//////////////////////////////////////////////////////////////
// CSTEDC Divide and Conquer for tridiag
//////////////////////////////////////////////////////////////
extern "C" void magma_cstedc_withZ(magma_vec_t JOBZ, magma_int_t N, float *D, float * E, magmaFloatComplex *Z, magma_int_t LDZ)
{
magmaFloatComplex *WORK;
float *RWORK;
magma_int_t *IWORK;
magma_int_t LWORK, LIWORK, LRWORK;
magma_int_t INFO;
// use log() as log2() is not defined everywhere (e.g., Windows)
const float log_2 = 0.6931471805599453;
if (JOBZ == MagmaVec) {
LWORK = N*N;
LRWORK = 1 + 3*N + 3*N*((magma_int_t)(log( (float)N )/log_2) + 1) + 4*N*N + 256*N;
LIWORK = 6 + 6*N + 6*N*((magma_int_t)(log( (float)N )/log_2) + 1) + 256*N;
} else if (JOBZ == MagmaIVec) {
LWORK = N;
LRWORK = 2*N*N + 4*N + 1 + 256*N;
LIWORK = 256*N;
} else if (JOBZ == MagmaNoVec) {
LWORK = N;
LRWORK = 256*N + 1;
LIWORK = 256*N;
} else {
printf("ERROR JOBZ %c\n", JOBZ);
exit(-1);
}
magma_smalloc_cpu( &RWORK, LRWORK );
magma_cmalloc_cpu( &WORK, LWORK );
magma_imalloc_cpu( &IWORK, LIWORK );
lapackf77_cstedc( lapack_vec_const(JOBZ), &N, D, E, Z, &LDZ, WORK, &LWORK, RWORK, &LRWORK, IWORK, &LIWORK, &INFO);
if (INFO != 0) {
printf("=================================================\n");
printf("CSTEDC ERROR OCCURED. HERE IS INFO %d \n ", (int) INFO);
printf("=================================================\n");
//assert(INFO == 0);
}
magma_free_cpu( IWORK );
magma_free_cpu( WORK );
magma_free_cpu( RWORK );
}
/**
Purpose
-------
ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
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]
nrgpu INTEGER
Number of GPUs to use.
@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]
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 COMPLEX_16 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.
\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**H*B*Z = I;
if ITYPE = 3, Z**H*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 COMPLEX_16 array, dimension (LDB, N)
On entry, the Hermitian 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**H*U or B = L*L**H.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\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) DOUBLE PRECISION array, dimension (MAX(1,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: ZPOTRF or ZHEEVD 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 ZHEEVD 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_zhegv_driver
********************************************************************/
extern "C" magma_int_t
magma_zhegvd_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb,
double *w, magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
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 );
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t lwmin;
magma_int_t liwmin;
magma_int_t lrwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*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 (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = 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_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (lrwork < lrwmin && ! lquery) {
*info = -13;
} else if (liwork < liwmin && ! lquery) {
*info = -15;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_zhegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_zpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time zpotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_zhegst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time zhegst = %6.2f\n", time );
timer_start( time );
magma_zheevd_m(nrgpu, jobz, uplo, n, A, lda, w, work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time zheevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* 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 = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ztrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, c_one, B, ldb, A, lda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaConjTrans;
}
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
magmaDoubleComplex *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
if (MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
magma_zsetmatrix( n, n, A, lda, dA, ldda );
magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, c_one, dB, lddb, dA, ldda);
magma_zgetmatrix( n, n, dA, ldda, A, lda );
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zhegvd_m */
/**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. 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]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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 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.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
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[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[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, 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_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_m(magma_int_t nrgpu, magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
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 );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
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;
}
// 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_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
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] = A[0];
if (wantz) {
A[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
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_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(nrgpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
#ifdef USE_SINGLE_GPU
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
magma_free( dwork );
#else
magma_dstedx_m(nrgpu, MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
#endif
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dormtr_m(nrgpu, MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */
/**
Purpose
-------
SSYGVD computes all the eigenvalues, and optionally, the 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.
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]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@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]
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 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. 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 REAL 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[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@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 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_ssytrd_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: SPOTRF or SSYEVD 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 SSYEVD 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_ssygv_driver
********************************************************************/
extern "C" magma_int_t
magma_ssygvd_m(
magma_int_t ngpu,
magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
float *w, float *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)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
float d_one = MAGMA_S_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*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 (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_ssytrd_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;
}
// 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] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
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_ssygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_spotrf_m( ngpu, uplo, n, B, ldb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time spotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_ssygst_m( ngpu, itype, uplo, n, A, lda, B, ldb, info );
timer_stop( time );
timer_printf( "time ssygst = %6.2f\n", time );
timer_start( time );
magma_ssyevd_m( ngpu, jobz, uplo, n, A, lda, w, work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time ssyevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* 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_strsm_m( ngpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, B, ldb, A, lda );
}
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;
}
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
float *dA=NULL, *dB=NULL;
magma_int_t ldda = roundup( n, 32 );
magma_int_t lddb = ldda;
if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb ) ) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_ssetmatrix( n, n, B, ldb, dB, lddb );
magma_ssetmatrix( n, n, A, lda, dA, ldda );
magma_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda );
magma_sgetmatrix( n, n, dA, ldda, A, lda );
magma_free( dA );
magma_free( dB );
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_ssygvd_m */
extern "C" magma_int_t
magma_dsyevd(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *a, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_queue_t queue,
magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DSYEVD computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. 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
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
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) DOUBLE_PRECISION 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. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = 'V' 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).
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.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i and JOBZ = 'N', 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 = 'V', 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.
===================================================================== */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
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;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
double one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
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] = a[0];
if (wantz) {
a[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_dsyevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, a, &lda, work );
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_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time;
timer_start( time );
magma_dsytrd(uplo, n, a, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, queue, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
// TTT Possible bug for n < 128
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, queue, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dormtr(MagmaLeft, uplo, MagmaNoTrans, n, n, a, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, queue, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, a, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing chegvdx
*/
int main( int argc, char** argv)
{
TESTING_INIT();
/* 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 */
real_Double_t gpu_time;
magmaFloatComplex *h_A, *h_R, *h_B, *h_S, *h_work;
#ifdef COMPLEX
float *rwork;
magma_int_t lrwork;
#endif
float *w1, *w2, result[2]={0,0};
magma_int_t *iwork;
magma_int_t N, n2, info, lda, lwork, liwork;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
opts.parse_opts( argc, argv );
float tol = opts.tolerance * lapackf77_slamch("E");
float tolulp = opts.tolerance * lapackf77_slamch("P");
magma_range_t range = MagmaRangeAll;
if (opts.fraction != 1)
range = MagmaRangeI;
// pass ngpu = -1 to test multi-GPU code using 1 gpu
magma_int_t abs_ngpu = abs( opts.ngpu );
printf("%% itype = %d, jobz = %s, range = %s, uplo = %s, fraction = %6.4f, ngpu = %d\n",
int(opts.itype), lapack_vec_const(opts.jobz), lapack_range_const(range), lapack_uplo_const(opts.uplo),
opts.fraction, int(abs_ngpu) );
if (opts.itype == 1) {
printf("%% N M GPU Time (sec) |AZ-BZD| |D - D_magma|\n");
}
else if (opts.itype == 2) {
printf("%% N M GPU Time (sec) |ABZ-ZD| |D - D_magma|\n");
}
else if (opts.itype == 3) {
printf("%% N M GPU Time (sec) |BAZ-ZD| |D - D_magma|\n");
}
printf("%%======================================================\n");
magma_int_t threads = magma_get_parallel_numthreads();
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = lda*N;
// TODO: test vl-vu range
magma_int_t m1 = 0;
float vl = 0;
float vu = 0;
magma_int_t il = 0;
magma_int_t iu = 0;
if (opts.fraction == 0) {
il = max( 1, magma_int_t(0.1*N) );
iu = max( 1, magma_int_t(0.3*N) );
}
else {
il = 1;
iu = max( 1, magma_int_t(opts.fraction*N) );
}
magma_cheevdx_getworksize(N, threads, (opts.jobz == MagmaVec),
&lwork,
#ifdef COMPLEX
&lrwork,
#endif
&liwork);
/* Allocate host memory for the matrix */
TESTING_MALLOC_CPU( h_A, magmaFloatComplex, n2 );
TESTING_MALLOC_CPU( h_B, magmaFloatComplex, n2 );
TESTING_MALLOC_CPU( w1, float, N );
TESTING_MALLOC_CPU( w2, float, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, magmaFloatComplex, n2 );
TESTING_MALLOC_PIN( h_S, magmaFloatComplex, n2 );
TESTING_MALLOC_PIN( h_work, magmaFloatComplex, max( lwork, N*N )); // check needs N*N
#ifdef COMPLEX
TESTING_MALLOC_PIN( rwork, float, lrwork);
#endif
/* Initialize the matrix */
lapackf77_clarnv( &ione, ISEED, &n2, h_A );
lapackf77_clarnv( &ione, ISEED, &n2, h_B );
magma_cmake_hpd( N, h_B, lda );
magma_cmake_hermitian( N, h_A, lda );
lapackf77_clacpy( MagmaFullStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_clacpy( MagmaFullStr, &N, &N, h_B, &lda, h_S, &lda );
// ===================================================================
// Performs operation using MAGMA
// ===================================================================
gpu_time = magma_wtime();
if (opts.ngpu == 1) {
magma_chegvdx_2stage( opts.itype, opts.jobz, range, opts.uplo,
N, h_R, lda, h_S, lda, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork,
&info );
}
else {
magma_chegvdx_2stage_m( abs_ngpu, opts.itype, opts.jobz, range, opts.uplo,
N, h_R, lda, h_S, lda, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork,
&info );
}
gpu_time = magma_wtime() - gpu_time;
if (info != 0) {
printf("magma_chegvdx_2stage returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvdx routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A| |Z| N ) (itype = 1)
| A B Z - Z D | / ( |A| |Z| N ) (itype = 2)
| B A Z - Z D | / ( |A| |Z| N ) (itype = 3)
(2) | D(with V, magma) - D(w/o V, lapack) | / | D |
=================================================================== */
#ifdef REAL
float *rwork = h_work + N*N;
#endif
if ( opts.jobz != MagmaNoVec ) {
result[0] = 1.;
result[0] /= safe_lapackf77_clanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &lda, rwork);
result[0] /= lapackf77_clange("1", &N, &m1, h_R, &lda, rwork);
if (opts.itype == 1) {
blasf77_chemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
for (int i=0; i < m1; ++i)
blasf77_csscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_chemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &lda, h_R, &lda, &c_one, h_work, &N);
result[0] *= lapackf77_clange("1", &N, &m1, h_work, &N, rwork)/N;
}
else if (opts.itype == 2) {
blasf77_chemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &lda, h_R, &lda, &c_zero, h_work, &N);
for (int i=0; i < m1; ++i)
blasf77_csscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_chemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_clange("1", &N, &m1, h_R, &lda, rwork)/N;
}
else if (opts.itype == 3) {
blasf77_chemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
for (int i=0; i < m1; ++i)
blasf77_csscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_chemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_clange("1", &N, &m1, h_R, &lda, rwork)/N;
}
}
lapackf77_clacpy( MagmaFullStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_clacpy( MagmaFullStr, &N, &N, h_B, &lda, h_S, &lda );
lapackf77_chegvd( &opts.itype, "N", lapack_uplo_const(opts.uplo), &N,
h_R, &lda, h_S, &lda, w2,
h_work, &lwork,
#ifdef COMPLEX
rwork, &lrwork,
#endif
iwork, &liwork,
&info );
if (info != 0) {
printf("lapackf77_chegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
float maxw=0, diff=0;
for (int j=0; j < m1; j++) {
maxw = max(maxw, fabs(w1[j]));
maxw = max(maxw, fabs(w2[j]));
diff = max(diff, fabs(w1[j] - w2[j]));
}
result[1] = diff / (m1*maxw);
}
/* =====================================================================
Print execution time
=================================================================== */
printf("%5d %5d %9.4f ",
(int) N, (int) m1, gpu_time);
if ( opts.check ) {
bool okay = (result[1] < tolulp);
if ( opts.jobz != MagmaNoVec ) {
okay = okay && (result[0] < tol);
printf(" %8.2e", result[0] );
}
else {
printf(" --- ");
}
printf(" %8.2e %s\n", result[1], (okay ? "ok" : "failed"));
status += ! okay;
}
else {
printf(" ---\n");
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
#ifdef COMPLEX
TESTING_FREE_PIN( rwork );
#endif
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
opts.cleanup();
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zhetrd_he2hb
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, gpu_time, gpu_perf;
magmaDoubleComplex *h_A, *h_R, *h_work;
magmaDoubleComplex *tau;
double *D, *E;
magma_int_t N, n2, lda, ldda, lwork, ldt, info, nstream;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
// TODO add these options to parse_opts
magma_int_t NE = 0;
magma_int_t distblk = 0;
magma_opts opts;
opts.parse_opts( argc, argv );
magma_int_t WANTZ = (opts.jobz == MagmaVec);
double tol = opts.tolerance * lapackf77_dlamch("E");
if (opts.nb == 0)
opts.nb = 64; //magma_get_zhetrd_he2hb_nb(N);
if (NE < 1)
NE = N; //64; //magma_get_zhetrd_he2hb_nb(N);
nstream = max(3, opts.ngpu+2);
magma_queue_t streams[MagmaMaxGPUs][20];
magmaDoubleComplex_ptr da[MagmaMaxGPUs], dT1[MagmaMaxGPUs];
if ((distblk == 0) || (distblk < opts.nb))
distblk = max(256, opts.nb);
printf("%% ngpu %d, distblk %d, NB %d, nstream %d\n",
(int) opts.ngpu, (int) distblk, (int) opts.nb, (int) nstream);
for( magma_int_t dev = 0; dev < opts.ngpu; ++dev ) {
magma_setdevice( dev );
for( int i = 0; i < nstream; ++i ) {
magma_queue_create( &streams[dev][i] );
}
}
magma_setdevice( 0 );
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
ldt = N;
ldda = magma_roundup( N, opts.align ); // multiple of 32 by default
n2 = lda*N;
/* We suppose the magma NB is bigger than lapack NB */
lwork = N*opts.nb;
//gflops = ....?
/* Allocate host memory for the matrix */
TESTING_MALLOC_CPU( tau, magmaDoubleComplex, N-1 );
TESTING_MALLOC_PIN( h_A, magmaDoubleComplex, lda*N );
TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, lda*N );
TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork );
TESTING_MALLOC_PIN( D, double, N );
TESTING_MALLOC_PIN( E, double, N );
for( magma_int_t dev = 0; dev < opts.ngpu; ++dev ) {
magma_int_t mlocal = ((N / distblk) / opts.ngpu + 1) * distblk;
magma_setdevice( dev );
TESTING_MALLOC_DEV( da[dev], magmaDoubleComplex, ldda*mlocal );
TESTING_MALLOC_DEV( dT1[dev], magmaDoubleComplex, N*opts.nb );
}
/* ====================================================================
Initialize the matrix
=================================================================== */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
magma_zmake_hermitian( N, h_A, lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
/* Copy the matrix to the GPU */
magma_zsetmatrix_1D_col_bcyclic( N, N, h_R, lda, da, ldda, opts.ngpu, distblk);
//magmaDoubleComplex_ptr dabis;
//TESTING_MALLOC_DEV( dabis, magmaDoubleComplex, ldda*N );
//magma_zsetmatrix(N, N, h_R, lda, dabis, ldda);
for (int count=0; count < 1; ++count) {
magma_setdevice(0);
gpu_time = magma_wtime();
if (opts.version == 30) {
// see src/obsolete and magmablas/obsolete
printf( "magma_zhetrd_he2hb_mgpu_spec not compiled\n" );
//magma_zhetrd_he2hb_mgpu_spec(
// opts.uplo, N, opts.nb, h_R, lda, tau, h_work, lwork,
// da, ldda, dT1, opts.nb, opts.ngpu, distblk,
// streams, nstream, opts.nthread, &info);
} else {
nstream = 3;
magma_zhetrd_he2hb_mgpu(
opts.uplo, N, opts.nb, h_R, lda, tau, h_work, lwork,
da, ldda, dT1, opts.nb, opts.ngpu, distblk,
streams, nstream, opts.nthread, &info);
}
// magma_zhetrd_he2hb(opts.uplo, N, opts.nb, h_R, lda, tau, h_work, lwork, dT1[0], &info);
gpu_time = magma_wtime() - gpu_time;
printf(" Finish BAND N %d NB %d dist %d ngpu %d version %d timing= %f\n",
N, opts.nb, distblk, opts.ngpu, opts.version, gpu_time);
}
magma_setdevice(0);
for( magma_int_t dev = 0; dev < opts.ngpu; ++dev ) {
magma_setdevice(dev);
magma_device_sync();
}
magma_setdevice(0);
magmablasSetKernelStream( NULL );
// todo neither of these is declared in headers
// magma_zhetrd_bhe2trc_v5(opts.nthread, WANTZ, opts.uplo, NE, N, opts.nb, h_R, lda, D, E, dT1[0], ldt);
// magma_zhetrd_bhe2trc(opts.nthread, WANTZ, opts.uplo, NE, N, opts.nb, h_R, lda, D, E, dT1[0], ldt);
// todo where is this timer started?
// gpu_time = magma_wtime() - gpu_time;
// todo what are the gflops?
gpu_perf = gflops / gpu_time;
if (info != 0)
printf("magma_zhetrd_he2hb returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Print performance and error.
=================================================================== */
#if defined(CHECKEIG)
#if defined(PRECISION_z) || defined(PRECISION_d)
if ( opts.check ) {
printf(" Total N %5d flops %6.2f timing %6.2f seconds\n", (int) N, gpu_perf, gpu_time );
double nrmI=0.0, nrm1=0.0, nrm2=0.0;
int lwork2 = 256*N;
magmaDoubleComplex *work2, *AINIT;
double *rwork2, *D2;
// TODO free this memory !
magma_zmalloc_cpu( &work2, lwork2 );
magma_dmalloc_cpu( &rwork2, N );
magma_dmalloc_cpu( &D2, N );
magma_zmalloc_cpu( &AINIT, N*lda );
memcpy(AINIT, h_A, N*lda*sizeof(magmaDoubleComplex));
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = magma_wtime();
int nt = min(12, opts.nthread);
magma_set_lapack_numthreads(nt);
lapackf77_zheev( "N", "L", &N, h_A, &lda, D2, work2, &lwork2,
#ifdef COMPLEX
rwork2,
#endif
&info );
///* call eigensolver for our resulting tridiag [D E] and for Q */
//dstedc_withZ('V', N, D, E, h_R, lda);
////dsterf_( &N, D, E, &info);
cpu_time = magma_wtime() - cpu_time;
printf(" Finish CHECK - EIGEN timing= %f threads %d\n", cpu_time, nt);
/* compare result */
cmp_vals(N, D2, D, &nrmI, &nrm1, &nrm2);
magmaDoubleComplex *WORKAJETER;
double *RWORKAJETER, *RESU;
// TODO free this memory !
magma_zmalloc_cpu( &WORKAJETER, (2* N * N + N) );
magma_dmalloc_cpu( &RWORKAJETER, N );
magma_dmalloc_cpu( &RESU, 10 );
int MATYPE;
memset(RESU, 0, 10*sizeof(double));
MATYPE=3;
double NOTHING=0.0;
cpu_time = magma_wtime();
// check results
zcheck_eig_( lapack_vec_const(opts.jobz), &MATYPE, &N, &opts.nb,
AINIT, &lda, &NOTHING, &NOTHING, D2, D,
h_R, &lda, WORKAJETER, RWORKAJETER, RESU );
cpu_time = magma_wtime() - cpu_time;
printf(" Finish CHECK - results timing= %f\n", cpu_time);
magma_set_lapack_numthreads(1);
printf("\n");
printf(" ================================================================================================================\n");
printf(" ==> INFO voici threads=%d N=%d NB=%d WANTZ=%d\n", (int) opts.nthread, (int) N, (int) opts.nb, (int) WANTZ);
printf(" ================================================================================================================\n");
printf(" DSBTRD : %15s \n", "STATblgv9withQ ");
printf(" ================================================================================================================\n");
if (WANTZ > 0)
printf(" | A - U S U' | / ( |A| n ulp ) : %15.3E \n", RESU[0]);
if (WANTZ > 0)
printf(" | I - U U' | / ( n ulp ) : %15.3E \n", RESU[1]);
printf(" | D1 - EVEIGS | / (|D| ulp) : %15.3E \n", RESU[2]);
printf(" max | D1 - EVEIGS | : %15.3E \n", RESU[6]);
printf(" ================================================================================================================\n\n\n");
printf(" ****************************************************************************************************************\n");
printf(" * Hello here are the norm Infinite (max)=%8.2e norm one (sum)=%8.2e norm2(sqrt)=%8.2e *\n", nrmI, nrm1, nrm2);
printf(" ****************************************************************************************************************\n\n");
}
#endif // PRECISION_z || PRECISION_d
#endif // CHECKEIG
printf(" Total N %5d flops %6.2f timing %6.2f seconds\n", (int) N, 0.0, gpu_time );
printf("%%===========================================================================\n\n\n");
TESTING_FREE_CPU( tau );
TESTING_FREE_PIN( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
TESTING_FREE_PIN( D );
TESTING_FREE_PIN( E );
for( magma_int_t dev = 0; dev < opts.ngpu; ++dev ) {
magma_setdevice( dev );
TESTING_FREE_DEV( da[dev] );
TESTING_FREE_DEV( dT1[dev] );
}
magma_setdevice( 0 );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
for( magma_int_t dev = 0; dev < opts.ngpu; ++dev ) {
for( int i = 0; i < nstream; ++i ) {
magma_queue_destroy( streams[dev][i] );
}
}
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zhegvd
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
double *rwork, *w1, *w2;
double result[4] = {0};
magma_int_t *iwork;
magma_int_t N, n2, info, nb, lwork, liwork, lda, lrwork;
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double d_one = 1.;
double d_neg_one = -1.;
//double d_ten = 10.;
//magma_int_t izero = 0;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, uplo = %s\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo));
printf(" N CPU Time (sec) GPU Time(sec)\n");
printf("======================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = N*lda;
nb = magma_get_zhetrd_nb(N);
lwork = 2*N*nb + N*N;
lrwork = 1 + 5*N +2*N*N;
liwork = 3 + 5*N;
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( rwork, double, lrwork );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_S, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork );
/* Initialize the matrix */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
//lapackf77_zlatms( &N, &N, "U", ISEED, "P", w1, &five, &d_ten,
// &d_one, &N, &N, lapack_uplo_const(opts.uplo), h_B, &lda, h_work, &info);
//lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_B, &lda);
lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
magma_zmake_hpd( N, h_B, lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
/* warmup */
if ( opts.warmup ) {
magma_zhegvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_zhegvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvd routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | I - V V' B | / ( N ) (itype = 1,2)
| B - V V' | / ( |B| N ) (itype = 3)
(3) | S(with V) - S(w/o V) | / | S |
=================================================================== */
double temp1, temp2;
//magmaDoubleComplex *tau;
if ( opts.itype == 1 || opts.itype == 2 ) {
lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_S, &lda);
blasf77_zgemm("N", "C", &N, &N, &N, &c_one, h_R, &lda, h_R, &lda, &c_zero, h_work, &N);
blasf77_zhemm("R", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_work, &N, &c_one, h_S, &lda);
result[1] = lapackf77_zlange("1", &N, &N, h_S, &lda, rwork) / N;
}
else if ( opts.itype == 3 ) {
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda);
blasf77_zherk(lapack_uplo_const(opts.uplo), "N", &N, &N, &d_neg_one, h_R, &lda, &d_one, h_S, &lda);
result[1] = lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_S, &lda, rwork) / N
/ lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_B, &lda, rwork);
}
result[0] = 1.;
result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &lda, rwork);
result[0] /= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork);
if ( opts.itype == 1 ) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_R, &lda, &c_one, h_work, &N);
result[0] *= lapackf77_zlange("1", &N, &N, h_work, &lda, rwork)/N;
}
else if ( opts.itype == 2 ) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_R, &lda, &c_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N;
}
else if ( opts.itype == 3 ) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N;
}
/*
lapackf77_zhet21( &ione, lapack_uplo_const(opts.uplo), &N, &izero,
h_A, &lda,
w1, w1,
h_R, &lda,
h_R, &lda,
tau, h_work, rwork, &result[0] );
*/
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
magma_zhegvd( opts.itype, MagmaNoVec, opts.uplo,
N, h_R, lda, h_S, lda, w2,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
temp1 = temp2 = 0;
for(int j=0; j<N; j++) {
temp1 = max(temp1, absv(w1[j]));
temp1 = max(temp1, absv(w2[j]));
temp2 = max(temp2, absv(w1[j]-w2[j]));
}
result[2] = temp2 / (((double)N)*temp1);
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_zhegvd( &opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
&N, h_A, &lda, h_B, &lda, w2,
h_work, &lwork,
rwork, &lrwork,
iwork, &liwork,
&info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
printf("%5d %7.2f %7.2f\n",
(int) N, cpu_time, gpu_time);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
/* =====================================================================
Print execution time
=================================================================== */
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if ( opts.itype==1 ) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==2 ) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==3 ) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
if ( opts.itype==1 || opts.itype==2 ) {
printf("(2) | I - Z Z' B | / N = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
else {
printf("(2) | B - Z Z' | / (|B| N) = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
printf( "(3) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[2], (result[2] < tolulp ? "ok" : "failed") );
status += ! (result[0] < tol && result[1] < tol && result[2] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( rwork );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
ZHEGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
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]
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]
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 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 COMPLEX_16 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.
\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**H*B*Z = I;
if ITYPE = 3, Z**H*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 COMPLEX_16 array, dimension (LDB, N)
On entry, the Hermitian 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**H*U or B = L*L**H.
@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]
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 DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) 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 * (NB + 1).
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) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) 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(1) 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: ZPOTRF or ZHEEVD 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 ZHEEVD 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_zhegv_driver
********************************************************************/
extern "C" magma_int_t
magma_zhegvdx_2stage(magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
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 );
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex *dA;
magmaDoubleComplex *dB;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
magma_int_t lrwmin;
magma_queue_t stream;
magma_queue_create( &stream );
/* 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 (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_zbulge_nb(n, parallel_threads);
magma_int_t lq2 = magma_zbulge_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 * (nb + 1);
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_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (lrwork < lrwmin && ! lquery) {
*info = -19;
} else if (liwork < liwmin && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_zhegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
*m = n;
return *info;
}
// TODO: fix memory leak
if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
magma_zsetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_zpotrf_gpu(uplo, n, dB, lddb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time zpotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_zgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
/* Transform problem to standard eigenvalue problem and solve. */
timer_start( time );
magma_zhegst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info);
timer_stop( time );
timer_printf( "time zhegst_gpu = %6.2f\n", time );
magma_zgetmatrix( n, n, dA, ldda, A, lda );
magma_queue_sync( stream );
magma_free( dA );
magma_free( dB );
timer_start( time );
magma_zheevdx_2stage(jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time zheevdx_2stage = %6.2f\n", time );
if (wantz && *info == 0) {
// TODO fix memory leak
if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
timer_start( time );
magma_zsetmatrix( n, *m, A, lda, dA, ldda );
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
/* 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 = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ztrsm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_one, dB, lddb, dA, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaConjTrans;
}
magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_one, dB, lddb, dA, ldda);
}
magma_zgetmatrix( n, *m, dA, ldda, A, lda );
timer_stop( time );
timer_printf( "time trsm/mm + getmatrix = %6.2f\n", time );
magma_free( dA );
magma_free( dB );
}
magma_queue_destroy( stream );
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zhegvdx_2stage */
/**
Purpose
-------
CHEEVD_GPU computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. 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]
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]
dA COMPLEX array on the GPU,
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. 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, A contains the
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]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param
wA (workspace) COMPLEX array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_chetrd_nb(N).
\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_cheevd_gpu(magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaFloatComplex *dA, magma_int_t ldda,
float *w,
magmaFloatComplex *wA, magma_int_t ldwa,
magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t lrwork,
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 );
magma_int_t ione = 1;
float d__1;
float eps;
magma_int_t inde;
float anrm;
magma_int_t imax;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
float smlnum;
magma_int_t lquery;
float *dwork;
magmaFloatComplex *dC;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
} else if (ldwa < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_chetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = 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.);
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -10;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -12;
} else if ((liwork < liwmin) && ! lquery) {
*info = -14;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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
magmaFloatComplex *A;
magma_cmalloc_cpu( &A, n*n );
magma_cgetmatrix(n, n, dA, ldda, A, n);
lapackf77_cheevd(jobz_, uplo_,
&n, A, &n,
w, work, &lwork,
rwork, &lrwork,
iwork, &liwork, info);
magma_csetmatrix( n, n, A, n, dA, ldda);
magma_free_cpu(A);
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// dC and dwork are never used together, so use one buffer for both;
// unfortunately they're different types (complex and float).
// (this works better in dsyevd_gpu where they're both float).
// n*lddc for chetrd2_gpu, *2 for complex
// n for clanhe
magma_int_t ldwork = n*lddc*2;
if ( wantz ) {
// need 3n^2/2 for cstedx
ldwork = max( ldwork, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_smalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dC = (magmaFloatComplex*) dwork;
/* 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 = magmablas_clanhe(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_clascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
}
/* Call CHETRD to reduce Hermitian matrix to tridiagonal form. */
// chetrd rwork: e (n)
// cstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// chetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// cstedx work: tau (n) + z (n^2)
// cunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_HEMV
magma_chetrd2_gpu(uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dC, n*lddc, &iinfo);
#else
magma_chetrd_gpu (uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, &iinfo);
#endif
timer_stop( time );
timer_printf( "time chetrd_gpu = %6.2f\n", time );
/* 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) {
lapackf77_ssterf(&n, w, &rwork[inde], info);
}
else {
timer_start( time );
magma_cstedx( MagmaRangeAll, n, 0., 0., 0, 0, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
timer_stop( time );
timer_printf( "time cstedx = %6.2f\n", time );
timer_start( time );
magma_csetmatrix( n, n, &work[indwrk], n, dC, lddc );
magma_cunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, n, dA, ldda, &work[indtau],
dC, lddc, wA, ldwa, &iinfo);
magma_ccopymatrix( n, n, dC, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time cunmtr_gpu + copy = %6.2f\n", time );
}
/* 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;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_cheevd_gpu */
/**
Purpose
-------
ZHEEVDX_GPU computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. 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]
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]
dA COMPLEX_16 array on the GPU,
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. 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 mout 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]
ldda INTEGER
The leading dimension of the array DA. LDDA >= 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 required mout eigenvalues in ascending order.
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\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) DOUBLE PRECISION 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_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx_gpu(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *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 );
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
//magma_int_t indwk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magmaDouble_ptr dwork;
magmaDoubleComplex_ptr dC;
magma_int_t lddc = ldda;
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 (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} 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_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = 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_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 );
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -18;
} else if ((liwork < liwmin) && ! lquery) {
*info = -20;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
magmaDoubleComplex *A;
magma_zmalloc_cpu( &A, lda*n );
magma_zgetmatrix( n, n, dA, ldda, A, lda );
lapackf77_zheevd( jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
rwork, &lrwork,
iwork, &liwork, info );
magma_zsetmatrix( n, n, A, lda, dA, ldda );
magma_free_cpu( A );
*mout = n;
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// dC and dwork are never used together, so use one buffer for both;
// unfortunately they're different types (complex and double).
// (this is easier in dsyevd_gpu where everything is double.)
// zhetrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb, in double-complex.
// zunmtr_gpu requires lddc*n, in double-complex.
// zlanhe requires n, in double.
magma_int_t ldwork = max( ldda*ceildiv(n,64) + 2*ldda*nb, lddc*n );
magma_int_t ldwork_real = max( ldwork*2, n );
if ( wantz ) {
// zstedx requrise 3n^2/2, in double
ldwork_real = max( ldwork_real, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork_real )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dC = (magmaDoubleComplex*) dwork;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe( MagmaMaxNorm, uplo, n, dA, ldda, dwork );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_zlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, info );
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
//indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
//llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_HEMV
magma_zhetrd2_gpu( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dC, ldwork, &iinfo );
#else
magma_zhetrd_gpu ( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
timer_printf( "time zhetrd_gpu = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &rwork[inde], info );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
}
else {
timer_start( time );
magma_zstedx( range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
magma_zsetmatrix( n, *mout, &work[indwrk + n * (il-1) ], n, dC, lddc );
magma_zunmtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, *mout, dA, ldda, &work[indtau],
dC, lddc, wA, ldwa, &iinfo );
magma_zcopymatrix( n, *mout, dC, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time zunmtr_gpu + copy = %6.2f\n", time );
}
/* 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_dscal( &imax, &d__1, w, &ione );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 ); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_zheevdx_gpu */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing sgeev
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
float *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2;
float *w1i, *w2i;
magmaFloatComplex *w1copy, *w2copy;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
float tnrm, result[9];
magma_int_t N, n2, lda, nb, lwork, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
float ulp, ulpinv, error;
magma_int_t status = 0;
ulp = lapackf77_slamch( "P" );
ulpinv = 1./ulp;
magma_opts opts;
parse_opts( argc, argv, &opts );
// need slightly looser bound (60*eps instead of 30*eps) for some tests
opts.tolerance = max( 60., opts.tolerance );
float tol = opts.tolerance * lapackf77_slamch("E");
float tolulp = opts.tolerance * lapackf77_slamch("P");
// enable at least some minimal checks, if requested
if ( opts.check && !opts.lapack && opts.jobvl == MagmaNoVec && opts.jobvr == MagmaNoVec ) {
fprintf( stderr, "NOTE: Some checks require vectors to be computed;\n"
" set jobvl=V (option -LV), or jobvr=V (option -RV), or both.\n"
" Some checks require running lapack (-l); setting lapack.\n\n");
opts.lapack = true;
}
printf(" N CPU Time (sec) GPU Time (sec) |W_magma - W_lapack| / |W_lapack|\n");
printf("===========================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = lda*N;
nb = magma_get_sgehrd_nb(N);
lwork = N*(2 + nb);
// generous workspace - required by sget22
lwork = max( lwork, N*(5 + 2*N) );
TESTING_MALLOC_CPU( w1copy, magmaFloatComplex, N );
TESTING_MALLOC_CPU( w2copy, magmaFloatComplex, N );
TESTING_MALLOC_CPU( w1, float, N );
TESTING_MALLOC_CPU( w2, float, N );
TESTING_MALLOC_CPU( w1i, float, N );
TESTING_MALLOC_CPU( w2i, float, N );
TESTING_MALLOC_CPU( h_A, float, n2 );
TESTING_MALLOC_PIN( h_R, float, n2 );
TESTING_MALLOC_PIN( VL, float, n2 );
TESTING_MALLOC_PIN( VR, float, n2 );
TESTING_MALLOC_PIN( h_work, float, lwork );
/* Initialize the matrix */
lapackf77_slarnv( &ione, ISEED, &n2, h_A );
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_sgeev( opts.jobvl, opts.jobvr,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_sgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Check the result
=================================================================== */
if ( opts.check ) {
/* ===================================================================
* Check the result following LAPACK's [zcds]drvev routine.
* The following tests are performed:
* (1) | A * VR - VR * W | / ( n |A| )
*
* Here VR is the matrix of unit right eigenvectors.
* W is a diagonal matrix with diagonal entries W(j).
*
* (2) | |VR(i)| - 1 | and whether largest component real
*
* VR(i) denotes the i-th column of VR.
*
* (3) | A**T * VL - VL * W**T | / ( n |A| )
*
* Here VL is the matrix of unit left eigenvectors, A**T is the
* transpose of A, and W is as above.
*
* (4) | |VL(i)| - 1 | and whether largest component real
*
* VL(i) denotes the i-th column of VL.
*
* (5) W(full) = W(partial, W only) -- currently skipped
* (6) W(full) = W(partial, W and VR)
* (7) W(full) = W(partial, W and VL)
*
* W(full) denotes the eigenvalues computed when both VR and VL
* are also computed, and W(partial) denotes the eigenvalues
* computed when only W, only W and VR, or only W and VL are
* computed.
*
* (8) VR(full) = VR(partial, W and VR)
*
* VR(full) denotes the right eigenvectors computed when both VR
* and VL are computed, and VR(partial) denotes the result
* when only VR is computed.
*
* (9) VL(full) = VL(partial, W and VL)
*
* VL(full) denotes the left eigenvectors computed when both VR
* and VL are also computed, and VL(partial) denotes the result
* when only VL is computed.
*
* (1, 2) only if jobvr = V
* (3, 4) only if jobvl = V
* (5-9) only if check = 2 (option -c2)
================================================================= */
float vmx, vrmx, vtst;
// Initialize result. -1 indicates test was not run.
for( int j = 0; j < 9; ++j )
result[j] = -1.;
if ( opts.jobvr == MagmaVec ) {
// Do test 1: | A * VR - VR * W | / ( n |A| )
// Note this writes result[1] also
lapackf77_sget22( MagmaNoTransStr, MagmaNoTransStr, MagmaNoTransStr,
&N, h_A, &lda, VR, &lda, w1, w1i,
h_work, &result[0] );
result[0] *= ulp;
// Do test 2: | |VR(i)| - 1 | and whether largest component real
result[1] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = magma_cblas_snrm2( N, &VR[j*lda], ione );
else if (w1i[j] > 0.)
tnrm = magma_slapy2( magma_cblas_snrm2( N, &VR[j*lda], ione ),
magma_cblas_snrm2( N, &VR[(j+1)*lda], ione ));
result[1] = max( result[1], min( ulpinv, MAGMA_S_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_slapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VR[jj + (j+1)*lda])==0. &&
MAGMA_S_ABS( VR[jj+j*lda] ) > vrmx)
{
vrmx = MAGMA_S_ABS( VR[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[1] = ulpinv;
}
}
result[1] *= ulp;
}
if ( opts.jobvl == MagmaVec ) {
// Do test 3: | A**T * VL - VL * W**T | / ( n |A| )
// Note this writes result[3] also
lapackf77_sget22( MagmaTransStr, MagmaNoTransStr, MagmaTransStr,
&N, h_A, &lda, VL, &lda, w1, w1i,
h_work, &result[2] );
result[2] *= ulp;
// Do test 4: | |VL(i)| - 1 | and whether largest component real
result[3] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = magma_cblas_snrm2( N, &VL[j*lda], ione );
else if (w1i[j] > 0.)
tnrm = magma_slapy2( magma_cblas_snrm2( N, &VL[j*lda], ione ),
magma_cblas_snrm2( N, &VL[(j+1)*lda], ione ));
result[3] = max( result[3], min( ulpinv, MAGMA_S_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_slapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VL[jj + (j+1)*lda])==0. &&
MAGMA_S_ABS( VL[jj+j*lda]) > vrmx)
{
vrmx = MAGMA_S_ABS( VL[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[3] = ulpinv;
}
}
result[3] *= ulp;
}
}
if ( opts.check == 2 ) {
// more extensive tests
// this is really slow because it calls magma_zgeev multiple times
float *LRE, DUM;
TESTING_MALLOC_PIN( LRE, float, n2 );
lapackf77_slarnv( &ione, ISEED, &n2, h_A );
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
// ----------
// Compute eigenvalues, left and right eigenvectors
magma_sgeev( MagmaVec, MagmaVec,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info );
if (info != 0)
printf("magma_zgeev (case V, V) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// ----------
// Compute eigenvalues only
// These are not exactly equal, and not in the same order, so skip for now.
//lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
//magma_sgeev( MagmaNoVec, MagmaNoVec,
// N, h_R, lda, w2, w2i,
// &DUM, 1, &DUM, 1,
// h_work, lwork, &info );
//if (info != 0)
// printf("magma_sgeev (case N, N) returned error %d: %s.\n",
// (int) info, magma_strerror( info ));
//
//// Do test 5: W(full) = W(partial, W only)
//result[4] = 1;
//for( int j = 0; j < N; ++j )
// if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
// result[4] = 0;
// ----------
// Compute eigenvalues and right eigenvectors
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_sgeev( MagmaNoVec, MagmaVec,
N, h_R, lda, w2, w2i,
&DUM, 1, LRE, lda,
h_work, lwork, &info );
if (info != 0)
printf("magma_sgeev (case N, V) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// Do test 6: W(full) = W(partial, W and VR)
result[5] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[5] = 0;
// Do test 8: VR(full) = VR(partial, W and VR)
result[7] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_S_EQUAL( VR[j+jj*lda], LRE[j+jj*lda] ))
result[7] = 0;
// ----------
// Compute eigenvalues and left eigenvectors
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_sgeev( MagmaVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
LRE, lda, &DUM, 1,
h_work, lwork, &info );
if (info != 0)
printf("magma_sgeev (case V, N) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// Do test 7: W(full) = W(partial, W and VL)
result[6] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[6] = 0;
// Do test 9: VL(full) = VL(partial, W and VL)
result[8] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_S_EQUAL( VL[j+jj*lda], LRE[j+jj*lda] ))
result[8] = 0;
TESTING_FREE_PIN( LRE );
}
/* =====================================================================
Performs operation using LAPACK
Do this after checks, because it overwrites VL and VR.
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_sgeev( lapack_vec_const(opts.jobvl), lapack_vec_const(opts.jobvr),
&N, h_A, &lda, w2, w2i,
VL, &lda, VR, &lda,
h_work, &lwork, &info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_sgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// check | W_magma - W_lapack | / | W |
// need to sort eigenvalues first
// copy them into complex vectors for ease
for( int j=0; j < N; ++j ) {
w1copy[j] = MAGMA_C_MAKE( w1[j], w1i[j] );
w2copy[j] = MAGMA_C_MAKE( w2[j], w2i[j] );
}
std::sort( w1copy, &w1copy[N], lessthan );
std::sort( w2copy, &w2copy[N], lessthan );
// adjust sorting to deal with numerical inaccuracy
// search down w2 for eigenvalue that matches w1's eigenvalue
for( int j=0; j < N; ++j ) {
for( int j2=j; j2 < N; ++j2 ) {
magmaFloatComplex diff = MAGMA_C_SUB( w1copy[j], w2copy[j2] );
float diff2 = magma_szlapy2( diff ) / max( magma_szlapy2( w1copy[j] ), tol );
if ( diff2 < 100*tol ) {
if ( j != j2 ) {
std::swap( w2copy[j], w2copy[j2] );
}
break;
}
}
}
blasf77_caxpy( &N, &c_neg_one, w2copy, &ione, w1copy, &ione );
error = magma_cblas_scnrm2( N, w1copy, 1 );
error /= magma_cblas_scnrm2( N, w2copy, 1 );
printf("%5d %7.2f %7.2f %8.2e %s\n",
(int) N, cpu_time, gpu_time,
error, (error < tolulp ? "ok" : "failed"));
status += ! (error < tolulp);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
if ( opts.check ) {
// -1 indicates test was not run
if ( result[0] != -1 ) { printf(" | A * VR - VR * W | / ( n |A| ) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed")); }
if ( result[1] != -1 ) { printf(" | |VR(i)| - 1 | = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed")); }
if ( result[2] != -1 ) { printf(" | A'* VL - VL * W'| / ( n |A| ) = %8.2e %s\n", result[2], (result[2] < tol ? "ok" : "failed")); }
if ( result[3] != -1 ) { printf(" | |VL(i)| - 1 | = %8.2e %s\n", result[3], (result[3] < tol ? "ok" : "failed")); }
if ( result[4] != -1 ) { printf(" W (full) == W (partial, W only) %s\n", (result[4] == 1. ? "ok" : "failed")); }
if ( result[5] != -1 ) { printf(" W (full) == W (partial, W and VR) %s\n", (result[5] == 1. ? "ok" : "failed")); }
if ( result[6] != -1 ) { printf(" W (full) == W (partial, W and VL) %s\n", (result[6] == 1. ? "ok" : "failed")); }
if ( result[7] != -1 ) { printf(" VR (full) == VR (partial, W and VR) %s\n", (result[7] == 1. ? "ok" : "failed")); }
if ( result[8] != -1 ) { printf(" VL (full) == VL (partial, W and VL) %s\n", (result[8] == 1. ? "ok" : "failed")); }
int newline = 0;
if ( result[0] != -1 ) { status += ! (result[0] < tol); newline = 1; }
if ( result[1] != -1 ) { status += ! (result[1] < tol); newline = 1; }
if ( result[2] != -1 ) { status += ! (result[2] < tol); newline = 1; }
if ( result[3] != -1 ) { status += ! (result[3] < tol); newline = 1; }
if ( result[4] != -1 ) { status += ! (result[4] == 1.); newline = 1; }
if ( result[5] != -1 ) { status += ! (result[5] == 1.); newline = 1; }
if ( result[6] != -1 ) { status += ! (result[6] == 1.); newline = 1; }
if ( result[7] != -1 ) { status += ! (result[7] == 1.); newline = 1; }
if ( result[8] != -1 ) { status += ! (result[8] == 1.); newline = 1; }
if ( newline ) {
printf( "\n" );
}
}
TESTING_FREE_CPU( w1copy );
TESTING_FREE_CPU( w2copy );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( w1i );
TESTING_FREE_CPU( w2i );
TESTING_FREE_CPU( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( VL );
TESTING_FREE_PIN( VR );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing cgesdd (SVD with Divide & Conquer)
Please keep code in testing_cgesdd.cpp and testing_cgesvd.cpp similar.
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
magmaFloatComplex *h_A, *h_R, *U, *VT, *h_work;
magmaFloatComplex dummy[1];
float *S1, *S2;
#ifdef COMPLEX
magma_int_t lrwork=0;
float *rwork;
#endif
magma_int_t *iwork;
magma_int_t M, N, N_U, M_VT, lda, ldu, ldv, n2, min_mn, max_mn, info, nb, lwork;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_vec_t jobz;
magma_int_t status = 0;
MAGMA_UNUSED( max_mn ); // used only in complex
magma_opts opts;
opts.parse_opts( argc, argv );
float tol = opts.tolerance * lapackf77_slamch("E");
jobz = opts.jobu;
magma_vec_t jobs[] = { MagmaNoVec, MagmaSomeVec, MagmaOverwriteVec, MagmaAllVec };
if ( opts.check && ! opts.all && (jobz == MagmaNoVec)) {
printf( "%% NOTE: some checks require that singular vectors are computed;\n"
"%% set jobz (option -U[NASO]) to be S, O, or A.\n\n" );
}
printf("%% jobz M N CPU time (sec) GPU time (sec) |S1-S2| |A-USV^H| |I-UU^H|/M |I-VV^H|/N S sorted\n");
printf("%%==========================================================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int ijobz = 0; ijobz < 4; ++ijobz ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
if ( opts.all ) {
jobz = jobs[ ijobz ];
}
else if ( ijobz > 0 ) {
// if not testing all, run only once, when ijobz = 0,
// but jobz come from opts (above loops).
continue;
}
M = opts.msize[itest];
N = opts.nsize[itest];
min_mn = min(M, N);
max_mn = max(M, N);
N_U = (jobz == MagmaAllVec ? M : min_mn);
M_VT = (jobz == MagmaAllVec ? N : min_mn);
lda = M;
ldu = M;
ldv = M_VT;
n2 = lda*N;
nb = magma_get_cgesvd_nb( M, N );
// x and y abbreviations used in cgesdd and dgesdd documentation
magma_int_t x = max(M,N);
magma_int_t y = min(M,N);
#ifdef COMPLEX
bool tall = (x >= int(y*17/9.)); // true if tall (m >> n) or wide (n >> m)
#else
bool tall = (x >= int(y*11/6.)); // true if tall (m >> n) or wide (n >> m)
#endif
// query or use formula for workspace size
switch( opts.svd_work ) {
case 0: { // query for workspace size
lwork = -1;
magma_cgesdd( jobz, M, N,
NULL, lda, NULL, NULL, ldu, NULL, ldv, dummy, lwork,
#ifdef COMPLEX
NULL,
#endif
NULL, &info );
lwork = (int) MAGMA_C_REAL( dummy[0] );
break;
}
case 1: // minimum
case 2: // optimal
case 3: { // optimal (for gesdd, 2 & 3 are same; for gesvd, they differ)
// formulas from cgesdd and dgesdd documentation
bool sml = (opts.svd_work == 1); // 1 is small workspace, 2,3 are large workspace
#ifdef COMPLEX // ----------------------------------------
if (jobz == MagmaNoVec) {
if (tall) { lwork = 2*y + (2*y)*nb; }
else { lwork = 2*y + (x+y)*nb; }
}
if (jobz == MagmaOverwriteVec) {
if (tall) {
if (sml) { lwork = 2*y*y + 2*y + (2*y)*nb; }
else { lwork = y*y + x*y + 2*y + (2*y)*nb; } // not big deal
}
else {
//if (sml) { lwork = 2*y + max( (x+y)*nb, y*y + y ); }
//else { lwork = 2*y + max( (x+y)*nb, x*y + y*nb ); }
// LAPACK 3.4.2 over-estimates workspaces. For compatability, use these:
if (sml) { lwork = 2*y + max( (x+y)*nb, y*y + x ); }
else { lwork = 2*y + (x+y)*nb + x*y; }
}
}
if (jobz == MagmaSomeVec) {
if (tall) { lwork = y*y + 2*y + (2*y)*nb; }
else { lwork = 2*y + (x+y)*nb; }
}
if (jobz == MagmaAllVec) {
if (tall) {
if (sml) { lwork = y*y + 2*y + max( (2*y)*nb, x ); }
else { lwork = y*y + 2*y + max( (2*y)*nb, x*nb ); }
}
else { lwork = 2*y + (x+y)*nb; }
}
#else // REAL ----------------------------------------
if (jobz == MagmaNoVec) {
if (tall) { lwork = 3*y + max( (2*y)*nb, 7*y ); }
else { lwork = 3*y + max( (x+y)*nb, 7*y ); }
}
if (jobz == MagmaOverwriteVec) {
if (tall) {
if (sml) { lwork = y*y + 3*y + max( (2*y)*nb, 4*y*y + 4*y ); }
else { lwork = y*y + 3*y + max( max( (2*y)*nb, 4*y*y + 4*y ), y*y + y*nb ); }
}
else {
if (sml) { lwork = 3*y + max( (x+y)*nb, 4*y*y + 4*y ); }
else { lwork = 3*y + max( (x+y)*nb, 3*y*y + 4*y + x*y ); } // extra space not too important?
}
}
if (jobz == MagmaSomeVec) {
if (tall) { lwork = y*y + 3*y + max( (2*y)*nb, 3*y*y + 4*y ); }
else { lwork = 3*y + max( (x+y)*nb, 3*y*y + 4*y ); }
}
if (jobz == MagmaAllVec) {
if (tall) {
if (sml) { lwork = y*y + max( 3*y + max( (2*y)*nb, 3*y*y + 4*y ), y + x ); }
else { lwork = y*y + max( 3*y + max( (2*y)*nb, 3*y*y + 4*y ), y + x*nb ); }
// LAPACK 3.4.2 over-estimates workspaces. For compatability, use these:
//if (sml) { lwork = y*y + 3*y + max( (2*y)*nb, 3*y*y + 3*y + x ); }
//else { lwork = y*y + max( 3*y + max( (2*y)*nb, max( 3*y*y + 3*y + x, 3*y*y + 4*y )), y + x*nb ); }
}
else { lwork = 3*y + max( (x+y)*nb, 3*y*y + 4*y ); }
}
#endif
break;
}
default: {
fprintf( stderr, "Error: unknown option svd_work %d\n", (int) opts.svd_work );
return -1;
break;
}
}
TESTING_MALLOC_CPU( h_A, magmaFloatComplex, lda*N );
TESTING_MALLOC_CPU( VT, magmaFloatComplex, ldv*N ); // N x N (jobz=A) or min(M,N) x N
TESTING_MALLOC_CPU( U, magmaFloatComplex, ldu*N_U ); // M x M (jobz=A) or M x min(M,N)
TESTING_MALLOC_CPU( S1, float, min_mn );
TESTING_MALLOC_CPU( S2, float, min_mn );
TESTING_MALLOC_CPU( iwork, magma_int_t, 8*min_mn );
TESTING_MALLOC_PIN( h_R, magmaFloatComplex, lda*N );
TESTING_MALLOC_PIN( h_work, magmaFloatComplex, lwork );
#ifdef COMPLEX
if (jobz == MagmaNoVec) {
// requires 5*min_mn, but MKL (11.1) seems to have a bug
// requiring 7*min_mn in some cases (e.g., jobz=N, m=100, n=170)
lrwork = 7*min_mn;
}
else if (tall) {
lrwork = 5*min_mn*min_mn + 5*min_mn;
}
else {
lrwork = max( 5*min_mn*min_mn + 5*min_mn,
2*max_mn*min_mn + 2*min_mn*min_mn + min_mn );
}
TESTING_MALLOC_CPU( rwork, float, lrwork );
#endif
/* Initialize the matrix */
lapackf77_clarnv( &ione, ISEED, &n2, h_A );
lapackf77_clacpy( MagmaFullStr, &M, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_cgesdd( jobz, M, N,
h_R, lda, S1, U, ldu, VT, ldv, h_work, lwork,
#ifdef COMPLEX
rwork,
#endif
iwork, &info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0) {
printf("magma_cgesdd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
float eps = lapackf77_slamch( "E" );
float result[5] = { -1/eps, -1/eps, -1/eps, -1/eps, -1/eps };
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zcds]drvbd routine.
A is factored as A = U diag(S) VT and the following 4 tests computed:
(1) | A - U diag(S) VT | / ( |A| max(M,N) )
(2) | I - U^H U | / ( M )
(3) | I - VT VT^H | / ( N )
(4) S contains MNMIN nonnegative values in decreasing order.
(Return 0 if true, 1/ULP if false.)
=================================================================== */
magma_int_t izero = 0;
// get size and location of U and V^T depending on jobz
// U2=NULL and VT2=NULL if they were not computed (e.g., jobz=N)
magmaFloatComplex *U2 = NULL;
magmaFloatComplex *VT2 = NULL;
if ( jobz == MagmaSomeVec || jobz == MagmaAllVec ) {
U2 = U;
VT2 = VT;
}
else if ( jobz == MagmaOverwriteVec ) {
if ( M >= N ) {
U2 = h_R;
ldu = lda;
VT2 = VT;
}
else {
U2 = U;
VT2 = h_R;
ldv = lda;
}
}
// cbdt01 needs M+N
// cunt01 prefers N*(N+1) to check U; M*(M+1) to check V
magma_int_t lwork_err = M+N;
if ( U2 != NULL ) {
lwork_err = max( lwork_err, N_U*(N_U+1) );
}
if ( VT2 != NULL ) {
lwork_err = max( lwork_err, M_VT*(M_VT+1) );
}
magmaFloatComplex *h_work_err;
TESTING_MALLOC_CPU( h_work_err, magmaFloatComplex, lwork_err );
// cbdt01 and cunt01 need max(M,N), depending
float *rwork_err;
TESTING_MALLOC_CPU( rwork_err, float, max(M,N) );
if ( U2 != NULL && VT2 != NULL ) {
// since KD=0 (3rd arg), E is not referenced so pass NULL (9th arg)
lapackf77_cbdt01(&M, &N, &izero, h_A, &lda,
U2, &ldu, S1, NULL, VT2, &ldv,
h_work_err,
#ifdef COMPLEX
rwork_err,
#endif
&result[0]);
}
if ( U2 != NULL ) {
lapackf77_cunt01("Columns", &M, &N_U, U2, &ldu, h_work_err, &lwork_err,
#ifdef COMPLEX
rwork_err,
#endif
&result[1]);
}
if ( VT2 != NULL ) {
lapackf77_cunt01("Rows", &M_VT, &N, VT2, &ldv, h_work_err, &lwork_err,
#ifdef COMPLEX
rwork_err,
#endif
&result[2]);
}
result[3] = 0.;
for (int j=0; j < min_mn-1; j++) {
if ( S1[j] < S1[j+1] )
result[3] = 1.;
if ( S1[j] < 0. )
result[3] = 1.;
}
if (min_mn > 1 && S1[min_mn-1] < 0.)
result[3] = 1.;
result[0] *= eps;
result[1] *= eps;
result[2] *= eps;
TESTING_FREE_CPU( h_work_err );
TESTING_FREE_CPU( rwork_err );
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_cgesdd( lapack_vec_const(jobz), &M, &N,
h_A, &lda, S2, U, &ldu, VT, &ldv, h_work, &lwork,
#ifdef COMPLEX
rwork,
#endif
iwork, &info);
cpu_time = magma_wtime() - cpu_time;
if (info != 0) {
printf("lapackf77_cgesdd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* =====================================================================
Check the result compared to LAPACK
=================================================================== */
float work[1], c_neg_one = -1;
blasf77_saxpy(&min_mn, &c_neg_one, S1, &ione, S2, &ione);
result[4] = lapackf77_slange("f", &min_mn, &ione, S2, &min_mn, work);
result[4] /= lapackf77_slange("f", &min_mn, &ione, S1, &min_mn, work);
printf(" %c %5d %5d %7.2f %7.2f %8.2e",
lapack_vec_const(jobz)[0],
(int) M, (int) N, cpu_time, gpu_time, result[4] );
}
else {
printf(" %c %5d %5d --- %7.2f --- ",
lapack_vec_const(jobz)[0],
(int) M, (int) N, gpu_time );
}
if ( opts.check ) {
if ( result[0] < 0. ) { printf(" --- "); } else { printf(" %#9.3g", result[0]); }
if ( result[1] < 0. ) { printf(" --- "); } else { printf(" %#9.3g", result[1]); }
if ( result[2] < 0. ) { printf(" --- "); } else { printf(" %#9.3g", result[2]); }
bool okay = (result[0] < tol) && (result[1] < tol) && (result[2] < tol) && (result[3] == 0.) && (result[4] < tol);
printf(" %3s %s\n", (result[3] == 0. ? "yes" : "no"), (okay ? "ok" : "failed"));
status += ! okay;
}
else {
printf("\n");
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( VT );
TESTING_FREE_CPU( U );
TESTING_FREE_CPU( S1 );
TESTING_FREE_CPU( S2 );
TESTING_FREE_CPU( iwork );
#ifdef COMPLEX
TESTING_FREE_CPU( rwork );
#endif
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}}
if ( opts.all || opts.niter > 1 ) {
printf("\n");
}
}
opts.cleanup();
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
SSYGVD computes all the eigenvalues, and optionally, the 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.
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]
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 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. 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 REAL 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[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@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 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_ssytrd_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: SPOTRF or SSYEVD 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 SSYEVD 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_ssygv_driver
********************************************************************/
extern "C" magma_int_t
magma_ssygvd(
magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
float *w,
float *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)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
float d_one = MAGMA_S_ONE;
float *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 lwmin, liwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*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 (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_ssytrd_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_smake_lwork( lwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
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_ssygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
return *info;
}
if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_smalloc( &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_ssetmatrix( n, n, B, ldb, dB, lddb, queue );
magma_ssetmatrix_async( n, n,
A, lda,
dA, ldda, queue );
magma_timer_t time=0;
timer_start( time );
magma_spotrf_gpu( uplo, n, dB, lddb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time spotrf_gpu = %6.2f\n", time );
magma_queue_sync( queue );
magma_sgetmatrix_async( n, n,
dB, lddb,
B, ldb, queue );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_ssygst_gpu( itype, uplo, n, dA, ldda, dB, lddb, info );
timer_stop( time );
timer_printf( "time ssygst_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 ssyevd.
*/
if (n > 5000) {
magma_queue_sync( queue );
magma_free( dB ); dB=NULL;
}
timer_start( time );
magma_ssyevd_gpu( jobz, uplo, n, dA, ldda, w, A, lda,
work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time ssyevd_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (dB == NULL) {
if (MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb ) ) {
magma_free( dA );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_ssetmatrix( 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_strsm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, 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_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda, queue );
}
magma_sgetmatrix( n, n, dA, ldda, A, lda, queue );
timer_stop( time );
timer_printf( "time strsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( queue );
magma_queue_destroy( queue );
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
magma_free( dA ); dA=NULL;
magma_free( dB ); dB=NULL;
return *info;
} /* magma_ssygvd */
/**
Purpose
-------
ZHEEVDX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. 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]
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_16 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 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]
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 DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\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) DOUBLE PRECISION 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_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *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 );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
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_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = 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_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.);
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_Z_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_Z_ONE;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_zheevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("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_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_zhetrd(uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time zhetrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(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 zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1) ], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time zunmtr + copy = %6.2f\n", time );
}
/* 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_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx */
/**
Purpose
-------
ZHEEVR computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix T. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Whenever possible, ZHEEVR calls ZSTEGR to compute the
eigenspectrum using Relatively Robust Representations. ZSTEGR
computes eigenvalues by the dqds algorithm, while orthogonal
eigenvectors are computed from various "good" L D L^T representations
(also known as Relatively Robust Representations). Gram-Schmidt
orthogonalization is avoided as far as possible. More specifically,
the various steps of the algorithm are as follows. For the i-th
unreduced block of T,
1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
is a relatively robust representation,
2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
relative accuracy by the dqds algorithm,
3. If there is a cluster of close eigenvalues, "choose" sigma_i
close to the cluster, and go to step (a),
4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
compute the corresponding eigenvector by forming a
rank-revealing twisted factorization.
The desired accuracy of the output can be specified by the input
parameter ABSTOL.
For more details, see "A new O(n^2) algorithm for the symmetric
tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
Computer Science Division Technical Report No. UCB//CSD-97-971,
UC Berkeley, May 1997.
Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested
on machines which conform to the ieee-754 floating point standard.
ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and
when partial spectrum requests are made.
Normal execution of ZSTEGR may create NaNs and infinities and
hence may abort due to a floating point exception in environments
which do not handle NaNs and infinities in the ieee standard default
manner.
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_16 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, 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 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[in]
abstol DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
\n
If high relative accuracy is important, set ABSTOL to
DLAMCH( 'Safe minimum' ). Doing so will guarantee that
eigenvalues are computed to high relative accuracy when
possible in future releases. The current code does not
make any guarantees about high relative accuracy, but
furutre releases will. See J. Barlow and J. Demmel,
"Computing Accurate Eigensystems of Scaled Diagonally
Dominant Matrices", LAPACK Working Note #7, for a discussion
of which matrices define their eigenvalues to high relative
accuracy.
@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 DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
@param[out]
Z COMPLEX_16 array, dimension (LDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
@param[in]
ldz INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = MagmaVec, LDZ >= max(1,N).
@param[out]
isuppz INTEGER ARRAY, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ).
__Implemented only for__ RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
@param[out]
work (workspace) COMPLEX_16 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(1,2*N).
For optimal efficiency, LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD and for
ZUNMTR as returned by ILAENV.
\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]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal
(and minimal) LRWORK.
@param[in]
lrwork INTEGER
The length of the array RWORK. LRWORK >= max(1,24*N).
\n
If LRWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the RWORK array, returns
this value as the first entry of the RWORK array, and no error
message related to LRWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK[0] returns the optimal
(and minimal) LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N).
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to 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: Internal error
Further Details
---------------
Based on contributions by
Inderjit Dhillon, IBM Almaden, USA
Osni Marques, LBNL/NERSC, USA
Ken Stanley, Computer Science Division, University of
California at Berkeley, USA
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevr(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w,
magmaDoubleComplex *Z, magma_int_t ldz,
magma_int_t *isuppz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* Constants */
const magma_int_t izero = 0;
const magma_int_t ione = 1;
const float szero = 0.;
const float sone = 1.;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t indrd, indre;
magma_int_t imax;
magma_int_t lopt, itmp1, indree, indrdd;
magma_int_t tryrac;
magma_int_t i, j, jj, i__1;
magma_int_t iscale, indibl, indifl;
magma_int_t indiwo, indisp, indtau;
magma_int_t indrwk, indwk;
magma_int_t llwork, llrwork, nsplit;
magma_int_t ieeeok;
magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
bool lower = (uplo == MagmaLower);
bool wantz = (jobz == MagmaVec);
bool alleig = (range == MagmaRangeAll);
bool valeig = (range == MagmaRangeV);
bool indeig = (range == MagmaRangeI);
bool 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 (ldz < 1 || (wantz && ldz < n)) {
*info = -15;
} 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_zhetrd_nb(n);
lwmin = n * (nb + 1);
lrwmin = 24 * n;
liwmin = 10 * n;
work[0] = magma_zmake_lwork( lwmin );
rwork[0] = magma_dmake_lwork( lrwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -18;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -20;
} else if ((liwork < liwmin) && ! lquery) {
*info = -22;
}
if (*info != 0) {
magma_xerbla(__func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_zheevr(jobz_, range_, uplo_,
&n, A, &lda, &vl, &vu, &il, &iu, &abstol, m,
w, Z, &ldz, isuppz, work, &lwork,
rwork, &lrwork, iwork, &liwork, info);
return *info;
}
--w;
--work;
--rwork;
--iwork;
--isuppz;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, &rwork[1]);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
lapackf77_zlascl(uplo_, &izero, &izero, &d__1, &sigma, &n, &n, A,
&lda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indtau = 1;
indwk = indtau + n;
indre = 1;
indrd = indre + n;
indree = indrd + n;
indrdd = indree + n;
indrwk = indrdd + n;
llwork = lwork - indwk + 1;
llrwork = lrwork - indrwk + 1;
indifl = 1;
indibl = indifl + n;
indisp = indibl + n;
indiwo = indisp + n;
magma_zhetrd(uplo, n, A, lda, &rwork[indrd], &rwork[indre], &work[indtau], &work[indwk], llwork, &iinfo);
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF
or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
ieeeok = lapackf77_ieeeck( &ione, &szero, &sone);
/* If only the eigenvalues are required call DSTERF for all or DSTEBZ for a part */
if (! wantz) {
blasf77_dcopy(&n, &rwork[indrd], &ione, &w[1], &ione);
i__1 = n - 1;
if (alleig || (indeig && il == 1 && iu == n)) {
lapackf77_dsterf(&n, &w[1], &rwork[indre], info);
*m = n;
} else {
lapackf77_dstebz(range_, "E", &n, &vl, &vu, &il, &iu, &abstol,
&rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp],
&rwork[indrwk], &iwork[indiwo], info);
}
/* Otherwise call ZSTEMR if infinite and NaN arithmetic is supported */
}
else if (ieeeok == 1) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[indre], &ione, &rwork[indree], &ione);
blasf77_dcopy(&n, &rwork[indrd], &ione, &rwork[indrdd], &ione);
if (abstol < 2*n*eps)
tryrac = 1;
else
tryrac = 0;
lapackf77_zstemr(jobz_, range_, &n, &rwork[indrdd], &rwork[indree], &vl, &vu, &il,
&iu, m, &w[1], Z, &ldz, &n, &isuppz[1], &tryrac, &rwork[indrwk],
&llrwork, &iwork[1], &liwork, info);
if (*info == 0 && wantz) {
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
}
/* Call DSTEBZ and ZSTEIN if infinite and NaN arithmetic is not supported or ZSTEMR didn't converge. */
if (wantz && (ieeeok == 0 || *info != 0)) {
*info = 0;
lapackf77_dstebz(range_, "B", &n, &vl, &vu, &il, &iu, &abstol, &rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwo], info);
lapackf77_zstein(&n, &rwork[indrd], &rwork[indre], m, &w[1], &iwork[indibl], &iwork[indisp],
Z, &ldz, &rwork[indrwk], &iwork[indiwo], &iwork[indifl], info);
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
blasf77_zswap(&n, Z + (i-1)*ldz, &ione, Z + (j-1)*ldz, &ione);
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = magma_zmake_lwork( lopt );
rwork[1] = magma_dmake_lwork( lrwmin );
iwork[1] = liwmin;
return *info;
} /* magma_zheevr */
/**
Purpose
-------
CHEEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
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]
dA COMPLEX array, 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. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO=MagmaLower) or the upper
triangle (if UPLO=MagmaUpper) of A, including the diagonal, is
destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= 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[in]
abstol REAL
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*SLAMCH('S'), not zero.
If this routine returns with INFO > 0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*SLAMCH('S').
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
@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)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
@param[out]
dZ COMPLEX array, dimension (LDDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
********* (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
@param[in]
lddz INTEGER
The leading dimension of the array DZ. LDDZ >= 1, and if
JOBZ = MagmaVec, LDDZ >= max(1,N).
@param
wA (workspace) COMPLEX array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param
wZ (workspace) COMPLEX array, dimension (LDWZ, max(1,M))
@param[in]
ldwz INTEGER
The leading dimension of the array wZ. LDWZ >= 1, and if
JOBZ = MagmaVec, LDWZ >= max(1,N).
@param[out]
work (workspace) COMPLEX 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 >= (NB+1)*N,
where NB is the max of the blocksize for CHETRD.
\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
rwork (workspace) REAL array, dimension (7*N)
@param
iwork (workspace) INTEGER array, dimension (5*N)
@param[out]
ifail INTEGER array, dimension (N)
If JOBZ = MagmaVec, then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = MagmaNoVec, then IFAIL is not referenced.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
@ingroup magma_cheev_driver
********************************************************************/
extern "C" magma_int_t
magma_cheevx_gpu(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaFloatComplex_ptr dA, magma_int_t ldda,
float vl, float vu,
magma_int_t il, magma_int_t iu, float abstol, magma_int_t *m,
float *w,
magmaFloatComplex_ptr dZ, magma_int_t lddz,
magmaFloatComplex *wA, magma_int_t ldwa,
magmaFloatComplex *wZ, magma_int_t ldwz,
magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t *iwork, magma_int_t *ifail,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t ione = 1;
const char* order_;
magma_int_t indd, inde;
magma_int_t imax;
magma_int_t lopt, itmp1, indee;
magma_int_t lower, wantz;
magma_int_t i, j, jj, i__1;
magma_int_t alleig, valeig, indeig;
magma_int_t iscale, indibl;
magma_int_t indiwk, indisp, indtau;
magma_int_t indrwk, indwrk;
magma_int_t llwork, nsplit;
magma_int_t lquery;
magma_int_t iinfo;
float safmin;
float bignum;
float smlnum;
float eps, tmp1;
float anrm;
float sigma, d__1;
float rmin, rmax;
magmaFloat_ptr dwork;
/* Function Body */
lower = (uplo == MagmaLower);
wantz = (jobz == MagmaVec);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -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 (ldda < max(1,n)) {
*info = -6;
} else if (lddz < 1 || (wantz && lddz < n)) {
*info = -15;
} else if (ldwa < max(1,n)) {
*info = -17;
} else if (ldwz < 1 || (wantz && ldwz < n)) {
*info = -19;
} 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_chetrd_nb(n);
lopt = n * (nb + 1);
work[0] = MAGMA_C_MAKE( lopt, 0 );
if (lwork < lopt && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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
magmaFloatComplex *a;
magma_cmalloc_cpu( &a, n*n );
magma_cgetmatrix(n, n, dA, ldda, a, n);
lapackf77_cheevx(jobz_, range_, uplo_,
&n, a, &n, &vl, &vu, &il, &iu, &abstol, m,
w, wZ, &ldwz, work, &lwork,
rwork, iwork, ifail, info);
magma_csetmatrix( n, n, a, n, dA, ldda);
magma_csetmatrix( n, *m, wZ, ldwz, dZ, lddz);
magma_free_cpu(a);
return *info;
}
if (MAGMA_SUCCESS != magma_smalloc( &dwork, n )) {
fprintf (stderr, "!!!! device memory allocation error (magma_cheevx_gpu)\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
--w;
--work;
--rwork;
--iwork;
--ifail;
/* 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 = magmablas_clanhe(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
magmablas_clascl(uplo, 0, 0, 1., sigma, n, n, dA,
ldda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call CHETRD to reduce Hermitian matrix to tridiagonal form. */
indd = 1;
inde = indd + n;
indrwk = inde + n;
indtau = 1;
indwrk = indtau + n;
llwork = lwork - indwrk + 1;
#ifdef FAST_HEMV
magma_chetrd2_gpu(uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, dZ, lddz*n, &iinfo);
#else
magma_chetrd_gpu (uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, &iinfo);
#endif
lopt = n + (magma_int_t)MAGMA_C_REAL(work[indwrk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call SSTERF or CUNGTR and CSTEQR. If this fails for
some eigenvalue, then try SSTEBZ. */
if ((alleig || (indeig && il == 1 && iu == n)) && abstol <= 0.) {
blasf77_scopy(&n, &rwork[indd], &ione, &w[1], &ione);
indee = indrwk + 2*n;
if (! wantz) {
i__1 = n - 1;
blasf77_scopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_ssterf(&n, &w[1], &rwork[indee], info);
}
else {
lapackf77_clacpy("A", &n, &n, wA, &ldwa, wZ, &ldwz);
lapackf77_cungtr(uplo_, &n, wZ, &ldwz, &work[indtau], &work[indwrk], &llwork, &iinfo);
i__1 = n - 1;
blasf77_scopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_csteqr(jobz_, &n, &w[1], &rwork[indee], wZ, &ldwz, &rwork[indrwk], info);
if (*info == 0) {
for (i = 1; i <= n; ++i) {
ifail[i] = 0;
}
magma_csetmatrix( n, n, wZ, ldwz, dZ, lddz );
}
}
if (*info == 0) {
*m = n;
}
}
/* Otherwise, call SSTEBZ and, if eigenvectors are desired, CSTEIN. */
if (*m == 0) {
*info = 0;
if (wantz) {
order_ = "B";
} else {
order_ = "E";
}
indibl = 1;
indisp = indibl + n;
indiwk = indisp + n;
lapackf77_sstebz(range_, order_, &n, &vl, &vu, &il, &iu, &abstol, &rwork[indd], &rwork[inde], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwk], info);
if (wantz) {
lapackf77_cstein(&n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &iwork[indisp],
wZ, &ldwz, &rwork[indrwk], &iwork[indiwk], &ifail[1], info);
magma_csetmatrix( n, *m, wZ, ldwz, dZ, lddz );
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by CSTEIN. */
magma_cunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dZ, lddz, wA, ldwa, &iinfo);
}
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_sscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
magma_cswap(n, dZ + (i-1)*lddz, ione, dZ + (j-1)*lddz, ione);
if (*info != 0) {
itmp1 = ifail[i];
ifail[i] = ifail[j];
ifail[j] = itmp1;
}
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = MAGMA_C_MAKE( lopt, 0 );
return *info;
} /* magma_cheevx_gpu */
/***************************************************************************//**
Purpose
-------
CHEEVD computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. 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]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@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, A contains the
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 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 >= N + N*NB.
- If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_chetrd_nb(N).
\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_heevdx
*******************************************************************************/
extern "C" magma_int_t
magma_cheevdx_m(
magma_int_t ngpu,
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)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
float d_one = 1.;
float d__1;
float eps;
magma_int_t inde;
float anrm;
magma_int_t imax;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
float smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
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_chetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
work[0] = magma_cmake_lwork( lwmin );
rwork[0] = magma_smake_lwork( lrwmin );
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;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%lld NB=%lld, calling lapack on CPU\n", (long long) n, (long long) nb );
printf("--------------------------------------------------------------\n");
#endif
lapackf77_cheevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#ifdef COMPLEX
rwork, &lrwork,
#endif
iwork, &liwork, info);
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);
}
/* Call CHETRD to reduce Hermitian matrix to tridiagonal form. */
inde = 0;
indtau = 0;
indwrk = indtau + n;
indrwk = inde + n;
indwk2 = indwrk + n * n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
llrwk = lrwork - indrwk;
magma_timer_t time=0;
timer_start( time );
magma_chetrd_mgpu(ngpu, 1, uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time chetrd = %6.2f\n", time );
/* 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) {
lapackf77_ssterf(&n, w, &rwork[inde], info);
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_cstedx_m(ngpu, range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, info);
timer_stop( time );
timer_printf( "time cstedc = %6.2f\n", time );
timer_start( time );
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_cunmtr_m(ngpu, MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1)], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_clacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time cunmtr + copy = %6.2f\n", time );
}
/* 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_cmake_lwork( lwmin );
rwork[0] = magma_smake_lwork( lrwmin );
iwork[0] = liwmin;
return *info;
} /* magma_cheevd_m */
/**
Purpose
-------
DSYGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
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]
nrgpu INTEGER
Number of GPUs to use.
@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 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.
\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**H*B*Z = I;
if ITYPE = 3, Z**H*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 Hermitian 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**H*U or B = L*L**H.
@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]
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 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[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 1 + 6*N + 2*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]
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: ZPOTRF or ZHEEVD 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 ZHEEVD 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_2stage_m(magma_int_t nrgpu, 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 *m, double *w, double *work, magma_int_t lwork,
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;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
/* 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 || 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_dbulge_nb(n, parallel_threads);
magma_int_t lq2 = magma_dbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 1 + 6*n + 2*n*n;
liwmin = 3 + 5*n;
} else {
lwmin = 2*n + n*nb;
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_dlamch("Epsilon");
work[0] = lwmin * one_eps;
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;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
*m = n;
return *info;
}
/* Form A Cholesky factorization of B. */
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_m = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time dsygst_m = %6.2f\n", time );
timer_start( time );
magma_dsyevdx_2stage_m(nrgpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevdx_2stage_m = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* 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_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, d_one, B, ldb, A, lda);
}
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_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, d_one, B, ldb, A, lda);
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
double *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
magma_dsetmatrix( n, n, A, lda, dA, ldda );
magma_dtrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
magma_dgetmatrix( n, n, dA, ldda, A, lda ); }
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_dsygvdx_2stage_m */
/**
Purpose
-------
SSYGVDX 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 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. 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 REAL 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 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]
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 REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@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 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_ssytrd_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: SPOTRF or SSYEVD 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 SSYEVD 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_ssygv_driver
********************************************************************/
extern "C" magma_int_t
magma_ssygvdx(
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, float *w,
float *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)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
float d_one = MAGMA_S_ONE;
float *dA=NULL, *dB=NULL;
magma_int_t ldda = 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;
magma_queue_t stream;
magma_queue_create( &stream );
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_ssytrd_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;
}
// 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] = lwmin * one_eps;
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_ssygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
*mout = n;
return *info;
}
if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_ssetmatrix( n, n, B, ldb, dB, lddb );
magma_ssetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_spotrf_gpu( uplo, n, dB, lddb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time spotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_sgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_ssygst_gpu( itype, uplo, n, dA, ldda, dB, lddb, info );
timer_stop( time );
timer_printf( "time ssygst_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 ssyevd.
*/
if (n > 5000) {
magma_queue_sync( stream );
magma_free( dB ); dB=NULL;
}
timer_start( time );
magma_ssyevdx_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 ssyevdx_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (dB == NULL) {
if (MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb ) ) {
magma_free( dA ); dA=NULL;
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_ssetmatrix( n, n, B, ldb, dB, lddb );
}
/* 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_strsm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda );
}
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_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda );
}
magma_sgetmatrix( n, *mout, dA, ldda, A, lda );
timer_stop( time );
timer_printf( "time strsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_free( dA ); dA=NULL;
magma_free( dB ); dB=NULL;
return *info;
} /* magma_ssygvd */
/**
Purpose
-------
SSYGVD computes all the eigenvalues, and optionally, the 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.
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]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@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 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. 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 REAL 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 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 eigenvalues in ascending order.
@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 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_ssytrd_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: SPOTRF or SSYEVD 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 SSYEVD 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_ssygv_driver
********************************************************************/
extern "C" magma_int_t
magma_ssygvdx_m(
magma_int_t ngpu,
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w,
float *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)
{
/* Constants */
float c_one = MAGMA_S_ONE;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t 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_ssytrd_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_smake_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;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_ssygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
*m = n;
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_spotrf_m(ngpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time spotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_ssygst_m(ngpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time ssygst = %6.2f\n", time );
timer_start( time );
magma_ssyevdx_m(ngpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time ssyevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* 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_strsm_m( ngpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_one, B, ldb, A, lda );
}
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;
}
#ifdef ENABLE_DEBUG
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
#endif
float *dA=NULL, *dB=NULL;
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t lddb = ldda;
if (MAGMA_SUCCESS != magma_smalloc( &dA, ldda*(*m) ) ||
MAGMA_SUCCESS != magma_smalloc( &dB, lddb*n ) ) {
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 );
magma_ssetmatrix( n, n, B, ldb, dB, lddb, queue );
magma_ssetmatrix( n, (*m), A, lda, dA, ldda, queue );
magma_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, (*m), c_one, dB, lddb, dA, ldda, queue );
magma_sgetmatrix( n, (*m), dA, ldda, A, lda, queue );
magma_queue_destroy( queue );
magma_free( dA );
magma_free( dB );
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
} /* magma_ssygvd_m */
/**
Purpose
-------
SSYEVD_GPU computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. 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]
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]
dA REAL array on the GPU,
dimension (LDDA, 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.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
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]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param
wA (workspace) REAL array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@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 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_ssytrd_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: 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_ssyev_driver
********************************************************************/
extern "C" magma_int_t
magma_ssyevd_gpu(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaFloat_ptr dA, magma_int_t ldda,
float *w,
float *wA, magma_int_t ldwa,
float *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)
{
magma_int_t ione = 1;
float d__1;
float eps;
magma_int_t inde;
float anrm;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
float smlnum;
magma_int_t lquery;
magmaFloat_ptr dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_ssytrd_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_smake_lwork( lwmin );
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -10;
} else if ((liwork < liwmin) && ! lquery) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
float *A;
magma_smalloc_cpu( &A, lda*n );
magma_sgetmatrix( n, n, dA, ldda, A, lda, queue );
lapackf77_ssyevd( lapack_vec_const(jobz), lapack_uplo_const(uplo),
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info );
magma_ssetmatrix( n, n, A, lda, dA, ldda, queue );
magma_free_cpu( A );
magma_queue_destroy( queue );
return *info;
}
// ssytrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb
// sormtr_gpu requires lddc*n
// slansy requires n
magma_int_t ldwork = max( ldda*magma_ceildiv(n,64) + 2*ldda*nb, lddc*n );
ldwork = max( ldwork, n );
if ( wantz ) {
// sstedx requires 3n^2/2
ldwork = max( ldwork, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_smalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
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 = magmablas_slansy( MagmaMaxNorm, uplo, n, dA, ldda, dwork, ldwork, queue );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_slascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, queue, info );
}
/* Call SSYTRD to reduce symmetric matrix to tridiagonal form. */
// ssytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// sstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_ssytrd2_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, ldwork, &iinfo );
#else
magma_ssytrd_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
#ifdef FAST_SYMV
timer_printf( "time ssytrd2 = %6.2f\n", time );
#else
timer_printf( "time ssytrd = %6.2f\n", time );
#endif
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call SORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_ssterf( &n, w, &work[inde], info );
}
else {
timer_start( time );
magma_sstedx( MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time sstedx = %6.2f\n", time );
timer_start( time );
magma_ssetmatrix( n, n, &work[indwrk], n, dwork, lddc, queue );
magma_sormtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, n, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo );
magma_scopymatrix( n, n, dwork, lddc, dA, ldda, queue );
timer_stop( time );
timer_printf( "time sormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_sscal( &n, &d__1, w, &ione );
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
magma_queue_destroy( queue );
magma_free( dwork );
return *info;
} /* magma_ssyevd_gpu */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing ssygvdx
*/
int main( int argc, char** argv)
{
TESTING_INIT_MGPU();
real_Double_t mgpu_time;
float *h_A, *h_Ainit, *h_B, *h_Binit, *h_work;
#if defined(PRECISION_z) || defined(PRECISION_c)
float *rwork;
magma_int_t lrwork;
#endif
float *w1, result=0;
magma_int_t *iwork;
magma_int_t N, n2, info, lwork, liwork;
float c_zero = MAGMA_S_ZERO;
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
float tol = opts.tolerance * lapackf77_slamch("E");
magma_range_t range = MagmaRangeAll;
if (opts.fraction != 1)
range = MagmaRangeI;
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: ngpu = %d, itype = %d, jobz = %s, range = %s, uplo = %s, opts.check = %d, fraction = %6.4f\n",
(int) opts.ngpu, (int) opts.itype,
lapack_vec_const(opts.jobz), lapack_range_const(range), lapack_uplo_const(opts.uplo),
(int) opts.check, opts.fraction);
printf(" N M ngpu MGPU Time (sec)\n");
printf("====================================\n");
magma_int_t threads = magma_get_parallel_numthreads();
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
n2 = N*N;
#if defined(PRECISION_z) || defined(PRECISION_c)
lwork = magma_sbulge_get_lq2(N, threads) + 2*N + N*N;
lrwork = 1 + 5*N +2*N*N;
#else
lwork = magma_sbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N;
#endif
liwork = 3 + 5*N;
//magma_int_t NB = 96;//magma_bulge_get_nb(N);
//magma_int_t sizvblg = magma_sbulge_get_lq2(N, threads);
//magma_int_t siz = max(sizvblg,n2)+2*(N*NB+N)+24*N;
/* Allocate host memory for the matrix */
TESTING_MALLOC_PIN( h_A, float, n2 );
TESTING_MALLOC_PIN( h_B, float, n2 );
TESTING_MALLOC_PIN( h_work, float, lwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_PIN( rwork, float, lrwork);
#endif
TESTING_MALLOC_CPU( w1, float, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork);
/* Initialize the matrix */
lapackf77_slarnv( &ione, ISEED, &n2, h_A );
lapackf77_slarnv( &ione, ISEED, &n2, h_B );
magma_smake_hpd( N, h_B, N );
magma_smake_symmetric( N, h_A, N );
if ( opts.warmup || opts.check ) {
TESTING_MALLOC_CPU( h_Ainit, float, n2 );
TESTING_MALLOC_CPU( h_Binit, float, n2 );
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_Ainit, &N );
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_Binit, &N );
}
magma_int_t m1 = 0;
float vl = 0;
float vu = 0;
magma_int_t il = 0;
magma_int_t iu = 0;
if (range == MagmaRangeI) {
il = 1;
iu = (int) (opts.fraction*N);
}
if ( opts.warmup ) {
// ==================================================================
// Warmup using MAGMA. I prefer to use smalltest to warmup A-
// ==================================================================
magma_ssygvdx_2stage_m(opts.ngpu, opts.itype, opts.jobz, range, opts.uplo,
N, h_A, N, h_B, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_Ainit, &N, h_A, &N );
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_Binit, &N, h_B, &N );
}
// ===================================================================
// Performs operation using MAGMA
// ===================================================================
mgpu_time = magma_wtime();
magma_ssygvdx_2stage_m(opts.ngpu, opts.itype, opts.jobz, range, opts.uplo,
N, h_A, N, h_B, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
mgpu_time = magma_wtime() - mgpu_time;
if ( opts.check ) {
// ===================================================================
// Check the results following the LAPACK's [zc]hegvdx routine.
// A x = lambda B x is solved
// and the following 3 tests computed:
// (1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
// | A B Z - Z D | / ( |A||Z| N ) (itype = 2)
// | B A Z - Z D | / ( |A||Z| N ) (itype = 3)
// ===================================================================
#if defined(PRECISION_d) || defined(PRECISION_s)
float *rwork = h_work + N*N;
#endif
result = 1.;
result /= lapackf77_slansy("1", lapack_uplo_const(opts.uplo), &N, h_Ainit, &N, rwork);
result /= lapackf77_slange("1", &N , &m1, h_A, &N, rwork);
if (opts.itype == 1) {
blasf77_ssymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_Ainit, &N, h_A, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_sscal(&N, &w1[i], &h_A[i*N], &ione);
blasf77_ssymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_Binit, &N, h_A, &N, &c_one, h_work, &N);
result *= lapackf77_slange("1", &N, &m1, h_work, &N, rwork)/N;
}
else if (opts.itype == 2) {
blasf77_ssymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_Binit, &N, h_A, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_sscal(&N, &w1[i], &h_A[i*N], &ione);
blasf77_ssymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_Ainit, &N, h_work, &N, &c_neg_one, h_A, &N);
result *= lapackf77_slange("1", &N, &m1, h_A, &N, rwork)/N;
}
else if (opts.itype == 3) {
blasf77_ssymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_Ainit, &N, h_A, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_sscal(&N, &w1[i], &h_A[i*N], &ione);
blasf77_ssymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_Binit, &N, h_work, &N, &c_neg_one, h_A, &N);
result *= lapackf77_slange("1", &N, &m1, h_A, &N, rwork)/N;
}
}
// ===================================================================
// Print execution time
// ===================================================================
printf("%5d %5d %4d %7.2f\n",
(int) N, (int) m1, (int) opts.ngpu, mgpu_time);
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if (opts.itype==1) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result, (result < tol ? "ok" : "failed") );
}
else if (opts.itype==2) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result, (result < tol ? "ok" : "failed") );
}
else if (opts.itype==3) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result, (result < tol ? "ok" : "failed") );
}
printf("\n");
status += ! (result < tol);
}
TESTING_FREE_PIN( h_A );
TESTING_FREE_PIN( h_B );
TESTING_FREE_PIN( h_work );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_PIN( rwork );
#endif
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( iwork );
if ( opts.warmup || opts.check ) {
TESTING_FREE_CPU( h_Ainit );
TESTING_FREE_CPU( h_Binit );
}
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
/* Shutdown */
TESTING_FINALIZE_MGPU();
return status;
}
/**
Purpose
-------
CHEGVD computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
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]
nrgpu INTEGER
Number of GPUs to use.
@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]
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 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 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.
\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**H*B*Z = I;
if ITYPE = 3, Z**H*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 COMPLEX array, dimension (LDB, N)
On entry, the Hermitian 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**H*U or B = L*L**H.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= 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 eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) 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 >= N + 1.
If JOBZ = MagmaVec and N > 1, LWORK >= 2*N*nb + N**2.
\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 (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) 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(1) 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: CPOTRF or CHEEVD 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 CHEEVD 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_chegv_driver
********************************************************************/
extern "C" magma_int_t
magma_chegvdx_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaFloatComplex *A, magma_int_t lda, magmaFloatComplex *B, magma_int_t ldb,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w, magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t lrwork,
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 );
magmaFloatComplex c_one = MAGMA_C_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
magma_int_t lrwmin;
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 (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_chetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = 2*n + n*n;
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = 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 = -17;
} else if (lrwork < lrwmin && ! lquery) {
*info = -19;
} else if (liwork < liwmin && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_chegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
*m = n;
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_cpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf("time cpotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_chegst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time chegst = %6.2f\n", time );
timer_start( time );
magma_cheevdx_m(nrgpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time cheevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* 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 = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ctrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_one, B, ldb, A, lda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaConjTrans;
}
//magma_ctrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
// n, n, c_one, db, lddb, da, ldda);
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_chegvd_m */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zhegvdx
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time;
magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
magma_int_t lrwork;
#endif
/* Matrix size */
double *w1, *w2, result[2]={0,0};
magma_int_t *iwork;
magma_int_t N, n2, info, lwork, liwork;
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
magma_range_t range = MagmaRangeAll;
if (opts.fraction != 1)
range = MagmaRangeI;
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, range = %s, uplo = %s, opts.check = %d, fraction = %6.4f\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_range_const(range), lapack_uplo_const(opts.uplo),
(int) opts.check, opts.fraction);
printf(" N M GPU Time (sec)\n");
printf("============================\n");
magma_int_t threads = magma_get_parallel_numthreads();
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
n2 = N*N;
#if defined(PRECISION_z) || defined(PRECISION_c)
lwork = magma_zbulge_get_lq2(N, threads) + 2*N + N*N;
lrwork = 1 + 5*N +2*N*N;
#else
lwork = magma_zbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N;
#endif
liwork = 3 + 5*N;
/* Allocate host memory for the matrix */
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_S, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_PIN( rwork, double, lrwork);
#endif
/* Initialize the matrix */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
magma_zmake_hpd( N, h_B, N );
magma_zmake_hermitian( N, h_A, N );
magma_int_t m1 = 0;
double vl = 0;
double vu = 0;
magma_int_t il = 0;
magma_int_t iu = 0;
if (range == MagmaRangeI) {
il = 1;
iu = (int) (opts.fraction*N);
}
// ==================================================================
// Warmup using MAGMA
// ==================================================================
if (opts.warmup) {
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_zhegvdx_2stage(opts.itype, opts.jobz, range, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
}
// ===================================================================
// Performs operation using MAGMA
// ===================================================================
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
gpu_time = magma_wtime();
magma_zhegvdx_2stage(opts.itype, opts.jobz, range, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
gpu_time = magma_wtime() - gpu_time;
if ( opts.check && opts.jobz != MagmaNoVec ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvdx routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | S(with V) - S(w/o V) | / | S |
=================================================================== */
#if defined(PRECISION_d) || defined(PRECISION_s)
double *rwork = h_work + N*N;
#endif
result[0] = 1.;
result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &N, rwork);
result[0] /= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork);
if (opts.itype == 1) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N;
}
else if (opts.itype == 2) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
}
else if (opts.itype == 3) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
}
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_int_t m2 = m1;
lapackf77_zhegvd(&opts.itype, "N", lapack_uplo_const(opts.uplo), &N,
h_R, &N, h_S, &N, w2,
h_work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
&info);
double maxw=0, diff=0;
for(int j=0; j<m2; j++) {
maxw = max(maxw, fabs(w1[j]));
maxw = max(maxw, fabs(w2[j]));
diff = max(diff, fabs(w1[j] - w2[j]));
}
result[1] = diff / (m2*maxw);
}
/* =====================================================================
Print execution time
=================================================================== */
printf("%5d %5d %7.2f\n",
(int) N, (int) m1, gpu_time);
if ( opts.check && opts.jobz != MagmaNoVec ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if (opts.itype==1) {
printf(" | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype==2) {
printf(" | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype==3) {
printf(" | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
printf( " | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[1], (result[1] < tolulp ? "ok" : "failed"));
status += ! (result[0] < tol && result[1] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_PIN( rwork );
#endif
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
/* Shutdown */
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dsygvdx
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time;
double *h_A, *h_R, *h_work;
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
magma_int_t lrwork;
#endif
/* Matrix size */
double *w1, *w2;
magma_int_t *iwork;
magma_int_t N, n2, info, lwork, liwork;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};;
magma_int_t info_ortho = 0;
magma_int_t info_solution = 0;
magma_int_t info_reduction = 0;
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
magma_range_t range = MagmaRangeAll;
if (opts.fraction != 1)
range = MagmaRangeI;
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, range = %s, uplo = %s, check = %d, fraction = %6.4f\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_range_const(range), lapack_uplo_const(opts.uplo),
(int) opts.check, opts.fraction);
printf(" N M GPU Time (sec) ||I-Q'Q||/. ||A-QDQ'||/. ||D-D_magma||/.\n");
printf("=======================================================================\n");
magma_int_t threads = magma_get_parallel_numthreads();
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
n2 = N*N;
#if defined(PRECISION_z) || defined(PRECISION_c)
lwork = magma_dbulge_get_lq2(N, threads) + 2*N + N*N;
lrwork = 1 + 5*N +2*N*N;
#else
lwork = magma_dbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N;
#endif
liwork = 3 + 5*N;
/* Allocate host memory for the matrix */
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_PIN( rwork, double, lrwork );
#endif
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
magma_dmake_symmetric( N, h_A, N );
magma_int_t m1 = 0;
double vl = 0;
double vu = 0;
magma_int_t il = 0;
magma_int_t iu = 0;
if (range == MagmaRangeI) {
il = 1;
iu = (int) (opts.fraction*N);
}
if (opts.warmup) {
// ==================================================================
// Warmup using MAGMA
// ==================================================================
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
if (opts.ngpu == 1) {
//printf("calling dsyevdx_2stage 1 GPU\n");
magma_dsyevdx_2stage(opts.jobz, range, opts.uplo, N,
h_R, N,
vl, vu, il, iu,
&m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
} else {
//printf("calling dsyevdx_2stage_m %d GPU\n", (int) opts.ngpu);
magma_dsyevdx_2stage_m(opts.ngpu, opts.jobz, range, opts.uplo, N,
h_R, N,
vl, vu, il, iu,
&m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
}
}
// ===================================================================
// Performs operation using MAGMA
// ===================================================================
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
gpu_time = magma_wtime();
if (opts.ngpu == 1) {
//printf("calling dsyevdx_2stage 1 GPU\n");
magma_dsyevdx_2stage(opts.jobz, range, opts.uplo, N,
h_R, N,
vl, vu, il, iu,
&m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
} else {
//printf("calling dsyevdx_2stage_m %d GPU\n", (int) opts.ngpu);
magma_dsyevdx_2stage_m(opts.ngpu, opts.jobz, range, opts.uplo, N,
h_R, N,
vl, vu, il, iu,
&m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
}
gpu_time = magma_wtime() - gpu_time;
printf("%5d %5d %7.2f ",
(int) N, (int) m1, gpu_time );
if ( opts.check ) {
double eps = lapackf77_dlamch("E");
//printf("\n");
//printf("------ TESTS FOR MAGMA DSYEVD ROUTINE ------- \n");
//printf(" Size of the Matrix %d by %d\n", (int) N, (int) N);
//printf("\n");
//printf(" The matrix A is randomly generated for each test.\n");
//printf("============\n");
//printf(" The relative machine precision (eps) is %8.2e\n",eps);
//printf(" Computational tests pass if scaled residuals are less than 60.\n");
/* Check the orthogonality, reduction and the eigen solutions */
if (opts.jobz == MagmaVec) {
info_ortho = check_orthogonality(N, N, h_R, N, eps);
info_reduction = check_reduction(opts.uplo, N, 1, h_A, w1, N, h_R, eps);
}
//printf("------ CALLING LAPACK DSYEVD TO COMPUTE only eigenvalue and verify elementswise ------- \n");
lapackf77_dsyevd("N", "L", &N,
h_A, &N, w2,
h_work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
&info);
info_solution = check_solution(N, w2, w1, eps);
if ( (info_solution == 0) && (info_ortho == 0) && (info_reduction == 0) ) {
printf(" ok\n");
//printf("***************************************************\n");
//printf(" ---- TESTING DSYEVD ...................... PASSED !\n");
//printf("***************************************************\n");
}
else {
printf(" failed\n");
status += 1;
//printf("************************************************\n");
//printf(" - TESTING DSYEVD ... FAILED !\n");
//printf("************************************************\n");
}
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_PIN( rwork );
#endif
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
/* Shutdown */
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dsyevd
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
double *h_A, *h_R, *h_work;
double *w1, *w2;
magma_int_t *iwork;
magma_int_t N, n2, info, lwork, liwork, lda, aux_iwork[1];
magma_int_t izero = 0;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
double result[3], eps, aux_work[1];
eps = lapackf77_dlamch( "E" );
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: jobz = %s, uplo = %s\n",
lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo));
printf(" N CPU Time (sec) GPU Time (sec)\n");
printf("=======================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
n2 = N*N;
lda = N;
// query for workspace sizes
magma_dsyevd( opts.jobz, opts.uplo,
N, NULL, lda, NULL,
aux_work, -1,
aux_iwork, -1,
opts.queue, &info );
lwork = (magma_int_t) aux_work[0];
liwork = aux_iwork[0];
/* Allocate host memory for the matrix */
TESTING_MALLOC_CPU( h_A, double, N*lda );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, double, N*lda );
TESTING_MALLOC_PIN( h_work, double, lwork );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* warm up run */
if ( opts.warmup ) {
magma_dsyevd( opts.jobz, opts.uplo,
N, h_R, lda, w1,
h_work, lwork,
iwork, liwork,
opts.queue, &info );
if (info != 0)
printf("magma_dsyevd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dsyevd( opts.jobz, opts.uplo,
N, h_R, lda, w1,
h_work, lwork,
iwork, liwork,
opts.queue, &info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_dsyevd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zcds]drvst routine.
A is factored as A = U S U' and the following 3 tests computed:
(1) | A - U S U' | / ( |A| N )
(2) | I - U'U | / ( N )
(3) | S(with U) - S(w/o U) | / | S |
=================================================================== */
double temp1, temp2;
// tau=NULL is unused since itype=1
lapackf77_dsyt21( &ione, lapack_uplo_const(opts.uplo), &N, &izero,
h_A, &lda,
w1, h_work,
h_R, &lda,
h_R, &lda,
NULL, h_work, &result[0] );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dsyevd( MagmaNoVec, opts.uplo,
N, h_R, lda, w2,
h_work, lwork,
iwork, liwork,
opts.queue, &info );
if (info != 0)
printf("magma_dsyevd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
temp1 = temp2 = 0;
for( int j=0; j<N; j++ ) {
temp1 = max(temp1, fabs(w1[j]));
temp1 = max(temp1, fabs(w2[j]));
temp2 = max(temp2, fabs(w1[j]-w2[j]));
}
result[2] = temp2 / (((double)N)*temp1);
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dsyevd( lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
&N, h_A, &lda, w2,
h_work, &lwork,
iwork, &liwork,
&info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_dsyevd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
printf("%5d %7.2f %7.2f\n",
(int) N, cpu_time, gpu_time);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
/* =====================================================================
Print execution time
=================================================================== */
if ( opts.check ) {
printf("Testing the factorization A = U S U' for correctness:\n");
printf("(1) | A - U S U' | / (|A| N) = %8.2e %s\n", result[0]*eps, (result[0]*eps < tol ? "ok" : "failed") );
printf("(2) | I - U'U | / N = %8.2e %s\n", result[1]*eps, (result[1]*eps < tol ? "ok" : "failed") );
printf("(3) | S(w/ U) - S(w/o U) | / |S| = %8.2e %s\n\n", result[2] , (result[2] < tolulp ? "ok" : "failed") );
status += ! (result[0]*eps < tol && result[1]*eps < tol && result[2] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
DSYGVD computes all the eigenvalues, and optionally, the 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.
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]
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[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[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_dsygvd(
magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
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 = n;
magma_int_t lddb = n;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*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 (ldb < max(1,n)) {
*info = -8;
}
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;
}
// 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_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
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;
}
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
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( stream );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
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.
* need to have a dwork here that will be used
* as dB and then passed to dsyevd.
* */
if (n > 5000) {
magma_queue_sync( stream );
magma_free( dB );
}
timer_start( time );
magma_dsyevd_gpu(jobz, uplo, n, dA, ldda, w, A, lda,
work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevd_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (n > 5000) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
}
/* 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, n, d_one, dB, lddb, dA, ldda);
}
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, n, d_one, dB, lddb, dA, ldda);
}
magma_dgetmatrix( n, n, dA, ldda, A, lda );
/* free dB */
if (n > 5000) {
magma_free( dB );
}
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_free( dA );
if (n <= 5000) {
magma_free( dB );
}
return *info;
} /* magma_dsygvd */
/**
Purpose
-------
SSYEVDX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric matrix A. 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]
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]
dA REAL array on the GPU,
dimension (LDDA, 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.
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]
ldda INTEGER
The leading dimension of the array DA. LDDA >= 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
wA (workspace) REAL array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@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 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_ssytrd_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: 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_ssyev_driver
********************************************************************/
extern "C" magma_int_t
magma_ssyevdx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
float *dA, magma_int_t ldda,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w,
float *wA, magma_int_t ldwa,
float *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
float d__1;
float eps;
magma_int_t inde;
float anrm;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
float smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
float *dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -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 (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} 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_ssytrd_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;
}
// 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] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (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
const char* jobz_ = lapack_vec_const( jobz );
const char* uplo_ = lapack_uplo_const( uplo );
float *A;
magma_smalloc_cpu( &A, n*n );
magma_sgetmatrix(n, n, dA, ldda, A, n);
lapackf77_ssyevd(jobz_, uplo_,
&n, A, &n,
w, work, &lwork,
iwork, &liwork, info);
magma_ssetmatrix( n, n, A, n, dA, ldda);
magma_free_cpu(A);
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// n*lddc for ssytrd2_gpu
// n for slansy
magma_int_t ldwork = n*lddc;
if ( wantz ) {
// need 3n^2/2 for sstedx
ldwork = max( ldwork, 3*n*(n/2 + 1));
}
if (MAGMA_SUCCESS != magma_smalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
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 = magmablas_slansy(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_slascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
}
/* Call SSYTRD to reduce symmetric matrix to tridiagonal form. */
// ssytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// sstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_ssytrd2_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, n*lddc, &iinfo);
#else
magma_ssytrd_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo);
#endif
timer_stop( time );
timer_printf( "time ssytrd = %6.2f\n", time );
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call SORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_ssterf(&n, w, &work[inde], info);
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_sstedx(range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
timer_stop( time );
timer_printf( "time sstedx = %6.2f\n", time );
timer_start( time );
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_ssetmatrix( n, *m, &work[indwrk + n* (il-1) ], n, dwork, lddc );
magma_sormtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo);
magma_scopymatrix( n, *m, dwork, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time sormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_sscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_ssyevd_gpu */
/**
Purpose
-------
CHEEVD computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. 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]
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, A contains the
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[out]
w REAL array, dimension (N)
If INFO = 0, the 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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_chetrd_nb(N).
\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_cheevd(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
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)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
float d_one = 1.;
float d__1;
float eps;
magma_int_t inde;
float anrm;
magma_int_t imax;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
float smlnum;
magma_int_t lquery;
float* dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_chetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = 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 );
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -10;
} else if ((liwork < liwmin) && ! lquery) {
*info = -12;
}
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;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
lapackf77_cheevd( jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#ifdef COMPLEX
rwork, &lrwork,
#endif
iwork, &liwork, info );
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 );
}
/* Call CHETRD to reduce Hermitian matrix to tridiagonal form. */
// chetrd rwork: e (n)
// cstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// chetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// cstedx work: tau (n) + z (n^2)
// cunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_chetrd( uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo );
timer_stop( time );
timer_printf( "time chetrd = %6.2f\n", time );
/* 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) {
lapackf77_ssterf( &n, w, &rwork[inde], info );
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_cstedx( MagmaRangeAll, n, 0., 0., 0, 0, 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 );
magma_cunmtr( MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, &iinfo );
lapackf77_clacpy( "A", &n, &n, &work[indwrk], &n, A, &lda );
timer_stop( time );
timer_printf( "time cunmtr + copy = %6.2f\n", time );
}
/* 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_cheevd */