), ldda);
}
magma_sgetmatrix_async( jb, j,
dA(j, 0), ldda,
A(j, 0), lda, stream[2] );
magma_queue_sync( stream[0] );
lapackf77_spotrf(MagmaLowerStr, &jb, A(j, j), &lda, info);
if (*info != 0) {
*info = *info + j;
break;
}
magma_ssetmatrix_async( jb, jb,
A(j, j), lda,
dA(j, j), ldda, stream[0] );
magma_queue_sync( stream[0] );
if ( (j+jb) < n) {
magma_strsm(MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
(n-j-jb), jb,
c_one, dA(j, j), ldda,
dA(j+jb, j), ldda);
}
}
}
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[2] );
if (orig_stream == NULL) {
magma_queue_destroy( stream[1] );
}
magmablasSetKernelStream( orig_stream );
magma_free( dA );
return *info;
} /* magma_spotrf */
extern "C" magma_int_t
magma_zlauum(char uplo, magma_int_t n,
cuDoubleComplex *a, magma_int_t lda, magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
November 2012
Purpose
=======
ZLAUUM computes the product U * U' or L' * L, where the triangular
factor U or L is stored in the upper or lower triangular part of
the array A.
If UPLO = 'U' or 'u' then the upper triangle of the result is stored,
overwriting the factor U in A.
If UPLO = 'L' or 'l' then the lower triangle of the result is stored,
overwriting the factor L in A.
This is the blocked form of the algorithm, calling Level 3 BLAS.
Arguments
=========
UPLO (input) CHARACTER*1
Specifies whether the triangular factor stored in the array A
is upper or lower triangular:
= 'U': Upper triangular
= 'L': Lower triangular
N (input) INTEGER
The order of the triangular factor U or L. N >= 0.
A (input/output) COPLEX_16 array, dimension (LDA,N)
On entry, the triangular factor U or L.
On exit, if UPLO = 'U', the upper triangle of A is
overwritten with the upper triangle of the product U * U';
if UPLO = 'L', the lower triangle of A is overwritten with
the lower triangle of the product L' * L.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
===================================================================== */
/* Local variables */
char uplo_[2] = {uplo, 0};
magma_int_t ldda, nb;
magma_int_t i, ib;
cuDoubleComplex c_one = MAGMA_Z_ONE;
double d_one = MAGMA_D_ONE;
cuDoubleComplex *work;
int upper = lapackf77_lsame(uplo_, "U");
*info = 0;
if ((! upper) && (! lapackf77_lsame(uplo_, "L")))
*info = -1;
else if (n < 0)
*info = -2;
else if (lda < max(1,n))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
ldda = ((n+31)/32)*32;
if (MAGMA_SUCCESS != magma_zmalloc( &work, (n)*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
cudaStream_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
nb = magma_get_zpotrf_nb(n);
if (nb <= 1 || nb >= n)
lapackf77_zlauum(uplo_, &n, a, &lda, info);
else
{
if (upper)
{
/* Compute the product U * U'. */
for (i=0; i<n; i=i+nb)
{
ib=min(nb,n-i);
//cublasSetMatrix(ib, (n-i), sizeof(cuDoubleComplex), A(i, i), lda, dA(i, i), ldda);
magma_zsetmatrix_async( ib, ib,
A(i,i), lda,
dA(i, i), ldda, stream[1] );
magma_zsetmatrix_async( ib, (n-i-ib),
A(i,i+ib), lda,
dA(i,i+ib), ldda, stream[0] );
magma_queue_sync( stream[1] );
magma_ztrmm( MagmaRight, MagmaUpper,
MagmaConjTrans, MagmaNonUnit, i, ib,
c_one, dA(i,i), ldda, dA(0, i),ldda);
lapackf77_zlauum(MagmaUpperStr, &ib, A(i,i), &lda, info);
magma_zsetmatrix_async( ib, ib,
A(i, i), lda,
dA(i, i), ldda, stream[0] );
if (i+ib < n)
{
magma_zgemm( MagmaNoTrans, MagmaConjTrans,
i, ib, (n-i-ib), c_one, dA(0,i+ib),
ldda, dA(i, i+ib),ldda, c_one,
dA(0,i), ldda);
magma_queue_sync( stream[0] );
magma_zherk( MagmaUpper, MagmaNoTrans, ib,(n-i-ib),
d_one, dA(i, i+ib), ldda,
d_one, dA(i, i), ldda);
}
magma_zgetmatrix( i+ib, ib,
dA(0, i), ldda,
A(0, i), lda );
}
}
else
{
/* Compute the product L' * L. */
for(i=0; i<n; i=i+nb)
{
ib=min(nb,n-i);
//cublasSetMatrix((n-i), ib, sizeof(cuDoubleComplex),
// A(i, i), lda, dA(i, i), ldda);
magma_zsetmatrix_async( ib, ib,
A(i,i), lda,
dA(i, i), ldda, stream[1] );
magma_zsetmatrix_async( (n-i-ib), ib,
A(i+ib, i), lda,
dA(i+ib, i), ldda, stream[0] );
magma_queue_sync( stream[1] );
magma_ztrmm( MagmaLeft, MagmaLower,
MagmaConjTrans, MagmaNonUnit, ib,
i, c_one, dA(i,i), ldda,
dA(i, 0),ldda);
lapackf77_zlauum(MagmaLowerStr, &ib, A(i,i), &lda, info);
//cublasSetMatrix(ib, ib, sizeof(cuDoubleComplex),
// A(i, i), lda, dA(i, i), ldda);
magma_zsetmatrix_async( ib, ib,
A(i, i), lda,
dA(i, i), ldda, stream[0] );
if (i+ib < n)
{
magma_zgemm(MagmaConjTrans, MagmaNoTrans,
ib, i, (n-i-ib), c_one, dA( i+ib,i),
ldda, dA(i+ib, 0),ldda, c_one,
dA(i,0), ldda);
magma_queue_sync( stream[0] );
magma_zherk(MagmaLower, MagmaConjTrans, ib, (n-i-ib),
d_one, dA(i+ib, i), ldda,
d_one, dA(i, i), ldda);
}
magma_zgetmatrix( ib, i+ib,
dA(i, 0), ldda,
A(i, 0), lda );
}
}
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free( work );
return *info;
}
extern "C" magma_int_t
magma_cgetrf_m(magma_int_t num_gpus0, magma_int_t m, magma_int_t n, magmaFloatComplex *a, magma_int_t lda,
magma_int_t *ipiv, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
CGETRF_m computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges. This version does not
require work space on the GPU passed as input. GPU memory is allocated
in the routine. The matrix may not fit entirely in the GPU memory.
The factorization has the form
A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the right-looking Level 3 BLAS version of the algorithm.
Note: The factorization of big panel is done calling multiple-gpu-interface.
Pivots are applied on GPU within the big panel.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) COMPLEX array, dimension (LDA,N)
On entry, the M-by-N matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
IPIV (output) INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
> 0: if INFO = i, U(i,i) is exactly zero. The factorization
has been completed, but the factor U is exactly
singular, and division by zero will occur if it is used
to solve a system of equations.
===================================================================== */
#define A(i,j) (a + (j)*lda + (i))
#define inAT(d,i,j) (dAT[d] + (i)*nb*ldn_local + (j)*nb)
#define inPT(d,i,j) (dPT[d] + (i)*nb*nb + (j)*nb*maxm)
//#define PROFILE
#ifdef PROFILE
float flops, time_rmajor = 0, time_rmajor2 = 0, time_rmajor3 = 0, time_mem = 0;
magma_timestr_t start, start1, start2, end1, end, start0 = get_current_time();
#endif
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magmaFloatComplex *dAT[MagmaMaxGPUs], *dA[MagmaMaxGPUs], *dPT[MagmaMaxGPUs];
magma_int_t iinfo = 0, nb, nbi, maxm, n_local[MagmaMaxGPUs], ldn_local;
magma_int_t N, M, NB, NBk, I, d, num_gpus;
magma_int_t ii, jj, h, offset, ib, rows, s;
magma_queue_t stream[MagmaMaxGPUs][2];
magma_event_t event[MagmaMaxGPUs][2];
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0)
*info = -2;
else if (lda < max(1,m))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
/* initialize nb */
nb = magma_get_cgetrf_nb(m);
maxm = ((m + 31)/32)*32;
/* figure out NB */
size_t freeMem, totalMem;
cudaMemGetInfo( &freeMem, &totalMem );
freeMem /= sizeof(magmaFloatComplex);
/* number of columns in the big panel */
h = 1+(2+num_gpus0);
NB = (magma_int_t)(0.8*freeMem/maxm-h*nb);
char * ngr_nb_char = getenv("MAGMA_NGR_NB");
if( ngr_nb_char != NULL ) NB = max( nb, min( NB, atoi(ngr_nb_char) ) );
//NB = 5*max(nb,32);
if( num_gpus0 > ceil((float)NB/nb) ) {
num_gpus = (int)ceil((float)NB/nb);
h = 1+(2+num_gpus);
NB = (magma_int_t)(0.8*freeMem/maxm-h*nb);
} else {
num_gpus = num_gpus0;
}
if( num_gpus*NB >= n ) {
#ifdef CHECK_CGETRF_OOC
printf( " * still fit in GPU memory.\n" );
#endif
NB = n;
} else {
#ifdef CHECK_CGETRF_OOC
printf( " * don't fit in GPU memory.\n" );
#endif
NB = num_gpus*NB;
NB = max(nb,(NB / nb) * nb); /* making sure it's devisable by nb (x64) */
}
#ifdef CHECK_CGETRF_OOC
if( NB != n ) printf( " * running in out-core mode (n=%d, NB=%d, nb=%d, freeMem=%.2e).\n",n,NB,nb,(float)freeMem );
else printf( " * running in in-core mode (n=%d, NB=%d, nb=%d, freeMem=%.2e).\n",n,NB,nb,(float)freeMem );
#endif
if ( (nb <= 1) || (nb >= min(m,n)) ) {
/* Use CPU code for scalar of one tile. */
lapackf77_cgetrf(&m, &n, a, &lda, ipiv, info);
} else {
/* Use hybrid blocked code. */
/* allocate memory on GPU to store the big panel */
#ifdef PROFILE
start = get_current_time();
#endif
n_local[0] = (NB/nb)/num_gpus;
if( NB%(nb*num_gpus) != 0 ) n_local[0] ++;
n_local[0] *= nb;
ldn_local = ((n_local[0]+31)/32)*32;
for( d=0; d<num_gpus; d++ ) {
magma_setdevice(d);
if (MAGMA_SUCCESS != magma_cmalloc( &dA[d], (ldn_local+h*nb)*maxm )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dPT[d] = dA[d] + nb*maxm; /* for storing the previous panel from CPU */
dAT[d] = dA[d] + h*nb*maxm; /* for storing the big panel */
magma_queue_create( &stream[d][0] );
magma_queue_create( &stream[d][1] );
magma_event_create( &event[d][0] );
magma_event_create( &event[d][1] );
}
//magma_setdevice(0);
#ifdef PROFILE
end = get_current_time();
printf( " memory-allocation time: %e\n",GetTimerValue(start, end)/1000.0 );
start = get_current_time();
#endif
for( I=0; I<n; I+=NB ) {
M = m;
N = min( NB, n-I ); /* number of columns in this big panel */
s = min(max(m-I,0),N)/nb; /* number of small block-columns in this big panel */
maxm = ((M + 31)/32)*32;
if( num_gpus0 > ceil((float)N/nb) ) {
num_gpus = (int)ceil((float)N/nb);
} else {
num_gpus = num_gpus0;
}
for( d=0; d<num_gpus; d++ ) {
n_local[d] = ((N/nb)/num_gpus)*nb;
if (d < (N/nb)%num_gpus)
n_local[d] += nb;
else if (d == (N/nb)%num_gpus)
n_local[d] += N%nb;
}
ldn_local = ((n_local[0]+31)/32)*32;
#ifdef PROFILE
start2 = get_current_time();
#endif
/* upload the next big panel into GPU, transpose (A->A'), and pivot it */
magmablas_csetmatrix_transpose_mgpu(num_gpus, stream, A(0,I), lda,
dAT, ldn_local, dA, maxm, M, N, nb);
for( d=0; d<num_gpus; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
magma_queue_sync( stream[d][1] );
magmablasSetKernelStream(NULL);
}
#ifdef PROFILE
start1 = get_current_time();
#endif
/* == --------------------------------------------------------------- == */
/* == loop around the previous big-panels to update the new big-panel == */
for( offset = 0; offset<min(m,I); offset+=NB )
{
NBk = min( m-offset, NB );
/* start sending the first tile from the previous big-panels to gpus */
for( d=0; d<num_gpus; d++ ) {
magma_setdevice(d);
nbi = min( nb, NBk );
magma_csetmatrix_async( (M-offset), nbi,
A(offset,offset), lda,
dA[d], (maxm-offset), stream[d][0] );
/* make sure the previous update finished */
magmablasSetKernelStream(stream[d][0]);
//magma_queue_sync( stream[d][1] );
magma_queue_wait_event( stream[d][0], event[d][0] );
/* transpose */
magmablas_ctranspose2( inPT(d,0,0), nb, dA[d], maxm-offset, M-offset, nbi);
}
/* applying the pivot from the previous big-panel */
for( d=0; d<num_gpus; d++ ) {
magma_setdevice(d);
magmablasSetKernelStream(stream[d][1]);
magmablas_cpermute_long3( inAT(d,0,0), ldn_local, ipiv, NBk, offset );
}
/* == going through each block-column of previous big-panels == */
for( jj=0, ib=offset/nb; jj<NBk; jj+=nb, ib++ )
{
ii = offset+jj;
rows = maxm - ii;
nbi = min( nb, NBk-jj );
for( d=0; d<num_gpus; d++ ) {
magma_setdevice(d);
/* wait for a block-column on GPU */
magma_queue_sync( stream[d][0] );
/* start sending next column */
if( jj+nb < NBk ) {
magma_csetmatrix_async( (M-ii-nb), min(nb,NBk-jj-nb),
A(ii+nb,ii+nb), lda,
dA[d], (rows-nb), stream[d][0] );
/* make sure the previous update finished */
magmablasSetKernelStream(stream[d][0]);
//magma_queue_sync( stream[d][1] );
magma_queue_wait_event( stream[d][0], event[d][(1+jj/nb)%2] );
/* transpose next column */
magmablas_ctranspose2( inPT(d,0,(1+jj/nb)%2), nb, dA[d], rows-nb, M-ii-nb, nb);
}
/* update with the block column */
magmablasSetKernelStream(stream[d][1]);
magma_ctrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
n_local[d], nbi, c_one, inPT(d,0,(jj/nb)%2), nb, inAT(d,ib,0), ldn_local );
if( M > ii+nb ) {
magma_cgemm( MagmaNoTrans, MagmaNoTrans,
n_local[d], M-(ii+nb), nbi, c_neg_one, inAT(d,ib,0), ldn_local,
inPT(d,1,(jj/nb)%2), nb, c_one, inAT(d,ib+1,0), ldn_local );
}
magma_event_record( event[d][(jj/nb)%2], stream[d][1] );
} /* end of for each block-columns in a big-panel */
}
} /* end of for each previous big-panels */
for( d=0; d<num_gpus; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
magma_queue_sync( stream[d][1] );
magmablasSetKernelStream(NULL);
}
/* calling magma-gpu interface to panel-factorize the big panel */
if( M > I ) {
//magma_cgetrf1_mgpu(num_gpus, M-I, N, nb, I, dAT, ldn_local, ipiv+I, dA, &a[I*lda], lda,
// (magma_queue_t **)stream, &iinfo);
magma_cgetrf2_mgpu(num_gpus, M-I, N, nb, I, dAT, ldn_local, ipiv+I, dA, A(0,I), lda,
stream, &iinfo);
if( iinfo < 0 ) {
*info = iinfo;
break;
} else if( iinfo != 0 ) {
*info = iinfo + I * NB;
//break;
}
/* adjust pivots */
for( ii=I; ii<min(I+N,m); ii++ )
ipiv[ii] += I;
}
#ifdef PROFILE
end1 = get_current_time();
time_rmajor += GetTimerValue(start1, end1);
time_rmajor3 += GetTimerValue(start2, end1);
time_mem += (GetTimerValue(start2, end1)-GetTimerValue(start1, end1))/1000.0;
#endif
/* download the current big panel to CPU */
magmablas_cgetmatrix_transpose_mgpu(num_gpus, stream, dAT, ldn_local, A(0,I), lda, dA, maxm, M, N, nb);
for( d=0; d<num_gpus; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
magma_queue_sync( stream[d][1] );
magmablasSetKernelStream(NULL);
}
#ifdef PROFILE
end1 = get_current_time();
time_rmajor2 += GetTimerValue(start1, end1);
#endif
} /* end of for */
#ifdef PROFILE
end = get_current_time();
flops = FLOPS_CGETRF( m, n ) / 1000000;
printf(" NB=%d nb=%d\n",NB,nb);
printf(" memcopy and transpose %e seconds\n",time_mem );
printf(" total time %e seconds\n",GetTimerValue(start0,end)/1000.0);
printf(" Performance %f GFlop/s, %f seconds without htod and dtoh\n", flops / time_rmajor, time_rmajor /1000.0);
printf(" Performance %f GFlop/s, %f seconds with htod\n", flops / time_rmajor3, time_rmajor3/1000.0);
printf(" Performance %f GFlop/s, %f seconds with dtoh\n", flops / time_rmajor2, time_rmajor2/1000.0);
printf(" Performance %f GFlop/s, %f seconds without memory-allocation\n", flops / GetTimerValue(start, end), GetTimerValue(start,end)/1000.0);
#endif
for( d=0; d<num_gpus0; d++ ) {
magma_setdevice(d);
magma_free( dA[d] );
magma_event_destroy( event[d][0] );
magma_event_destroy( event[d][1] );
magma_queue_destroy( stream[d][0] );
magma_queue_destroy( stream[d][1] );
magmablasSetKernelStream(NULL);
}
magma_setdevice(0);
}
if( *info >= 0 ) magma_cgetrf_piv(m, n, NB, a, lda, ipiv, info);
return *info;
} /* magma_cgetrf_m */
void magmablas_ssyr2k_mgpu2(
magma_uplo_t uplo, magma_trans_t trans, magma_int_t n, magma_int_t k,
float alpha,
magmaFloat_ptr dA[], magma_int_t ldda, magma_int_t a_offset,
magmaFloat_ptr dB[], magma_int_t lddb, magma_int_t b_offset,
float beta,
magmaFloat_ptr dC[], magma_int_t lddc, magma_int_t c_offset,
magma_int_t ngpu, magma_int_t nb, magma_queue_t queues[][20], magma_int_t nqueue )
{
#define dA(dev, i, j) (dA[dev] + (i) + (j)*ldda + (a_offset) )
#define dB(dev, i, j) (dB[dev] + (i) + (j)*lddb + (b_offset) )
#define dC(dev, i, j) (dC[dev] + (i) + (j)*lddc)
/* Check arguments */
magma_int_t info = 0;
if ( uplo != MagmaLower ) {
info = -1; // upper not yet handled
} else if ( trans != MagmaNoTrans ) {
info = -2; // conj not yet handled
} else if ( n < 0 ) {
info = -3;
} else if ( k < 0 ) {
info = -4;
} else if ( ((trans == MagmaNoTrans) && ldda < max(1,n)) ||
((trans == MagmaTrans) && ldda < max(1,k)) ) {
info = -7;
} else if ( a_offset < 0 || a_offset > ldda ) {
info = -8;
} else if ( ((trans == MagmaNoTrans) && lddb < max(1,n)) ||
((trans == MagmaTrans) && lddb < max(1,k)) ) {
info = -10;
} else if ( b_offset < 0 || b_offset > lddb ) {
info = -11;
} else if ( lddc < max(1,n) ) {
info = -13;
} else if ( c_offset < 0 || c_offset > lddc ) {
info = -14;
} else if ( ngpu <= 0 ) {
info = -15;
} else if ( nb <= 0 ) {
info = -16;
} else if ( nqueue <= 0 ) {
info = -18;
}
if ( info != 0 ) {
magma_xerbla( __func__, -(info) );
return;
}
const float c_one = MAGMA_S_ONE;
float cbeta = MAGMA_S_MAKE( beta, 0. );
magma_int_t ib, ioff, iblock, idev, di, s;
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
// loop over all blocks
// Faster to have two loops: first loop does C_hat = alpha*A*B**H + beta*C
// blockoffset is offset within first block; for subsequent blocks it is 0
magma_int_t blockoffset = c_offset % nb;
for( magma_int_t i = 0; i < n; i += ib ) {
ib = min( nb-blockoffset, n-i ); // block size
ioff = i + c_offset; // global index in parent matrix
iblock = (ioff / nb) / ngpu; // local block id
idev = (ioff / nb) % ngpu; // device with this block
di = iblock*nb + blockoffset; // local index in parent matrix
magma_setdevice( idev );
s = iblock % nqueue;
// C[i:n,i] = alpha * A[i:n,0] * B[i,0]' + beta*C[i:n,i]
//printf( "sgemm n=%4d, ib=%4d, k=%4d, i=%4d\n", n-i, ib, k, i );
magma_sgemm( MagmaNoTrans, MagmaTrans, n-i, ib, k,
alpha, dA(idev,i,0), ldda,
dB(idev,i,0), lddb,
cbeta, dC(idev,ioff,di), lddc, queues[idev][s] );
blockoffset = 0;
}
// second loop does C = conj(alpha)*B*A**H + C_hat
alpha = MAGMA_S_CONJ( alpha );
blockoffset = c_offset % nb;
for( magma_int_t i = 0; i < n; i += ib ) {
ib = min( nb-blockoffset, n-i ); // block size
ioff = i + c_offset; // global index in parent matrix
iblock = (ioff / nb) / ngpu; // local block id
idev = (ioff / nb) % ngpu; // device with this block
di = iblock*nb + blockoffset; // local index in parent matrix
magma_setdevice( idev );
s = iblock % nqueue;
// C[i:n,i] += conj(alpha) * B[i:n,0] * A[i,0]'
//printf( "sgemm n=%4d, ib=%4d, k=%4d, i=%4d\n", n-i, ib, k, i );
magma_sgemm( MagmaNoTrans, MagmaTrans, n-i, ib, k,
alpha, dB(idev,i,0), lddb,
dA(idev,i,0), ldda,
c_one, dC(idev,ioff,di), lddc, queues[idev][s] );
blockoffset = 0;
}
magma_setdevice( orig_dev );
}
/**
Purpose
-------
DGETRI computes the inverse of a matrix using the LU factorization
computed by DGETRF. This method inverts U and then computes inv(A) by
solving the system inv(A)*L = inv(U) for inv(A).
Note that it is generally both faster and more accurate to use DGESV,
or DGETRF and DGETRS, to solve the system AX = B, rather than inverting
the matrix and multiplying to form X = inv(A)*B. Only in special
instances should an explicit inverse be computed with this routine.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
On entry, the factors L and U from the factorization
A = P*L*U as computed by DGETRF_GPU.
On exit, if INFO = 0, the inverse of the original matrix A.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDDA >= max(1,N).
@param[in]
ipiv INTEGER array, dimension (N)
The pivot indices from DGETRF; for 1 <= i <= N, row i of the
matrix was interchanged with row IPIV(i).
@param[out]
dwork (workspace) DOUBLE_PRECISION array on the GPU, dimension (MAX(1,LWORK))
@param[in]
lwork INTEGER
The dimension of the array DWORK. LWORK >= N*NB, where NB is
the optimal blocksize returned by magma_get_dgetri_nb(n).
\n
Unlike LAPACK, this version does not currently support a
workspace query, because the workspace is on the GPU.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
singular and its cannot be computed.
@ingroup magma_dgesv_comp
********************************************************************/
extern "C" magma_int_t
magma_dgetri_gpu( magma_int_t n, double *dA, magma_int_t ldda,
magma_int_t *ipiv, double *dwork, magma_int_t lwork,
magma_int_t *info )
{
#define dA(i, j) (dA + (i) + (j)*ldda)
#define dL(i, j) (dL + (i) + (j)*lddl)
/* Local variables */
double c_zero = MAGMA_D_ZERO;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double *dL = dwork;
magma_int_t lddl = n;
magma_int_t nb = magma_get_dgetri_nb(n);
magma_int_t j, jmax, jb, jp;
*info = 0;
if (n < 0)
*info = -1;
else if (ldda < max(1,n))
*info = -3;
else if ( lwork < n*nb )
*info = -6;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if ( n == 0 )
return *info;
/* Invert the triangular factor U */
magma_dtrtri_gpu( MagmaUpper, MagmaNonUnit, n, dA, ldda, info );
if ( *info != 0 )
return *info;
jmax = ((n-1) / nb)*nb;
for( j = jmax; j >= 0; j -= nb ) {
jb = min( nb, n-j );
// copy current block column of A to work space dL
// (only needs lower trapezoid, but we also copy upper triangle),
// then zero the strictly lower trapezoid block column of A.
magmablas_dlacpy( MagmaFull, n-j, jb,
dA(j,j), ldda,
dL(j,0), lddl );
magmablas_dlaset( MagmaLower, n-j-1, jb, c_zero, c_zero, dA(j+1,j), ldda );
// compute current block column of Ainv
// Ainv(:, j:j+jb-1)
// = ( U(:, j:j+jb-1) - Ainv(:, j+jb:n) L(j+jb:n, j:j+jb-1) )
// * L(j:j+jb-1, j:j+jb-1)^{-1}
// where L(:, j:j+jb-1) is stored in dL.
if ( j+jb < n ) {
magma_dgemm( MagmaNoTrans, MagmaNoTrans, n, jb, n-j-jb,
c_neg_one, dA(0,j+jb), ldda,
dL(j+jb,0), lddl,
c_one, dA(0,j), ldda );
}
// TODO use magmablas work interface
magma_dtrsm( MagmaRight, MagmaLower, MagmaNoTrans, MagmaUnit,
n, jb, c_one,
dL(j,0), lddl,
dA(0,j), ldda );
}
// Apply column interchanges
for( j = n-2; j >= 0; --j ) {
jp = ipiv[j] - 1;
if ( jp != j ) {
magmablas_dswap( n, dA(0,j), 1, dA(0,jp), 1 );
}
}
return *info;
}
extern "C" magma_int_t
magma_sgehrd(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
float *a, magma_int_t lda,
float *tau,
float *work, magma_int_t lwork,
float *dT,
magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
November 2012
Purpose
=======
SGEHRD reduces a REAL general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
=========
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to SGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
WORK (workspace/output) REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
dT (output) REAL array on the GPU, dimension N*NB,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices, used the the reduction.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
===================================================================== */
float c_one = MAGMA_S_ONE;
float c_zero = MAGMA_S_ZERO;
magma_int_t nb = magma_get_sgehrd_nb(n);
magma_int_t N = n, ldda = n;
magma_int_t ib;
magma_int_t nh, iws;
magma_int_t nbmin, iinfo;
magma_int_t ldwork;
magma_int_t lquery;
--tau;
*info = 0;
MAGMA_S_SET2REAL( work[0], (float) n * nb );
lquery = lwork == -1;
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
nh = ihi - ilo + 1;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
float *da;
if (MAGMA_SUCCESS != magma_smalloc( &da, N*ldda + 2*N*nb + nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
float *d_A = da;
float *d_work = da + (N+nb)*ldda;
magma_int_t i__;
float *t, *d_t;
magma_smalloc_cpu( &t, nb*nb );
if ( t == NULL ) {
magma_free( da );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
d_t = d_work + nb * ldda;
szero_nbxnb_block(nb, d_A+N*ldda, ldda);
/* Set elements 1:ILO-1 and IHI:N-1 of TAU to zero */
for (i__ = 1; i__ < ilo; ++i__)
tau[i__] = c_zero;
for (i__ = max(1,ihi); i__ < n; ++i__)
tau[i__] = c_zero;
for(i__=0; i__< nb*nb; i__+=4)
t[i__] = t[i__+1] = t[i__+2] = t[i__+3] = c_zero;
nbmin = 2;
iws = 1;
if (nb > 1 && nb < nh) {
/* Determine when to cross over from blocked to unblocked code
(last block is always handled by unblocked code) */
if (nb < nh) {
/* Determine if workspace is large enough for blocked code */
iws = n * nb;
if (lwork < iws) {
/* Not enough workspace to use optimal NB: determine the
minimum value of NB, and reduce NB or force use of
unblocked code */
nbmin = nb;
if (lwork >= n * nbmin)
nb = lwork / n;
else
nb = 1;
}
}
}
ldwork = n;
if (nb < nbmin || nb >= nh) {
/* Use unblocked code below */
i__ = ilo;
} else {
/* Use blocked code */
/* Copy the matrix to the GPU */
magma_ssetmatrix( N, N-ilo+1, a+(ilo-1)*(lda), lda, d_A, ldda );
for (i__ = ilo; i__ < ihi - nb; i__ += nb) {
/* Computing MIN */
ib = min(nb, ihi - i__);
/* Reduce columns i:i+ib-1 to Hessenberg form, returning the
matrices V and T of the block reflector H = I - V*T*V'
which performs the reduction, and also the matrix Y = A*V*T */
/* Get the current panel (no need for the 1st iteration) */
magma_sgetmatrix( ihi-i__+1, ib,
d_A + (i__ - ilo)*ldda + i__ - 1, ldda,
a + (i__ - 1 )*lda + i__ - 1, lda );
magma_slahr2(ihi, i__, ib,
d_A + (i__ - ilo)*ldda,
d_A + N*ldda + 1,
a + (i__ - 1 )*(lda) , lda,
&tau[i__], t, nb, work, ldwork);
/* Copy T from the CPU to D_T on the GPU */
d_t = dT + (i__ - ilo)*nb;
magma_ssetmatrix( nb, nb, t, nb, d_t, nb );
magma_slahru(n, ihi, i__ - 1, ib,
a + (i__ - 1 )*(lda), lda,
d_A + (i__ - ilo)*ldda,
d_A + (i__ - ilo)*ldda + i__ - 1,
d_A + N*ldda, d_t, d_work);
}
}
/* Use unblocked code to reduce the rest of the matrix */
if (!(nb < nbmin || nb >= nh))
magma_sgetmatrix( n, n-i__+1,
d_A+ (i__-ilo)*ldda, ldda,
a + (i__-1)*(lda), lda );
lapackf77_sgehd2(&n, &i__, &ihi, a, &lda, &tau[1], work, &iinfo);
MAGMA_S_SET2REAL( work[0], (float) iws );
magma_free( da );
magma_free_cpu(t);
return *info;
} /* magma_sgehrd */
/**
Purpose
-------
Solves a system of linear equations
A * X = B
where A is a general n-by-n matrix and X and B are n-by-nrhs matrices.
Random Butterfly Tranformation is applied on A and B, then
the LU decomposition with no pivoting is
used to factor A as
A = L * U,
where L is unit lower triangular, and U is
upper triangular. The factored form of A is then used to solve the
system of equations A * X = B.
Arguments
---------
@param[in]
gen magma_bool_t
- = MagmaTrue: new matrices are generated for U and V
- = MagmaFalse: matrices U and V given as parameter are used
@param[in]
n INTEGER
The order of the matrix A. n >= 0.
@param[in]
nrhs INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. nrhs >= 0.
@param[in,out]
dA REAL array, dimension (LDA,n).
On entry, the M-by-n matrix to be factored.
On exit, the factors L and U from the factorization
A = L*U; the unit diagonal elements of L are not stored.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDA >= max(1,n).
@param[in,out]
dB REAL array, dimension (LDB,nrhs)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
@param[in]
lddb INTEGER
The leading dimension of the array B. LDB >= max(1,n).
@param[in,out]
U REAL array, dimension (2,n)
Random butterfly matrix, if gen = MagmaTrue U is generated and returned as output;
else we use U given as input.
CPU memory
@param[in,out]
V REAL array, dimension (2,n)
Random butterfly matrix, if gen = MagmaTrue V is generated and returned as output;
else we use U given as input.
CPU memory
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
@ingroup magma_sgesv_comp
********************************************************************/
extern "C" magma_int_t
magma_sgerbt_gpu(
magma_bool_t gen, magma_int_t n, magma_int_t nrhs,
magmaFloat_ptr dA, magma_int_t ldda,
magmaFloat_ptr dB, magma_int_t lddb,
float *U, float *V,
magma_int_t *info)
{
/* Function Body */
*info = 0;
if ( ! (gen == MagmaTrue) &&
! (gen == MagmaFalse) ) {
*info = -1;
}
else if (n < 0) {
*info = -2;
} else if (nrhs < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
} else if (lddb < max(1,n)) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (nrhs == 0 || n == 0)
return *info;
magma_int_t n2;
n2 = n*n;
float *du, *dv;
/* Allocate memory for the buterfly matrices */
if (MAGMA_SUCCESS != magma_smalloc( &du, 2*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_smalloc( &dv, 2*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Initialize Butterfly matrix on the CPU*/
if(gen == MagmaTrue)
init_butterfly(2*n, U, V);
/* Copy the butterfly to the GPU */
magma_ssetvector( 2*n, U, 1, du, 1);
magma_ssetvector( 2*n, V, 1, dv, 1);
/* Perform Partial Random Butterfly Transformation on the GPU*/
magmablas_sprbt(n, dA, ldda, du, dv);
/* Compute U^T.b on the GPU*/
for(int i= 0; i < nrhs; i++)
magmablas_sprbt_mtv(n, du, dB+(i*lddb));
magma_free( du );
magma_free( dv );
return *info;
}
/**
Purpose
-------
ZUNMTR overwrites the general complex M-by-N matrix C with
SIDE = MagmaLeft SIDE = MagmaRight
TRANS = MagmaNoTrans: Q * C C * Q
TRANS = Magma_ConjTrans: Q**H * C C * Q**H
where Q is a complex unitary matrix of order nq, with nq = m if
SIDE = MagmaLeft and nq = n if SIDE = MagmaRight. Q is defined as the product of
nq-1 elementary reflectors, as returned by SSYTRD:
if UPLO = MagmaUpper, Q = H(nq-1) . . . H(2) H(1);
if UPLO = MagmaLower, Q = H(1) H(2) . . . H(nq-1).
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
side magma_side_t
- = MagmaLeft: apply Q or Q**H from the Left;
- = MagmaRight: apply Q or Q**H from the Right.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A contains elementary reflectors
from SSYTRD;
- = MagmaLower: Lower triangle of A contains elementary reflectors
from SSYTRD.
@param[in]
trans magma_trans_t
- = MagmaNoTrans: No transpose, apply Q;
- = Magma_ConjTrans: Conjugate transpose, apply Q**H.
@param[in]
m INTEGER
The number of rows of the matrix C. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix C. N >= 0.
@param[in]
A COMPLEX_16 array, dimension
(LDA,M) if SIDE = MagmaLeft
(LDA,N) if SIDE = MagmaRight
The vectors which define the elementary reflectors, as
returned by SSYTRD.
@param[in]
lda INTEGER
The leading dimension of the array A.
LDA >= max(1,M) if SIDE = MagmaLeft; LDA >= max(1,N) if SIDE = MagmaRight.
@param[in]
tau COMPLEX_16 array, dimension
(M-1) if SIDE = MagmaLeft
(N-1) if SIDE = MagmaRight
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by SSYTRD.
@param[in,out]
C COMPLEX_16 array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
@param[in]
ldc INTEGER
The leading dimension of the array C. LDC >= max(1,M).
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK.
If SIDE = MagmaLeft, LWORK >= max(1,N);
if SIDE = MagmaRight, LWORK >= max(1,M).
For optimum performance LWORK >= N*NB if SIDE = MagmaLeft, and
LWORK >= M*NB if SIDE = MagmaRight, where NB is the optimal
blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_zheev_comp
********************************************************************/
extern "C" magma_int_t
magma_zunmtr_m(
magma_int_t ngpu,
magma_side_t side, magma_uplo_t uplo, magma_trans_t trans,
magma_int_t m, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex *tau,
magmaDoubleComplex *C, magma_int_t ldc,
magmaDoubleComplex *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)
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t i__2;
magma_int_t i1, i2, nb, mi, ni, nq, nw;
magma_int_t iinfo;
magma_int_t lwkopt;
*info = 0;
bool left = (side == MagmaLeft);
bool upper = (uplo == MagmaUpper);
bool 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 && side != MagmaRight) {
*info = -1;
} else if (! upper && uplo != MagmaLower) {
*info = -2;
} else if (trans != MagmaNoTrans &&
trans != Magma_ConjTrans) {
*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) {
work[0] = magma_zmake_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 || 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 = MagmaUpper */
i__2 = nq - 1;
// TODO: upper case is not yet implemented for multiple GPUs -- see above
// for now use one GPU
//lapackf77_zunmql(side_, trans_, &mi, &ni, &i__2, A(0,1), &lda,
// tau, C, &ldc, work, &lwork, &iinfo);
//magma_zunmql_m(ngpu, side, trans, mi, ni, i__2, A(0,1), lda, tau,
// C, ldc, work, lwork, &iinfo);
magma_zunmql(side, trans, mi, ni, i__2, A(0,1), lda, tau,
C, ldc, work, lwork, &iinfo);
}
else {
/* Q was determined by a call to SSYTRD with UPLO = MagmaLower */
if (left) {
i1 = 1;
i2 = 0;
} else {
i1 = 0;
i2 = 1;
}
i__2 = nq - 1;
magma_zunmqr_m(ngpu, side, trans, mi, ni, i__2, A(1,0), lda, tau,
C(i1,i2), ldc, work, lwork, &iinfo);
}
work[0] = magma_zmake_lwork( lwkopt );
return *info;
} /* magma_zunmtr */
/**
Purpose
-------
CHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. It uses a two-stage algorithm for the tridiagonalization.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w REAL array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 2*N + N**2.
where LQ2 is the size needed to store the Q2 matrix
and is returned by magma_bulge_get_lq2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) REAL array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_cheev_driver
********************************************************************/
extern "C" magma_int_t
magma_cheevdx_2stage(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w,
magmaFloatComplex *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
#define A( i_,j_) (A + (i_) + (j_)*lda)
#define A2(i_,j_) (A2 + (i_) + (j_)*lda2)
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magmaFloatComplex c_one = MAGMA_C_ONE;
magma_int_t ione = 1;
magma_int_t izero = 0;
float d_one = 1.;
float d__1;
float eps;
float anrm;
magma_int_t imax;
float rmin, rmax;
float sigma;
//magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t iscale;
float safmin;
float bignum;
float smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t len;
float* dwork;
/* determine the number of threads */
magma_int_t parallel_threads = magma_get_parallel_numthreads();
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_cbulge_nb(n,parallel_threads);
magma_int_t Vblksiz = magma_cbulge_get_Vblksiz(n, nb, parallel_threads);
magma_int_t ldt = Vblksiz;
magma_int_t ldv = nb + Vblksiz;
magma_int_t blkcnt = magma_bulge_get_blkcnt(n, nb, Vblksiz);
magma_int_t lq2 = magma_cbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 2*n + n*n;
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 5*n + 3;
} else {
lwmin = lq2 + n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_C_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_C_ONE;
}
return *info;
}
timer_printf("using %d parallel_threads\n", (int) parallel_threads);
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
magma_int_t ntiles = n/nb;
if ( ( ntiles < 2 ) || ( n <= 128 ) ) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_cheevd(jobz_, uplo_, &n,
A, &lda, w,
work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
info);
*m = n;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_slamch("Safe minimum");
eps = lapackf77_slamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_ssqrt(smlnum);
rmax = magma_ssqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_clanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_clascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
magma_int_t indT2 = 0;
magma_int_t indTAU2 = indT2 + blkcnt*ldt*Vblksiz;
magma_int_t indV2 = indTAU2+ blkcnt*Vblksiz;
magma_int_t indtau1 = indV2 + blkcnt*ldv*Vblksiz;
magma_int_t indwrk = indtau1+ n;
//magma_int_t indwk2 = indwrk + n*n;
magma_int_t llwork = lwork - indwrk;
//magma_int_t llwrk2 = lwork - indwk2;
magma_int_t inde = 0;
magma_int_t indrwk = inde + n;
magma_int_t llrwk = lrwork - indrwk;
magma_timer_t time=0, time_total=0;
timer_start( time_total );
timer_start( time );
magmaFloatComplex *dT1;
if (MAGMA_SUCCESS != magma_cmalloc( &dT1, n*nb)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_chetrd_he2hb(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, dT1, info);
timer_stop( time );
timer_printf( " time chetrd_he2hb = %6.2f\n", time );
timer_start( time );
/* copy the input matrix into WORK(INDWRK) with band storage */
/* PAY ATTENTION THAT work[indwrk] should be able to be of size lda2*n which it should be checked in any future modification of lwork.*/
magma_int_t lda2 = 2*nb; //nb+1+(nb-1);
magmaFloatComplex* A2 = &work[indwrk];
memset(A2, 0, n*lda2*sizeof(magmaFloatComplex));
for (magma_int_t j = 0; j < n-nb; j++) {
len = nb+1;
blasf77_ccopy( &len, A(j,j), &ione, A2(0,j), &ione );
memset(A(j,j), 0, (nb+1)*sizeof(magmaFloatComplex));
*A(nb+j,j) = c_one;
}
for (magma_int_t j = 0; j < nb; j++) {
len = nb-j;
blasf77_ccopy( &len, A(j+n-nb,j+n-nb), &ione, A2(0,j+n-nb), &ione );
memset(A(j+n-nb,j+n-nb), 0, (nb-j)*sizeof(magmaFloatComplex));
}
timer_stop( time );
timer_printf( " time chetrd_convert = %6.2f\n", time );
timer_start( time );
magma_chetrd_hb2st(uplo, n, nb, Vblksiz, A2, lda2, w, &rwork[inde], &work[indV2], ldv, &work[indTAU2], wantz, &work[indT2], ldt);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time chetrd_hb2st = %6.2f\n", time );
timer_printf( " time chetrd = %6.2f\n", time_total );
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
CSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call CUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
timer_start( time );
lapackf77_ssterf(&n, w, &rwork[inde], info);
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
timer_stop( time );
timer_printf( " time dstedc = %6.2f\n", time );
}
else {
timer_start( time_total );
timer_start( time );
if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_cstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
timer_stop( time );
timer_printf( " time cstedx = %6.2f\n", time );
timer_start( time );
magmaFloatComplex *dZ;
magma_int_t lddz = n;
magmaFloatComplex *da;
magma_int_t ldda = n;
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
if (MAGMA_SUCCESS != magma_cmalloc( &dZ, *m*lddz)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_cmalloc( &da, n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_cbulge_back(uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n, dZ, lddz,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
timer_stop( time );
timer_printf( " time cbulge_back = %6.2f\n", time );
timer_start( time );
magma_csetmatrix( n, n, A, lda, da, ldda );
magma_cunmqr_gpu_2stages(MagmaLeft, MagmaNoTrans, n-nb, *m, n-nb, da+nb, ldda,
dZ+nb, n, dT1, nb, info);
magma_cgetmatrix( n, *m, dZ, lddz, A, lda );
magma_free(dT1);
magma_free(dZ);
magma_free(da);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time cunmqr + copy = %6.2f\n", time );
timer_printf( " time eigenvectors backtransf. = %6.2f\n", time_total );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_sscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_cheevdx_2stage */
/**
Purpose
-------
SLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
matrix A so that elements below the k-th subdiagonal are zero. The
reduction is performed by an orthogonal similarity transformation
Q' * A * Q. The routine returns the matrices V and T which determine
Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
(Note this is different than LAPACK, which computes Y = A * V * T.)
This is an auxiliary routine called by SGEHRD.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A.
@param[in]
k INTEGER
The offset for the reduction. Elements below the k-th
subdiagonal in the first NB columns are reduced to zero.
K < N.
@param[in]
nb INTEGER
The number of columns to be reduced.
@param[in,out]
A REAL array, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements on and above the k-th subdiagonal in
the first NB columns are overwritten with the corresponding
elements of the reduced matrix; the elements below the k-th
subdiagonal, with the array TAU, represent the matrix Q as a
product of elementary reflectors. The other columns of A are
unchanged. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau REAL array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
@param[out]
T REAL array, dimension (LDT,NB)
The upper triangular matrix T.
@param[in]
ldt INTEGER
The leading dimension of the array T. LDT >= NB.
@param[out]
Y REAL array, dimension (LDY,NB)
The n-by-nb matrix Y.
@param[in]
ldy INTEGER
The leading dimension of the array Y. LDY >= N.
@param[in,out]
data Structure with pointers to dA, dT, dV, dW, dY
which are distributed across multiple GPUs.
Further Details
---------------
The matrix Q is represented as a product of nb elementary reflectors
Q = H(1) H(2) . . . H(nb).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
A(i+k+1:n,i), and tau in TAU(i).
The elements of the vectors v together form the (n-k+1)-by-nb matrix
V which is needed, with T and Y, to apply the transformation to the
unreduced part of the matrix, using an update of the form:
A := (I - V*T*V') * (A - Y*T*V').
The contents of A on exit are illustrated by the following example
with n = 7, k = 3 and nb = 2:
@verbatim
( a a a a a )
( a a a a a )
( a a a a a )
( h h a a a )
( v1 h a a a )
( v1 v2 a a a )
( v1 v2 a a a )
@endverbatim
where "a" denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
@ingroup magma_sgeev_aux
********************************************************************/
extern "C" magma_int_t
magma_slahr2_m(
magma_int_t n, magma_int_t k, magma_int_t nb,
float *A, magma_int_t lda,
float *tau,
float *T, magma_int_t ldt,
float *Y, magma_int_t ldy,
struct sgehrd_data *data )
{
#define A( i, j ) ( A + (i) + (j)*lda)
#define Y( i, j ) ( Y + (i) + (j)*ldy)
#define T( i, j ) ( T + (i) + (j)*ldt)
#define dA( d, i, j ) (data->A [d] + (i) + (j)*ldda)
#define dTi( d ) (data->Ti[d])
#define dV( d, i, j ) (data->V [d] + (i) + (j)*ldv )
#define dVd( d, i, j ) (data->Vd[d] + (i) + (j)*ldvd)
#define dY( d, i, j ) (data->Y [d] + (i) + (j)*ldda)
float c_zero = MAGMA_S_ZERO;
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
float tmp;
magma_int_t ngpu = data->ngpu;
magma_int_t ldda = data->ldda;
magma_int_t ldv = data->ldv;
magma_int_t ldvd = data->ldvd;
magma_int_t ione = 1;
magma_int_t d, dki1, dn, nblocks, gblock, lblock, lgid;
magma_int_t n_k_i_1, n_k;
float scale;
magma_int_t i;
float ei = MAGMA_S_ZERO;
magma_int_t info_data = 0;
magma_int_t *info = &info_data;
if (n < 0) {
*info = -1;
} else if (k < 0 || k >= n) {
*info = -2;
} else if (nb < 1 || nb > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (ldt < nb) {
*info = -8;
} else if (ldy < max(1,n)) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// adjust from 1-based indexing
k -= 1;
// Function Body
if (n <= 1)
return *info;
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
// zero out current top block of V on all GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablas_slaset( MagmaFull, nb, nb, c_zero, c_zero, dV(d,k,0), ldv, data->queues[d] );
}
// set all Y=0
lapackf77_slaset( "Full", &n, &nb, &c_zero, &c_zero, Y, &ldy );
for (i = 0; i < nb; ++i) {
n_k_i_1 = n - k - i - 1;
n_k = n - k;
if (i > 0) {
// Finish applying I - V * T * V' on right
tmp = MAGMA_S_NEGATE( tau[i-1] );
blasf77_saxpy( &n_k, &tmp, Y(k,i-1), &ione, A(k,i), &ione );
// Apply I - V * T' * V' to this column (call it b) from the
// left, using the last column of T as workspace, w.
//
// Let V = ( V1 ) and b = ( b1 ) (first i-1 rows)
// ( V2 ) ( b2 )
// where V1 is unit lower triangular
// w := b1 = A(k+1:k+i, i)
blasf77_scopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_strmv( "Lower", "Conj", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// w := w + V2'*b2 = w + VA(k+i+1:n-1, 0:i-1)' * A(k+i+1:n-1, i)
blasf77_sgemv( "Conj", &n_k_i_1, &i,
&c_one, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_one, T(0,nb-1), &ione );
// w := T'*w = T(0:i-1, 0:i-1)' * w
blasf77_strmv( "Upper", "Conj", "Non-unit", &i,
T(0,0), &ldt,
T(0,nb-1), &ione );
// b2 := b2 - V2*w = A(k+i+1:n-1, i) - VA(k+i+1:n-1, 0:i-1) * w
blasf77_sgemv( "No trans", &n_k_i_1, &i,
&c_neg_one, A(k+i+1,0), &lda,
T(0,nb-1), &ione,
&c_one, A(k+i+1,i), &ione );
// w := V1*w = VA(k+1:k+i, 0:i-1) * w
blasf77_strmv( "Lower", "No trans", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// b1 := b1 - w = A(k+1:k+i-1, i) - w
blasf77_saxpy( &i,
&c_neg_one, T(0,nb-1), &ione,
A(k+1,i), &ione );
// Restore diagonal element, saved below during previous iteration
*A(k+i,i-1) = ei;
}
// Generate the elementary reflector H(i) to annihilate A(k+i+1:n-1,i)
lapackf77_slarfg( &n_k_i_1,
A(k+i+1,i),
A(k+i+2,i), &ione, &tau[i] );
// Save diagonal element and set to one, to simplify multiplying by V
ei = *A(k+i+1,i);
*A(k+i+1,i) = c_one;
// compute yi = A vi = sum_g A{d} vi{d}
nblocks = (n-1) / nb / ngpu + 1;
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
// dV(k+i+1:n-1, i) = VA(k+i:n, i)
magma_ssetvector_async( n_k_i_1,
A(k+i+1,i), 1,
dV(d, k+i+1, i), 1, data->queues[d] );
// copy column of dV -> dVd, using block cyclic distribution.
// This assumes V and Vd have been padded so that
// a 2D matrix copy doesn't access them out-of-bounds
gblock = k / nb;
lblock = gblock / ngpu;
lgid = gblock % ngpu;
if ( d < lgid ) {
lblock += 1;
}
// treat V as (nb*ngpu) x nblock matrix, and Vd as nb x nblock matrix
magmablas_slacpy( MagmaFull, nb, nblocks-lblock,
dV (d, d*nb + lblock*nb*ngpu, i), nb*ngpu,
dVd(d, 0 + lblock*nb, i), nb, data->queues[d] );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
// dY(k:n, i) = dA(k:n, k+i+1:n) * dV(k+i+1:n, i)
// skip if matrix is empty
// each GPU copies to different temporary vector in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_sgemv( MagmaNoTrans, n-k, dn-dki1,
c_one, dA (d, k, dki1), ldda,
dVd(d, dki1, i), 1,
c_zero, dY (d, k, i), 1, data->queues[d] );
// copy vector to host, storing in column nb+d of Y
// as temporary space (Y has >= nb+ngpu columns)
magma_sgetvector_async( n-k,
dY(d, k, i), 1,
Y(k, nb+d), 1, data->queues[d] );
}
}
// while GPU is doing above Ag*v...
// Compute T(0:i,i) = [ -tau T V' vi ]
// [ tau ]
// T(0:i-1, i) = -tau VA(k+i+1:n-1, 0:i-1)' VA(k+i+1:n-1, i)
scale = MAGMA_S_NEGATE( tau[i] );
blasf77_sgemv( "Conj", &n_k_i_1, &i,
&scale, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_zero, T(0,i), &ione );
// T(0:i-1, i) = T(0:i-1, 0:i-1) * T(0:i-1, i)
blasf77_strmv( "Upper", "No trans", "Non-unit", &i,
T(0,0), &ldt,
T(0,i), &ione );
*T(i,i) = tau[i];
// apply reflectors to next column, A(i+1), on right only.
// one axpy will be required to finish this, in the next iteration above
if ( i > 0 && i+1 < nb ) {
// Update next column, A(k:n,i+1), applying Q on right.
// One axpy will be required to finish this, in the next iteration
// above, after yi is computed.
// This updates one more row than LAPACK does (row k),
// making block above panel an even multiple of nb.
// Use last column of T as workspace, w.
magma_int_t i1 = i+1;
// If real, conjugate row of V, and undo afterwards
#ifdef COMPLEX
lapackf77_slacgv( &i1, A(k+i1,0), &lda );
#endif
// w = T(0:i, 0:i+1) * VA(k+i+1, 0:i+1)'
// T is now rectangular, so we use gemv instead of trmv as in lapack.
blasf77_sgemv( "No trans", &i, &i1,
&c_one, T(0,0), &ldt,
A(k+i1,0), &lda,
&c_zero, T(0,nb-1), &ione );
#ifdef COMPLEX
lapackf77_slacgv( &i1, A(k+i1,0), &lda );
#endif
// A(k:n, i+1) -= Y(k:n, 0:i) * w
blasf77_sgemv( "No trans", &n_k, &i,
&c_neg_one, Y(k,0), &ldy,
T(0,nb-1), &ione,
&c_one, A(k,i1), &ione );
}
// yi = sum_g yi{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( data->queues[d] );
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// yi = yi + yi{d}
blasf77_saxpy( &n_k, &c_one, Y(k,nb+d), &ione, Y(k,i), &ione );
}
}
}
// Restore diagonal element
*A(k+nb,nb-1) = ei;
// compute Y = Am V = sum_g Am{d} V{d} --- top part, Y(0:k-1,:)
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
// dY(0:k, :) = dA(0:k, k+i+1:n-1) * dV(k+i+1:n-1, :)
// skip if matrix is empty
// each GPU copies to different temporary block in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_sgemm( MagmaNoTrans, MagmaNoTrans, k, nb, dn-dki1,
c_one, dA (d, 0, dki1), ldda,
dVd(d, dki1, 0), ldvd,
c_zero, dY (d, 0, 0), ldda, data->queues[d] );
// copy result to host, storing in columns [nb + nb*d : nb + nb*(d+1)] of Y
// as temporary space (Y has nb + nb*ngpu columns)
magma_sgetmatrix_async( k, nb,
dY(d, 0, 0), ldda,
Y(0,nb+nb*d), ldy, data->queues[d] );
}
}
// Y = sum_g Y{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( 0 );
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// Y = Y + Am V
for( i = 0; i < nb; ++i ) {
blasf77_saxpy( &k, &c_one, Y(0,nb+nb*d+i), &ione, Y(0,i), &ione );
}
}
}
// copy Y and T matrices to GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_ssetmatrix_async( n, nb, Y, ldy, dY(d, 0, 0), ldda, data->queues[d] );
magma_ssetmatrix_async( nb, nb, T, nb, dTi(d), nb, data->queues[d] );
}
magma_setdevice( orig_dev );
return *info;
} /* magma_slahr2 */
/**
Purpose
-------
CGEQRS solves the least squares problem
min || A*X - C ||
using the QR factorization A = Q*R computed by CGEQRF_GPU.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. M >= N >= 0.
@param[in]
nrhs INTEGER
The number of columns of the matrix C. NRHS >= 0.
@param[in]
dA COMPLEX array on the GPU, dimension (LDDA,N)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,n, as returned by
CGEQRF_GPU in the first n columns of its array argument A.
@param[in]
ldda INTEGER
The leading dimension of the array A, LDDA >= M.
@param[in]
tau COMPLEX array, dimension (N)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by MAGMA_CGEQRF_GPU.
@param[in,out]
dB COMPLEX array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
@param[in,out]
dT COMPLEX array that is the output (the 6th argument)
of magma_cgeqrf_gpu of size
2*MIN(M, N)*NB + ceil(N/32)*32 )* MAX(NB, NRHS).
The array starts with a block of size MIN(M,N)*NB that stores
the triangular T matrices used in the QR factorization,
followed by MIN(M,N)*NB block storing the diagonal block
inverses for the R matrix, followed by work space of size
(ceil(N/32)*32)* MAX(NB, NRHS).
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= M.
@param[out]
hwork (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_cgeqrf_nb( M, N ).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the WORK array.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_cgels_comp
********************************************************************/
extern "C" magma_int_t
magma_cgeqrs_gpu(
magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaFloatComplex_const_ptr dA, magma_int_t ldda,
magmaFloatComplex const *tau,
magmaFloatComplex_ptr dT,
magmaFloatComplex_ptr dB, magma_int_t lddb,
magmaFloatComplex *hwork, magma_int_t lwork,
magma_int_t *info)
{
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dT(i_) (dT + (lddwork + (i_))*nb)
/* Constants */
const magmaFloatComplex c_zero = MAGMA_C_ZERO;
const magmaFloatComplex c_one = MAGMA_C_ONE;
const magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
const magma_int_t ione = 1;
/* Local variables */
magmaFloatComplex_ptr dwork;
magma_int_t i, min_mn, lddwork, rows, ib;
magma_int_t nb = magma_get_cgeqrf_nb( m, n );
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
bool lquery = (lwork == -1);
hwork[0] = magma_cmake_lwork( lwkopt );
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0 || m < n)
*info = -2;
else if (nrhs < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
else if (lddb < max(1,m))
*info = -9;
else if (lwork < lwkopt && ! lquery)
*info = -11;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
min_mn = min(m,n);
if (min_mn == 0) {
hwork[0] = c_one;
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* B := Q^H * B */
magma_cunmqr_gpu( MagmaLeft, Magma_ConjTrans,
m, nrhs, n,
dA(0,0), ldda, tau,
dB, lddb, hwork, lwork, dT, nb, info );
if ( *info != 0 ) {
magma_queue_destroy( queue );
return *info;
}
/* Solve R*X = B(1:n,:) */
lddwork= min_mn;
if (nb < min_mn)
dwork = dT+2*lddwork*nb;
else
dwork = dT;
// To do: Why did we have this line originally; seems to be a bug (Stan)?
// dwork = dT;
i = (min_mn - 1)/nb * nb;
ib = n-i;
rows = m-i;
// TODO: this assumes that, on exit from magma_cunmqr_gpu, hwork contains
// the last block of A and B (i.e., C in cunmqr). This should be fixed.
// Seems this data should already be on the GPU, so could switch to
// magma_ctrsm and drop the csetmatrix.
if ( nrhs == 1 ) {
blasf77_ctrsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, hwork, &rows,
hwork+rows*ib, &ione);
} else {
blasf77_ctrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, &nrhs,
&c_one, hwork, &rows,
hwork+rows*ib, &rows);
}
// update the solution vector
magma_csetmatrix( ib, nrhs,
hwork+rows*ib, rows,
dwork+i, lddwork, queue );
// update c
if (nrhs == 1) {
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, 1,
c_one, dB, 1, queue );
}
else {
magma_cgemm( MagmaNoTrans, MagmaNoTrans, i, nrhs, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, lddwork,
c_one, dB, lddb, queue );
}
magma_int_t start = i-nb;
if (nb < min_mn) {
for (i = start; i >= 0; i -= nb) {
ib = min(min_mn - i, nb);
rows = m - i;
if (i + ib < n) {
if (nrhs == 1) {
magma_cgemv( MagmaNoTrans, ib, ib,
c_one, dT(i), ib,
dB+i, 1,
c_zero, dwork+i, 1, queue );
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, 1,
c_one, dB, 1, queue );
}
else {
magma_cgemm( MagmaNoTrans, MagmaNoTrans, ib, nrhs, ib,
c_one, dT(i), ib,
dB+i, lddb,
c_zero, dwork+i, lddwork, queue );
magma_cgemm( MagmaNoTrans, MagmaNoTrans, i, nrhs, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, lddwork,
c_one, dB, lddb, queue );
}
}
}
}
magma_ccopymatrix( n, nrhs,
dwork, lddwork,
dB, lddb, queue );
magma_queue_destroy( queue );
return *info;
}
/**
Purpose
-------
DORMQL overwrites the general real M-by-N matrix C with
@verbatim
SIDE = MagmaLeft SIDE = MagmaRight
TRANS = MagmaNoTrans: Q * C C * Q
TRANS = MagmaTrans: Q**H * C C * Q**H
@endverbatim
where Q is a real unitary matrix defined as the product of k
elementary reflectors
Q = H(k) . . . H(2) H(1)
as returned by DGEQLF. Q is of order M if SIDE = MagmaLeft and of order N
if SIDE = MagmaRight.
Arguments
---------
@param[in]
side magma_side_t
- = MagmaLeft: apply Q or Q**H from the Left;
- = MagmaRight: apply Q or Q**H from the Right.
@param[in]
trans magma_trans_t
- = MagmaNoTrans: No transpose, apply Q;
- = MagmaTrans: Conjugate transpose, apply Q**H.
@param[in]
m INTEGER
The number of rows of the matrix C. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix C. N >= 0.
@param[in]
k INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = MagmaLeft, M >= K >= 0;
if SIDE = MagmaRight, N >= K >= 0.
@param[in]
A DOUBLE_PRECISION array, dimension (LDA,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
DGEQLF in the last k columns of its array argument A.
A is modified by the routine but restored on exit.
@param[in]
lda INTEGER
The leading dimension of the array A.
If SIDE = MagmaLeft, LDA >= max(1,M);
if SIDE = MagmaRight, LDA >= max(1,N).
@param[in]
tau DOUBLE_PRECISION array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by DGEQLF.
@param[in,out]
C DOUBLE_PRECISION array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
@param[in]
ldc INTEGER
The leading dimension of the array C. LDC >= max(1,M).
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK.
If SIDE = MagmaLeft, LWORK >= max(1,N);
if SIDE = MagmaRight, LWORK >= max(1,M).
For optimum performance
if SIDE = MagmaLeft, LWORK >= N*NB;
if SIDE = MagmaRight, LWORK >= M*NB,
where NB is the optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_dgeqlf_comp
********************************************************************/
extern "C" magma_int_t
magma_dormql(magma_side_t side, magma_trans_t trans,
magma_int_t m, magma_int_t n, magma_int_t k,
double *A, magma_int_t lda,
double *tau,
double *C, magma_int_t ldc,
double *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define dC(i_,j_) (dC + (i_) + (j_)*lddc)
double *T, *T2;
magma_int_t i, i1, i2, ib, nb, mi, ni, nq, nq_i, nw, step;
magma_int_t iinfo, ldwork, lwkopt;
magma_int_t left, notran, lquery;
*info = 0;
left = (side == MagmaLeft);
notran = (trans == MagmaNoTrans);
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;
}
/* Test the input arguments */
if (! left && side != MagmaRight) {
*info = -1;
} else if (! notran && trans != MagmaTrans) {
*info = -2;
} else if (m < 0) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (k < 0 || k > nq) {
*info = -5;
} else if (lda < max(1,nq)) {
*info = -7;
} else if (ldc < max(1,m)) {
*info = -10;
} else if (lwork < max(1,nw) && ! lquery) {
*info = -12;
}
if (*info == 0) {
nb = magma_get_dgelqf_nb( min( m, n ));
lwkopt = max(1,nw)*nb;
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0 || k == 0) {
work[0] = MAGMA_D_ONE;
return *info;
}
ldwork = nw;
if ( nb >= k ) {
/* Use CPU code */
lapackf77_dormql( lapack_side_const(side), lapack_trans_const(trans),
&m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &iinfo);
}
else {
/* Use hybrid CPU-GPU code */
/* Allocate work space on the GPU.
* nw*nb for dwork (m or n) by nb
* nq*nb for dV (n or m) by nb
* nb*nb for dT
* lddc*n for dC.
*/
magma_int_t lddc = ((m+31)/32)*32;
double *dwork, *dV, *dT, *dC;
magma_dmalloc( &dwork, (nw + nq + nb)*nb + lddc*n );
if ( dwork == NULL ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dV = dwork + nw*nb;
dT = dV + nq*nb;
dC = dT + nb*nb;
/* work space on CPU.
* nb*nb for T
* nb*nb for T2, used to save and restore diagonal block of panel */
magma_dmalloc_pinned( &T, 2*nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
T2 = T + nb*nb;
/* Copy matrix C from the CPU to the GPU */
magma_dsetmatrix( m, n, C, ldc, dC, lddc );
if ( (left && notran) || (! left && ! notran) ) {
i1 = 0;
i2 = k;
step = nb;
} else {
i1 = ((k - 1) / nb) * nb;
i2 = 0;
step = -nb;
}
// silence "uninitialized" warnings
mi = 0;
ni = 0;
if (left) {
ni = n;
} else {
mi = m;
}
for (i = i1; (step < 0 ? i >= i2 : i < i2); i += step) {
ib = min(nb, k - i);
/* Form the triangular factor of the block reflector
H = H(i+ib-1) . . . H(i+1) H(i) */
nq_i = nq - k + i + ib;
lapackf77_dlarft("Backward", "Columnwise", &nq_i, &ib,
A(0,i), &lda, &tau[i], T, &ib);
/* 1) set lower triangle of panel in A to identity,
2) copy the panel from A to the GPU, and
3) restore A */
dpanel_to_q( MagmaLower, ib, A(nq_i-ib,i), lda, T2 );
magma_dsetmatrix( nq_i, ib, A(0, i), lda, dV, nq_i );
dq_to_panel( MagmaLower, ib, A(nq_i-ib,i), lda, T2 );
if (left) {
/* H or H**H is applied to C(1:m-k+i+ib-1,1:n) */
mi = m - k + i + ib;
}
else {
/* H or H**H is applied to C(1:m,1:n-k+i+ib-1) */
ni = n - k + i + ib;
}
/* Apply H or H**H; First copy T to the GPU */
magma_dsetmatrix( ib, ib, T, ib, dT, ib );
magma_dlarfb_gpu( side, trans, MagmaBackward, MagmaColumnwise,
mi, ni, ib,
dV, nq_i,
dT, ib,
dC, lddc,
dwork, ldwork );
}
magma_dgetmatrix( m, n, dC, lddc, C, ldc );
magma_free( dwork );
magma_free_pinned( T );
}
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
return *info;
} /* magma_dormql */
/**
Purpose
-------
ZGESSM applies the factors L computed by ZGETRF_INCPIV to
a complex M-by-N tile A.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in]
k INTEGER
The number of columns of the matrix L. K >= 0.
@param[in]
ib INTEGER
The inner-blocking size. IB >= 0.
@param[in]
ipiv INTEGER array on the cpu.
The pivot indices array of size K as returned by
ZGETRF_INCPIV.
@param[in]
dL1 DOUBLE COMPLEX array, dimension(LDDL1, N)
The IB-by-K matrix in which is stored L^(-1) as returned by GETRF_INCPIV
@param[in]
lddl1 INTEGER
The leading dimension of the array L1. LDDL1 >= max(1,2*IB).
@param[in]
dL DOUBLE COMPLEX array, dimension(LDDL, N)
The M-by-K lower triangular tile on the gpu.
@param[in]
lddl INTEGER
The leading dimension of the array L. LDDL >= max(1,M).
@param[in,out]
dA DOUBLE COMPLEX array, dimension (LDDA, N)
On entry, the M-by-N tile A on the gpu.
On exit, updated by the application of L on the gpu.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
@ingroup magma_zgesv_tile
********************************************************************/
extern "C" magma_int_t
magma_zgessm_gpu( magma_order_t order, magma_int_t m, magma_int_t n, magma_int_t k, magma_int_t ib,
magma_int_t *ipiv,
magmaDoubleComplex *dL1, magma_int_t lddl1,
magmaDoubleComplex *dL, magma_int_t lddl,
magmaDoubleComplex *dA, magma_int_t ldda,
magma_int_t *info)
{
#define AT(i,j) (dAT + (i)*ldda + (j) )
#define L(i,j) (dL + (i) + (j)*lddl )
#define dL1(j) (dL1 + (j)*lddl1)
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
int i, s, sb;
magmaDoubleComplex *dAT;
/* Check arguments */
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0)
*info = -2;
else if (ldda < max(1,m))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
if ( order == MagmaColMajor ) {
magmablas_zgetmo_in( dA, dAT, ldda, m, n );
} else {
dAT = dA;
}
s = k / ib;
for (i = 0; i < k; i += ib) {
sb = min(ib, k-i);
magmablas_zlaswp( n, dAT, ldda, i+1, i+sb, ipiv, 1 );
#ifndef WITHOUTTRTRI
magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
n, sb,
c_one, dL1(i), lddl1,
AT(i, 0), ldda);
#else
magma_ztrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
n, sb,
c_one, L( i, i), lddl,
AT(i, 0), ldda);
#endif
if ( (i+sb) < m) {
magma_zgemm( MagmaNoTrans, MagmaTrans,
n, m-(i+sb), sb,
c_neg_one, AT(i, 0), ldda,
L( i+sb, i), lddl,
c_one, AT(i+sb, 0), ldda );
}
}
if ( order == MagmaColMajor ) {
magmablas_zgetmo_in( dA, dAT, ldda, m, n );
}
return *info;
} /* magma_zgessm_gpu */
/**
Purpose
-------
ZGEQRF computes a QR factorization of a complex M-by-N matrix A:
A = Q * R.
This version stores the triangular dT matrices used in
the block QR factorization so that they can be applied directly (i.e.,
without being recomputed) later. As a result, the application
of Q is much faster. Also, the upper triangular matrices for V have 0s
in them. The corresponding parts of the upper triangular R are inverted
and stored separately in dT.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX_16 array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
tau COMPLEX_16 array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
dT (workspace) COMPLEX_16 array on the GPU,
dimension (2*MIN(M, N) + (N+31)/32*32 )*NB,
where NB can be obtained through magma_get_zgeqrf_nb(M).
It starts with MIN(M,N)*NB block that store the triangular T
matrices, followed by the MIN(M,N)*NB block of the diagonal
inverses for the R matrix. The rest of the array is used as workspace.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_zgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_zgeqrf_gpu(
magma_int_t m, magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
magmaDoubleComplex *tau,
magmaDoubleComplex_ptr dT,
magma_int_t *info )
{
#define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
#define dT(a_1) (dT + (a_1)*nb)
#define d_ref(a_1) (dT + ( minmn+(a_1))*nb)
#define dd_ref(a_1) (dT + (2*minmn+(a_1))*nb)
#define work(a_1) (work + (a_1))
#define hwork (work + (nb)*(m))
magma_int_t i, k, minmn, old_i, old_ib, rows, cols;
magma_int_t ib, nb;
magma_int_t ldwork, lddwork, lwork, lhwork;
magmaDoubleComplex *work, *ut;
/* check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
k = minmn = min(m,n);
if (k == 0)
return *info;
nb = magma_get_zgeqrf_nb(m);
lwork = (m + n + nb)*nb;
lhwork = lwork - m*nb;
if (MAGMA_SUCCESS != magma_zmalloc_pinned( &work, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
ut = hwork+nb*(n);
memset( ut, 0, nb*nb*sizeof(magmaDoubleComplex));
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
ldwork = m;
lddwork= n;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_zgetmatrix_async( rows, ib,
dA(i,i), ldda,
work(i), ldwork, stream[1] );
if (i > 0) {
/* Apply H' to A(i:m,i+2*ib:n) from the left */
cols = n-old_i-2*old_ib;
magma_zlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, cols, old_ib,
dA(old_i, old_i ), ldda, dT(old_i), nb,
dA(old_i, old_i+2*old_ib), ldda, dd_ref(0), lddwork);
/* store the diagonal */
magma_zsetmatrix_async( old_ib, old_ib,
ut, old_ib,
d_ref(old_i), old_ib, stream[0] );
}
magma_queue_sync( stream[1] );
lapackf77_zgeqrf(&rows, &ib, work(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_zlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work(i), &ldwork, tau+i, hwork, &ib);
/* Put 0s in the upper triangular part of a panel (and 1s on the
diagonal); copy the upper triangular in ut and invert it. */
magma_queue_sync( stream[0] );
zsplit_diag_block(ib, work(i), ldwork, ut);
magma_zsetmatrix( rows, ib, work(i), ldwork, dA(i,i), ldda );
if (i + ib < n) {
/* Send the triangular factor T to the GPU */
magma_zsetmatrix( ib, ib, hwork, ib, dT(i), nb );
if (i+nb < k-nb) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_zlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
}
else {
cols = n-i-ib;
magma_zlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, cols, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
/* Fix the diagonal block */
magma_zsetmatrix( ib, ib, ut, ib, d_ref(i), ib );
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_zgetmatrix( rows, ib, dA(i, i), ldda, work, rows );
lhwork = lwork - rows*ib;
lapackf77_zgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_zsetmatrix( rows, ib, work, rows, dA(i, i), ldda );
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free_pinned( work );
return *info;
} /* magma_zgeqrf_gpu */
/**
Purpose
-------
SGEQRF computes a QR factorization of a REAL M-by-N matrix A:
A = Q * R. This version does not require work space on the GPU
passed as input. GPU memory is allocated in the routine.
If the current stream is NULL, this version replaces it with a new
stream to overlap computation with communication.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in,out]
A REAL array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
\n
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[out]
tau REAL array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
\n
Higher performance is achieved if WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= max( N*NB, 2*NB*NB ),
where NB can be obtained through magma_get_sgeqrf_nb(M).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_sgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_sgeqrf(
magma_int_t m, magma_int_t n,
float *A, magma_int_t lda, float *tau,
float *work, magma_int_t lwork,
magma_int_t *info )
{
#define A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)
float *dA, *dwork, *dT;
float c_one = MAGMA_S_ONE;
magma_int_t i, k, lddwork, old_i, old_ib;
magma_int_t ib, ldda;
/* Function Body */
*info = 0;
magma_int_t nb = magma_get_sgeqrf_nb(min(m, n));
// need 2*nb*nb to store T and upper triangle of V simultaneously
magma_int_t lwkopt = max(n*nb, 2*nb*nb);
work[0] = MAGMA_S_MAKE( (float)lwkopt, 0 );
int lquery = (lwork == -1);
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
} else if (lwork < max(1, lwkopt) && ! lquery) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
work[0] = c_one;
return *info;
}
// largest N for larfb is n-nb (trailing matrix lacks 1st panel)
lddwork = ((n+31)/32)*32 - nb;
ldda = ((m+31)/32)*32;
magma_int_t ngpu = magma_num_gpus();
if ( ngpu > 1 ) {
/* call multiple-GPU interface */
return magma_sgeqrf4(ngpu, m, n, A, lda, tau, work, lwork, info);
}
// allocate space for dA, dwork, and dT
if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda + nb*lddwork + nb*nb )) {
/* Switch to the "out-of-core" (out of GPU-memory) version */
return magma_sgeqrf_ooc(m, n, A, lda, tau, work, lwork, info);
}
/* Define user stream if current stream is NULL */
magma_queue_t stream[2];
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
magma_queue_create( &stream[0] );
if (orig_stream == NULL) {
magma_queue_create( &stream[1] );
magmablasSetKernelStream(stream[1]);
}
else {
stream[1] = orig_stream;
}
dwork = dA + n*ldda;
dT = dA + n*ldda + nb*lddwork;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially.
Asynchronously send the matrix to the GPU except the first panel. */
magma_ssetmatrix_async( m, n-nb,
A(0,nb), lda,
dA(0,nb), ldda, stream[0] );
old_i = 0;
old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
if (i > 0) {
/* download i-th panel */
magma_queue_sync( stream[1] );
magma_sgetmatrix_async( m-i, ib,
dA(i,i), ldda,
A(i,i), lda, stream[0] );
/* Apply H' to A(i:m,i+2*ib:n) from the left */
magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, n-old_i-2*old_ib, old_ib,
dA(old_i, old_i), ldda, dT, nb,
dA(old_i, old_i+2*old_ib), ldda, dwork, lddwork);
magma_sgetmatrix_async( i, ib,
dA(0,i), ldda,
A(0,i), lda, stream[1] );
magma_queue_sync( stream[0] );
}
magma_int_t rows = m-i;
lapackf77_sgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib, A(i,i), &lda, tau+i, work, &ib);
spanel_to_q(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
/* download the i-th V matrix */
magma_ssetmatrix_async( rows, ib, A(i,i), lda, dA(i,i), ldda, stream[0] );
/* download the T matrix */
magma_queue_sync( stream[1] );
magma_ssetmatrix_async( ib, ib, work, ib, dT, nb, stream[0] );
magma_queue_sync( stream[0] );
if (i + ib < n) {
if (i+ib < k-nb) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left (look-ahead) */
magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dT, nb,
dA(i, i+ib), ldda, dwork, lddwork);
sq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
}
else {
/* After last panel, update whole trailing matrix. */
/* Apply H' to A(i:m,i+ib:n) from the left */
magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, n-i-ib, ib,
dA(i, i ), ldda, dT, nb,
dA(i, i+ib), ldda, dwork, lddwork);
sq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
if (i != 0) {
magma_sgetmatrix_async( m, ib, dA(0,i), ldda, A(0,i), lda, stream[1] );
magma_queue_sync( stream[1] );
}
magma_int_t rows = m-i;
lapackf77_sgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
}
magma_queue_destroy( stream[0] );
if (orig_stream == NULL) {
magma_queue_destroy( stream[1] );
}
magmablasSetKernelStream( orig_stream );
magma_free( dA );
return *info;
} /* magma_sgeqrf */
extern "C" magma_int_t
magma_sorgqr(magma_int_t m, magma_int_t n, magma_int_t k,
float *A, magma_int_t lda,
float *tau,
float *dT, magma_int_t nb,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
SORGQR generates an M-by-N REAL matrix Q with orthonormal columns,
which is defined as the first N columns of a product of K elementary
reflectors of order M
Q = H(1) H(2) . . . H(k)
as returned by SGEQRF.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix Q. M >= 0.
N (input) INTEGER
The number of columns of the matrix Q. M >= N >= 0.
K (input) INTEGER
The number of elementary reflectors whose product defines the
matrix Q. N >= K >= 0.
A (input/output) REAL array A, dimension (LDDA,N).
On entry, the i-th column must contain the vector
which defines the elementary reflector H(i), for
i = 1,2,...,k, as returned by SGEQRF_GPU in the
first k columns of its array argument A.
On exit, the M-by-N matrix Q.
LDA (input) INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU (input) REAL array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by SGEQRF_GPU.
DT (input) REAL array on the GPU device.
DT contains the T matrices used in blocking the elementary
reflectors H(i), e.g., this can be the 6th argument of
magma_sgeqrf_gpu.
NB (input) INTEGER
This is the block size used in SGEQRF_GPU, and correspondingly
the size of the T matrices, used in the factorization, and
stored in DT.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
===================================================================== */
#define A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)
#define dT(j) (dT + (j)*nb)
float c_zero = MAGMA_S_ZERO;
float c_one = MAGMA_S_ONE;
magma_int_t m_kk, n_kk, k_kk, mi;
magma_int_t lwork, ldda;
magma_int_t i, ib, ki, kk; //, iinfo;
magma_int_t lddwork;
float *dA, *dV, *dW;
float *work;
*info = 0;
if (m < 0) {
*info = -1;
} else if ((n < 0) || (n > m)) {
*info = -2;
} else if ((k < 0) || (k > n)) {
*info = -3;
} else if (lda < max(1,m)) {
*info = -5;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if (n <= 0) {
return *info;
}
// first kk columns are handled by blocked method.
// ki is start of 2nd-to-last block
if ((nb > 1) && (nb < k)) {
ki = (k - nb - 1) / nb * nb;
kk = min(k, ki + nb);
} else {
ki = 0;
kk = 0;
}
// Allocate GPU work space
// ldda*n for matrix dA
// ldda*nb for dV
// lddwork*nb for dW larfb workspace
ldda = ((m + 31) / 32) * 32;
lddwork = ((n + 31) / 32) * 32;
if (MAGMA_SUCCESS != magma_smalloc( &dA, ldda*n + ldda*nb + lddwork*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dV = dA + ldda*n;
dW = dA + ldda*n + ldda*nb;
// Allocate CPU work space
lwork = (n+m+nb) * nb;
magma_smalloc_cpu( &work, lwork );
if (work == NULL) {
magma_free( dA );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
float *V = work + (n+nb)*nb;
magma_queue_t stream;
magma_queue_create( &stream );
// Use unblocked code for the last or only block.
if (kk < n) {
m_kk = m - kk;
n_kk = n - kk;
k_kk = k - kk;
/*
// Replacing this with the following 4 routines works but sorgqr is slow for
// k smaller than the sorgqr's blocking size (new version can be up to 60x faster)
lapackf77_sorgqr( &m_kk, &n_kk, &k_kk,
A(kk, kk), &lda,
&tau[kk], work, &lwork, &iinfo );
*/
lapackf77_slacpy( MagmaUpperLowerStr, &m_kk, &k_kk, A(kk,kk), &lda, V, &m_kk);
lapackf77_slaset( MagmaUpperLowerStr, &m_kk, &n_kk, &c_zero, &c_one, A(kk, kk), &lda );
lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
&m_kk, &k_kk,
V, &m_kk, &tau[kk], work, &k_kk);
lapackf77_slarfb( MagmaLeftStr, MagmaNoTransStr, MagmaForwardStr, MagmaColumnwiseStr,
&m_kk, &n_kk, &k_kk,
V, &m_kk, work, &k_kk, A(kk, kk), &lda, work+k_kk*k_kk, &n_kk );
if (kk > 0) {
magma_ssetmatrix( m_kk, n_kk,
A(kk, kk), lda,
dA(kk, kk), ldda );
// Set A(1:kk,kk+1:n) to zero.
magmablas_slaset( MagmaUpperLower, kk, n - kk, dA(0, kk), ldda );
}
}
if (kk > 0) {
// Use blocked code
// stream: set Aii (V) --> laset --> laset --> larfb --> [next]
// CPU has no computation
magmablasSetKernelStream( stream );
for (i = ki; i >= 0; i -= nb) {
ib = min(nb, k - i);
// Send current panel to the GPU
mi = m - i;
lapackf77_slaset( "Upper", &ib, &ib, &c_zero, &c_one, A(i, i), &lda );
magma_ssetmatrix_async( mi, ib,
A(i, i), lda,
dV, ldda, stream );
// set panel to identity
magmablas_slaset( MagmaUpperLower, i, ib, dA(0, i), ldda );
magmablas_slaset_identity( mi, ib, dA(i, i), ldda );
if (i < n) {
// Apply H to A(i:m,i:n) from the left
magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
mi, n-i, ib,
dV, ldda, dT(i), nb,
dA(i, i), ldda, dW, lddwork );
}
}
// copy result back to CPU
magma_sgetmatrix( m, n,
dA(0, 0), ldda, A(0, 0), lda);
}
magmablasSetKernelStream( NULL );
magma_queue_destroy( stream );
magma_free( dA );
magma_free_cpu( work );
return *info;
} /* magma_sorgqr */
/***************************************************************************//**
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 */
extern "C" magma_int_t
magma_ssytrd(char uplo, magma_int_t n,
float *a, magma_int_t lda,
float *d, float *e, float *tau,
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
=======
SSYTRD reduces a real symmetric matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**T * A * Q = T.
Arguments
=========
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if UPLO = 'U', the diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= 'L', the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
D (output) REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E (output) REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
TAU (output) REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
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. LWORK >= N*NB, where NB is the
optimal blocksize given by magma_get_ssytrd_nb().
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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details
===============
If UPLO = 'U', the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO = 'L', the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).
The contents of A on exit are illustrated by the following examples
with n = 5:
if UPLO = 'U': if UPLO = 'L':
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
===================================================================== */
char uplo_[2] = {uplo, 0};
magma_int_t ldda = lda;
magma_int_t nb = magma_get_ssytrd_nb(n);
float c_neg_one = MAGMA_S_NEG_ONE;
float c_one = MAGMA_S_ONE;
float d_one = MAGMA_D_ONE;
magma_int_t kk, nx;
magma_int_t i, j, i_n;
magma_int_t iinfo;
magma_int_t ldwork, lddwork, lwkopt;
magma_int_t lquery;
*info = 0;
int upper = lapackf77_lsame(uplo_, "U");
lquery = lwork == -1;
if (! upper && ! lapackf77_lsame(uplo_, "L")) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
} else if (lwork < nb*n && ! lquery) {
*info = -9;
}
/* Determine the block size. */
ldwork = lddwork = n;
lwkopt = n * 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 (n == 0) {
work[0] = c_one;
return *info;
}
float *da;
if (MAGMA_SUCCESS != magma_smalloc( &da, n*ldda + 2*n*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
float *dwork = da + (n)*ldda;
if (n < 2048)
nx = n;
else
nx = 512;
if (upper) {
/* Copy the matrix to the GPU */
magma_ssetmatrix( n, n, A(0, 0), lda, dA(0, 0), ldda );
/* Reduce the upper triangle of A.
Columns 1:kk are handled by the unblocked method. */
kk = n - (n - nx + nb - 1) / nb * nb;
for (i = n - nb; i >= kk; i -= nb) {
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i!=n-nb)
magma_sgetmatrix( i+nb, nb, dA(0, i), ldda, A(0, i), lda );
magma_slatrd(uplo, i+nb, nb, A(0, 0), lda, e, tau,
work, ldwork, dA(0, 0), ldda, dwork, lddwork);
/* Update the unreduced submatrix A(0:i-2,0:i-2), using an
update of the form: A := A - V*W' - W*V' */
magma_ssetmatrix( i + nb, nb, work, ldwork, dwork, lddwork );
magma_ssyr2k(uplo, MagmaNoTrans, i, nb, c_neg_one,
dA(0, i), ldda, dwork,
lddwork, d_one, dA(0, 0), ldda);
/* Copy superdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
MAGMA_S_SET2REAL( *A(j-1, j), e[j - 1] );
d[j] = MAGMA_S_REAL( *A(j, j) );
}
}
magma_sgetmatrix( kk, kk, dA(0, 0), ldda, A(0, 0), lda );
/* Use unblocked code to reduce the last or only block */
lapackf77_ssytd2(uplo_, &kk, A(0, 0), &lda, d, e, tau, &iinfo);
}
else {
/* Copy the matrix to the GPU */
if (1<=n-nx)
magma_ssetmatrix( n, n, A(0,0), lda, dA(0,0), ldda );
#ifdef FAST_HEMV
// TODO this leaks memory from da, above
float *dwork2;
if (MAGMA_SUCCESS != magma_smalloc( &dwork2, n*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
/* Reduce the lower triangle of A */
for (i = 0; i < n-nx; i += nb) {
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i!=0)
magma_sgetmatrix( n-i, nb, dA(i, i), ldda, A(i, i), lda );
#ifdef FAST_HEMV
magma_slatrd2(uplo, n-i, nb, A(i, i), lda, &e[i],
&tau[i], work, ldwork,
dA(i, i), ldda,
dwork, lddwork, dwork2, n*n);
#else
magma_slatrd(uplo, n-i, nb, A(i, i), lda, &e[i],
&tau[i], work, ldwork,
dA(i, i), ldda,
dwork, lddwork);
#endif
/* Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V' */
magma_ssetmatrix( n-i, nb, work, ldwork, dwork, lddwork );
magma_ssyr2k(MagmaLower, MagmaNoTrans, n-i-nb, nb, c_neg_one,
dA(i+nb, i), ldda,
&dwork[nb], lddwork, d_one,
dA(i+nb, i+nb), ldda);
/* Copy subdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
MAGMA_S_SET2REAL( *A(j+1, j), e[j] );
d[j] = MAGMA_S_REAL( *A(j, j) );
}
}
#ifdef FAST_HEMV
magma_free( dwork2 );
#endif
/* Use unblocked code to reduce the last or only block */
if (1<=n-nx)
magma_sgetmatrix( n-i, n-i, dA(i, i), ldda, A(i, i), lda );
i_n = n-i;
lapackf77_ssytrd(uplo_, &i_n, A(i, i), &lda, &d[i], &e[i],
&tau[i], work, &lwork, &iinfo);
}
magma_free( da );
MAGMA_S_SET2REAL( work[0], lwkopt );
return *info;
} /* magma_ssytrd */
extern "C" magma_int_t
magma_sgetrf2_msub(
magma_int_t num_subs, magma_int_t ngpu,
magma_int_t m, magma_int_t n, magma_int_t nb, magma_int_t offset,
magmaFloat_ptr *d_lAT, size_t dlAT_offset, magma_int_t lddat,
magma_int_t *ipiv,
magmaFloat_ptr *d_panel,
magmaFloat_ptr *d_lAP, size_t dlAP_offset,
float *w, magma_int_t ldw,
magma_queue_t *queues,
magma_int_t *info)
{
/* -- clMAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
SGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the right-looking Level 3 BLAS version of the algorithm.
Use two buffer to send panels..
Arguments
=========
NUM_GPUS
(input) INTEGER
The number of GPUS to be used for the factorization.
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) REAL array on the GPU, dimension (LDDA,N).
On entry, the M-by-N matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
LDDA (input) INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
IPIV (output) INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
> 0: if INFO = i, U(i,i) is exactly zero. The factorization
has been completed, but the factor U is exactly
singular, and division by zero will occur if it is used
to solve a system of equations.
===================================================================== */
#define d_lAT(id,i,j) d_lAT[(id)], (((offset)+(i)*nb)*lddat + (j)*nb)
#define d_lAT_offset(i, j) (((offset)+(i)*nb)*lddat + (j)*nb)
#define W(j) (w +((j)%(1+ngpu))*nb*ldw)
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
magma_int_t tot_subs = num_subs * ngpu;
magma_int_t block_size = 32;
magma_int_t iinfo, maxm, mindim;
magma_int_t i, j, d, dd, rows, cols, s;
magma_int_t id, j_local, j_local2, nb0, nb1;
/* local submatrix info */
magma_int_t ldpan[MagmaMaxSubs * MagmaMaxGPUs],
n_local[MagmaMaxSubs * MagmaMaxGPUs];
size_t dpanel_local_offset[MagmaMaxSubs * MagmaMaxGPUs];
magmaFloat_ptr dpanel_local[MagmaMaxSubs * MagmaMaxGPUs];
/* Check arguments */
*info = 0;
if (m < 0)
*info = -2;
else if (n < 0)
*info = -3;
else if (tot_subs*lddat < max(1,n))
*info = -5;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
/* Function Body */
mindim = min(m, n);
if (tot_subs > ceil((float)n/nb)) {
*info = -1;
return *info;
}
else {
/* Use hybrid blocked code. */
maxm = ((m + block_size-1)/block_size)*block_size;
/* some initializations */
for (i=0; i < tot_subs; i++) {
n_local[i] = ((n/nb)/tot_subs)*nb;
if (i < (n/nb)%tot_subs)
n_local[i] += nb;
else if (i == (n/nb)%tot_subs)
n_local[i] += n%nb;
}
/* start sending the first panel to cpu */
nb0 = min(mindim, nb);
magmablas_stranspose( nb0, maxm, d_lAT(0,0,0), lddat, d_lAP[0], dlAP_offset, maxm, queues[2*0+1] );
magma_sgetmatrix_async( m, nb0,
d_lAP[0], dlAP_offset, maxm,
W(0), ldw, queues[2*0+1], NULL );
clFlush(queues[2*0+1]);
/* ------------------------------------------------------------------------------------- */
s = mindim / nb;
for (j=0; j < s; j++) {
/* Set the submatrix ID that holds the current panel */
id = j%tot_subs;
/* Set the local index where the current panel is */
j_local = j/tot_subs;
// cols for gpu panel
cols = maxm - j*nb;
// rows for cpu panel
rows = m - j*nb;
/* synchrnoize j-th panel from id-th gpu into work */
magma_queue_sync( queues[2*(id%ngpu)+1] );
/* j-th panel factorization */
lapackf77_sgetrf( &rows, &nb, W(j), &ldw, ipiv+j*nb, &iinfo);
if ((*info == 0) && (iinfo > 0)) {
*info = iinfo + j*nb;
//break;
}
/* start sending the panel to all the gpus */
d = (j+1)%ngpu;
for (dd=0; dd < ngpu; dd++) {
magma_ssetmatrix_async( rows, nb,
W(j), ldw,
d_lAP[d], dlAP_offset+(j%(2+ngpu))*nb*maxm, maxm,
queues[2*d+1], NULL );
d = (d+1)%ngpu;
}
/* apply the pivoting */
for( i=j*nb; i < j*nb + nb; ++i ) {
ipiv[i] += j*nb;
}
d = (j+1)%tot_subs;
for (dd=0; dd < tot_subs; dd++) {
magmablas_slaswp( lddat, d_lAT(d,0,0), lddat, j*nb + 1, j*nb + nb, ipiv, 1, queues[2*(d%ngpu)] );
d = (d+1)%tot_subs;
}
/* update the trailing-matrix/look-ahead */
d = (j+1)%tot_subs;
for (dd=0; dd < tot_subs; dd++) {
/* storage for panel */
if (d%ngpu == id%ngpu) {
/* the panel belond to this gpu */
dpanel_local[d] = d_lAT[id];
dpanel_local_offset[d] = d_lAT_offset(j, j_local);
ldpan[d] = lddat;
/* next column */
j_local2 = j_local;
if ( d <= id )
j_local2++;
} else {
/* the panel belong to another gpu */
dpanel_local[d] = d_panel[d%ngpu];
dpanel_local_offset[d] = (j%(2+ngpu))*nb*maxm;
ldpan[d] = nb;
/* next column */
j_local2 = j_local;
if ( d < id )
j_local2++;
}
/* the size of the next column */
if (s > (j+1)) {
nb0 = nb;
} else {
nb0 = n_local[d]-nb*(s/tot_subs);
if (d < s%tot_subs)
nb0 -= nb;
}
if (d == (j+1)%tot_subs) {
/* owns the next column, look-ahead the column */
nb1 = nb0;
} else {
/* update the entire trailing matrix */
nb1 = n_local[d] - j_local2*nb;
}
/* gpu updating the trailing matrix */
if (d == (j+1)%tot_subs) { /* look-ahead, this is executed first (j.e., dd=0) */
magma_queue_sync(queues[2*(d%ngpu)]); /* pivoting done? (overwrite with panel) */
magmablas_stranspose( cols, nb,
d_lAP[d%ngpu], dlAP_offset+(j%(2+ngpu))*nb*maxm, maxm,
dpanel_local[d], dpanel_local_offset[d], ldpan[d],
queues[2*(d%ngpu)+1] );
magma_queue_sync(queues[2*(d%ngpu)+1]); /* panel arrived and transposed for remaining update ? */
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
nb1, nb, c_one,
dpanel_local[d], dpanel_local_offset[d], ldpan[d],
d_lAT(d, j, j_local2), lddat, queues[2*(d%ngpu)+1]);
magma_sgemm( MagmaNoTrans, MagmaNoTrans,
nb1, m-(j+1)*nb, nb,
c_neg_one, d_lAT(d, j, j_local2), lddat,
dpanel_local[d], dpanel_local_offset[d]+nb*ldpan[d], ldpan[d],
c_one, d_lAT(d, j+1, j_local2), lddat,
queues[2*(d%ngpu)+1]);
} else { /* no look-ahead */
if (dd < ngpu) {
/* synch and transpose only the first time */
magma_queue_sync(queues[2*(d%ngpu)+1]); /* panel arrived? */
magmablas_stranspose( cols, nb,
d_lAP[d%ngpu], dlAP_offset+(j%(2+ngpu))*nb*maxm, maxm,
dpanel_local[d], dpanel_local_offset[d], ldpan[d],
queues[2*(d%ngpu)] );
}
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
nb1, nb, c_one,
dpanel_local[d], dpanel_local_offset[d], ldpan[d],
d_lAT(d, j, j_local2), lddat, queues[2*(d%ngpu)]);
magma_sgemm( MagmaNoTrans, MagmaNoTrans,
nb1, m-(j+1)*nb, nb,
c_neg_one, d_lAT(d, j, j_local2), lddat,
dpanel_local[d], dpanel_local_offset[d]+nb*ldpan[d], ldpan[d],
c_one, d_lAT(d, j+1, j_local2), lddat,
queues[2*(d%ngpu)]);
}
if (d == (j+1)%tot_subs) {
/* Set the local index where the current panel is */
int loff = j+1;
int j_local = (j+1)/tot_subs;
int ldda = maxm - (j+1)*nb;
int cols = m - (j+1)*nb;
nb0 = min(nb, mindim - (j+1)*nb); /* size of the diagonal block */
if (nb0 > 0) {
/* transpose the panel for sending it to cpu */
magmablas_stranspose( nb0, ldda,
d_lAT(d,loff,j_local), lddat,
d_lAP[d%ngpu], dlAP_offset + ((j+1)%(2+ngpu))*nb*maxm, ldda,
queues[2*(d%ngpu)+1] );
/* send the panel to cpu */
magma_sgetmatrix_async( cols, nb0,
d_lAP[d%ngpu], dlAP_offset + ((j+1)%(2+ngpu))*nb*maxm, ldda,
W(j+1), ldw, queues[2*(d%ngpu)+1], NULL );
}
} else {
//trace_gpu_end( d, 0 );
}
d = (d+1)%tot_subs;
}
/* update the remaining matrix by gpu owning the next panel */
if ((j+1) < s) {
d = (j+1)%tot_subs;
int j_local = (j+1)/tot_subs;
int rows = m - (j+1)*nb;
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
n_local[d] - (j_local+1)*nb, nb,
c_one, dpanel_local[d], dpanel_local_offset[d], ldpan[d],
d_lAT(d,j,j_local+1), lddat, queues[2*(d%ngpu)] );
magma_sgemm( MagmaNoTrans, MagmaNoTrans,
n_local[d]-(j_local+1)*nb, rows, nb,
c_neg_one, d_lAT(d,j,j_local+1), lddat,
dpanel_local[d], dpanel_local_offset[d]+nb*ldpan[d], ldpan[d],
c_one, d_lAT(d,j+1, j_local+1), lddat, queues[2*(d%ngpu)] );
}
} /* end of for j=1..s */
/* ------------------------------------------------------------------------------ */
/* Set the GPU number that holds the last panel */
id = s%tot_subs;
/* Set the local index where the last panel is */
j_local = s/tot_subs;
/* size of the last diagonal-block */
nb0 = min(m - s*nb, n - s*nb);
rows = m - s*nb;
cols = maxm - s*nb;
if (nb0 > 0) {
/* wait for the last panel on cpu */
magma_queue_sync( queues[2*(id%ngpu)+1] );
/* factor on cpu */
lapackf77_sgetrf( &rows, &nb0, W(s), &ldw, ipiv+s*nb, &iinfo );
if ( (*info == 0) && (iinfo > 0) )
*info = iinfo + s*nb;
/* send the factor to gpus */
for (d=0; d < ngpu; d++) {
magma_ssetmatrix_async( rows, nb0, W(s), ldw,
d_lAP[d], dlAP_offset+(s%(2+ngpu))*nb*maxm, cols,
queues[2*d+1], NULL );
}
for( i=s*nb; i < s*nb + nb0; ++i ) {
ipiv[i] += s*nb;
}
for (d=0; d < tot_subs; d++) {
magmablas_slaswp( lddat, d_lAT(d,0,0), lddat, s*nb + 1, s*nb + nb0, ipiv, 1, queues[2*(d%ngpu)] );
}
d = id;
for (dd=0; dd < tot_subs; dd++) {
/* wait for the pivoting to be done */
if (dd < ngpu) {
/* synch only the first time */
magma_queue_sync( queues[2*(d%ngpu)] );
}
j_local2 = j_local;
if (d%ngpu == id%ngpu) {
/* the panel belond to this gpu */
dpanel_local[d] = d_lAT[id];
dpanel_local_offset[d] = d_lAT_offset(s, j_local);
if (dd < ngpu) {
magmablas_stranspose( rows, nb0,
d_lAP[d%ngpu], dlAP_offset+(s%(2+ngpu))*nb*maxm, cols,
dpanel_local[d], dpanel_local_offset[d], lddat,
queues[2*(d%ngpu)+1] );
}
/* size of the "extra" block */
if (d == id) { /* the last diagonal block belongs to this submatrix */
nb1 = nb0;
} else if (d < id) {
nb1 = nb;
} else {
nb1 = 0;
}
if (n_local[d] > j_local*nb+nb1) {
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
n_local[d] - (j_local*nb+nb1), nb0, c_one,
dpanel_local[d], dpanel_local_offset[d], lddat,
d_lAT(d, s, j_local)+nb1, lddat, queues[2*(d%ngpu)+1]);
}
} else if (n_local[d] > j_local2*nb) {
/* the panel belong to another gpu */
dpanel_local[d] = d_panel[d%ngpu];
dpanel_local_offset[d] = (s%(2+ngpu))*nb*maxm;
/* next column */
if (d < ngpu) {
/* transpose only the first time */
magmablas_stranspose( rows, nb0,
d_lAP[d%ngpu], dlAP_offset+(s%(2+ngpu))*nb*maxm, cols,
dpanel_local[d], dpanel_local_offset[d], nb,
queues[2*(d%ngpu)+1] );
}
if (d < id)
j_local2++;
nb1 = n_local[d] - j_local2*nb;
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
nb1, nb0, c_one,
dpanel_local[d], dpanel_local_offset[d], nb,
d_lAT(d,s,j_local2), lddat, queues[2*(d%ngpu)+1]);
}
d = (d+1)%tot_subs;
}
} /* if( nb0 > 0 ) */
/* clean up */
for (d=0; d < ngpu; d++) {
magma_queue_sync( queues[2*d] );
magma_queue_sync( queues[2*d+1] );
}
}
return *info;
/* End of MAGMA_SGETRF2_MSUB */
}
/***************************************************************************//**
Purpose
-------
SPOTRF computes the Cholesky factorization of a real symmetric
positive definite matrix dA.
The factorization has the form
dA = U**H * U, if UPLO = MagmaUpper, or
dA = L * L**H, if UPLO = MagmaLower,
where U is an upper triangular matrix and L is lower triangular.
This is the block version of the algorithm, calling Level 3 BLAS.
Arguments
---------
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of dA is stored;
- = MagmaLower: Lower triangle of dA is stored.
@param[in]
n INTEGER
The order of the matrix dA. N >= 0.
@param[in,out]
dA REAL array on the GPU, dimension (LDDA,N)
On entry, the symmetric matrix dA. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of dA contains the upper
triangular part of the matrix dA, and the strictly lower
triangular part of dA is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of dA contains the lower
triangular part of the matrix dA, and the strictly upper
triangular part of dA is not referenced.
\n
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization dA = U**H * U or dA = L * L**H.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,N).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
@ingroup magma_potrf
*******************************************************************************/
extern "C" magma_int_t
magma_spotrf_gpu(
magma_uplo_t uplo, magma_int_t n,
magmaFloat_ptr dA, magma_int_t ldda,
magma_int_t *info )
{
#ifdef HAVE_clBLAS
#define dA(i_, j_) dA, ((i_) + (j_)*ldda + dA_offset)
#else
#define dA(i_, j_) (dA + (i_) + (j_)*ldda)
#endif
/* Constants */
const float c_one = MAGMA_S_ONE;
const float c_neg_one = MAGMA_S_NEG_ONE;
const float d_one = 1.0;
const float d_neg_one = -1.0;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
bool upper = (uplo == MagmaUpper);
magma_int_t j, jb, nb;
float *work;
*info = 0;
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,n)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
nb = magma_get_spotrf_nb( n );
if (MAGMA_SUCCESS != magma_smalloc_pinned( &work, nb*nb )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_queue_t queues[2];
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queues[0] );
magma_queue_create( cdev, &queues[1] );
if (nb <= 1 || nb >= n) {
/* Use unblocked code. */
magma_sgetmatrix( n, n, dA(0,0), ldda, work, n, queues[0] );
lapackf77_spotrf( uplo_, &n, work, &n, info );
magma_ssetmatrix( n, n, work, n, dA(0,0), ldda, queues[0] );
}
else {
/* Use blocked code. */
if (upper) {
//=========================================================
/* Compute the Cholesky factorization A = U'*U. */
for (j=0; j < n; j += nb) {
// apply all previous updates to diagonal block,
// then transfer it to CPU
jb = min( nb, n-j );
magma_ssyrk( MagmaUpper, MagmaConjTrans, jb, j,
d_neg_one, dA(0, j), ldda,
d_one, dA(j, j), ldda, queues[1] );
magma_queue_sync( queues[1] );
magma_sgetmatrix_async( jb, jb,
dA(j, j), ldda,
work, jb, queues[0] );
// apply all previous updates to block row right of diagonal block
if (j+jb < n) {
magma_sgemm( MagmaConjTrans, MagmaNoTrans,
jb, n-j-jb, j,
c_neg_one, dA(0, j ), ldda,
dA(0, j+jb), ldda,
c_one, dA(j, j+jb), ldda, queues[1] );
}
// simultaneous with above sgemm, transfer diagonal block,
// factor it on CPU, and test for positive definiteness
magma_queue_sync( queues[0] );
lapackf77_spotrf( MagmaUpperStr, &jb, work, &jb, info );
magma_ssetmatrix_async( jb, jb,
work, jb,
dA(j, j), ldda, queues[1] );
if (*info != 0) {
*info = *info + j;
break;
}
// apply diagonal block to block row right of diagonal block
if (j+jb < n) {
magma_strsm( MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
jb, n-j-jb,
c_one, dA(j, j), ldda,
dA(j, j+jb), ldda, queues[1] );
}
}
}
else {
//=========================================================
// Compute the Cholesky factorization A = L*L'.
for (j=0; j < n; j += nb) {
// apply all previous updates to diagonal block,
// then transfer it to CPU
jb = min( nb, n-j );
magma_ssyrk( MagmaLower, MagmaNoTrans, jb, j,
d_neg_one, dA(j, 0), ldda,
d_one, dA(j, j), ldda, queues[1] );
magma_queue_sync( queues[1] );
magma_sgetmatrix_async( jb, jb,
dA(j, j), ldda,
work, jb, queues[0] );
// apply all previous updates to block column below diagonal block
if (j+jb < n) {
magma_sgemm( MagmaNoTrans, MagmaConjTrans,
n-j-jb, jb, j,
c_neg_one, dA(j+jb, 0), ldda,
dA(j, 0), ldda,
c_one, dA(j+jb, j), ldda, queues[1] );
}
// simultaneous with above sgemm, transfer diagonal block,
// factor it on CPU, and test for positive definiteness
magma_queue_sync( queues[0] );
lapackf77_spotrf( MagmaLowerStr, &jb, work, &jb, info );
magma_ssetmatrix_async( jb, jb,
work, jb,
dA(j, j), ldda, queues[1] );
if (*info != 0) {
*info = *info + j;
break;
}
// apply diagonal block to block column below diagonal
if (j+jb < n) {
magma_strsm( MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
n-j-jb, jb,
c_one, dA(j, j), ldda,
dA(j+jb, j), ldda, queues[1] );
}
}
}
}
magma_queue_destroy( queues[0] );
magma_queue_destroy( queues[1] );
magma_free_pinned( work );
return *info;
} /* magma_spotrf_gpu */
extern "C" magma_int_t
magma_zgetrf_mgpu(
magma_int_t ngpu,
magma_int_t m, magma_int_t n,
magmaDoubleComplex_ptr *d_lA, size_t dlA_offset, magma_int_t ldda,
magma_int_t *ipiv,
magma_queue_t *queues,
magma_int_t *info)
{
/* -- clMAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
ZGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the right-looking Level 3 BLAS version of the algorithm.
Arguments
=========
NUM_GPUS
(input) INTEGER
The number of GPUS to be used for the factorization.
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) COMPLEX_16 array on the GPU, dimension (LDDA,N).
On entry, the M-by-N matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
LDDA (input) INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
IPIV (output) INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
> 0: if INFO = i, U(i,i) is exactly zero. The factorization
has been completed, but the factor U is exactly
singular, and division by zero will occur if it is used
to solve a system of equations.
===================================================================== */
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magma_int_t nb, n_local[MagmaMaxGPUs];
magma_int_t maxm, mindim;
magma_int_t d, d2, lddat, ldwork;
magmaDoubleComplex_ptr d_lAT[MagmaMaxGPUs];
magmaDoubleComplex_ptr d_panel[MagmaMaxGPUs];
magmaDoubleComplex *work;
/* Check arguments */
*info = 0;
if (m < 0)
*info = -2;
else if (n < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
/* Function Body */
mindim = min(m, n);
nb = magma_get_zgetrf_nb(m);
if (nb <= 1 || nb >= n) {
/* Use CPU code. */
magma_zmalloc_cpu( &work, m * n );
if ( work == NULL ) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_zgetmatrix( m, n, d_lA[0], 0, ldda, work, m, queues[0] );
lapackf77_zgetrf(&m, &n, work, &m, ipiv, info);
magma_zsetmatrix( m, n, work, m, d_lA[0], 0, ldda, queues[0] );
magma_free_cpu(work);
} else {
/* Use hybrid blocked code. */
maxm = ((m + 31)/32)*32;
if ( ngpu > ceil((double)n/nb) ) {
printf( " * too many GPUs for the matrix size, using %d GPUs\n", (int) ngpu );
*info = -1;
return *info;
}
/* allocate workspace for each GPU */
lddat = (n+nb-1)/nb; /* number of block columns */
lddat = (lddat+ngpu-1)/ngpu; /* number of block columns per GPU */
lddat = nb*lddat; /* number of columns per GPU */
lddat = ((lddat+31)/32)*32; /* make it a multiple of 32 */
for( d=0; d < ngpu; d++ ) {
/* local-n and local-ld */
n_local[d] = ((n/nb)/ngpu)*nb;
if (d < (n/nb)%ngpu)
n_local[d] += nb;
else if (d == (n/nb)%ngpu)
n_local[d] += n%nb;
/* workspaces */
if (MAGMA_SUCCESS != magma_zmalloc( &d_panel[d], 3*nb*maxm )) {
for( d2=0; d2 < d; d2++ ) {
magma_free( d_panel[d2] );
magma_free( d_lAT[d2] );
}
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* local-matrix storage */
if (MAGMA_SUCCESS != magma_zmalloc( &d_lAT[d], lddat*maxm )) {
for( d2=0; d2 <= d; d2++ ) {
magma_free( d_panel[d2] );
}
for( d2=0; d2 < d; d2++ ) {
magma_free( d_lAT[d2] );
}
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magmablas_ztranspose( m, n_local[d], d_lA[d], 0, ldda, d_lAT[d], 0, lddat, queues[2*d+1] );
}
for( d=0; d < ngpu; d++ ) {
magma_queue_sync(queues[2*d+1]);
}
/* cpu workspace */
ldwork = maxm;
if (MAGMA_SUCCESS != magma_zmalloc_cpu( &work, ldwork*nb*ngpu )) {
for( d=0; d < ngpu; d++ ) {
magma_free( d_panel[d] );
magma_free( d_lAT[d] );
}
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
/* calling multi-gpu interface with allocated workspaces and queues */
magma_zgetrf2_mgpu(ngpu, m, n, nb, 0, d_lAT, 0, lddat, ipiv, d_panel, 0, work, maxm,
queues, info);
/* clean up */
for( d=0; d < ngpu; d++ ) {
/* save on output */
magmablas_ztranspose( n_local[d], m, d_lAT[d], 0, lddat, d_lA[d], 0, ldda, queues[2*d+1] );
magma_queue_sync(queues[2*d+1]);
magma_free( d_lAT[d] );
magma_free( d_panel[d] );
} /* end of for d=1,..,ngpu */
magma_free_cpu( work );
}
return *info;
}
extern "C" magma_int_t
magma_zunmtr_gpu(char side, char uplo, char trans,
magma_int_t m, magma_int_t n,
magmaDoubleComplex *da, magma_int_t ldda,
magmaDoubleComplex *tau,
magmaDoubleComplex *dc, magma_int_t lddc,
magmaDoubleComplex *wa, magma_int_t ldwa,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
ZUNMTR overwrites the general complex M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'T': Q**H * C C * Q**H
where Q is a complex 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**H from the Left;
= 'R': apply Q or Q**H 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**H.
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.
DA (device input) COMPLEX_16 array, dimension
(LDDA,M) if SIDE = 'L'
(LDDA,N) if SIDE = 'R'
The vectors which define the elementary reflectors, as
returned by ZHETRD_GPU. On output the diagonal, the subdiagonal and the
upper part (UPLO='L') or lower part (UPLO='U') are destroyed.
LDDA (input) INTEGER
The leading dimension of the array DA.
LDDA >= max(1,M) if SIDE = 'L'; LDDA >= max(1,N) if SIDE = 'R'.
TAU (input) COMPLEX_16 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.
DC (device input/output) COMPLEX_16 array, dimension (LDDC,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).
LDDC (input) INTEGER
The leading dimension of the array C. LDDC >= max(1,M).
WA (input/workspace) COMPLEX_16 array, dimension
(LDWA,M) if SIDE = 'L'
(LDWA,N) if SIDE = 'R'
The vectors which define the elementary reflectors, as
returned by ZHETRD_GPU.
LDWA (input) INTEGER
The leading dimension of the array A.
LDWA >= max(1,M) if SIDE = 'L'; LDWA >= max(1,N) if SIDE = 'R'.
WORK (workspace/output) COMPLEX_16 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
===================================================================== */
char side_[2] = {side, 0};
char uplo_[2] = {uplo, 0};
char trans_[2] = {trans, 0};
magma_int_t i1, i2, mi, ni, nq, nw;
int left, upper;
magma_int_t iinfo;
*info = 0;
left = lapackf77_lsame(side_, "L");
upper = lapackf77_lsame(uplo_, "U");
/* 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 (ldda < max(1,nq)) {
*info = -7;
} else if (lddc < max(1,m)) {
*info = -10;
} else if (ldwa < max(1,nq)) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0 || nq == 1) {
return *info;
}
if (left) {
mi = m - 1;
ni = n;
} else {
mi = m;
ni = n - 1;
}
if (upper) {
magma_zunmql2_gpu(side, trans, mi, ni, nq-1, &da[ldda], ldda, tau,
dc, lddc, &wa[ldwa], ldwa, &iinfo);
}
else {
/* Q was determined by a call to SSYTRD with UPLO = 'L' */
if (left) {
i1 = 1;
i2 = 0;
} else {
i1 = 0;
i2 = 1;
}
magma_zunmqr2_gpu(side, trans, mi, ni, nq-1, &da[1], ldda, tau,
&dc[i1 + i2*lddc], lddc, &wa[1], ldwa, &iinfo);
}
return *info;
} /* zunmtr */
extern "C" magma_int_t
magma_sgehrd(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
float *A, magma_int_t lda,
float *tau,
float *work, magma_int_t lwork,
float *dT,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
SGEHRD reduces a REAL general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
=========
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to SGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
WORK (workspace/output) REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
dT (output) REAL array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_sorghr.
===================================================================== */
#define A( i, j ) ( A + (i) + (j)*lda)
#define dA( i, j ) (dA + (i) + (j-ilo)*ldda)
float c_one = MAGMA_S_ONE;
float c_zero = MAGMA_S_ZERO;
magma_int_t nb = magma_get_sgehrd_nb(n);
magma_int_t ldda = n; // assumed in slahru
magma_int_t nh, iws;
magma_int_t iinfo;
magma_int_t ldwork;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = MAGMA_S_MAKE( iws, 0 );
lquery = lwork == -1;
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// GPU workspace is:
// nb*ldda for dwork for slahru
// nb*ldda for dV
// n*ldda for dA
float *dwork;
if (MAGMA_SUCCESS != magma_smalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
float *dV = dwork + nb*ldda;
float *dA = dwork + nb*ldda*2;
ldwork = n;
magma_int_t i;
float *T, *dTi;
magma_smalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
szero_nbxnb_block(nb, dV, ldda);
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for(i = 0; i < ilo; ++i)
tau[i] = c_zero;
for(i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
for(i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_slaset( 'F', nb, n, dT, nb );
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// Copy the matrix to the GPU
magma_ssetmatrix( n, n-ilo, A(0,ilo), lda, dA, ldda );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_sgetmatrix( ihi-i, nb,
dA(i,i), ldda,
A (i,i), lda );
// add 1 to i for 1-based index
magma_slahr2( ihi, i+1, nb,
dA(0,i),
dV,
A (0,i), lda,
&tau[i], T, nb, work, ldwork);
// Copy T from the CPU to dT on the GPU
dTi = dT + (i - ilo)*nb;
magma_ssetmatrix( nb, nb, T, nb, dTi, nb );
magma_slahru( n, ihi, i, nb,
A (0,i), lda,
dA(0,i), // dA
dA(i,i), // dY, stored over current panel
dV, dTi, dwork );
}
// Copy remainder to host
magma_sgetmatrix( n, n-i,
dA(0,i), ldda,
A (0,i), lda );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_sgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_S_MAKE( iws, 0 );
magma_free( dwork );
magma_free_cpu( T );
return *info;
} /* magma_sgehrd */
extern "C" magma_int_t
magma_dgeqrf_gpu(
magma_int_t m, magma_int_t n,
magmaDouble_ptr dA, size_t dA_offset, magma_int_t ldda,
double *tau, magmaDouble_ptr dT, size_t dT_offset,
magma_queue_t queue,
magma_int_t *info)
{
/* -- clMAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
This version stores the triangular dT matrices used in
the block QR factorization so that they can be applied directly (i.e.,
without being recomputed) later. As a result, the application
of Q is much faster. Also, the upper triangular matrices for V have 0s
in them. The corresponding parts of the upper triangular R are inverted
and stored separately in dT.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
dA (input/output) DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
LDDA (input) INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
TAU (output) DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
dT (workspace/output) DOUBLE_PRECISION array on the GPU,
dimension (2*MIN(M, N) + (N+31)/32*32 )*NB,
where NB can be obtained through magma_get_dgeqrf_nb(M).
It starts with MIN(M,N)*NB block that store the triangular T
matrices, followed by the MIN(M,N)*NB block of the diagonal
inverses for the R matrix. The rest of the array is used as workspace.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define a_ref(a_1,a_2) dA, (dA_offset + (a_1) + (a_2)*(ldda))
#define t_ref(a_1) dT, (dT_offset + (a_1)*nb)
#define d_ref(a_1) dT, (dT_offset + (minmn + (a_1))*nb)
#define dd_ref(a_1) dT, (dT_offset + (2*minmn+(a_1))*nb)
#define work_ref(a_1) ( work + (a_1))
#define hwork ( work + (nb)*(m))
magma_int_t i, k, minmn, old_i, old_ib, rows, cols;
magma_int_t ib, nb;
magma_int_t ldwork, lddwork, lwork, lhwork;
double *work, *ut;
/* check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
k = minmn = min(m,n);
if (k == 0)
return *info;
nb = magma_get_dgeqrf_nb(m);
lwork = (m + n + nb)*nb;
lhwork = lwork - m*nb;
if (MAGMA_SUCCESS != magma_dmalloc_cpu( &work, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
ut = hwork+nb*(n);
memset( ut, 0, nb*nb*sizeof(double));
magma_event_t event[2] = {NULL, NULL};
ldwork = m;
lddwork= n;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_dgetmatrix_async( rows, ib,
a_ref(i,i), ldda,
work_ref(i), ldwork, queue, &event[1] );
if (i>0){
/* Apply H' to A(i:m,i+2*ib:n) from the left */
cols = n-old_i-2*old_ib;
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, cols, old_ib,
a_ref(old_i, old_i ), ldda, t_ref(old_i), nb,
a_ref(old_i, old_i+2*old_ib), ldda, dd_ref(0), lddwork, queue);
/* store the diagonal */
magma_dsetmatrix_async( old_ib, old_ib,
ut, old_ib,
d_ref(old_i), old_ib, queue, &event[0] );
}
magma_event_sync(event[1]);
lapackf77_dgeqrf(&rows, &ib, work_ref(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work_ref(i), &ldwork, tau+i, hwork, &ib);
/* Put 0s in the upper triangular part of a panel (and 1s on the
diagonal); copy the upper triangular in ut and invert it. */
magma_event_sync(event[0]);
dsplit_diag_block(ib, work_ref(i), ldwork, ut);
magma_dsetmatrix( rows, ib, work_ref(i), ldwork, a_ref(i,i), ldda, queue);
if (i + ib < n) {
/* Send the triangular factor T to the GPU */
magma_dsetmatrix( ib, ib, hwork, ib, t_ref(i), nb, queue );
if (i+nb < k-nb){
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
a_ref(i, i ), ldda, t_ref(i), nb,
a_ref(i, i+ib), ldda, dd_ref(0), lddwork, queue);
}
else {
cols = n-i-ib;
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, cols, ib,
a_ref(i, i ), ldda, t_ref(i), nb,
a_ref(i, i+ib), ldda, dd_ref(0), lddwork, queue);
/* Fix the diagonal block */
magma_dsetmatrix( ib, ib, ut, ib, d_ref(i), ib , queue);
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_dgetmatrix( rows, ib, a_ref(i, i), ldda, work, rows, queue );
lhwork = lwork - rows*ib;
lapackf77_dgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_dsetmatrix( rows, ib, work, rows, a_ref(i, i), ldda, queue );
}
magma_free_cpu( work );
return *info;
} /* magma_dgeqrf_gpu */
/**
Purpose
-------
ZHEGST_GPU reduces a complex Hermitian-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U^H or L^H*A*L.
B must have been previously factorized as U^H*U or L*L^H by ZPOTRF.
Arguments
---------
@param[in]
itype INTEGER
= 1: compute inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H);
= 2 or 3: compute U*A*U^H or L^H*A*L.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored and B is factored as U^H*U;
- = MagmaLower: Lower triangle of A is stored and B is factored as L*L^H.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
dA COMPLEX_16 array, on the GPU device, dimension (LDDA,N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDDA >= max(1,N).
@param[in]
dB COMPLEX_16 array, on the GPU device, dimension (LDDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by ZPOTRF.
@param[in]
lddb INTEGER
The leading dimension of the array B. LDDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_zheev_comp
********************************************************************/
extern "C" magma_int_t
magma_zhegst_gpu(
magma_int_t itype, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
magmaDoubleComplex_const_ptr dB, magma_int_t lddb,
magma_int_t *info)
{
#define A(i_, j_) (work + (i_) + (j_)*lda )
#define B(i_, j_) (work + (i_) + (j_)*ldb + nb*ldb)
#define dA(i_, j_) (dA + (i_) + (j_)*ldda)
#define dB(i_, j_) (dB + (i_) + (j_)*lddb)
/* Constants */
const magmaDoubleComplex c_one = MAGMA_Z_ONE;
const magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
const magmaDoubleComplex c_half = MAGMA_Z_HALF;
const magmaDoubleComplex c_neg_half = MAGMA_Z_NEG_HALF;
const double d_one = 1.0;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t k, kb, kb2, nb;
magma_int_t lda;
magma_int_t ldb;
magmaDoubleComplex *work;
bool upper = (uplo == MagmaUpper);
/* Test the input parameters. */
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! upper && uplo != MagmaLower) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
} else if (lddb < max(1,n)) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
nb = magma_get_zhegst_nb( n );
lda = nb;
ldb = nb;
if (MAGMA_SUCCESS != magma_zmalloc_pinned( &work, 2*nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t queues[2];
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queues[0] );
magma_queue_create( cdev, &queues[1] );
/* Use hybrid blocked code */
if (itype == 1) {
if (upper) {
kb = min( n, nb );
/* Compute inv(U^H)*A*inv(U) */
magma_zgetmatrix_async( kb, kb,
dA(0, 0), ldda,
A(0, 0), lda, queues[0] );
magma_zgetmatrix_async( kb, kb,
dB(0, 0), lddb,
B(0, 0), ldb, queues[0] );
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
kb2 = min( n-k-nb, nb );
magma_queue_sync( queues[0] ); // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
/* Update the upper triangle of A(k:n,k:n) */
lapackf77_zhegst( &itype, uplo_, &kb, A(0,0), &lda, B(0,0), &ldb, info );
magma_zsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, queues[0] );
if (k+kb < n) {
magma_ztrsm( MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k,k), lddb,
dA(k,k+kb), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish set dA(k,k)
// Start copying next B block
magma_zgetmatrix_async( kb2, kb2,
dB(k+kb, k+kb), lddb,
B(0, 0), ldb, queues[0] );
magma_zhemm( MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k,k+kb), ldda, queues[1] );
magma_zher2k( MagmaUpper, MagmaConjTrans,
n-k-kb, kb,
c_neg_one, dA(k,k+kb), ldda,
dB(k,k+kb), lddb,
d_one, dA(k+kb,k+kb), ldda, queues[1] );
// Start copying next A block
magma_queue_sync( queues[1] );
magma_zgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(0, 0), lda, queues[0] );
magma_zhemm( MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k,k+kb), ldda, queues[1] );
magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k,k+kb), ldda, queues[1] );
}
}
}
else {
kb = min( n, nb );
/* Compute inv(L)*A*inv(L^H) */
magma_zgetmatrix_async( kb, kb,
dA(0, 0), ldda,
A(0, 0), lda, queues[0] );
magma_zgetmatrix_async( kb, kb,
dB(0, 0), lddb,
B(0, 0), ldb, queues[0] );
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
kb2 = min( n-k-nb, nb );
magma_queue_sync( queues[0] ); // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
/* Update the lower triangle of A(k:n,k:n) */
lapackf77_zhegst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info );
magma_zsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, queues[0] );
if (k+kb < n) {
magma_ztrsm( MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k,k), lddb,
dA(k+kb,k), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish set dA(k,k)
// Start copying next B block
magma_zgetmatrix_async( kb2, kb2,
dB(k+kb, k+kb), lddb,
B(0, 0), ldb, queues[0] );
magma_zhemm( MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda, queues[1] );
magma_zher2k( MagmaLower, MagmaNoTrans,
n-k-kb, kb,
c_neg_one, dA(k+kb,k), ldda,
dB(k+kb,k), lddb,
d_one, dA(k+kb,k+kb), ldda, queues[1] );
// Start copying next A block
magma_queue_sync( queues[1] );
magma_zgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(0, 0), lda, queues[0] );
magma_zhemm( MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb,k), ldda, queues[1] );
magma_ztrsm( MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k+kb,k), ldda, queues[1] );
}
}
}
}
else { // itype == 2 or 3
if (upper) {
/* Compute U*A*U^H */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
magma_zgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(0, 0), lda, queues[0] );
magma_zgetmatrix_async( kb, kb,
dB(k, k), lddb,
B(0, 0), ldb, queues[0] );
/* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_ztrmm( MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
k, kb,
c_one, dB(0,0), lddb,
dA(0,k), ldda, queues[1] );
magma_zhemm( MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0,k), ldda, queues[1] );
magma_zher2k( MagmaUpper, MagmaNoTrans,
k, kb,
c_one, dA(0,k), ldda,
dB(0,k), lddb,
d_one, dA(0,0), ldda, queues[1] );
magma_zhemm( MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0,k), ldda, queues[1] );
magma_ztrmm( MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
k, kb,
c_one, dB(k,k), lddb,
dA(0,k), ldda, queues[1] );
}
magma_queue_sync( queues[0] ); // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
lapackf77_zhegst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info );
magma_zsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, queues[1] );
magma_queue_sync( queues[1] ); // wait for A(0,0) before getting next panel
}
}
else {
/* Compute L^H*A*L */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
magma_zgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(0, 0), lda, queues[0] );
magma_zgetmatrix_async( kb, kb,
dB(k, k), lddb,
B(0, 0), ldb, queues[0] );
/* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_ztrmm( MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
kb, k,
c_one, dB(0,0), lddb,
dA(k,0), ldda, queues[1] );
magma_zhemm( MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k,0), ldda, queues[1] );
magma_queue_sync( queues[1] );
magma_zher2k( MagmaLower, MagmaConjTrans,
k, kb,
c_one, dA(k,0), ldda,
dB(k,0), lddb,
d_one, dA(0,0), ldda, queues[1] );
magma_zhemm( MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k,0), ldda, queues[1] );
magma_ztrmm( MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
kb, k,
c_one, dB(k,k), lddb,
dA(k,0), ldda, queues[1] );
}
magma_queue_sync( queues[0] ); // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
lapackf77_zhegst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info );
magma_zsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, queues[1] );
magma_queue_sync( queues[1] ); // wait for A(0,0) before getting next panel
}
}
}
magma_queue_sync( queues[0] );
magma_queue_sync( queues[1] );
magma_queue_destroy( queues[0] );
magma_queue_destroy( queues[1] );
magma_free_pinned( work );
return *info;
} /* magma_zhegst_gpu */
/**
Purpose
-------
DSYGVDX computes selected eigenvalues and, optionally, eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
Eigenvalues and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvdx(
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
double *dA=NULL, *dB=NULL;
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t lddb = ldda;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin, liwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
lapackf77_dsygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
*mout = n;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, queue );
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_gpu( uplo, n, dB, lddb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_gpu = %6.2f\n", time );
magma_queue_sync( queue );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, queue );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu( itype, uplo, n, dA, ldda, dB, lddb, info );
timer_stop( time );
timer_printf( "time dsygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* set dB=NULL so we know to re-allocate below
* TODO: have dwork here that will be used as dB and then passed to dsyevd.
*/
if (n > 5000) {
magma_queue_sync( queue );
magma_free( dB ); dB=NULL;
}
timer_start( time );
magma_dsyevdx_gpu( jobz, range, uplo, n, dA, ldda, vl, vu, il, iu, mout, w, A, lda,
work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time dsyevdx_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (dB == NULL) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
magma_free( dA ); dA=NULL;
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_dtrmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
magma_dgetmatrix( n, *mout, dA, ldda, A, lda, queue );
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( queue );
magma_queue_destroy( queue );
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
magma_free( dA ); dA=NULL;
magma_free( dB ); dB=NULL;
return *info;
} /* magma_dsygvd */
/**
Purpose
-------
CHEGST reduces a complex Hermitian-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by CPOTRF.
Arguments
---------
@param[in]
itype INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored and B is factored as U**H*U;
- = MagmaLower: Lower triangle of A is stored and B is factored as L*L**H.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A COMPLEX array, dimension (LDA,N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
B COMPLEX array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by CPOTRF.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_cheev_comp
********************************************************************/
extern "C" magma_int_t
magma_chegst(magma_int_t itype, magma_uplo_t uplo, magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *B, magma_int_t ldb, magma_int_t *info)
{
#define A(i, j) (A + (j)*lda + (i))
#define B(i, j) (B + (j)*ldb + (i))
#define dA(i, j) (dw + (j)*ldda + (i))
#define dB(i, j) (dw + n*ldda + (j)*lddb + (i))
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t nb;
magma_int_t k, kb, kb2;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magmaFloatComplex c_half = MAGMA_C_HALF;
magmaFloatComplex c_neg_half = MAGMA_C_NEG_HALF;
magmaFloatComplex *dw;
magma_int_t ldda = n;
magma_int_t lddb = n;
float d_one = 1.0;
int upper = (uplo == MagmaUpper);
/* Test the input parameters. */
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! upper && uplo != MagmaLower) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (ldb < max(1,n)) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
if (MAGMA_SUCCESS != magma_cmalloc( &dw, 2*n*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
nb = magma_get_chegst_nb(n);
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
magma_csetmatrix( n, n, A(0, 0), lda, dA(0, 0), ldda );
magma_csetmatrix( n, n, B(0, 0), ldb, dB(0, 0), lddb );
/* Use hybrid blocked code */
if (itype == 1) {
if (upper) {
/* Compute inv(U')*A*inv(U) */
for (k = 0; k < n; k += nb) {
kb = min(n-k,nb);
kb2= min(n-k-nb,nb);
/* Update the upper triangle of A(k:n,k:n) */
lapackf77_chegst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info);
magma_csetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, stream[0] );
if (k+kb < n) {
magma_ctrsm(MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k,k), lddb,
dA(k,k+kb), ldda);
magma_queue_sync( stream[0] );
magma_chemm(MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k, k+kb), ldda);
magma_cher2k(MagmaUpper, MagmaConjTrans,
n-k-kb, kb,
c_neg_one, dA(k,k+kb), ldda,
dB(k,k+kb), lddb,
d_one, dA(k+kb,k+kb), ldda);
magma_cgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(k+kb, k+kb), lda, stream[1] );
magma_chemm(MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k, k+kb), ldda);
magma_ctrsm(MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k,k+kb), ldda);
magma_queue_sync( stream[1] );
}
}
magma_queue_sync( stream[0] );
}
else {
/* Compute inv(L)*A*inv(L') */
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
kb2= min(n-k-nb,nb);
/* Update the lower triangle of A(k:n,k:n) */
lapackf77_chegst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info);
magma_csetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, stream[0] );
if (k+kb < n) {
magma_ctrsm(MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k,k), lddb,
dA(k+kb,k), ldda);
magma_queue_sync( stream[0] );
magma_chemm(MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda);
magma_cher2k(MagmaLower, MagmaNoTrans,
n-k-kb, kb,
c_neg_one, dA(k+kb,k), ldda,
dB(k+kb,k), lddb,
d_one, dA(k+kb,k+kb), ldda);
magma_cgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(k+kb, k+kb), lda, stream[1] );
magma_chemm(MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda);
magma_ctrsm(MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k+kb,k), ldda);
}
magma_queue_sync( stream[1] );
}
}
magma_queue_sync( stream[0] );
}
else {
if (upper) {
/* Compute U*A*U' */
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
magma_cgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(k, k), lda, stream[0] );
/* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_ctrmm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
k, kb,
c_one, dB(0,0), lddb,
dA(0,k), ldda);
magma_chemm(MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0, k), ldda);
magma_queue_sync( stream[1] );
magma_cher2k(MagmaUpper, MagmaNoTrans,
k, kb,
c_one, dA(0,k), ldda,
dB(0,k), lddb,
d_one, dA(0,0), ldda);
magma_chemm(MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0, k), ldda);
magma_ctrmm(MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
k, kb,
c_one, dB(k,k), lddb,
dA(0,k), ldda);
}
magma_queue_sync( stream[0] );
lapackf77_chegst( &itype, uplo_, &kb, A(k, k), &lda, B(k, k), &ldb, info);
magma_csetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, stream[1] );
}
magma_queue_sync( stream[1] );
}
else {
/* Compute L'*A*L */
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
magma_cgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(k, k), lda, stream[0] );
/* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_ctrmm(MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
kb, k,
c_one, dB(0,0), lddb,
dA(k,0), ldda);
magma_chemm(MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda);
magma_queue_sync( stream[1] );
magma_cher2k(MagmaLower, MagmaConjTrans,
k, kb,
c_one, dA(k,0), ldda,
dB(k,0), lddb,
d_one, dA(0,0), ldda);
magma_chemm(MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda);
magma_ctrmm(MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
kb, k,
c_one, dB(k,k), lddb,
dA(k,0), ldda);
}
magma_queue_sync( stream[0] );
lapackf77_chegst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info);
magma_csetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, stream[1] );
}
magma_queue_sync( stream[1] );
}
}
magma_cgetmatrix( n, n, dA(0, 0), ldda, A(0, 0), lda );
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free( dw );
return *info;
} /* magma_chegst_gpu */
/**
Purpose
-------
SGEHRD2 reduces a REAL general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H .
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to SGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A REAL array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@param[out]
work (workspace) REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
@ingroup magma_sgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_sgehrd2(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
float *A, magma_int_t lda,
float *tau,
float *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i_,j_) (A + (i_) + (j_)*lda)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
float c_one = MAGMA_S_ONE;
float c_zero = MAGMA_S_ZERO;
magma_int_t nb = magma_get_sgehrd_nb(n);
magma_int_t ldda = ((n+31)/32)*32;
magma_int_t i, nh, iws;
magma_int_t iinfo;
magma_int_t ldwork;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = MAGMA_S_MAKE( iws, 0 );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// GPU workspace is:
// nb*ldda for dwork for slahru
// nb*ldda for dV
// n*ldda for dA
// nb*nb for dT
float *dwork;
if (MAGMA_SUCCESS != magma_smalloc( &dwork, 2*nb*ldda + n*ldda + nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
float *dV = dwork + nb*ldda;
float *dA = dwork + nb*ldda*2;
float *dT = dwork + nb*ldda*2 + n*ldda;
ldwork = ldda;
float *T;
magma_smalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
magmablas_slaset( MagmaFull, nb, nb, c_zero, c_zero, dV, ldda );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
assert( nb % 4 == 0 );
for (i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
// Copy the matrix to the GPU
magma_ssetmatrix( n, n-ilo, A(0,ilo), lda, dA, ldda );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_sgetmatrix( ihi-i, nb,
dA(i,i-ilo), ldda,
A(i,i), lda );
// add 1 to i for 1-based index
magma_slahr2( ihi, i+1, nb,
dA(0,i-ilo), ldda,
dV, ldda,
A(0,i), lda,
&tau[i], T, nb, work, ldwork );
// Copy T from the CPU to dT on the GPU
magma_ssetmatrix( nb, nb, T, nb, dT, nb );
magma_slahru( n, ihi, i, nb,
A(0,i), lda,
dA(0,i-ilo), ldda, // dA
dA(i,i-ilo), ldda, // dY, stored over current panel
dV, ldda,
dT, dwork );
}
// Copy remainder to host
magma_sgetmatrix( n, n-i,
dA(0,i-ilo), ldda,
A(0,i), lda );
magma_free( dwork );
magma_free_cpu( T );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_sgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_S_MAKE( iws, 0 );
return *info;
} /* magma_sgehrd2 */
/**
Purpose
-------
DORGQR generates an M-by-N DOUBLE_PRECISION matrix Q with orthonormal columns,
which is defined as the first N columns of a product of K elementary
reflectors of order M
Q = H(1) H(2) . . . H(k)
as returned by DGEQRF.
This version recomputes the T matrices on the CPU and sends them to the GPU.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix Q. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix Q. M >= N >= 0.
@param[in]
k INTEGER
The number of elementary reflectors whose product defines the
matrix Q. N >= K >= 0.
@param[in,out]
A DOUBLE_PRECISION array A, dimension (LDDA,N).
On entry, the i-th column must contain the vector
which defines the elementary reflector H(i), for
i = 1,2,...,k, as returned by DGEQRF_GPU in the
first k columns of its array argument A.
On exit, the M-by-N matrix Q.
@param[in]
lda INTEGER
The first dimension of the array A. LDA >= max(1,M).
@param[in]
tau DOUBLE_PRECISION array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by DGEQRF_GPU.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument has an illegal value
@ingroup magma_dgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_dorgqr2(
magma_int_t m, magma_int_t n, magma_int_t k,
double *A, magma_int_t lda,
double *tau,
magma_int_t *info)
{
#define A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)
double c_zero = MAGMA_D_ZERO;
double c_one = MAGMA_D_ONE;
magma_int_t nb = magma_get_dgeqrf_nb(min(m, n));
magma_int_t m_kk, n_kk, k_kk, mi;
magma_int_t lwork, ldda;
magma_int_t i, ib, ki, kk; //, iinfo;
magma_int_t lddwork;
double *dA, *dV, *dW, *dT, *T;
double *work;
*info = 0;
if (m < 0) {
*info = -1;
} else if ((n < 0) || (n > m)) {
*info = -2;
} else if ((k < 0) || (k > n)) {
*info = -3;
} else if (lda < max(1,m)) {
*info = -5;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if (n <= 0) {
return *info;
}
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
// first kk columns are handled by blocked method.
// ki is start of 2nd-to-last block
if ((nb > 1) && (nb < k)) {
ki = (k - nb - 1) / nb * nb;
kk = min(k, ki + nb);
} else {
ki = 0;
kk = 0;
}
// Allocate GPU work space
// ldda*n for matrix dA
// ldda*nb for dV
// lddwork*nb for dW larfb workspace
ldda = ((m + 31) / 32) * 32;
lddwork = ((n + 31) / 32) * 32;
if (MAGMA_SUCCESS != magma_dmalloc( &dA, ldda*n + ldda*nb + lddwork*nb + nb*nb)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dV = dA + ldda*n;
dW = dA + ldda*n + ldda*nb;
dT = dA + ldda*n + ldda*nb + lddwork*nb;
// Allocate CPU work space
lwork = (n+m+nb) * nb;
magma_dmalloc_cpu( &work, lwork );
T = work;
if (work == NULL) {
magma_free( dA );
magma_free_cpu( work );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
double *V = work + (n+nb)*nb;
magma_queue_t stream;
magma_queue_create( &stream );
// Use unblocked code for the last or only block.
if (kk < n) {
m_kk = m - kk;
n_kk = n - kk;
k_kk = k - kk;
/*
lapackf77_dorgqr( &m_kk, &n_kk, &k_kk,
A(kk, kk), &lda,
&tau[kk], work, &lwork, &iinfo );
*/
lapackf77_dlacpy( MagmaUpperLowerStr, &m_kk, &k_kk, A(kk,kk), &lda, V, &m_kk);
lapackf77_dlaset( MagmaUpperLowerStr, &m_kk, &n_kk, &c_zero, &c_one, A(kk, kk), &lda );
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&m_kk, &k_kk,
V, &m_kk, &tau[kk], work, &k_kk);
lapackf77_dlarfb( MagmaLeftStr, MagmaNoTransStr, MagmaForwardStr, MagmaColumnwiseStr,
&m_kk, &n_kk, &k_kk,
V, &m_kk, work, &k_kk, A(kk, kk), &lda, work+k_kk*k_kk, &n_kk );
if (kk > 0) {
magma_dsetmatrix( m_kk, n_kk,
A(kk, kk), lda,
dA(kk, kk), ldda );
// Set A(1:kk,kk+1:n) to zero.
magmablas_dlaset( MagmaFull, kk, n - kk, c_zero, c_zero, dA(0, kk), ldda );
}
}
if (kk > 0) {
// Use blocked code
// stream: set Aii (V) --> laset --> laset --> larfb --> [next]
// CPU has no computation
magmablasSetKernelStream( stream );
for (i = ki; i >= 0; i -= nb) {
ib = min(nb, k - i);
// Send current panel to the GPU
mi = m - i;
lapackf77_dlaset( "Upper", &ib, &ib, &c_zero, &c_one, A(i, i), &lda );
magma_dsetmatrix_async( mi, ib,
A(i, i), lda,
dV, ldda, stream );
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&mi, &ib,
A(i,i), &lda, &tau[i], T, &nb);
magma_dsetmatrix_async( ib, ib,
T, nb,
dT, nb, stream );
// set panel to identity
magmablas_dlaset( MagmaFull, i, ib, c_zero, c_zero, dA(0, i), ldda );
magmablas_dlaset( MagmaFull, mi, ib, c_zero, c_one, dA(i, i), ldda );
magma_queue_sync( stream );
if (i < n) {
// Apply H to A(i:m,i:n) from the left
magma_dlarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
mi, n-i, ib,
dV, ldda, dT, nb,
dA(i, i), ldda, dW, lddwork );
}
}
// copy result back to CPU
magma_dgetmatrix( m, n,
dA(0, 0), ldda, A(0, 0), lda);
}
magma_queue_destroy( stream );
magma_free( dA );
magma_free_cpu( work );
magmablasSetKernelStream( orig_stream );
return *info;
} /* magma_dorgqr */
