int main( int argc, char** argv )
{
TESTING_INIT();
real_Double_t gflops, t1, t2;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t ione = 1;
const char trans[] = { 'N', 'C', 'T' };
const char uplo[] = { 'L', 'U' };
const char diag[] = { 'U', 'N' };
const char side[] = { 'L', 'R' };
double *A, *B, *C, *C2, *LU;
double *dA, *dB, *dC1, *dC2;
double alpha = MAGMA_D_MAKE( 0.5, 0.1 );
double beta = MAGMA_D_MAKE( 0.7, 0.2 );
double dalpha = 0.6;
double dbeta = 0.8;
double work[1], error, total_error;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t m, n, k, size, maxn, ld, info;
magma_int_t *piv;
magma_err_t err;
magma_opts opts;
parse_opts( argc, argv, &opts );
printf( "Compares magma wrapper function to cublas function; all diffs should be exactly 0.\n\n" );
total_error = 0.;
for( int i = 0; i < opts.ntest; ++i ) {
m = opts.msize[i];
n = opts.nsize[i];
k = opts.ksize[i];
printf("=========================================================================\n");
printf( "M %d, N %d, K %d\n", (int) m, (int) n, (int) k );
// allocate matrices
// over-allocate so they can be any combination of {m,n,k} x {m,n,k}.
maxn = max( max( m, n ), k );
ld = maxn;
size = maxn*maxn;
err = magma_malloc_cpu( (void**) &piv, maxn*sizeof(magma_int_t) ); assert( err == 0 );
err = magma_dmalloc_pinned( &A, size ); assert( err == 0 );
err = magma_dmalloc_pinned( &B, size ); assert( err == 0 );
err = magma_dmalloc_pinned( &C, size ); assert( err == 0 );
err = magma_dmalloc_pinned( &C2, size ); assert( err == 0 );
err = magma_dmalloc_pinned( &LU, size ); assert( err == 0 );
err = magma_dmalloc( &dA, size ); assert( err == 0 );
err = magma_dmalloc( &dB, size ); assert( err == 0 );
err = magma_dmalloc( &dC1, size ); assert( err == 0 );
err = magma_dmalloc( &dC2, size ); assert( err == 0 );
// initialize matrices
size = maxn*maxn;
lapackf77_dlarnv( &ione, ISEED, &size, A );
lapackf77_dlarnv( &ione, ISEED, &size, B );
lapackf77_dlarnv( &ione, ISEED, &size, C );
printf( "========== Level 1 BLAS ==========\n" );
// ----- test DSWAP
// swap 2nd and 3rd columns of dA, then copy to C2 and compare with A
assert( n >= 4 );
magma_dsetmatrix( m, n, A, ld, dA, ld );
magma_dsetmatrix( m, n, A, ld, dB, ld );
magma_dswap( m, dA(0,1), 1, dA(0,2), 1 );
magma_dswap( m, dB(0,1), 1, dB(0,2), 1 );
// check results, storing diff between magma and cuda calls in C2
cublasDaxpy( ld*n, c_neg_one, dA, 1, dB, 1 );
magma_dgetmatrix( m, n, dB, ld, C2, ld );
error = lapackf77_dlange( "F", &m, &k, C2, &ld, work );
total_error += error;
printf( "dswap diff %.2g\n", error );
// ----- test IDAMAX
// get argmax of column of A
magma_dsetmatrix( m, k, A, ld, dA, ld );
error = 0;
for( int j = 0; j < k; ++j ) {
magma_int_t i1 = magma_idamax( m, dA(0,j), 1 );
magma_int_t i2 = cublasIdamax( m, dA(0,j), 1 );
assert( i1 == i2 );
error += abs( i1 - i2 );
}
total_error += error;
gflops = (double)m * k / 1e9;
printf( "idamax diff %.2g\n", error );
printf( "\n" );
printf( "========== Level 2 BLAS ==========\n" );
// ----- test DGEMV
// c = alpha*A*b + beta*c, with A m*n; b,c m or n-vectors
// try no-trans/trans
for( int ia = 0; ia < 3; ++ia ) {
magma_dsetmatrix( m, n, A, ld, dA, ld );
magma_dsetvector( maxn, B, 1, dB, 1 );
magma_dsetvector( maxn, C, 1, dC1, 1 );
magma_dsetvector( maxn, C, 1, dC2, 1 );
t1 = magma_sync_wtime( 0 );
magma_dgemv( trans[ia], m, n, alpha, dA, ld, dB, 1, beta, dC1, 1 );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDgemv( trans[ia], m, n, alpha, dA, ld, dB, 1, beta, dC2, 1 );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
size = (trans[ia] == 'N' ? m : n);
cublasDaxpy( size, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetvector( size, dC2, 1, C2, 1 );
error = lapackf77_dlange( "F", &size, &ione, C2, &ld, work );
total_error += error;
gflops = FLOPS_DGEMV( m, n ) / 1e9;
printf( "dgemv( %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
trans[ia], error, gflops/t1, gflops/t2 );
}
printf( "\n" );
// ----- test DSYMV
// c = alpha*A*b + beta*c, with A m*m symmetric; b,c m-vectors
// try upper/lower
for( int iu = 0; iu < 2; ++iu ) {
magma_dsetmatrix( m, m, A, ld, dA, ld );
magma_dsetvector( m, B, 1, dB, 1 );
magma_dsetvector( m, C, 1, dC1, 1 );
magma_dsetvector( m, C, 1, dC2, 1 );
t1 = magma_sync_wtime( 0 );
magma_dsymv( uplo[iu], m, alpha, dA, ld, dB, 1, beta, dC1, 1 );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDsymv( uplo[iu], m, alpha, dA, ld, dB, 1, beta, dC2, 1 );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( m, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetvector( m, dC2, 1, C2, 1 );
error = lapackf77_dlange( "F", &m, &ione, C2, &ld, work );
total_error += error;
gflops = FLOPS_DSYMV( m ) / 1e9;
printf( "dsymv( %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
uplo[iu], error, gflops/t1, gflops/t2 );
}
printf( "\n" );
// ----- test DTRSV
// solve A*c = c, with A m*m triangular; c m-vector
// try upper/lower, no-trans/trans, unit/non-unit diag
// Factor A into LU to get well-conditioned triangles, else solve yields garbage.
// Still can give garbage if solves aren't consistent with LU factors,
// e.g., using unit diag for U, so copy lower triangle to upper triangle.
// Also used for trsm later.
lapackf77_dlacpy( "Full", &maxn, &maxn, A, &ld, LU, &ld );
lapackf77_dgetrf( &maxn, &maxn, LU, &ld, piv, &info );
for( int j = 0; j < maxn; ++j ) {
for( int i = 0; i < j; ++i ) {
*LU(i,j) = *LU(j,i);
}
}
for( int iu = 0; iu < 2; ++iu ) {
for( int it = 0; it < 3; ++it ) {
for( int id = 0; id < 2; ++id ) {
magma_dsetmatrix( m, m, LU, ld, dA, ld );
magma_dsetvector( m, C, 1, dC1, 1 );
magma_dsetvector( m, C, 1, dC2, 1 );
t1 = magma_sync_wtime( 0 );
magma_dtrsv( uplo[iu], trans[it], diag[id], m, dA, ld, dC1, 1 );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDtrsv( uplo[iu], trans[it], diag[id], m, dA, ld, dC2, 1 );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( m, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetvector( m, dC2, 1, C2, 1 );
error = lapackf77_dlange( "F", &m, &ione, C2, &ld, work );
total_error += error;
gflops = FLOPS_DTRSM( MagmaLeft, m, 1 ) / 1e9;
printf( "dtrsv( %c, %c, %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
uplo[iu], trans[it], diag[id], error, gflops/t1, gflops/t2 );
}}}
printf( "\n" );
printf( "========== Level 3 BLAS ==========\n" );
// ----- test DGEMM
// C = alpha*A*B + beta*C, with A m*k or k*m; B k*n or n*k; C m*n
// try combinations of no-trans/trans
for( int ia = 0; ia < 3; ++ia ) {
for( int ib = 0; ib < 3; ++ib ) {
bool nta = (trans[ia] == 'N');
bool ntb = (trans[ib] == 'N');
magma_dsetmatrix( (nta ? m : k), (nta ? m : k), A, ld, dA, ld );
magma_dsetmatrix( (ntb ? k : n), (ntb ? n : k), B, ld, dB, ld );
magma_dsetmatrix( m, n, C, ld, dC1, ld );
magma_dsetmatrix( m, n, C, ld, dC2, ld );
t1 = magma_sync_wtime( 0 );
magma_dgemm( trans[ia], trans[ib], m, n, k, alpha, dA, ld, dB, ld, beta, dC1, ld );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDgemm( trans[ia], trans[ib], m, n, k, alpha, dA, ld, dB, ld, beta, dC2, ld );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetmatrix( m, n, dC2, ld, C2, ld );
error = lapackf77_dlange( "F", &m, &n, C2, &ld, work );
total_error += error;
gflops = FLOPS_DGEMM( m, n, k ) / 1e9;
printf( "dgemm( %c, %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
trans[ia], trans[ib], error, gflops/t1, gflops/t2 );
}}
printf( "\n" );
// ----- test DSYMM
// C = alpha*A*B + beta*C (left) with A m*m symmetric; B,C m*n; or
// C = alpha*B*A + beta*C (right) with A n*n symmetric; B,C m*n
// try left/right, upper/lower
for( int is = 0; is < 2; ++is ) {
for( int iu = 0; iu < 2; ++iu ) {
magma_dsetmatrix( m, m, A, ld, dA, ld );
magma_dsetmatrix( m, n, B, ld, dB, ld );
magma_dsetmatrix( m, n, C, ld, dC1, ld );
magma_dsetmatrix( m, n, C, ld, dC2, ld );
t1 = magma_sync_wtime( 0 );
magma_dsymm( side[is], uplo[iu], m, n, alpha, dA, ld, dB, ld, beta, dC1, ld );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDsymm( side[is], uplo[iu], m, n, alpha, dA, ld, dB, ld, beta, dC2, ld );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetmatrix( m, n, dC2, ld, C2, ld );
error = lapackf77_dlange( "F", &m, &n, C2, &ld, work );
total_error += error;
gflops = FLOPS_DSYMM( side[is], m, n ) / 1e9;
printf( "dsymm( %c, %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
side[is], uplo[iu], error, gflops/t1, gflops/t2 );
}}
printf( "\n" );
// ----- test DSYRK
// C = alpha*A*A^H + beta*C (no-trans) with A m*k and C m*m symmetric; or
// C = alpha*A^H*A + beta*C (trans) with A k*m and C m*m symmetric
// try upper/lower, no-trans/trans
for( int iu = 0; iu < 2; ++iu ) {
for( int it = 0; it < 3; ++it ) {
magma_dsetmatrix( n, k, A, ld, dA, ld );
magma_dsetmatrix( n, n, C, ld, dC1, ld );
magma_dsetmatrix( n, n, C, ld, dC2, ld );
t1 = magma_sync_wtime( 0 );
magma_dsyrk( uplo[iu], trans[it], n, k, dalpha, dA, ld, dbeta, dC1, ld );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDsyrk( uplo[iu], trans[it], n, k, dalpha, dA, ld, dbeta, dC2, ld );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetmatrix( n, n, dC2, ld, C2, ld );
error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
total_error += error;
gflops = FLOPS_DSYRK( k, n ) / 1e9;
printf( "dsyrk( %c, %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
}}
printf( "\n" );
// ----- test DSYR2K
// C = alpha*A*B^H + ^alpha*B*A^H + beta*C (no-trans) with A,B n*k; C n*n symmetric; or
// C = alpha*A^H*B + ^alpha*B^H*A + beta*C (trans) with A,B k*n; C n*n symmetric
// try upper/lower, no-trans/trans
for( int iu = 0; iu < 2; ++iu ) {
for( int it = 0; it < 3; ++it ) {
bool nt = (trans[it] == 'N');
magma_dsetmatrix( (nt ? n : k), (nt ? n : k), A, ld, dA, ld );
magma_dsetmatrix( n, n, C, ld, dC1, ld );
magma_dsetmatrix( n, n, C, ld, dC2, ld );
t1 = magma_sync_wtime( 0 );
magma_dsyr2k( uplo[iu], trans[it], n, k, alpha, dA, ld, dB, ld, dbeta, dC1, ld );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDsyr2k( uplo[iu], trans[it], n, k, alpha, dA, ld, dB, ld, dbeta, dC2, ld );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetmatrix( n, n, dC2, ld, C2, ld );
error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
total_error += error;
gflops = FLOPS_DSYR2K( k, n ) / 1e9;
printf( "dsyr2k( %c, %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
}}
printf( "\n" );
// ----- test DTRMM
// C = alpha*A*C (left) with A m*m triangular; C m*n; or
// C = alpha*C*A (right) with A n*n triangular; C m*n
// try left/right, upper/lower, no-trans/trans, unit/non-unit
for( int is = 0; is < 2; ++is ) {
for( int iu = 0; iu < 2; ++iu ) {
for( int it = 0; it < 3; ++it ) {
for( int id = 0; id < 2; ++id ) {
bool left = (side[is] == 'L');
magma_dsetmatrix( (left ? m : n), (left ? m : n), A, ld, dA, ld );
magma_dsetmatrix( m, n, C, ld, dC1, ld );
magma_dsetmatrix( m, n, C, ld, dC2, ld );
t1 = magma_sync_wtime( 0 );
magma_dtrmm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDtrmm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC2, ld );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetmatrix( m, n, dC2, ld, C2, ld );
error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
total_error += error;
gflops = FLOPS_DTRMM( side[is], m, n ) / 1e9;
printf( "dtrmm( %c, %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
}}}}
printf( "\n" );
// ----- test DTRSM
// solve A*X = alpha*B (left) with A m*m triangular; B m*n; or
// solve X*A = alpha*B (right) with A n*n triangular; B m*n
// try left/right, upper/lower, no-trans/trans, unit/non-unit
for( int is = 0; is < 2; ++is ) {
for( int iu = 0; iu < 2; ++iu ) {
for( int it = 0; it < 3; ++it ) {
for( int id = 0; id < 2; ++id ) {
bool left = (side[is] == 'L');
magma_dsetmatrix( (left ? m : n), (left ? m : n), LU, ld, dA, ld );
magma_dsetmatrix( m, n, C, ld, dC1, ld );
magma_dsetmatrix( m, n, C, ld, dC2, ld );
t1 = magma_sync_wtime( 0 );
magma_dtrsm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
t1 = magma_sync_wtime( 0 ) - t1;
t2 = magma_sync_wtime( 0 );
cublasDtrsm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC2, ld );
t2 = magma_sync_wtime( 0 ) - t2;
// check results, storing diff between magma and cuda call in C2
cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
magma_dgetmatrix( m, n, dC2, ld, C2, ld );
error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
total_error += error;
gflops = FLOPS_DTRSM( side[is], m, n ) / 1e9;
printf( "dtrsm( %c, %c ) diff %.2g, Gflop/s %6.2f, %6.2f\n",
uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
}}}}
printf( "\n" );
// cleanup
magma_free_cpu( piv );
magma_free_pinned( A );
magma_free_pinned( B );
magma_free_pinned( C );
magma_free_pinned( C2 );
magma_free_pinned( LU );
magma_free( dA );
magma_free( dB );
magma_free( dC1 );
magma_free( dC2 );
}
if ( total_error != 0. ) {
printf( "total error %.2g -- ought to be 0 -- some test failed (see above).\n",
total_error );
}
else {
printf( "all tests passed\n" );
}
TESTING_FINALIZE();
return 0;
}
/**
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 */
extern "C" magma_int_t
magma_dlarfb_gpu(
magma_side_t side, magma_trans_t trans, magma_direct_t direct, magma_storev_t storev,
magma_int_t m, magma_int_t n, magma_int_t k,
magmaDouble_ptr dV, size_t dV_offset, magma_int_t ldv,
magmaDouble_ptr dT, size_t dT_offset, magma_int_t ldt,
magmaDouble_ptr dC, size_t dC_offset, magma_int_t ldc,
magmaDouble_ptr dwork, size_t dwork_offset, magma_int_t ldwork,
magma_queue_t queue)
{
/* -- clMAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DLARFB applies a real block reflector H or its transpose H' to a
DOUBLE_PRECISION m by n matrix C, from the left.
Arguments
=========
SIDE (input) CHARACTER
= 'L': apply H or H' from the Left
= 'R': apply H or H' from the Right
TRANS (input) CHARACTER
= 'N': apply H (No transpose)
= 'C': apply H' (Conjugate transpose)
DIRECT (input) CHARACTER
Indicates how H is formed from a product of elementary
reflectors
= 'F': H = H(1) H(2) . . . H(k) (Forward)
= 'B': H = H(k) . . . H(2) H(1) (Backward)
STOREV (input) CHARACTER
Indicates how the vectors which define the elementary
reflectors are stored:
= 'C': Columnwise
= 'R': Rowwise
M (input) INTEGER
The number of rows of the matrix C.
N (input) INTEGER
The number of columns of the matrix C.
K (input) INTEGER
The order of the matrix T (= the number of elementary
reflectors whose product defines the block reflector).
DV (input) DOUBLE_PRECISION array, dimension (LDV,K)
The matrix V. See further details.
LDV (input) INTEGER
The leading dimension of the array V. LDV >= max(1,M);
DT (input) DOUBLE_PRECISION array, dimension (LDT,K)
The triangular k by k matrix T in the representation of the
block reflector.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= K.
DC (input/output) DOUBLE_PRECISION array, dimension (LDC,N)
On entry, the m by n matrix C.
On exit, C is overwritten by H*C.
LDC (input) INTEGER
The leading dimension of the array C. LDA >= max(1,M).
WORK (workspace) DOUBLE_PRECISION array, dimension (LDWORK,K)
LDWORK (input) INTEGER
The leading dimension of the array WORK.
If SIDE == 'L', LDWORK >= max(1,N);
if SIDE == 'R', LDWORK >= max(1,M);
=================================================================== */
/* TODO: replace with updated larfb_gpu from CUDA MAGMA */
#define dV(i) dV, (i)
#define dT(i) dT, (i)
#define dC(i) dC, (i)
#define dwork(i) dwork, (i)
double c_zero = MAGMA_D_MAKE( 0.0, 0.0 );
double c_one = MAGMA_D_MAKE( 1.0, 0.0 );
double c_neg_one = MAGMA_D_MAKE( -1.0, 0.0 );
if (m <= 0 || n <= 0) {
return MAGMA_SUCCESS;
}
magma_trans_t transt;
if (trans == MagmaNoTrans)
transt = MagmaConjTrans;
else
transt = MagmaNoTrans;
if ( side == MagmaLeft ) {
if ( storev == MagmaColumnwise )
{
magma_dgemm( MagmaConjTrans, MagmaNoTrans,
n, k, m,
c_one, dC(dC_offset), ldc,
dV(dV_offset), ldv,
c_zero, dwork(dwork_offset), ldwork, queue);
if (direct == MagmaForward)
magma_dtrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
n, k,
c_one, dT(dT_offset), ldt,
dwork(dwork_offset), ldwork, queue);
else
magma_dtrmm( MagmaRight, MagmaLower, transt, MagmaNonUnit,
n, k,
c_one, dT(dT_offset), ldt,
dwork(dwork_offset), ldwork, queue);
magma_dgemm( MagmaNoTrans, MagmaConjTrans,
m, n, k,
c_neg_one, dV(dV_offset), ldv,
dwork(dwork_offset), ldwork,
c_one, dC(dC_offset), ldc, queue);
}
else {
magma_dgemm( MagmaNoTrans, MagmaConjTrans,
m, k, n,
c_one, dC(dC_offset), ldc,
dV(dV_offset), ldv,
c_zero, dwork(dwork_offset), ldwork, queue);
magma_dtrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
m, k,
c_one, dT(dT_offset), ldt,
dwork(dwork_offset), ldwork, queue);
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
m, n, k,
c_neg_one, dwork(dwork_offset), ldwork,
dV(dV_offset), ldv,
c_one, dC(dC_offset), ldc, queue);
}
}
else {
/* Case side == 'R' */
if ( storev == MagmaColumnwise ) {
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
m, k, n,
c_one, dC(dC_offset), ldc,
dV(dV_offset), ldv,
c_zero, dwork(dwork_offset), ldwork, queue);
// ??? ldwork replaced by k for case n < k
if (direct == MagmaForward)
magma_dtrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
m, k,
c_one, dT(dT_offset), ldt,
dwork(dwork_offset), ldwork, queue);
else
magma_dtrmm( MagmaRight, MagmaLower, transt, MagmaNonUnit,
m, k,
c_one, dT(dT_offset), ldt,
dwork(dwork_offset), ldwork, queue);
magma_dgemm( MagmaNoTrans, MagmaConjTrans,
m, n, k,
c_neg_one, dwork(dwork_offset), ldwork,
dV(dV_offset), ldv,
c_one, dC(dC_offset), ldc, queue);
}
else {
magma_dgemm( MagmaNoTrans, MagmaConjTrans,
m, k, n,
c_one, dC(dC_offset), ldc,
dV(dV_offset), ldv,
c_zero, dwork(dwork_offset), ldwork, queue);
magma_dtrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
m, k,
c_one, dT(dT_offset), ldt,
dwork(dwork_offset), ldwork, queue);
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
m, n, k,
c_neg_one, dwork(dwork_offset), ldwork,
dV(dV_offset), ldv,
c_one, dC(dC_offset), ldc, queue);
}
}
return MAGMA_SUCCESS;
} /* magma_dlarfb */
/**
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
-------
DLAUUM computes the product U * U^H or L^H * L, where the triangular
factor U or L is stored in the upper or lower triangular part of
the array A.
If UPLO = MagmaUpper then the upper triangle of the result is stored,
overwriting the factor U in A.
If UPLO = MagmaLower then the lower triangle of the result is stored,
overwriting the factor L in A.
This is the blocked form of the algorithm, calling Level 3 BLAS.
Arguments
---------
@param[in]
uplo magma_uplo_t
Specifies whether the triangular factor stored in the array A
is upper or lower triangular:
- = MagmaUpper: Upper triangular
- = MagmaLower: Lower triangular
@param[in]
n INTEGER
The order of the triangular factor U or L. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the triangular factor U or L.
On exit, if UPLO = MagmaUpper, the upper triangle of A is
overwritten with the upper triangle of the product U * U^H;
if UPLO = MagmaLower, the lower triangle of A is overwritten with
the lower triangle of the product L^H * L.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -k, the k-th argument had an illegal value
@ingroup magma_lauum
*******************************************************************************/
extern "C" magma_int_t
magma_dlauum(
magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
magma_int_t *info)
{
#define A(i_, j_) ( A + (i_) + (j_)*lda )
#ifdef HAVE_clBLAS
#define dA(i_, j_) dA, ((i_) + (j_)*ldda)
#else
#define dA(i_, j_) (dA + (i_) + (j_)*ldda)
#endif
/* Constants */
const double c_one = MAGMA_D_ONE;
const double d_one = MAGMA_D_ONE;
const char* uplo_ = lapack_uplo_const( uplo );
/* Local variables */
magma_int_t i, ib, ldda, nb;
magmaDouble_ptr dA;
bool upper = (uplo == MagmaUpper);
*info = 0;
if (! upper && uplo != MagmaLower)
*info = -1;
else if (n < 0)
*info = -2;
else if (lda < max(1,n))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if (n == 0)
return *info;
nb = magma_get_dpotrf_nb( n );
ldda = magma_roundup( n, 32 );
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t queues[2];
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queues[0] );
magma_queue_create( cdev, &queues[1] );
if (nb <= 1 || nb >= n) {
lapackf77_dlauum( uplo_, &n, A, &lda, info );
}
else if (upper) {
/* Compute the product U * U^H. */
// Computing 2nd block column (diagonal & above):
// [ u11 u12 u13 ] [ u11^H ] [ ... u12*u22^H + u13*u23^H ... ]
// [ u22 u23 ] * [ u12^H u22^H ] = [ ... u22*u22^H + u23*u23^H ... ]
// [ u33 ] [ u13^H u23^H u33^H ] [ ... ... ... ]
for (i=0; i < n; i += nb) {
ib = min( nb, n-i );
// Send diagonl block, u22
// This must finish before lauum below
magma_dsetmatrix( ib, ib,
A(i,i), lda,
dA(i,i), ldda, queues[0] );
// Send right of diagonl block, u23
magma_dsetmatrix_async( ib, n-i-ib,
A(i,i+ib), lda,
dA(i,i+ib), ldda, queues[1] );
// u12 = u12 * u22^H
magma_dtrmm( MagmaRight, MagmaUpper,
MagmaConjTrans, MagmaNonUnit, i, ib, c_one,
dA(i,i), ldda,
dA(0,i), ldda, queues[0] );
// u22 = u22 * u22^H
lapackf77_dlauum( MagmaUpperStr, &ib, A(i,i), &lda, info );
magma_dsetmatrix_async( ib, ib,
A(i,i), lda,
dA(i,i), ldda, queues[0] );
if (i+ib < n) {
// wait for u23
magma_queue_sync( queues[1] );
// u12 += u13 * u23^H
magma_dgemm( MagmaNoTrans, MagmaConjTrans,
i, ib, n-i-ib,
c_one, dA(0,i+ib), ldda,
dA(i,i+ib), ldda,
c_one, dA(0,i), ldda, queues[0] );
// u22 += u23 * u23^H
magma_dsyrk( MagmaUpper, MagmaNoTrans, ib, n-i-ib,
d_one, dA(i,i+ib), ldda,
d_one, dA(i,i), ldda, queues[0] );
}
// Get diagonal block & above of current column from device
// This could be on a different queue -- not needed until return
magma_dgetmatrix_async( i+ib, ib,
dA(0,i), ldda,
A(0,i), lda, queues[0] );
}
}
else {
/* Compute the product L^H * L. */
for (i=0; i < n; i += nb) {
ib = min( nb, n-i );
magma_dsetmatrix( ib, ib,
A(i,i), lda,
dA(i,i), ldda, queues[0] );
magma_dsetmatrix_async( n-i-ib, ib,
A(i+ib,i), lda,
dA(i+ib,i), ldda, queues[1] );
magma_dtrmm( MagmaLeft, MagmaLower,
MagmaConjTrans, MagmaNonUnit, ib, i, c_one,
dA(i,i), ldda,
dA(i,0), ldda, queues[0] );
lapackf77_dlauum( MagmaLowerStr, &ib, A(i,i), &lda, info );
magma_dsetmatrix_async( ib, ib,
A(i,i), lda,
dA(i,i), ldda, queues[0] );
if (i+ib < n) {
magma_queue_sync( queues[1] );
magma_dgemm( MagmaConjTrans, MagmaNoTrans,
ib, i, n-i-ib,
c_one, dA(i+ib,i), ldda,
dA(i+ib,0), ldda,
c_one, dA(i,0), ldda, queues[0] );
magma_dsyrk( MagmaLower, MagmaConjTrans, ib, n-i-ib,
d_one, dA(i+ib,i), ldda,
d_one, dA(i,i), ldda, queues[0] );
}
magma_dgetmatrix_async( ib, i+ib,
dA(i,0), ldda,
A(i,0), lda, queues[0] );
}
}
magma_queue_destroy( queues[0] );
magma_queue_destroy( queues[1] );
magma_free( dA );
return *info;
}
/**
Purpose
-------
DSYGST reduces a real symmetric-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U^H or L^H*A*L.
B must have been previously factorized as U^H*U or L*L^H by DPOTRF.
Arguments
---------
@param[in]
itype INTEGER
= 1: compute inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H);
= 2 or 3: compute U*A*U^H or L^H*A*L.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored and B is factored as U^H*U;
- = MagmaLower: Lower triangle of A is stored and B is factored as L*L^H.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A 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, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by DPOTRF.
B is modified by the routine but restored on exit (in lapack dsygst/dsygs2).
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_dsyev_comp
********************************************************************/
extern "C" magma_int_t
magma_dsygst(
magma_int_t itype, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
magma_int_t *info)
{
#define A(i_, j_) (A + (i_) + (j_)*lda)
#define B(i_, j_) (B + (i_) + (j_)*ldb)
#define dA(i_, j_) (dwork + (i_) + (j_)*ldda )
#define dB(i_, j_) (dwork + (i_) + (j_)*lddb + n*ldda)
/* Constants */
const double c_one = MAGMA_D_ONE;
const double c_neg_one = MAGMA_D_NEG_ONE;
const double c_half = MAGMA_D_HALF;
const double c_neg_half = MAGMA_D_NEG_HALF;
const double d_one = 1.0;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t k, kb, kb2, nb;
magma_int_t ldda = n;
magma_int_t lddb = n;
magmaDouble_ptr dwork;
bool upper = (uplo == MagmaUpper);
/* Test the input parameters. */
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! upper && uplo != MagmaLower) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (ldb < max(1,n)) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*n*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
nb = magma_get_dsygst_nb( n );
magma_queue_t queues[2];
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queues[0] );
magma_queue_create( cdev, &queues[1] );
magma_dsetmatrix( n, n, A(0, 0), lda, dA(0, 0), ldda, queues[1] );
magma_dsetmatrix( n, n, B(0, 0), ldb, dB(0, 0), lddb, queues[1] );
/* Use hybrid blocked code */
if (itype == 1) {
if (upper) {
/* Compute inv(U^H)*A*inv(U) */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
kb2 = min( n-k-nb, nb );
/* Update the upper triangle of A(k:n,k:n) */
lapackf77_dsygst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info );
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[0] );
if (k+kb < n) {
magma_dtrsm( MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k,k), lddb,
dA(k,k+kb), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish set dA(k,k)
magma_dsymm( MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k,k+kb), ldda, queues[1] );
magma_dsyr2k( MagmaUpper, MagmaConjTrans,
n-k-kb, kb,
c_neg_one, dA(k,k+kb), ldda,
dB(k,k+kb), lddb,
d_one, dA(k+kb,k+kb), ldda, queues[1] );
// Start copying next A block
magma_queue_sync( queues[1] );
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(k+kb, k+kb), lda, queues[0] );
magma_dsymm( MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k,k+kb), ldda, queues[1] );
magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k,k+kb), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish get A(k+kb,k+kb)
}
}
}
else {
/* Compute inv(L)*A*inv(L^H) */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
kb2 = min( n-k-nb, nb );
/* Update the lower triangle of A(k:n,k:n) */
lapackf77_dsygst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info );
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[0] );
if (k+kb < n) {
magma_dtrsm( MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k,k), lddb,
dA(k+kb,k), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish set dA(k,k)
magma_dsymm( MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda, queues[1] );
magma_dsyr2k( MagmaLower, MagmaNoTrans,
n-k-kb, kb,
c_neg_one, dA(k+kb,k), ldda,
dB(k+kb,k), lddb,
d_one, dA(k+kb,k+kb), ldda, queues[1] );
// Start copying next A block
magma_queue_sync( queues[1] );
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(k+kb, k+kb), lda, queues[0] );
magma_dsymm( MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda, queues[1] );
magma_dtrsm( MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k+kb,k), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish get A(k+kb,k+kb)
}
}
}
}
else { // itype == 2 or 3
if (upper) {
/* Compute U*A*U^H */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(k, k), lda, queues[0] );
/* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm( MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
k, kb,
c_one, dB(0,0), lddb,
dA(0,k), ldda, queues[1] );
magma_dsymm( MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0,k), ldda, queues[1] );
magma_dsyr2k( MagmaUpper, MagmaNoTrans,
k, kb,
c_one, dA(0,k), ldda,
dB(0,k), lddb,
d_one, dA(0,0), ldda, queues[1] );
magma_dsymm( MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0,k), ldda, queues[1] );
magma_dtrmm( MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
k, kb,
c_one, dB(k,k), lddb,
dA(0,k), ldda, queues[1] );
}
magma_queue_sync( queues[0] ); // finish get A(k,k)
lapackf77_dsygst( &itype, uplo_, &kb, A(k, k), &lda, B(k, k), &ldb, info );
// this could be done on a 3rd queue
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[1] );
}
}
else {
/* Compute L^H*A*L */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(k, k), lda, queues[0] );
/* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm( MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
kb, k,
c_one, dB(0,0), lddb,
dA(k,0), ldda, queues[1] );
magma_dsymm( MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda, queues[1] );
magma_dsyr2k( MagmaLower, MagmaConjTrans,
k, kb,
c_one, dA(k,0), ldda,
dB(k,0), lddb,
d_one, dA(0,0), ldda, queues[1] );
magma_dsymm( MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda, queues[1] );
magma_dtrmm( MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
kb, k,
c_one, dB(k,k), lddb,
dA(k,0), ldda, queues[1] );
}
magma_queue_sync( queues[0] ); // finish get A(k,k)
lapackf77_dsygst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info );
// this could be done on a 3rd queue
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[1] );
}
}
}
magma_queue_sync( queues[0] ); // finish set dA(k,k) for itype 1
magma_dgetmatrix( n, n, dA(0, 0), ldda, A(0, 0), lda, queues[1] );
magma_queue_destroy( queues[0] );
magma_queue_destroy( queues[1] );
magma_free( dwork );
return *info;
} /* magma_dsygst_gpu */
/**
Purpose
-------
DGESSM applies the factors L computed by DGETRF_INCPIV to
a real M-by-N tile A.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in]
k INTEGER
The number of columns of the matrix L. K >= 0.
@param[in]
ib INTEGER
The inner-blocking size. IB >= 0.
@param[in]
ipiv INTEGER array on the cpu.
The pivot indices array of size K as returned by
DGETRF_INCPIV.
@param[in]
dL1 DOUBLE_PRECISION array, dimension(LDDL1, N)
The IB-by-K matrix in which is stored L^(-1) as returned by GETRF_INCPIV
@param[in]
lddl1 INTEGER
The leading dimension of the array L1. LDDL1 >= max(1,2*IB).
@param[in]
dL DOUBLE_PRECISION array, dimension(LDDL, N)
The M-by-K lower triangular tile on the gpu.
@param[in]
lddl INTEGER
The leading dimension of the array L. LDDL >= max(1,M).
@param[in,out]
dA DOUBLE_PRECISION array, dimension (LDDA, N)
On entry, the M-by-N tile A on the gpu.
On exit, updated by the application of L on the gpu.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
@ingroup magma_dgesv_tile
********************************************************************/
extern "C" magma_int_t
magma_dgessm_gpu(
magma_order_t order, magma_int_t m, magma_int_t n, magma_int_t k, magma_int_t ib,
magma_int_t *ipiv,
magmaDouble_ptr dL1, magma_int_t lddl1,
magmaDouble_ptr dL, magma_int_t lddl,
magmaDouble_ptr dA, magma_int_t ldda,
magma_int_t *info)
{
#define AT(i,j) (dAT + (i)*ldda + (j) )
#define L(i,j) (dL + (i) + (j)*lddl )
#define dL1(j) (dL1 + (j)*lddl1)
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
int i, sb;
magmaDouble_ptr dAT;
/* Check arguments */
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0)
*info = -2;
else if (ldda < max(1,m))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
if ( order == MagmaColMajor ) {
magmablas_dgetmo_in( dA, dAT, ldda, m, n );
} else {
dAT = dA;
}
for (i = 0; i < k; i += ib) {
sb = min(ib, k-i);
magmablas_dlaswp( n, dAT, ldda, i+1, i+sb, ipiv, 1 );
#ifndef WITHOUTTRTRI
magma_dtrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
n, sb,
c_one, dL1(i), lddl1,
AT(i, 0), ldda);
#else
magma_dtrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
n, sb,
c_one, L( i, i), lddl,
AT(i, 0), ldda);
#endif
if ( (i+sb) < m) {
magma_dgemm( MagmaNoTrans, MagmaTrans,
n, m-(i+sb), sb,
c_neg_one, AT(i, 0), ldda,
L( i+sb, i), lddl,
c_one, AT(i+sb, 0), ldda );
}
}
if ( order == MagmaColMajor ) {
magmablas_dgetmo_in( dA, dAT, ldda, m, n );
}
return *info;
} /* magma_dgessm_gpu */
/**
Purpose
-------
DSYGVDX computes selected eigenvalues and, optionally, eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
Eigenvalues and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvdx(
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
double *dA=NULL, *dB=NULL;
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t lddb = ldda;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin, liwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
lapackf77_dsygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
*mout = n;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, queue );
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_gpu( uplo, n, dB, lddb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_gpu = %6.2f\n", time );
magma_queue_sync( queue );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, queue );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu( itype, uplo, n, dA, ldda, dB, lddb, info );
timer_stop( time );
timer_printf( "time dsygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* set dB=NULL so we know to re-allocate below
* TODO: have dwork here that will be used as dB and then passed to dsyevd.
*/
if (n > 5000) {
magma_queue_sync( queue );
magma_free( dB ); dB=NULL;
}
timer_start( time );
magma_dsyevdx_gpu( jobz, range, uplo, n, dA, ldda, vl, vu, il, iu, mout, w, A, lda,
work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time dsyevdx_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (dB == NULL) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
magma_free( dA ); dA=NULL;
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_dtrmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
magma_dgetmatrix( n, *mout, dA, ldda, A, lda, queue );
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( queue );
magma_queue_destroy( queue );
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
magma_free( dA ); dA=NULL;
magma_free( dB ); dB=NULL;
return *info;
} /* magma_dsygvd */
extern "C" magma_int_t
magma_dsygvd(magma_int_t itype, char jobz, char 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,
magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
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
=========
ITYPE (input) 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
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
A (input/output) COMPLEX*16 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
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 = 'N', then on exit the upper triangle (if UPLO='U')
or the lower triangle (if UPLO='L') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) COMPLEX*16 array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = 'U', the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = 'L',
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
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.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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: DPOTRF or DSYEVD returned an error code:
<= N: 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);
> 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.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
double d_one = MAGMA_D_ONE;
double *da;
double *db;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
char trans[1];
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
lquery = lwork == -1 || liwork == -1;
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*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 to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
work[0] = lwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return MAGMA_ERR_ILLEGAL_VALUE;
}
else if (lquery) {
return MAGMA_SUCCESS;
}
/* Quick return if possible */
if (n == 0) {
return 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_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 )) {
*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 );
#ifdef ENABLE_TIMER
magma_timestr_t start, end;
start = get_current_time();
#endif
magma_dpotrf_gpu(uplo, n, db, lddb, info);
if (*info != 0) {
*info = n + *info;
return 0;
}
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dpotrf_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
magma_queue_sync( stream );
magma_dgetmatrix_async( n, n,
db, lddb,
b, ldb, stream );
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu(itype, uplo, n, da, ldda, db, lddb, info);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dsygst_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* simple fix to be able to run bigger size.
* need to have a dwork here that will be used
* a db and then passed to dsyevd.
* */
if(n > 5000){
magma_queue_sync( stream );
magma_free( db );
}
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
magma_dsyevd_gpu(jobz, uplo, n, da, ldda, w, a, lda,
work, lwork, iwork, liwork, info);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dsyevd_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
if (wantz && *info == 0) {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
/* 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) {
*(unsigned char *)trans = MagmaTrans;
} else {
*(unsigned char *)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) {
*(unsigned char *)trans = MagmaNoTrans;
} else {
*(unsigned char *)trans = MagmaTrans;
}
magma_dtrmm(MagmaLeft, uplo, *trans, MagmaNonUnit,
n, n, d_one, db, lddb, da, ldda);
}
magma_dgetmatrix( n, n, da, ldda, a, lda );
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dtrsm/mm + getmatrix = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* free db */
if(n > 5000){
magma_free( db );
}
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * (1. + lapackf77_dlamch("Epsilon")); // round up
iwork[0] = liwmin;
magma_free( da );
if(n <= 5000){
magma_free( db );
}
return MAGMA_SUCCESS;
} /* magma_dsygvd */
/**
Purpose
-------
DGETRF_INCPIV computes an LU factorization of a general M-by-N tile A
using partial pivoting with row interchanges.
The factorization has the form
A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the right-looking Level 2.5 BLAS version of the algorithm.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in]
ib INTEGER
The inner-blocking size. IB >= 0.
@param[in,out]
hA DOUBLE_PRECISION array, dimension(LDHA, N), on cpu.
On entry, only the M-by-IB first panel needs to be identical to dA(1..M, 1..IB).
On exit, the content is incomplete. Shouldn't be used.
@param[in]
ldha INTEGER
The leading dimension of the array hA. LDHA >= max(1,M).
@param[in,out]
dA DOUBLE_PRECISION array, dimension(LDDA, N), on gpu.
On entry, the M-by-N tile to be factored.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
@param[out]
hL DOUBLE_PRECISION array, dimension(LDHL, min(M,N)), on vpu.
On exit, contains in the upper part the IB-by-K lower triangular tile,
and in the lower part IB-by-min(M,N) the inverse of the top part.
@param[in]
ldhl INTEGER
The leading dimension of the array hL. LDHL >= max(1,2*IB).
@param[out]
dL DOUBLE_PRECISION array, dimension(LDDL, K), on gpu.
On exit, contains in the upper part the IB-by-min(M,N) lower triangular tile,
and in the lower part IB-by-min(M,N) the inverse of the top part.
@param[in]
lddl INTEGER
The leading dimension of the array dL. LDDL >= max(1,2*IB).
@param[out]
ipiv INTEGER array, dimension min(M,N), on the cpu.
The pivot indices array.
@param[out]
dWORK DOUBLE_PRECISION array, dimension(LDDWORK, 2*IB), on gpu.
Workspace.
@param[in]
lddwork INTEGER
The leading dimension of the array dWORK. LDDWORK >= max(NB, 1).
@param[out]
info INTEGER
- PLASMA_SUCCESS successful exit
- < 0 if INFO = -k, the k-th argument had an illegal value
- > 0 if INFO = k, U(k,k) is exactly zero. The factorization
has been completed, but the factor U is exactly
singular, and division by zero will occur if it is used
to solve a system of equations.
@ingroup magma_dgesv_comp
********************************************************************/
extern "C" magma_int_t
magma_dgetrf_incpiv_gpu( magma_order_t order, magma_int_t m, magma_int_t n, magma_int_t ib,
double *hA, magma_int_t ldha, double *dA, magma_int_t ldda,
double *hL, magma_int_t ldhl, double *dL, magma_int_t lddl,
magma_int_t *ipiv,
double *dwork, magma_int_t lddwork,
magma_int_t *info)
{
#define AT(i,j) (dAT + (i)*ib*ldda + (j)*ib)
#define hA(i,j) (hA + (i)*ib + (j)*ib*ldha)
#define hL(j) (hL + (j)*ib*ldhl )
#define hL2(j) (hL2 + (j)*ib*ldhl )
#define dL(j) (dL + (j)*ib*lddl )
#define dL2(j) (dL2 + (j)*ib*lddl )
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t iinfo;
magma_int_t maxm, mindim;
magma_int_t i, rows, cols, s, ii, sb;
double *dAT;
#ifndef WITHOUTTRTRI
double *dL2 = dL + ib;
double *hL2 = hL + ib;
#endif
/* Check arguments */
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0)
*info = -2;
else if (ldda < max(1,m))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
/* Function Body */
mindim = min(m, n);
s = mindim / ib;
if ( ib >= mindim ) {
/* Use CPU code. */
lapackf77_dgetrf(&m, &n, hA, &ldha, ipiv, info);
#ifndef WITHOUTTRTRI
CORE_dlacpy(PlasmaUpperLower, mindim, mindim,
(double*)hA, ldha,
(double*)hL2, ldhl );
CORE_dtrtri( PlasmaLower, PlasmaUnit, mindim,
(double*)hL2, ldhl, info );
if (*info != 0 ) {
fprintf(stderr, "ERROR, trtri returned with info = %d\n", *info);
}
magma_dsetmatrix( mindim, mindim, hL2, ldhl, dL2, lddl );
#endif
if ( order == MagmaRowMajor ) {
magma_dsetmatrix( m, n, hA, ldha, dwork, lddwork );
magmablas_dtranspose( m, n, dwork, lddwork, dA, ldda );
} else {
magma_dsetmatrix( m, n, hA, ldha, dA, ldda );
}
}
else {
/* Use hybrid blocked code. */
maxm = ((m + 31)/32)*32;
if ( order == MagmaColMajor ) {
magmablas_dgetmo_in( dA, dAT, ldda, m, n );
} else {
dAT = dA;
}
for( i=0; i < s; i++ ) {
ii = i * ib;
sb = min(ib, mindim-ii);
cols = maxm - ii;
if ( i > 0 ) {
// download i-th panel
magmablas_dtranspose( sb, m, AT(0,i), ldda, dwork, maxm );
magma_dgetmatrix( m, sb, dwork, maxm, hA(0, i), ldha );
// make sure that gpu queue is empty
//magma_device_sync();
#ifndef WITHOUTTRTRI
magma_dtrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
n - (ii+sb), ib,
c_one, dL2(i-1), lddl,
AT(i-1,i+1), ldda );
#else
magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
n - (ii+sb), ib,
c_one, AT(i-1,i-1), ldda,
AT(i-1,i+1), ldda );
#endif
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
n-(ii+sb), m-ii, ib,
c_neg_one, AT(i-1,i+1), ldda,
AT(i, i-1), ldda,
c_one, AT(i, i+1), ldda );
}
// do the cpu part
rows = m - ii;
lapackf77_dgetrf( &rows, &sb, hA(i, i), &ldha, ipiv+ii, &iinfo);
if ( (*info == 0) && (iinfo > 0) )
*info = iinfo + ii;
{
int j;
int fin = ii + sb;
for (j=ii; j < fin; j++) {
ipiv[j] = ii + ipiv[j];
}
}
magmablas_dlaswp( n-ii, AT(0, i), ldda, ii+1, ii+sb, ipiv, 1 );
#ifndef WITHOUTTRTRI
CORE_dlacpy(PlasmaLower, sb, sb,
(double*)hA(i, i), ldha,
(double*)hL2(i), ldhl );
CORE_dtrtri( PlasmaLower, PlasmaUnit, sb,
(double*)hL2(i), ldhl, info );
if (*info != 0 ) {
fprintf(stderr, "ERROR, trtri returned with info = %d\n", *info);
}
magma_dsetmatrix( sb, sb, hL2(i), ldhl, dL2(i), lddl );
#endif
// upload i-th panel
magma_dsetmatrix( rows, sb, hA(i, i), ldha, dwork, cols );
magmablas_dtranspose( rows, sb, dwork, cols, AT(i,i), ldda );
// do the small non-parallel computations
if ( s > (i+1) ) {
#ifndef WITHOUTTRTRI
magma_dtrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
sb, sb,
c_one, dL2(i), lddl,
AT(i, i+1), ldda);
#else
magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
sb, sb,
c_one, AT(i, i ), ldda,
AT(i, i+1), ldda);
#endif
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
sb, m-(ii+sb), sb,
c_neg_one, AT(i, i+1), ldda,
AT(i+1, i ), ldda,
c_one, AT(i+1, i+1), ldda );
}
else {
/* Update of the last panel */
#ifndef WITHOUTTRTRI
magma_dtrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
n-mindim, sb,
c_one, dL2(i), lddl,
AT(i, i+1), ldda);
#else
magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
n-mindim, sb,
c_one, AT(i, i ), ldda,
AT(i, i+1), ldda);
#endif
/* m-(ii+sb) should be always 0 */
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
n-mindim, m-(ii+sb), sb,
c_neg_one, AT(i, i+1), ldda,
AT(i+1, i ), ldda,
c_one, AT(i+1, i+1), ldda );
}
}
if ( order == MagmaColMajor ) {
magmablas_dgetmo_out( dA, dAT, ldda, m, n );
}
}
return *info;
}
/**
Purpose
-------
DTRTRI computes the inverse of a real upper or lower triangular
matrix dA.
This is the Level 3 BLAS version of the algorithm.
Arguments
---------
@param[in]
uplo magma_uplo_t
- = MagmaUpper: A is upper triangular;
- = MagmaLower: A is lower triangular.
@param[in]
diag magma_diag_t
- = MagmaNonUnit: A is non-unit triangular;
- = MagmaUnit: A is unit triangular.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE_PRECISION array ON THE GPU, dimension (LDDA,N)
On entry, the triangular matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of the array dA contains
the upper triangular matrix, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of the array dA contains
the lower triangular matrix, and the strictly upper
triangular part of A is not referenced. If DIAG = MagmaUnit, the
diagonal elements of A are also not referenced and are
assumed to be 1.
On exit, the (triangular) inverse of the original matrix, in
the same storage format.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, dA(i,i) is exactly zero. The triangular
matrix is singular and its inverse cannot be computed.
(Singularity check is currently disabled.)
@ingroup magma_dgesv_aux
********************************************************************/
extern "C" magma_int_t
magma_dtrtri_gpu(
magma_uplo_t uplo, magma_diag_t diag, magma_int_t n,
magmaDouble_ptr dA, magma_int_t ldda,
magma_int_t *info)
{
#define dA(i, j) (dA+(j)*ldda + (i))
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
const char* diag_ = lapack_diag_const( diag );
magma_int_t nb, nn, j, jb;
//double c_zero = MAGMA_D_ZERO;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double *work;
int upper = (uplo == MagmaUpper);
int nounit = (diag == MagmaNonUnit);
*info = 0;
if (! upper && uplo != MagmaLower)
*info = -1;
else if (! nounit && diag != MagmaUnit)
*info = -2;
else if (n < 0)
*info = -3;
else if (ldda < max(1,n))
*info = -5;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Check for singularity if non-unit */
/* cannot do here with matrix dA on GPU -- need kernel */
/*
if (nounit) {
for (j=0; j < n; ++j) {
if ( MAGMA_D_EQUAL( *dA(j,j), c_zero )) {
*info = j+1; // Fortran index
return *info;
}
}
}
*/
/* Determine the block size for this environment */
nb = magma_get_dpotrf_nb(n);
if (MAGMA_SUCCESS != magma_dmalloc_pinned( &work, nb*nb )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
if (nb <= 1 || nb >= n) {
magma_dgetmatrix( n, n, dA, ldda, work, n );
lapackf77_dtrtri( uplo_, diag_, &n, work, &n, info );
magma_dsetmatrix( n, n, work, n, dA, ldda );
}
else {
if (upper) {
/* Compute inverse of upper triangular matrix */
for (j=0; j < n; j += nb) {
jb = min(nb, (n-j));
/* Compute rows 1:j-1 of current block column */
magma_dtrmm( MagmaLeft, MagmaUpper,
MagmaNoTrans, MagmaNonUnit, j, jb,
c_one, dA(0,0), ldda, dA(0, j), ldda );
magma_dtrsm( MagmaRight, MagmaUpper,
MagmaNoTrans, MagmaNonUnit, j, jb,
c_neg_one, dA(j,j), ldda, dA(0, j), ldda );
magma_dgetmatrix_async( jb, jb,
dA(j, j), ldda,
work, jb, stream[1] );
magma_queue_sync( stream[1] );
/* Compute inverse of current diagonal block */
lapackf77_dtrtri( MagmaUpperStr, diag_, &jb, work, &jb, info );
magma_dsetmatrix_async( jb, jb,
work, jb,
dA(j, j), ldda, stream[0] );
}
}
else {
/* Compute inverse of lower triangular matrix */
nn = ((n-1)/nb)*nb+1;
for (j=nn-1; j >= 0; j -= nb) {
jb = min(nb,(n-j));
if ((j+jb) < n) {
/* Compute rows j+jb:n of current block column */
magma_dtrmm( MagmaLeft, MagmaLower,
MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
c_one, dA(j+jb,j+jb), ldda, dA(j+jb, j), ldda );
magma_dtrsm( MagmaRight, MagmaLower,
MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
c_neg_one, dA(j,j), ldda, dA(j+jb, j), ldda );
}
magma_dgetmatrix_async( jb, jb,
dA(j, j), ldda,
work, jb, stream[1] );
magma_queue_sync( stream[1] );
/* Compute inverse of current diagonal block */
lapackf77_dtrtri( MagmaLowerStr, diag_, &jb, work, &jb, info );
magma_dsetmatrix_async( jb, jb,
work, jb,
dA(j, j), ldda, stream[0] );
}
}
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free_pinned( work );
return *info;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dtrmm
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, cublas_perf, cublas_time, cpu_perf, cpu_time;
double cublas_error, Cnorm, work[1];
magma_int_t M, N;
magma_int_t Ak;
magma_int_t sizeA, sizeB;
magma_int_t lda, ldb, ldda, lddb, lddc;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
double *h_A, *h_B, *h_Bcublas;
magmaDouble_ptr d_A, d_B, d_C;
double c_neg_one = MAGMA_D_NEG_ONE;
double alpha = MAGMA_D_MAKE( 0.29, -0.86 );
magma_int_t status = 0;
magma_opts opts;
opts.parse_opts( argc, argv );
opts.lapack |= opts.check; // check (-c) implies lapack (-l)
double tol = opts.tolerance * lapackf77_dlamch("E");
printf("%% If running lapack (option --lapack), CUBLAS error is computed\n"
"%% relative to CPU BLAS result.\n\n");
printf("%% side = %s, uplo = %s, transA = %s, diag = %s \n",
lapack_side_const(opts.side), lapack_uplo_const(opts.uplo),
lapack_trans_const(opts.transA), lapack_diag_const(opts.diag) );
printf("%% M N CUBLAS Gflop/s (ms) CPU Gflop/s (ms) CUBLAS error\n");
printf("%%=================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
M = opts.msize[itest];
N = opts.nsize[itest];
gflops = FLOPS_DTRMM(opts.side, M, N) / 1e9;
if ( opts.side == MagmaLeft ) {
lda = M;
Ak = M;
} else {
lda = N;
Ak = N;
}
ldb = M;
ldda = magma_roundup( lda, opts.align ); // multiple of 32 by default
lddb = magma_roundup( ldb, opts.align ); // multiple of 32 by default
lddc = lddb;
sizeA = lda*Ak;
sizeB = ldb*N;
TESTING_MALLOC_CPU( h_A, double, lda*Ak );
TESTING_MALLOC_CPU( h_B, double, ldb*N );
TESTING_MALLOC_CPU( h_Bcublas, double, ldb*N );
TESTING_MALLOC_DEV( d_A, double, ldda*Ak );
TESTING_MALLOC_DEV( d_B, double, lddb*N );
TESTING_MALLOC_DEV( d_C, double, lddc*N );
/* Initialize the matrices */
lapackf77_dlarnv( &ione, ISEED, &sizeA, h_A );
lapackf77_dlarnv( &ione, ISEED, &sizeB, h_B );
/* =====================================================================
Performs operation using CUBLAS
=================================================================== */
magma_dsetmatrix( Ak, Ak, h_A, lda, d_A, ldda, opts.queue );
magma_dsetmatrix( M, N, h_B, ldb, d_B, lddb, opts.queue );
// note cublas does trmm out-of-place (i.e., adds output matrix C),
// but allows C=B to do in-place.
cublas_time = magma_sync_wtime( opts.queue );
#ifdef HAVE_CUBLAS
cublasDtrmm( opts.handle, cublas_side_const(opts.side), cublas_uplo_const(opts.uplo),
cublas_trans_const(opts.transA), cublas_diag_const(opts.diag),
M, N,
&alpha, d_A, ldda,
d_B, lddb,
d_C, lddc ); // output C; differs from BLAS standard
#else
magma_dtrmm( opts.side, opts.uplo, opts.transA, opts.diag,
M, N,
alpha, d_A, 0, ldda,
d_B, 0, lddb, opts.queue );
#endif
cublas_time = magma_sync_wtime( opts.queue ) - cublas_time;
cublas_perf = gflops / cublas_time;
#ifdef HAVE_CUBLAS
magma_dgetmatrix( M, N, d_C, lddc, h_Bcublas, ldb, opts.queue );
#else
magma_dgetmatrix( M, N, d_B, 0, lddb, h_Bcublas, ldb, opts.queue, opts.queue );
#endif
/* =====================================================================
Performs operation using CPU BLAS
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
blasf77_dtrmm( lapack_side_const(opts.side), lapack_uplo_const(opts.uplo),
lapack_trans_const(opts.transA), lapack_diag_const(opts.diag),
&M, &N,
&alpha, h_A, &lda,
h_B, &ldb );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
}
/* =====================================================================
Check the result
=================================================================== */
if ( opts.lapack ) {
// compute relative error for both magma & cublas, relative to lapack,
// |C_magma - C_lapack| / |C_lapack|
Cnorm = lapackf77_dlange( "M", &M, &N, h_B, &ldb, work );
blasf77_daxpy( &sizeB, &c_neg_one, h_B, &ione, h_Bcublas, &ione );
cublas_error = lapackf77_dlange( "M", &M, &N, h_Bcublas, &ldb, work ) / Cnorm;
printf("%5d %5d %7.2f (%7.2f) %7.2f (%7.2f) %8.2e %s\n",
(int) M, (int) N,
cublas_perf, 1000.*cublas_time,
cpu_perf, 1000.*cpu_time,
cublas_error, (cublas_error < tol ? "ok" : "failed"));
status += ! (cublas_error < tol);
}
else {
printf("%5d %5d %7.2f (%7.2f) --- ( --- ) --- ---\n",
(int) M, (int) N,
cublas_perf, 1000.*cublas_time);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( h_Bcublas );
TESTING_FREE_DEV( d_A );
TESTING_FREE_DEV( d_B );
TESTING_FREE_DEV( d_C );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
opts.cleanup();
TESTING_FINALIZE();
return status;
}
extern "C" magma_int_t
magma_dlauum_gpu(char uplo, magma_int_t n,
double *dA, magma_int_t ldda, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DLAUUM computes the product U * U' or L' * L, where the triangular
factor U or L is stored in the upper or lower triangular part of
the array dA.
If UPLO = 'U' or 'u' then the upper triangle of the result is stored,
overwriting the factor U in dA.
If UPLO = 'L' or 'l' then the lower triangle of the result is stored,
overwriting the factor L in dA.
This is the blocked form of the algorithm, calling Level 3 BLAS.
Arguments
=========
UPLO (input) CHARACTER*1
Specifies whether the triangular factor stored in the array dA
is upper or lower triangular:
= 'U': Upper triangular
= 'L': Lower triangular
N (input) INTEGER
The order of the triangular factor U or L. N >= 0.
dA (input/output) DOUBLE PRECISION array on the GPU, dimension (LDDA,N)
On entry, the triangular factor U or L.
On exit, if UPLO = 'U', the upper triangle of dA is
overwritten with the upper triangle of the product U * U';
if UPLO = 'L', the lower triangle of dA is overwritten with
the lower triangle of the product L' * L.
LDDA (input) INTEGER
The leading dimension of the array A. LDDA >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
===================================================================== */
/* Local variables */
char uplo_[2] = {uplo, 0};
magma_int_t nb, i, ib;
double d_one = MAGMA_D_ONE;
double c_one = MAGMA_D_ONE;
double *work;
int upper = lapackf77_lsame(uplo_, "U");
*info = 0;
if ((! upper) && (! lapackf77_lsame(uplo_, "L")))
*info = -1;
else if (n < 0)
*info = -2;
else if (ldda < max(1,n))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
nb = magma_get_dpotrf_nb(n);
if (MAGMA_SUCCESS != magma_dmalloc_pinned( &work, nb*nb )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
if (nb <= 1 || nb >= n)
{
magma_dgetmatrix( n, n, dA, ldda, work, n );
lapackf77_dlauum(uplo_, &n, work, &n, info);
magma_dsetmatrix( n, n, work, n, dA, ldda );
}
else
{
if (upper)
{
/* Compute inverse of upper triangular matrix */
for (i=0; i < n; i += nb)
{
ib = min(nb, (n-i));
/* Compute the product U * U'. */
magma_dtrmm( MagmaRight, MagmaUpper,
MagmaTrans, MagmaNonUnit, i, ib,
c_one, dA(i,i), ldda, dA(0, i),ldda);
magma_dgetmatrix( ib, ib,
dA(i, i), ldda,
work, ib );
lapackf77_dlauum(MagmaUpperStr, &ib, work, &ib, info);
magma_dsetmatrix( ib, ib,
work, ib,
dA(i, i), ldda );
if(i+ib < n)
{
magma_dgemm( MagmaNoTrans, MagmaTrans,
i, ib, (n-i-ib), c_one, dA(0,i+ib),
ldda, dA(i, i+ib), ldda, c_one,
dA(0,i), ldda);
magma_dsyrk( MagmaUpper, MagmaNoTrans, ib,(n-i-ib),
d_one, dA(i, i+ib), ldda,
d_one, dA(i, i), ldda);
}
}
}
else
{
/* Compute the product L' * L. */
for(i=0; i<n; i=i+nb)
{
ib=min(nb,(n-i));
magma_dtrmm( MagmaLeft, MagmaLower,
MagmaTrans, MagmaNonUnit, ib,
i, c_one, dA(i,i), ldda,
dA(i, 0),ldda);
magma_dgetmatrix( ib, ib,
dA(i, i), ldda,
work, ib );
lapackf77_dlauum(MagmaLowerStr, &ib, work, &ib, info);
magma_dsetmatrix( ib, ib,
work, ib,
dA(i, i), ldda );
if((i+ib) < n)
{
magma_dgemm( MagmaTrans, MagmaNoTrans,
ib, i, (n-i-ib), c_one, dA( i+ib,i),
ldda, dA(i+ib, 0),ldda, c_one,
dA(i,0), ldda);
magma_dsyrk( MagmaLower, MagmaTrans, ib, (n-i-ib),
d_one, dA(i+ib, i), ldda,
d_one, dA(i, i), ldda);
}
}
}
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free_pinned( work );
return *info;
}
/**
Purpose
-------
DSYGST_GPU reduces a real symmetric-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by DPOTRF.
Arguments
---------
@param[in]
itype INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored and B is factored as
U**H*U;
- = MagmaLower: Lower triangle of A is stored and B is factored as
L*L**H.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
dA 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, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
dB DOUBLE_PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by DPOTRF.
@param[in]
lddb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_dsyev_comp
********************************************************************/
extern "C" magma_int_t
magma_dsygst_gpu(magma_int_t itype, magma_uplo_t uplo, magma_int_t n,
double *dA, magma_int_t ldda,
double *dB, magma_int_t lddb, magma_int_t *info)
{
#define A(i, j) (w + (j)*lda + (i))
#define B(i, j) (w + nb*lda + (j)*ldb + (i))
#define dA(i, j) (dA + (j)*ldda + (i))
#define dB(i, j) (dB + (j)*lddb + (i))
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t nb;
magma_int_t k, kb, kb2;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double c_half = MAGMA_D_HALF;
double c_neg_half = MAGMA_D_NEG_HALF;
double *w;
magma_int_t lda;
magma_int_t ldb;
double d_one = 1.0;
int upper = (uplo == MagmaUpper);
/* Test the input parameters. */
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! upper && uplo != MagmaLower) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
} else if (lddb < max(1,n)) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
nb = magma_get_dsygst_nb(n);
lda = nb;
ldb = nb;
if (MAGMA_SUCCESS != magma_dmalloc_pinned( &w, 2*nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t stream[3];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
magma_queue_create( &stream[2] );
/* Use hybrid blocked code */
if (itype == 1) {
if (upper) {
kb = min(n,nb);
/* Compute inv(U')*A*inv(U) */
magma_dgetmatrix_async( kb, kb,
dB(0, 0), lddb,
B(0, 0), nb, stream[2] );
magma_dgetmatrix_async( kb, kb,
dA(0, 0), ldda,
A(0, 0), nb, stream[1] );
for (k = 0; k < n; k += nb) {
kb = min(n-k,nb);
kb2= min(n-k-nb,nb);
/* Update the upper triangle of A(k:n,k:n) */
magma_queue_sync( stream[2] );
magma_queue_sync( stream[1] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0,0), &lda, B(0,0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[0] );
if (k+kb < n) {
// Start copying the new B block
magma_dgetmatrix_async( kb2, kb2,
dB(k+kb, k+kb), lddb,
B(0, 0), nb, stream[2] );
magma_dtrsm(MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k,k), lddb,
dA(k,k+kb), ldda);
magma_queue_sync( stream[0] );
magma_dsymm(MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k, k+kb), ldda);
magma_dsyr2k(MagmaUpper, MagmaConjTrans,
n-k-kb, kb,
c_neg_one, dA(k,k+kb), ldda,
dB(k,k+kb), lddb,
d_one, dA(k+kb,k+kb), ldda);
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(0, 0), lda, stream[1] );
magma_dsymm(MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k, k+kb), ldda);
magma_dtrsm(MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k,k+kb), ldda);
}
}
magma_queue_sync( stream[0] );
}
else {
kb = min(n,nb);
/* Compute inv(L)*A*inv(L') */
magma_dgetmatrix_async( kb, kb,
dB(0, 0), lddb,
B(0, 0), nb, stream[2] );
magma_dgetmatrix_async( kb, kb,
dA(0, 0), ldda,
A(0, 0), nb, stream[1] );
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
kb2= min(n-k-nb,nb);
/* Update the lower triangle of A(k:n,k:n) */
magma_queue_sync( stream[2] );
magma_queue_sync( stream[1] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[0] );
if (k+kb < n) {
// Start copying the new B block
magma_dgetmatrix_async( kb2, kb2,
dB(k+kb, k+kb), lddb,
B(0, 0), nb, stream[2] );
magma_dtrsm(MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k,k), lddb,
dA(k+kb,k), ldda);
magma_queue_sync( stream[0] );
magma_dsymm(MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda);
magma_dsyr2k(MagmaLower, MagmaNoTrans,
n-k-kb, kb,
c_neg_one, dA(k+kb,k), ldda,
dB(k+kb,k), lddb,
d_one, dA(k+kb,k+kb), ldda);
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(0, 0), lda, stream[1] );
magma_dsymm(MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda);
magma_dtrsm(MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k+kb,k), ldda);
}
}
}
magma_queue_sync( stream[0] );
}
else {
if (upper) {
/* Compute U*A*U' */
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
magma_dgetmatrix_async( kb, kb,
dB(k, k), lddb,
B(0, 0), nb, stream[2] );
/* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
k, kb,
c_one, dB(0,0), lddb,
dA(0,k), ldda);
magma_dsymm(MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0, k), ldda);
magma_queue_sync( stream[1] );
}
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(0, 0), lda, stream[0] );
if (k > 0) {
magma_dsyr2k(MagmaUpper, MagmaNoTrans,
k, kb,
c_one, dA(0,k), ldda,
dB(0,k), lddb,
d_one, dA(0,0), ldda);
magma_dsymm(MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0, k), ldda);
magma_dtrmm(MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
k, kb,
c_one, dB(k,k), lddb,
dA(0,k), ldda);
}
magma_queue_sync( stream[2] );
magma_queue_sync( stream[0] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[1] );
}
magma_queue_sync( stream[1] );
}
else {
/* Compute L'*A*L */
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
magma_dgetmatrix_async( kb, kb,
dB(k, k), lddb,
B(0, 0), nb, stream[2] );
/* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm(MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
kb, k,
c_one, dB(0,0), lddb,
dA(k,0), ldda);
magma_dsymm(MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda);
magma_queue_sync( stream[1] );
}
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(0, 0), lda, stream[0] );
if (k > 0) {
magma_dsyr2k(MagmaLower, MagmaConjTrans,
k, kb,
c_one, dA(k,0), ldda,
dB(k,0), lddb,
d_one, dA(0,0), ldda);
magma_dsymm(MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda);
magma_dtrmm(MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
kb, k,
c_one, dB(k,k), lddb,
dA(k,0), ldda);
}
magma_queue_sync( stream[2] );
magma_queue_sync( stream[0] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[1] );
}
magma_queue_sync( stream[1] );
}
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_queue_destroy( stream[2] );
magma_free_pinned( w );
return *info;
} /* magma_dsygst_gpu */
