/**
Purpose
-------
DLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
matrix A so that elements below the k-th subdiagonal are zero. The
reduction is performed by an orthogonal similarity transformation
Q' * A * Q. The routine returns the matrices V and T which determine
Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
(Note this is different than LAPACK, which computes Y = A * V * T.)
This is an auxiliary routine called by DGEHRD.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A.
@param[in]
k INTEGER
The offset for the reduction. Elements below the k-th
subdiagonal in the first NB columns are reduced to zero.
K < N.
@param[in]
nb INTEGER
The number of columns to be reduced.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements on and above the k-th subdiagonal in
the first NB columns are overwritten with the corresponding
elements of the reduced matrix; the elements below the k-th
subdiagonal, with the array TAU, represent the matrix Q as a
product of elementary reflectors. The other columns of A are
unchanged. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE_PRECISION array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
@param[out]
T DOUBLE_PRECISION array, dimension (LDT,NB)
The upper triangular matrix T.
@param[in]
ldt INTEGER
The leading dimension of the array T. LDT >= NB.
@param[out]
Y DOUBLE_PRECISION array, dimension (LDY,NB)
The n-by-nb matrix Y.
@param[in]
ldy INTEGER
The leading dimension of the array Y. LDY >= N.
@param[in,out]
data Structure with pointers to dA, dT, dV, dW, dY
which are distributed across multiple GPUs.
Further Details
---------------
The matrix Q is represented as a product of nb elementary reflectors
Q = H(1) H(2) . . . H(nb).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
A(i+k+1:n,i), and tau in TAU(i).
The elements of the vectors v together form the (n-k+1)-by-nb matrix
V which is needed, with T and Y, to apply the transformation to the
unreduced part of the matrix, using an update of the form:
A := (I - V*T*V') * (A - Y*T*V').
The contents of A on exit are illustrated by the following example
with n = 7, k = 3 and nb = 2:
@verbatim
( a a a a a )
( a a a a a )
( a a a a a )
( h h a a a )
( v1 h a a a )
( v1 v2 a a a )
( v1 v2 a a a )
@endverbatim
where "a" denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
@ingroup magma_dgeev_aux
********************************************************************/
extern "C" magma_int_t
magma_dlahr2_m(
magma_int_t n, magma_int_t k, magma_int_t nb,
double *A, magma_int_t lda,
double *tau,
double *T, magma_int_t ldt,
double *Y, magma_int_t ldy,
struct dgehrd_data* data )
{
#define A( i, j ) ( A + (i) + (j)*lda)
#define Y( i, j ) ( Y + (i) + (j)*ldy)
#define T( i, j ) ( T + (i) + (j)*ldt)
#define dA( d, i, j ) (data->A [d] + (i) + (j)*ldda)
#define dTi( d ) (data->Ti[d])
#define dV( d, i, j ) (data->V [d] + (i) + (j)*ldv )
#define dVd( d, i, j ) (data->Vd[d] + (i) + (j)*ldvd)
#define dY( d, i, j ) (data->Y [d] + (i) + (j)*ldda)
double c_zero = MAGMA_D_ZERO;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double tmp;
magma_int_t ngpu = data->ngpu;
magma_int_t ldda = data->ldda;
magma_int_t ldv = data->ldv;
magma_int_t ldvd = data->ldvd;
magma_int_t ione = 1;
magma_int_t d, dki1, dn, nblocks, gblock, lblock, lgid;
magma_int_t n_k_i_1, n_k;
double scale;
magma_int_t i;
double ei = MAGMA_D_ZERO;
magma_int_t info_data = 0;
magma_int_t *info = &info_data;
if (n < 0) {
*info = -1;
} else if (k < 0 || k >= n) {
*info = -2;
} else if (nb < 1 || nb > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (ldt < nb) {
*info = -8;
} else if (ldy < max(1,n)) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// adjust from 1-based indexing
k -= 1;
// Function Body
if (n <= 1)
return 0;
// zero out current top block of V on all GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
magmablas_dlaset( MagmaFull, nb, nb, c_zero, c_zero, dV(d,k,0), ldv );
}
// set all Y=0
lapackf77_dlaset( "Full", &n, &nb, &c_zero, &c_zero, Y, &ldy );
for (i = 0; i < nb; ++i) {
n_k_i_1 = n - k - i - 1;
n_k = n - k;
if (i > 0) {
// Finish applying I - V * T * V' on right
tmp = MAGMA_D_NEGATE( tau[i-1] );
blasf77_daxpy( &n_k, &tmp, Y(k,i-1), &ione, A(k,i), &ione );
// Apply I - V * T' * V' to this column (call it b) from the
// left, using the last column of T as workspace, w.
//
// Let V = ( V1 ) and b = ( b1 ) (first i-1 rows)
// ( V2 ) ( b2 )
// where V1 is unit lower triangular
// w := b1 = A(k+1:k+i, i)
blasf77_dcopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_dtrmv( "Lower", "Conj", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// w := w + V2'*b2 = w + VA(k+i+1:n-1, 0:i-1)' * A(k+i+1:n-1, i)
blasf77_dgemv( "Conj", &n_k_i_1, &i,
&c_one, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_one, T(0,nb-1), &ione );
// w := T'*w = T(0:i-1, 0:i-1)' * w
blasf77_dtrmv( "Upper", "Conj", "Non-unit", &i,
T(0,0), &ldt,
T(0,nb-1), &ione );
// b2 := b2 - V2*w = A(k+i+1:n-1, i) - VA(k+i+1:n-1, 0:i-1) * w
blasf77_dgemv( "No trans", &n_k_i_1, &i,
&c_neg_one, A(k+i+1,0), &lda,
T(0,nb-1), &ione,
&c_one, A(k+i+1,i), &ione );
// w := V1*w = VA(k+1:k+i, 0:i-1) * w
blasf77_dtrmv( "Lower", "No trans", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// b1 := b1 - w = A(k+1:k+i-1, i) - w
blasf77_daxpy( &i,
&c_neg_one, T(0,nb-1), &ione,
A(k+1,i), &ione );
// Restore diagonal element, saved below during previous iteration
*A(k+i,i-1) = ei;
}
// Generate the elementary reflector H(i) to annihilate A(k+i+1:n-1,i)
lapackf77_dlarfg( &n_k_i_1,
A(k+i+1,i),
A(k+i+2,i), &ione, &tau[i] );
// Save diagonal element and set to one, to simplify multiplying by V
ei = *A(k+i+1,i);
*A(k+i+1,i) = c_one;
// compute yi = A vi = sum_g A{d} vi{d}
nblocks = (n-1) / nb / ngpu + 1;
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
// dV(k+i+1:n-1, i) = VA(k+i:n, i)
magma_dsetvector_async( n_k_i_1,
A(k+i+1,i), 1,
dV(d, k+i+1, i), 1, data->streams[d] );
// copy column of dV -> dVd, using block cyclic distribution.
// This assumes V and Vd have been padded so that
// a 2D matrix copy doesn't access them out-of-bounds
gblock = k / nb;
lblock = gblock / ngpu;
lgid = gblock % ngpu;
if ( d < lgid ) {
lblock += 1;
}
// treat V as (nb*ngpu) x nblock matrix, and Vd as nb x nblock matrix
magmablas_dlacpy( MagmaFull, nb, nblocks-lblock,
dV (d, d*nb + lblock*nb*ngpu, i), nb*ngpu,
dVd(d, 0 + lblock*nb, i), nb );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
// dY(k:n, i) = dA(k:n, k+i+1:n) * dV(k+i+1:n, i)
// skip if matrix is empty
// each GPU copies to different temporary vector in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_dgemv( MagmaNoTrans, n-k, dn-dki1,
c_one, dA (d, k, dki1), ldda,
dVd(d, dki1, i), 1,
c_zero, dY (d, k, i), 1 );
// copy vector to host, storing in column nb+d of Y
// as temporary space (Y has >= nb+ngpu columns)
magma_dgetvector_async( n-k,
dY(d, k, i), 1,
Y(k, nb+d), 1, data->streams[d] );
}
}
// while GPU is doing above Ag*v...
// Compute T(0:i,i) = [ -tau T V' vi ]
// [ tau ]
// T(0:i-1, i) = -tau VA(k+i+1:n-1, 0:i-1)' VA(k+i+1:n-1, i)
scale = MAGMA_D_NEGATE( tau[i] );
blasf77_dgemv( "Conj", &n_k_i_1, &i,
&scale, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_zero, T(0,i), &ione );
// T(0:i-1, i) = T(0:i-1, 0:i-1) * T(0:i-1, i)
blasf77_dtrmv( "Upper", "No trans", "Non-unit", &i,
T(0,0), &ldt,
T(0,i), &ione );
*T(i,i) = tau[i];
// apply reflectors to next column, A(i+1), on right only.
// one axpy will be required to finish this, in the next iteration above
if ( i > 0 && i+1 < nb ) {
// Update next column, A(k:n,i+1), applying Q on right.
// One axpy will be required to finish this, in the next iteration
// above, after yi is computed.
// This updates one more row than LAPACK does (row k),
// making block above panel an even multiple of nb.
// Use last column of T as workspace, w.
magma_int_t i1 = i+1;
// If real, conjugate row of V, and undo afterwards
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i1, A(k+i1,0), &lda );
#endif
// w = T(0:i, 0:i+1) * VA(k+i+1, 0:i+1)'
// T is now rectangular, so we use gemv instead of trmv as in lapack.
blasf77_dgemv( "No trans", &i, &i1,
&c_one, T(0,0), &ldt,
A(k+i1,0), &lda,
&c_zero, T(0,nb-1), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i1, A(k+i1,0), &lda );
#endif
// A(k:n, i+1) -= Y(k:n, 0:i) * w
blasf77_dgemv( "No trans", &n_k, &i,
&c_neg_one, Y(k,0), &ldy,
T(0,nb-1), &ione,
&c_one, A(k,i1), &ione );
}
// yi = sum_g yi{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( data->streams[d] );
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// yi = yi + yi{d}
blasf77_daxpy( &n_k, &c_one, Y(k,nb+d), &ione, Y(k,i), &ione );
}
}
}
// Restore diagonal element
*A(k+nb,nb-1) = ei;
// compute Y = Am V = sum_g Am{d} V{d} --- top part, Y(0:k-1,:)
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
// dY(0:k, :) = dA(0:k, k+i+1:n-1) * dV(k+i+1:n-1, :)
// skip if matrix is empty
// each GPU copies to different temporary block in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_dgemm( MagmaNoTrans, MagmaNoTrans, k, nb, dn-dki1,
c_one, dA (d, 0, dki1), ldda,
dVd(d, dki1, 0), ldvd,
c_zero, dY (d, 0, 0), ldda );
// copy result to host, storing in columns [nb + nb*d : nb + nb*(d+1)] of Y
// as temporary space (Y has nb + nb*ngpu columns)
magma_dgetmatrix_async( k, nb,
dY(d, 0, 0), ldda,
Y(0,nb+nb*d), ldy, data->streams[d] );
}
}
// Y = sum_g Y{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( 0 );
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// Y = Y + Am V
for( i = 0; i < nb; ++i ) {
blasf77_daxpy( &k, &c_one, Y(0,nb+nb*d+i), &ione, Y(0,i), &ione );
}
}
}
// copy Y and T matrices to GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_dsetmatrix_async( n, nb, Y, ldy, dY(d, 0, 0), ldda, data->streams[d] );
magma_dsetmatrix_async( nb, nb, T, nb, dTi(d), nb, data->streams[d] );
}
return 0;
} /* magma_dlahr2 */
/**
Purpose
-------
CLAHRU is an auxiliary MAGMA routine that is used in CGEHRD to update
the trailing sub-matrices after the reductions of the corresponding
panels.
See further details below.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ihi INTEGER
Last row to update. Same as IHI in cgehrd.
@param[in]
k INTEGER
Number of rows of the matrix Am (see details below)
@param[in]
nb INTEGER
Block size
@param[out]
A COMPLEX array, dimension (LDA,N-K)
On entry, the N-by-(N-K) general matrix to be updated. The
computation is done on the GPU. After Am is updated on the GPU
only Am(1:NB) is transferred to the CPU - to update the
corresponding Am matrix. See Further Details below.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
data Structure with pointers to dA, dT, dV, dW, dY
which are distributed across multiple GPUs.
Further Details
---------------
This implementation follows the algorithm and notations described in:
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
The difference is that here Am is computed on the GPU.
M is renamed Am, G is renamed Ag.
@ingroup magma_cgeev_aux
********************************************************************/
extern "C" magma_int_t
magma_clahru_m(
magma_int_t n, magma_int_t ihi, magma_int_t k, magma_int_t nb,
magmaFloatComplex *A, magma_int_t lda,
struct cgehrd_data* data )
{
#define dA( d, i, j ) (data->A [d] + (i) + (j)*ldda)
#define dTi( d ) (data->Ti[d])
#define dV( d, i, j ) (data->V [d] + (i) + (j)*ldv )
#define dVd( d, i, j ) (data->Vd[d] + (i) + (j)*ldvd)
#define dW( d, i, j ) (data->W [d] + (i) + (j)*ldda)
#define dY( d, i, j ) (data->Y [d] + (i) + (j)*ldda)
magmaFloatComplex c_zero = MAGMA_C_ZERO;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magma_int_t ngpu = data->ngpu;
magma_int_t ldda = data->ldda;
magma_int_t ldv = data->ldv;
magma_int_t ldvd = data->ldvd;
magma_int_t d;
magma_int_t dk, dkhi, dknb, dn;
magma_int_t info = 0;
if (n < 0) {
info = -1;
} else if (ihi < 0 || ihi > n) {
info = -2;
} else if (k < 0 || k > n) {
info = -3;
} else if (nb < 1 || nb > n) {
info = -4;
} else if (lda < max(1,n)) {
info = -6;
}
if (info != 0) {
magma_xerbla( __func__, -(info) );
return info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k, ihi, &dk, &dkhi );
magma_indices_1D_bcyclic( nb, ngpu, d, k+nb, n, &dknb, &dn );
// -----
// on right, A := A Q = A - A V T V'
// Update Am = Am - Am V T Vd' = Am - Ym Wd', with Wd = Vd T'
// Wd = Vd T' = V(k:ihi-1, 0:nb-1) * T(0:nb-1, 0:nb-1)'
// Vd and Wd are the portions corresponding to the block cyclic dkstribution
magma_cgemm( MagmaNoTrans, MagmaConjTrans, dkhi-dk, nb, nb,
c_one, dVd(d, dk, 0), ldvd,
dTi(d), nb,
c_zero, dW (d, dk, 0), ldda );
// Am = Am - Ym Wd' = A(0:k-1, k:ihi-1) - Ym(0:k-1, 0:nb-1) * W(k:ihi-1, 0:nb-1)'
magma_cgemm( MagmaNoTrans, MagmaConjTrans, k, dkhi-dk, nb,
c_neg_one, dY(d, 0, 0), ldda,
dW(d, dk, 0), ldda,
c_one, dA(d, 0, dk), ldda );
// -----
// on right, A := A Q = A - A V T V'
// Update Ag = Ag - Ag V T V' = Ag - Yg Wd'
// Ag = Ag - Yg Wd' = A(k:ihi-1, nb:ihi-k-1) - Y(k:ihi-1, 0:nb-1) * W(k+nb:ihi-1, 0:nb-1)'
magma_cgemm( MagmaNoTrans, MagmaConjTrans, ihi-k, dkhi-dknb, nb,
c_neg_one, dY(d, k, 0), ldda,
dW(d, dknb, 0), ldda,
c_one, dA(d, k, dknb), ldda );
// -----
// on left, A := Q' A = A - V T' V' A
// Ag2 = Ag2 - V T' V' Ag2 = W Yg, with W = V T' and Yg = V' Ag2
// Note that Ag is A(k:ihi, nb+1:ihi-k)
// while Ag2 is A(k:ihi, nb+1: n -k)
// here V and W are the whole matrices, not just block cyclic portion
// W = V T' = V(k:ihi-1, 0:nb-1) * T(0:nb-1, 0:nb-1)'
// TODO would it be cheaper to compute the whole matrix and
// copy the block cyclic portions to another workspace?
magma_cgemm( MagmaNoTrans, MagmaConjTrans, ihi-k, nb, nb,
c_one, dV (d, k, 0), ldv,
dTi(d), nb,
c_zero, dW (d, k, 0), ldda );
// Z = V(k:ihi-1, 0:nb-1)' * A(k:ihi-1, nb:n-k-1); Z is stored over Y
magma_cgemm( MagmaConjTrans, MagmaNoTrans, nb, dn-dknb, ihi-k,
c_one, dV(d, k, 0), ldv,
dA(d, k, dknb), ldda,
c_zero, dY(d, 0, 0), nb );
// Ag2 = Ag2 - W Z = A(k:ihi-1, k+nb:n-1) - W(k+nb:n-1, 0:nb-1) * Z(0:nb-1, k+nb:n-1)
magma_cgemm( MagmaNoTrans, MagmaNoTrans, ihi-k, dn-dknb, nb,
c_neg_one, dW(d, k, 0), ldda,
dY(d, 0, 0), nb,
c_one, dA(d, k, dknb), ldda );
}
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
return info;
}
extern "C" magma_int_t
magma_zlahr2_m(
magma_int_t n, magma_int_t k, magma_int_t nb,
magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex *tau,
magmaDoubleComplex *T, magma_int_t ldt,
magmaDoubleComplex *Y, magma_int_t ldy,
struct zgehrd_data* data )
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
ZLAHR2 reduces the first NB columns of a complex general n-BY-(n-k+1)
matrix A so that elements below the k-th subdiagonal are zero. The
reduction is performed by an orthogonal similarity transformation
Q' * A * Q. The routine returns the matrices V and T which determine
Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
(Note this is different than LAPACK, which computes Y = A * V * T.)
This is an auxiliary routine called by ZGEHRD.
Arguments
=========
N (input) INTEGER
The order of the matrix A.
K (input) INTEGER
The offset for the reduction. Elements below the k-th
subdiagonal in the first NB columns are reduced to zero.
K < N.
NB (input) INTEGER
The number of columns to be reduced.
A (input/output) COMPLEX_16 array, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements on and above the k-th subdiagonal in
the first NB columns are overwritten with the corresponding
elements of the reduced matrix; the elements below the k-th
subdiagonal, with the array TAU, represent the matrix Q as a
product of elementary reflectors. The other columns of A are
unchanged. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) COMPLEX_16 array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
T (output) COMPLEX_16 array, dimension (LDT,NB)
The upper triangular matrix T.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= NB.
Y (output) COMPLEX_16 array, dimension (LDY,NB)
The n-by-nb matrix Y.
LDY (input) INTEGER
The leading dimension of the array Y. LDY >= N.
dA (input/output) COMPLEX_16 array on the GPU, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements in rows K:N of the first NB columns are
overwritten with the matrix Y.
DV (output) COMPLEX_16 array on the GPU, dimension (N, NB)
On exit this contains the Householder vectors of the transformation.
Further Details
===============
The matrix Q is represented as a product of nb elementary reflectors
Q = H(1) H(2) . . . H(nb).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
A(i+k+1:n,i), and tau in TAU(i).
The elements of the vectors v together form the (n-k+1)-by-nb matrix
V which is needed, with T and Y, to apply the transformation to the
unreduced part of the matrix, using an update of the form:
A := (I - V*T*V') * (A - Y*T*V').
The contents of A on exit are illustrated by the following example
with n = 7, k = 3 and nb = 2:
( a a a a a )
( a a a a a )
( a a a a a )
( h h a a a )
( v1 h a a a )
( v1 v2 a a a )
( v1 v2 a a a )
where "a" denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
===================================================================== */
#define A( i, j ) ( A + (i) + (j)*lda)
#define Y( i, j ) ( Y + (i) + (j)*ldy)
#define T( i, j ) ( T + (i) + (j)*ldt)
#define dA( d, i, j ) (data->A [d] + (i) + (j)*ldda)
#define dTi( d ) (data->Ti[d])
#define dV( d, i, j ) (data->V [d] + (i) + (j)*ldv )
#define dVd( d, i, j ) (data->Vd[d] + (i) + (j)*ldvd)
#define dY( d, i, j ) (data->Y [d] + (i) + (j)*ldda)
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magmaDoubleComplex tmp;
magma_int_t ngpu = data->ngpu;
magma_int_t ldda = data->ldda;
magma_int_t ldv = data->ldv;
magma_int_t ldvd = data->ldvd;
magma_int_t ione = 1;
magma_int_t d, dki1, dn, nblocks, gblock, lblock, lgid;
magma_int_t n_k_i_1, n_k;
magmaDoubleComplex scale;
magma_int_t i;
magmaDoubleComplex ei = MAGMA_Z_ZERO;
magma_int_t info_data = 0;
magma_int_t *info = &info_data;
if (n < 0) {
*info = -1;
} else if (k < 0 || k >= n) {
*info = -2;
} else if (nb < 1 || nb > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (ldt < nb) {
*info = -8;
} else if (ldy < max(1,n)) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// adjust from 1-based indexing
k -= 1;
// Function Body
if (n <= 1)
return 0;
// zero out current top block of V on all GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
magmablas_zlaset( MagmaUpperLower, nb, nb, dV(d,k,0), ldv );
}
// set all Y=0
lapackf77_zlaset( "Full", &n, &nb, &c_zero, &c_zero, Y, &ldy );
for (i = 0; i < nb; ++i) {
n_k_i_1 = n - k - i - 1;
n_k = n - k;
if (i > 0) {
// Finish applying I - V * T * V' on right
tmp = MAGMA_Z_NEGATE( tau[i-1] );
blasf77_zaxpy( &n_k, &tmp, Y(k,i-1), &ione, A(k,i), &ione );
// Apply I - V * T' * V' to this column (call it b) from the
// left, using the last column of T as workspace, w.
//
// Let V = ( V1 ) and b = ( b1 ) (first i-1 rows)
// ( V2 ) ( b2 )
// where V1 is unit lower triangular
// w := b1 = A(k+1:k+i, i)
blasf77_zcopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_ztrmv( "Lower", "Conj", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// w := w + V2'*b2 = w + VA(k+i+1:n-1, 0:i-1)' * A(k+i+1:n-1, i)
blasf77_zgemv( "Conj", &n_k_i_1, &i,
&c_one, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_one, T(0,nb-1), &ione );
// w := T'*w = T(0:i-1, 0:i-1)' * w
blasf77_ztrmv( "Upper", "Conj", "Non-unit", &i,
T(0,0), &ldt,
T(0,nb-1), &ione );
// b2 := b2 - V2*w = A(k+i+1:n-1, i) - VA(k+i+1:n-1, 0:i-1) * w
blasf77_zgemv( "No trans", &n_k_i_1, &i,
&c_neg_one, A(k+i+1,0), &lda,
T(0,nb-1), &ione,
&c_one, A(k+i+1,i), &ione );
// w := V1*w = VA(k+1:k+i, 0:i-1) * w
blasf77_ztrmv( "Lower", "No trans", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// b1 := b1 - w = A(k+1:k+i-1, i) - w
blasf77_zaxpy( &i,
&c_neg_one, T(0,nb-1), &ione,
A(k+1,i), &ione );
// Restore diagonal element, saved below during previous iteration
*A(k+i,i-1) = ei;
}
// Generate the elementary reflector H(i) to annihilate A(k+i+1:n-1,i)
lapackf77_zlarfg( &n_k_i_1,
A(k+i+1,i),
A(k+i+2,i), &ione, &tau[i] );
// Save diagonal element and set to one, to simplify multiplying by V
ei = *A(k+i+1,i);
*A(k+i+1,i) = c_one;
// compute yi = A vi = sum_g A{d} vi{d}
nblocks = (n-1) / nb / ngpu + 1;
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
// dV(k+i+1:n-1, i) = VA(k+i:n, i)
magma_zsetvector_async( n_k_i_1,
A(k+i+1,i), 1,
dV(d, k+i+1, i), 1, data->streams[d] );
// copy column of dV -> dVd, using block cyclic distribution.
// This assumes V and Vd have been padded so that
// a 2D matrix copy doesn't access them out-of-bounds
gblock = k / nb;
lblock = gblock / ngpu;
lgid = gblock % ngpu;
if ( d < lgid ) {
lblock += 1;
}
// treat V as (nb*ngpu) x nblock matrix, and Vd as nb x nblock matrix
magmablas_zlacpy( 'F', nb, nblocks-lblock,
dV (d, d*nb + lblock*nb*ngpu, i), nb*ngpu,
dVd(d, 0 + lblock*nb , i), nb );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
// dY(k:n, i) = dA(k:n, k+i+1:n) * dV(k+i+1:n, i)
// skip if matrix is empty
// each GPU copies to different temporary vector in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_zgemv( 'N', n-k, dn-dki1,
c_one, dA (d, k , dki1), ldda,
dVd(d, dki1, i), 1,
c_zero, dY (d, k , i), 1 );
// copy vector to host, storing in column nb+d of Y
// as temporary space (Y has >= nb+ngpu columns)
magma_zgetvector_async( n-k,
dY(d, k, i), 1,
Y(k, nb+d), 1, data->streams[d] );
}
}
// while GPU is doing above Ag*v...
// Compute T(0:i,i) = [ -tau T V' vi ]
// [ tau ]
// T(0:i-1, i) = -tau VA(k+i+1:n-1, 0:i-1)' VA(k+i+1:n-1, i)
scale = MAGMA_Z_NEGATE( tau[i] );
blasf77_zgemv( "Conj", &n_k_i_1, &i,
&scale, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_zero, T(0,i), &ione );
// T(0:i-1, i) = T(0:i-1, 0:i-1) * T(0:i-1, i)
blasf77_ztrmv( "Upper", "No trans", "Non-unit", &i,
T(0,0), &ldt,
T(0,i), &ione );
*T(i,i) = tau[i];
// apply reflectors to next column, A(i+1), on right only.
// one axpy will be required to finish this, in the next iteration above
if ( i > 0 && i+1 < nb ) {
// Update next column, A(k:n,i+1), applying Q on right.
// One axpy will be required to finish this, in the next iteration
// above, after yi is computed.
// This updates one more row than LAPACK does (row k),
// making block above panel an even multiple of nb.
// Use last column of T as workspace, w.
magma_int_t i1 = i+1;
// If complex, conjugate row of V, and undo afterwards
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_zlacgv( &i1, A(k+i1,0), &lda );
#endif
// w = T(0:i, 0:i+1) * VA(k+i+1, 0:i+1)'
// T is now rectangular, so we use gemv instead of trmv as in lapack.
blasf77_zgemv( "No trans", &i, &i1,
&c_one, T(0,0), &ldt,
A(k+i1,0), &lda,
&c_zero, T(0,nb-1), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_zlacgv( &i1, A(k+i1,0), &lda );
#endif
// A(k:n, i+1) -= Y(k:n, 0:i) * w
blasf77_zgemv( "No trans", &n_k, &i,
&c_neg_one, Y(k,0), &ldy,
T(0,nb-1), &ione,
&c_one, A(k,i1), &ione );
}
// yi = sum_g yi{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( data->streams[d] );
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// yi = yi + yi{d}
blasf77_zaxpy( &n_k, &c_one, Y(k,nb+d), &ione, Y(k,i), &ione );
}
}
}
// Restore diagonal element
*A(k+nb,nb-1) = ei;
// compute Y = Am V = sum_g Am{d} V{d} --- top part, Y(0:k-1,:)
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
// dY(0:k, :) = dA(0:k, k+i+1:n-1) * dV(k+i+1:n-1, :)
// skip if matrix is empty
// each GPU copies to different temporary block in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_zgemm( 'N', 'N', k, nb, dn-dki1,
c_one, dA (d, 0 , dki1), ldda,
dVd(d, dki1, 0), ldvd,
c_zero, dY (d, 0 , 0), ldda );
// copy result to host, storing in columns [nb + nb*d : nb + nb*(d+1)] of Y
// as temporary space (Y has nb + nb*ngpu columns)
magma_zgetmatrix_async( k, nb,
dY(d, 0, 0), ldda,
Y(0,nb+nb*d), ldy, data->streams[d] );
}
}
// Y = sum_g Y{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( 0 );
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// Y = Y + Am V
for( i = 0; i < nb; ++i ) {
blasf77_zaxpy( &k, &c_one, Y(0,nb+nb*d+i), &ione, Y(0,i), &ione );
}
}
}
// copy Y and T matrices to GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_zsetmatrix_async( n, nb, Y, ldy, dY(d, 0, 0), ldda, data->streams[d] );
magma_zsetmatrix_async( nb, nb, T, nb, dTi(d), nb, data->streams[d] );
}
return 0;
} // magma_zlahr2
