Ejemplo n.º 1
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing cgeqrf
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t    gflops, gpu_perf, gpu_time, cpu_perf=0, cpu_time=0;
    float           error, work[1];
    magmaFloatComplex  c_neg_one = MAGMA_C_NEG_ONE;
    magmaFloatComplex *h_A, *h_R, *tau, *h_work, tmp[1];
    magmaFloatComplex_ptr d_A, dT;
    magma_int_t M, N, n2, lda, ldda, lwork, info, min_mn, nb, size;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1}, ISEED2[4];
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    magma_int_t status = 0;
    float tol;
    opts.lapack |= (opts.version == 2 && opts.check == 2);  // check (-c2) implies lapack (-l)

    if ( opts.version != 2 && opts.check == 1 ) {
        printf( "NOTE: version %d requires -c2 check due to the special structure of the\n"
                "MAGMA cgeqrf results; using -c2.\n\n", (int) opts.version );
        opts.check = 2;
    }
    printf( "version %d\n", (int) opts.version );
    if ( opts.version == 2 ) {
        if ( opts.check == 1 ) {
            printf("    M     N   CPU GFlop/s (sec)   GPU GFlop/s (sec)   ||R-Q'A||_1 / (M*||A||_1*eps) ||I-Q'Q||_1 / (M*eps)\n");
            printf("=========================================================================================================\n");
        } else {
            printf("    M     N   CPU GFlop/s (sec)   GPU GFlop/s (sec)   ||R||_F / ||A||_F\n");
            printf("=======================================================================\n");
        }
        tol = 1.0;
    } else {
        printf("    M     N   CPU GFlop/s (sec)   GPU GFlop/s (sec)   ||Ax-b||_F/(N*||A||_F*||x||_F)\n");
        printf("====================================================================================\n");
        tol = opts.tolerance * lapackf77_slamch("E");
    }
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M = opts.msize[itest];
            N = opts.nsize[itest];
            min_mn = min(M, N);
            lda    = M;
            n2     = lda*N;
            ldda   = ((M+31)/32)*32;
            gflops = FLOPS_CGEQRF( M, N ) / 1e9;
            
            // query for workspace size
            lwork = -1;
            lapackf77_cgeqrf(&M, &N, NULL, &M, NULL, tmp, &lwork, &info);
            lwork = (magma_int_t)MAGMA_C_REAL( tmp[0] );
            
            TESTING_MALLOC_CPU( tau,    magmaFloatComplex, min_mn );
            TESTING_MALLOC_CPU( h_A,    magmaFloatComplex, n2     );
            TESTING_MALLOC_CPU( h_work, magmaFloatComplex, lwork  );
            
            TESTING_MALLOC_PIN( h_R,    magmaFloatComplex, n2     );
            
            TESTING_MALLOC_DEV( d_A,    magmaFloatComplex, ldda*N );
            
            /* Initialize the matrix */
            for ( int j=0; j<4; j++ )
                ISEED2[j] = ISEED[j]; // save seeds
            lapackf77_clarnv( &ione, ISEED, &n2, h_A );
            lapackf77_clacpy( MagmaUpperLowerStr, &M, &N, h_A, &lda, h_R, &lda );
            magma_csetmatrix( M, N, h_R, lda, d_A, 0, ldda, opts.queue );
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            gpu_time = magma_wtime();
            if ( opts.version == 2 ) {
                magma_cgeqrf2_gpu( M, N, d_A, 0, ldda, tau, opts.queues2, &info );
            }
            else {
                nb = magma_get_cgeqrf_nb( M );
                size = (2*min(M, N) + (N+31)/32*32 )*nb;
                TESTING_MALLOC_DEV( dT, magmaFloatComplex, size );
                if ( opts.version == 1 ) {
                    magma_cgeqrf_gpu( M, N, d_A, 0, ldda, tau, dT, 0, opts.queue, &info );
                }
                #ifdef HAVE_CUBLAS
                else if ( opts.version == 3 ) {
                    magma_cgeqrf3_gpu( M, N, d_A, 0, ldda, tau, dT, opts.queue, &info );
                }
                #endif
                else {
                    printf( "Unknown version %d\n", opts.version );
                    exit(1);
                }
            }
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0)
                printf("magma_cgeqrf returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            if ( opts.lapack ) {
                /* =====================================================================
                   Performs operation using LAPACK
                   =================================================================== */
                magmaFloatComplex *tau2;
                TESTING_MALLOC_CPU( tau2, magmaFloatComplex, min_mn );
                cpu_time = magma_wtime();
                lapackf77_cgeqrf(&M, &N, h_A, &lda, tau2, h_work, &lwork, &info);
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
                if (info != 0)
                    printf("lapackf77_cgeqrf returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
                TESTING_FREE_CPU( tau2 );
            }

            if ( opts.check == 1 && M >= N ) {
                /* =====================================================================
                   Check the result -- only version 1, cqrt02 requires M >= N
                   =================================================================== */
                magma_int_t lwork = n2+N;
                magmaFloatComplex *h_W1, *h_W2, *h_W3;
                float *h_RW, results[2];
                
                magma_cgetmatrix( M, N, d_A, 0, ldda, h_R, M, opts.queue );

                TESTING_MALLOC_CPU( h_W1, magmaFloatComplex, n2    ); // Q
                TESTING_MALLOC_CPU( h_W2, magmaFloatComplex, n2    ); // R
                TESTING_MALLOC_CPU( h_W3, magmaFloatComplex, lwork ); // WORK
                TESTING_MALLOC_CPU( h_RW, float, M );  // RWORK
                lapackf77_clarnv( &ione, ISEED2, &n2, h_A );
                lapackf77_cqrt02( &M, &N, &min_mn, h_A, h_R, h_W1, h_W2, &lda, tau, h_W3, &lwork,
                                  h_RW, results );

                if ( opts.lapack ) {
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e                      %8.2e",
                           (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, results[0], results[1] );
                } else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)    %8.2e                      %8.2e",
                           (int) M, (int) N, gpu_perf, gpu_time, results[0], results[1] );
                } 
                // todo also check results[1] < tol?
                printf("   %s\n", (results[0] < tol ? "ok" : "failed"));
                status += ! (results[0] < tol);
            
                TESTING_FREE_CPU( h_W1 );
                TESTING_FREE_CPU( h_W2 );
                TESTING_FREE_CPU( h_W3 );
                TESTING_FREE_CPU( h_RW );
            }
            else if ( opts.check == 2 && opts.version == 2 ) {
                /* =====================================================================
                   Check the result compared to LAPACK -- only version 2
                   =================================================================== */
                magma_cgetmatrix( M, N, d_A, 0, ldda, h_R, M, opts.queue );
                error = lapackf77_clange("f", &M, &N, h_A, &lda, work);
                blasf77_caxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
                error = lapackf77_clange("f", &M, &N, h_R, &lda, work) / error;

                if ( opts.lapack ) {
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e",
                           (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, error );
                } else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)   %8.2e",
                           (int) M, (int) N, gpu_perf, gpu_time, error );
                }
                printf("   %s\n", (error < tol ? "ok" : "failed"));
                status += ! (error < tol);
            }
            else if ( opts.check == 2 && M >= N ) {
                /* =====================================================================
                   Check the result by solving linear system -- only versions 1 & 3, M >= N
                   =================================================================== */
                magma_int_t lwork;
                magmaFloatComplex *x, *b, *hwork;
                magmaFloatComplex_ptr d_B;
                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;

                // initialize RHS, b = A*random
                TESTING_MALLOC_CPU( x, magmaFloatComplex, N );
                TESTING_MALLOC_CPU( b, magmaFloatComplex, M );
                lapackf77_clarnv( &ione, ISEED, &N, x );
                blasf77_cgemv( "Notrans", &M, &N, &c_one, h_A, &lda, x, &ione, &c_zero, b, &ione );
                // copy to GPU
                TESTING_MALLOC_DEV( d_B, magmaFloatComplex, M );
                magma_csetvector( M, b, 1, d_B, 0, 1, opts.queue );

                if ( opts.version == 1 ) {
                    // allocate hwork
                    magma_cgeqrs_gpu( M, N, 1,
                                      d_A, 0, ldda, tau, dT, 0,
                                      d_B, 0, M, tmp, -1, opts.queue, &info );
                    lwork = (magma_int_t)MAGMA_C_REAL( tmp[0] );
                    TESTING_MALLOC_CPU( hwork, magmaFloatComplex, lwork );

                    // solve linear system
                    magma_cgeqrs_gpu( M, N, 1,
                                      d_A, 0, ldda, tau, dT, 0,
                                      d_B, 0, M, hwork, lwork, opts.queue, &info );
                    if (info != 0)
                        printf("magma_cgeqrs returned error %d: %s.\n",
                               (int) info, magma_strerror( info ));
                    TESTING_FREE_CPU( hwork );
                }
                #ifdef HAVE_CUBLAS
                else if ( opts.version == 3 ) {
                    // allocate hwork
                    magma_cgeqrs3_gpu( M, N, 1,
                                       d_A, 0, ldda, tau, dT, 0,
                                       d_B, 0, M, tmp, -1, opts.queue, &info );
                    lwork = (magma_int_t)MAGMA_C_REAL( tmp[0] );
                    TESTING_MALLOC_CPU( hwork, magmaFloatComplex, lwork );

                    // solve linear system
                    magma_cgeqrs3_gpu( M, N, 1,
                                       d_A, 0, ldda, tau, dT, 0,
                                       d_B, 0, M, hwork, lwork, opts.queue, &info );
                    if (info != 0)
                        printf("magma_cgeqrs3 returned error %d: %s.\n",
                               (int) info, magma_strerror( info ));
                    TESTING_FREE_CPU( hwork );
                }
                #endif
                else {
                    printf( "Unknown version %d\n", opts.version );
                    exit(1);
                }
                magma_cgetvector( N, d_B, 0, 1, x, 1, opts.queue );

                // compute r = Ax - b, saved in b
                lapackf77_clarnv( &ione, ISEED2, &n2, h_A );
                blasf77_cgemv( "Notrans", &M, &N, &c_one, h_A, &lda, x, &ione, &c_neg_one, b, &ione );

                // compute residual |Ax - b| / (n*|A|*|x|)
                float norm_x, norm_A, norm_r, work[1];
                norm_A = lapackf77_clange( "F", &M, &N, h_A, &lda, work );
                norm_r = lapackf77_clange( "F", &M, &ione, b, &M, work );
                norm_x = lapackf77_clange( "F", &N, &ione, x, &N, work );

                TESTING_FREE_CPU( x );
                TESTING_FREE_CPU( b );
                TESTING_FREE_DEV( d_B );

                error = norm_r / (N * norm_A * norm_x);
                if ( opts.lapack ) {
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e",
                           (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, error );
                } else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)   %8.2e",
                           (int) M, (int) N, gpu_perf, gpu_time, error );
                }
                printf("   %s\n", (error < tol ? "ok" : "failed"));
                status += ! (error < tol);
            }
            else {
                if ( opts.lapack ) {
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   ---",
                           (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time );
                } else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)     ---",
                           (int) M, (int) N, gpu_perf, gpu_time);
                }
                printf("%s\n", (opts.check != 0 ? "  (error check only for M >= N)" : ""));
            }
            
            TESTING_FREE_CPU( tau    );
            TESTING_FREE_CPU( h_A    );
            TESTING_FREE_CPU( h_work );
            
            TESTING_FREE_PIN( h_R );
            
            TESTING_FREE_DEV( d_A );
            
            if ( opts.version != 2 )
                TESTING_FREE_DEV( dT );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }
    
    TESTING_FINALIZE();
    return status;
}
Ejemplo n.º 2
0
/**
    Purpose
    -------
    Solves the overdetermined, least squares problem
           min || A*X - C ||
    using the QR factorization A.
    The underdetermined problem (m < n) is not currently handled.


    Arguments
    ---------
    @param[in]
    trans   magma_trans_t
      -     = MagmaNoTrans:   the linear system involves A.
            Only TRANS=MagmaNoTrans is currently handled.

    @param[in]
    m       INTEGER
            The number of rows of the matrix A. M >= 0.

    @param[in]
    n       INTEGER
            The number of columns of the matrix A. M >= N >= 0.

    @param[in]
    nrhs    INTEGER
            The number of columns of the matrix C. NRHS >= 0.

    @param[in,out]
    dA      COMPLEX array, dimension (LDA,N)
            On entry, the M-by-N matrix A.
            On exit, A is overwritten by details of its QR
            factorization as returned by CGEQRF3.

    @param[in]
    ldda    INTEGER
            The leading dimension of the array A, LDDA >= M.

    @param[in,out]
    dB      COMPLEX array on the GPU, dimension (LDDB,NRHS)
            On entry, the M-by-NRHS matrix C.
            On exit, the N-by-NRHS solution matrix X.

    @param[in]
    lddb    INTEGER
            The leading dimension of the array dB. LDDB >= M.

    @param[out]
    hwork   (workspace) COMPLEX array, dimension MAX(1,LWORK).
            On exit, if INFO = 0, HWORK(1) returns the optimal LWORK.

    @param[in]
    lwork   INTEGER
            The dimension of the array HWORK,
            LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
            where NB is the blocksize given by magma_get_cgeqrf_nb( M ).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the HWORK array, returns
            this value as the first entry of the HWORK array.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value

    @ingroup magma_cgels_driver
    ********************************************************************/
extern "C" magma_int_t
magma_cgels3_gpu( magma_trans_t trans, magma_int_t m, magma_int_t n, magma_int_t nrhs,
                  magmaFloatComplex *dA,    magma_int_t ldda,
                  magmaFloatComplex *dB,    magma_int_t lddb,
                  magmaFloatComplex *hwork, magma_int_t lwork,
                  magma_int_t *info)
{
    magmaFloatComplex *dT, *tau;
    magma_int_t k;

    magma_int_t nb     = magma_get_cgeqrf_nb(m);
    magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
    int lquery = (lwork == -1);

    hwork[0] = MAGMA_C_MAKE( (float)lwkopt, 0. );

    *info = 0;
    /* For now, N is the only case working */
    if ( trans != MagmaNoTrans )
        *info = -1;
    else if (m < 0)
        *info = -2;
    else if (n < 0 || m < n) /* LQ is not handle for now*/
        *info = -3;
    else if (nrhs < 0)
        *info = -4;
    else if (ldda < max(1,m))
        *info = -6;
    else if (lddb < max(1,m))
        *info = -8;
    else if (lwork < lwkopt && ! lquery)
        *info = -10;

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

    k = min(m,n);
    if (k == 0) {
        hwork[0] = MAGMA_C_ONE;
        return *info;
    }

    /*
     * Allocate temporary buffers
     */
    int ldtwork = ( 2*k + ((n+31)/32)*32 )*nb;
    if (nb < nrhs)
        ldtwork = ( 2*k + ((n+31)/32)*32 )*nrhs;
    if (MAGMA_SUCCESS != magma_cmalloc( &dT, ldtwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    
    magma_cmalloc_cpu( &tau, k );
    if ( tau == NULL ) {
        magma_free( dT );
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }

    magma_cgeqrf3_gpu( m, n, dA, ldda, tau, dT, info );
    if ( *info == 0 ) {
        magma_cgeqrs3_gpu( m, n, nrhs,
                           dA, ldda, tau, dT,
                           dB, lddb, hwork, lwork, info );
    }

    magma_free( dT );
    magma_free_cpu(tau);
    return *info;
}