extern "C" magma_int_t
magma_dgehrd2(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *a, magma_int_t lda,
double *tau, double *work,
magma_int_t lwork, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEHRD2 reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H .
Arguments
=========
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
===================================================================== */
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t N = n, ldda = n;
magma_int_t ib;
magma_int_t nh, iws;
magma_int_t nbmin, iinfo;
magma_int_t ldwork;
magma_int_t lquery;
--tau;
*info = 0;
MAGMA_D_SET2REAL( work[0], (double) n * nb );
lquery = lwork == -1;
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
nh = ihi - ilo + 1;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
double *da;
if (MAGMA_SUCCESS != magma_dmalloc( &da, N*ldda + 2*N*nb + nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *d_A = da;
double *d_work = da + (N+nb)*ldda;
magma_int_t i__;
double *t, *d_t;
magma_dmalloc_cpu( &t, nb*nb );
if ( t == NULL ) {
magma_free( da );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
d_t = d_work + nb * ldda;
dzero_nbxnb_block(nb, d_A+N*ldda, ldda);
/* Set elements 1:ILO-1 and IHI:N-1 of TAU to zero */
for (i__ = 1; i__ < ilo; ++i__)
tau[i__] = c_zero;
for (i__ = max(1,ihi); i__ < n; ++i__)
tau[i__] = c_zero;
for(i__=0; i__< nb*nb; i__+=4)
t[i__] = t[i__+1] = t[i__+2] = t[i__+3] = c_zero;
nbmin = 2;
iws = 1;
if (nb > 1 && nb < nh) {
/* Determine when to cross over from blocked to unblocked code
(last block is always handled by unblocked code) */
if (nb < nh) {
/* Determine if workspace is large enough for blocked code */
iws = n * nb;
if (lwork < iws) {
/* Not enough workspace to use optimal NB: determine the
minimum value of NB, and reduce NB or force use of
unblocked code */
nbmin = nb;
if (lwork >= n * nbmin)
nb = lwork / n;
else
nb = 1;
}
}
}
ldwork = n;
if (nb < nbmin || nb >= nh) {
/* Use unblocked code below */
i__ = ilo;
}
else {
/* Use blocked code */
/* Copy the matrix to the GPU */
magma_dsetmatrix( N, N-ilo+1, a+(ilo-1)*(lda), lda, d_A, ldda );
for (i__ = ilo; i__ < ihi - nb; i__ += nb) {
/* Computing MIN */
ib = min(nb, ihi - i__);
/* Reduce columns i:i+ib-1 to Hessenberg form, returning the
matrices V and T of the block reflector H = I - V*T*V'
which performs the reduction, and also the matrix Y = A*V*T */
/* Get the current panel (no need for the 1st iteration) */
magma_dgetmatrix( ihi-i__+1, ib,
d_A + (i__ - ilo)*ldda + i__ - 1, ldda,
a + (i__ - 1 )*lda + i__ - 1, lda );
magma_dlahr2(ihi, i__, ib,
d_A + (i__ - ilo)*ldda,
d_A + N*ldda + 1,
a + (i__ - 1 )*(lda) , lda,
&tau[i__], t, nb, work, ldwork);
/* Copy T from the CPU to D_T on the GPU */
magma_dsetmatrix( nb, nb, t, nb, d_t, nb );
magma_dlahru(n, ihi, i__ - 1, ib,
a + (i__ - 1 )*(lda), lda,
d_A + (i__ - ilo)*ldda,
d_A + (i__ - ilo)*ldda + i__ - 1,
d_A + N*ldda, d_t, d_work);
}
}
/* Use unblocked code to reduce the rest of the matrix */
if (!(nb < nbmin || nb >= nh)) {
magma_dgetmatrix( n, n-i__+1,
d_A+ (i__-ilo)*ldda, ldda,
a + (i__-1)*(lda), lda );
}
lapackf77_dgehd2(&n, &i__, &ihi, a, &lda, &tau[1], work, &iinfo);
MAGMA_D_SET2REAL( work[0], (double) iws );
magma_free( da );
magma_free_cpu(t);
return *info;
} /* magma_dgehrd2 */
/**
Purpose
-------
DGEHRD reduces a DOUBLE PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@param[out]
work (workspace) DOUBLE PRECISION 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 >= N*NB,
where NB is the optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
dT DOUBLE PRECISION array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_dorghr.
@ingroup magma_dgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_dgehrd(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
magmaDouble_ptr dT,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#ifdef HAVE_clBLAS
#define dA(i_,j_) dwork, ((i_) + (j_)*ldda + nb*ldda*2)
#define dT(i_,j_) dT, ((i_) + (j_)*nb + dT_offset)
#define dV(i_,j_) dwork, ((i_) + (j_)*ldda + nb*ldda)
#define dwork(i_) dwork, ((i_))
#else
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dT(i_,j_) (dT + (i_) + (j_)*nb)
#define dV(i_,j_) (dV + (i_) + (j_)*ldda)
#define dwork(i_) (dwork + (i_))
#endif
// Constants
const double c_one = MAGMA_D_ONE;
const double c_zero = MAGMA_D_ZERO;
// Local variables
magma_int_t nb = magma_get_dgehrd_nb( n );
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t i, nh, iws;
magma_int_t iinfo;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = magma_dmake_lwork( iws );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < iws && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// Now requires lwork >= iws; else dT won't be computed in unblocked code.
// If not enough workspace, use unblocked code
//if ( lwork < iws ) {
// nb = 1;
//}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
// GPU workspace is:
// nb*ldda for dwork for dlahru
// nb*ldda for dV
// n*ldda for dA
magmaDouble_ptr dwork;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *dV = dwork + nb*ldda;
double *dA = dwork + nb*ldda*2;
double *T;
magma_dmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
magmablas_dlaset( MagmaFull, nb, nb, c_zero, c_zero, dV(0,0), ldda, queue );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
assert( nb % 4 == 0 );
for (i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_dlaset( MagmaFull, nb, n, c_zero, c_zero, dT(0,0), nb, queue );
// Copy the matrix to the GPU
magma_dsetmatrix( n, n-ilo, A(0,ilo), lda, dA(0,0), ldda, queue );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_dgetmatrix( ihi-i, nb,
dA(i,i-ilo), ldda,
A(i,i), lda, queue );
// add 1 to i for 1-based index
magma_dlahr2( ihi, i+1, nb,
dA(0,i-ilo), ldda,
dV(0,0), ldda,
A(0,i), lda,
&tau[i], T, nb, work, n, queue );
// Copy T from the CPU to dT on the GPU
magma_dsetmatrix( nb, nb, T, nb, dT(0,i-ilo), nb, queue );
magma_dlahru( n, ihi, i, nb,
A(0,i), lda,
dA(0,i-ilo), ldda, // dA
dA(i,i-ilo), ldda, // dY, stored over current panel
dV(0,0), ldda,
dT(0,i-ilo), dwork(0), queue );
}
// Copy remainder to host
magma_dgetmatrix( n, n-i,
dA(0,i-ilo), ldda,
A(0,i), lda, queue );
magma_free( dwork );
magma_free_cpu( T );
magma_queue_destroy( queue );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = magma_dmake_lwork( iws );
return *info;
} /* magma_dgehrd */
extern "C" magma_int_t
magma_dgehrd(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
double *dT,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEHRD reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
=========
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
dT (output) DOUBLE_PRECISION array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_dorghr.
===================================================================== */
#define A( i, j ) ( A + (i) + (j)*lda)
#define dA( i, j ) (dA + (i) + (j-ilo)*ldda)
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t ldda = n; // assumed in dlahru
magma_int_t nh, iws;
magma_int_t iinfo;
magma_int_t ldwork;
magma_int_t lquery;
*info = 0;
iws = n*nb;
MAGMA_D_SET2REAL( work[0], (double) iws );
lquery = lwork == -1;
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// GPU workspace is:
// nb*ldda for dwork for dlahru
// nb*ldda for dV
// n*ldda for dA
double *dwork;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *dV = dwork + nb*ldda;
double *dA = dwork + nb*ldda*2;
ldwork = n;
magma_int_t i;
double *T, *dTi;
magma_dmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
dzero_nbxnb_block(nb, dV, ldda);
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for(i = 0; i < ilo; ++i)
tau[i] = c_zero;
for(i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
for(i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_dlaset( 'F', nb, n, dT, nb );
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// Copy the matrix to the GPU
magma_dsetmatrix( n, n-ilo, A(0,ilo), lda, dA, ldda );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_dgetmatrix( ihi-i, nb,
dA(i,i), ldda,
A (i,i), lda );
// add 1 to i for 1-based index
magma_dlahr2( ihi, i+1, nb,
dA(0,i),
dV,
A (0,i), lda,
&tau[i], T, nb, work, ldwork);
// Copy T from the CPU to dT on the GPU
dTi = dT + (i - ilo)*nb;
magma_dsetmatrix( nb, nb, T, nb, dTi, nb );
magma_dlahru( n, ihi, i, nb,
A (0,i), lda,
dA(0,i), // dA
dA(i,i), // dY, stored over current panel
dV, dTi, dwork );
}
// Copy remainder to host
magma_dgetmatrix( n, n-i,
dA(0,i), ldda,
A (0,i), lda );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
MAGMA_D_SET2REAL( work[0], (double) iws );
magma_free( dwork );
magma_free_cpu( T );
return *info;
} /* magma_dgehrd */
/**
Purpose
-------
DGEHRD reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
T DOUBLE_PRECISION array, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices, for later use in magma_dorghr.
@ingroup magma_dgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_dgehrd_m(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
double *T,
magma_int_t *info)
{
#define A( i, j ) (A + (i) + (j)*lda)
#define dA( d, i, j ) (data.A[d] + (i) + (j)*ldda)
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t nh, iws, ldda, min_lblocks, max_lblocks, last_dev, d;
magma_int_t dpanel, di, nlocal, i, i2, ib, ldwork;
magma_int_t iinfo;
magma_int_t lquery;
struct dgehrd_data data;
int ngpu = magma_num_gpus();
*info = 0;
iws = n*(nb + nb*ngpu);
work[0] = MAGMA_D_MAKE( iws, 0 );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
// set T to zero
lapackf77_dlaset( "Full", &nb, &n, &c_zero, &c_zero, T, &nb );
// set to null, to simplify cleanup code
for( d = 0; d < ngpu; ++d ) {
data.A[d] = NULL;
data.streams[d] = NULL;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb >= nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// allocate memory on GPUs for A and workspaces
ldda = ((n+31)/32)*32;
min_lblocks = (n / nb) / ngpu;
max_lblocks = ((n-1) / nb) / ngpu + 1;
last_dev = (n / nb) % ngpu;
// V and Vd need to be padded for copying in mdlahr2
data.ngpu = ngpu;
data.ldda = ldda;
data.ldv = nb*max_lblocks*ngpu;
data.ldvd = nb*max_lblocks;
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
nlocal = min_lblocks*nb;
if ( d < last_dev ) {
nlocal += nb;
}
else if ( d == last_dev ) {
nlocal += (n % nb);
}
ldwork = nlocal*ldda // A
+ nb*data.ldv // V
+ nb*data.ldvd // Vd
+ nb*ldda // Y
+ nb*ldda // W
+ nb*nb; // Ti
if ( MAGMA_SUCCESS != magma_dmalloc( &data.A[d], ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
goto CLEANUP;
}
data.V [d] = data.A [d] + nlocal*ldda;
data.Vd[d] = data.V [d] + nb*data.ldv;
data.Y [d] = data.Vd[d] + nb*data.ldvd;
data.W [d] = data.Y [d] + nb*ldda;
data.Ti[d] = data.W [d] + nb*ldda;
magma_queue_create( &data.streams[d] );
}
// Copy the matrix to GPUs
magma_dsetmatrix_1D_col_bcyclic( n, n, A, lda, data.A, ldda, ngpu, nb );
// round ilo down to block boundary
ilo = (ilo/nb)*nb;
for (i = ilo; i < ihi - 1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
dpanel = (i / nb) % ngpu;
di = ((i / nb) / ngpu) * nb;
if ( i > ilo ) {
magma_setdevice( dpanel );
magma_dgetmatrix( ihi-i, nb,
dA(dpanel, i, di), ldda,
A(i,i), lda );
}
// add 1 to i for 1-based index
magma_dlahr2_m( ihi, i+1, nb, A(0,i), lda,
&tau[i], &T[i*nb], nb, work, n, &data );
magma_dlahru_m( n, ihi, i, nb, A, lda, &data );
// copy first i rows above panel to host
magma_setdevice( dpanel );
magma_dgetmatrix_async( i, nb,
dA(dpanel, 0, di), ldda,
A(0,i), lda, data.streams[dpanel] );
}
// Copy remainder to host, block-by-block
for( i2 = i; i2 < n; i2 += nb ) {
ib = min( nb, n-i2 );
d = (i2 / nb) % ngpu;
di = (i2 / nb) / ngpu * nb;
magma_setdevice( d );
magma_dgetmatrix( n, ib,
dA(d, 0, di), ldda,
A(0,i2), lda );
}
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_D_MAKE( iws, 0 );
CLEANUP:
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_free( data.A[d] );
magma_queue_destroy( data.streams[d] );
}
magma_setdevice( orig_dev );
return *info;
} /* magma_dgehrd */
/**
Purpose
-------
DGEHRD reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
dT DOUBLE_PRECISION array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_dorghr.
@ingroup magma_dgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_dgehrd(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
double *dT,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t ldda = ((n+31)/32)*32;
magma_int_t i, nh, iws;
magma_int_t iinfo;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = MAGMA_D_MAKE( iws, 0 );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// GPU workspace is:
// nb*ldda for dwork for dlahru
// nb*ldda for dV
// n*ldda for dA
double *dwork;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *dV = dwork + nb*ldda;
double *dA = dwork + nb*ldda*2;
double *dTi;
double *T;
magma_dmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
magmablas_dlaset( MagmaFull, nb, nb, c_zero, c_zero, dV, ldda );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
assert( nb % 4 == 0 );
for (i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_dlaset( MagmaFull, nb, n, c_zero, c_zero, dT, nb );
// Copy the matrix to the GPU
magma_dsetmatrix( n, n-ilo, A(0,ilo), lda, dA, ldda );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_dgetmatrix( ihi-i, nb,
dA(i,i-ilo), ldda,
A(i,i), lda );
// add 1 to i for 1-based index
magma_dlahr2( ihi, i+1, nb,
dA(0,i-ilo), ldda,
dV, ldda,
A(0,i), lda,
&tau[i], T, nb, work, n);
// Copy T from the CPU to dT on the GPU
dTi = dT + (i - ilo)*nb;
magma_dsetmatrix( nb, nb, T, nb, dTi, nb );
magma_dlahru( n, ihi, i, nb,
A(0,i), lda,
dA(0,i-ilo), ldda, // dA
dA(i,i-ilo), ldda, // dY, stored over current panel
dV, ldda,
dTi, dwork );
}
// Copy remainder to host
magma_dgetmatrix( n, n-i,
dA(0,i-ilo), ldda,
A(0,i), lda );
magma_free( dwork );
magma_free_cpu( T );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_D_MAKE( iws, 0 );
return *info;
} /* magma_dgehrd */