extern "C" magma_int_t
magma_dorgqr(
magma_int_t m, magma_int_t n, magma_int_t k,
double *a, magma_int_t lda,
double *tau, magmaDouble_ptr dT, size_t dT_offset,
magma_int_t nb,
magma_queue_t queue,
magma_int_t *info )
{
/* -- clMAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DORGQR generates an M-by-N DOUBLE_PRECISION matrix Q with orthonormal columns,
which is defined as the first N columns of a product of K elementary
reflectors of order M
Q = H(1) H(2) . . . H(k)
as returned by DGEQRF.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix Q. M >= 0.
N (input) INTEGER
The number of columns of the matrix Q. M >= N >= 0.
K (input) INTEGER
The number of elementary reflectors whose product defines the
matrix Q. N >= K >= 0.
A (input/output) DOUBLE_PRECISION array A, dimension (LDDA,N).
On entry, the i-th column must contain the vector
which defines the elementary reflector H(i), for
i = 1,2,...,k, as returned by DGEQRF_GPU in the
first k columns of its array argument A.
On exit, the M-by-N matrix Q.
LDA (input) INTEGER
The first dimension of the array A. LDA >= max(1,M).
TAU (input) DOUBLE_PRECISION array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by DGEQRF_GPU.
DT (input) DOUBLE_PRECISION array on the GPU device.
DT contains the T matrices used in blocking the elementary
reflectors H(i), e.g., this can be the 6th argument of
magma_dgeqrf_gpu.
NB (input) INTEGER
This is the block size used in DGEQRF_GPU, and correspondingly
the size of the T matrices, used in the factorization, and
stored in DT.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument has an illegal value
===================================================================== */
#define a_ref(i,j) ( a + (j)*lda + (i))
#define da_ref(i,j) da, (da_offset + (j)*ldda + (i))
#define t_ref(a_1) dT, (dT_offset + (a_1)*nb)
double c_zero = MAGMA_D_ZERO;
magma_int_t i__1, i__2, i__3;
magma_int_t lwork, ldda;
magma_int_t i, ib, ki, kk, iinfo;
magma_int_t lddwork = min(m, n);
double *work;
magmaDouble_ptr da, dwork;
size_t da_offset, dwork_offset;
magma_event_t event = NULL;
*info = 0;
if (m < 0) {
*info = -1;
} else if ((n < 0) || (n > m)) {
*info = -2;
} else if ((k < 0) || (k > n)) {
*info = -3;
} else if (lda < max(1,m)) {
*info = -5;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if (n <= 0)
return *info;
/* Allocate GPU work space */
ldda = ((m+31)/32)*32;
lddwork = ((lddwork+31)/32)*32;
if (MAGMA_SUCCESS != magma_dmalloc( &da, ((n)*ldda + nb*lddwork ) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
da_offset = 0;
dwork = da;
dwork_offset = da_offset + (n)*ldda;
/* Allocate CPU work space */
lwork = n * nb;
magma_dmalloc_cpu( &work, lwork );
if( work == NULL ) {
magma_free( da );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
if ( (nb > 1) && (nb < k) )
{
/* Use blocked code after the last block.
The first kk columns are handled by the block method. */
ki = (k - nb - 1) / nb * nb;
kk = min(k, ki + nb);
/* Set A(1:kk,kk+1:n) to zero. */
magmablas_dlaset(MagmaFull, kk, n-kk, c_zero, c_zero, da_ref(0,kk), ldda, queue);
}
else
kk = 0;
/* Use unblocked code for the last or only block. */
if (kk < n)
{
i__1 = m - kk;
i__2 = n - kk;
i__3 = k - kk;
lapackf77_dorgqr(&i__1, &i__2, &i__3,
a_ref(kk, kk), &lda,
&tau[kk], work, &lwork, &iinfo);
magma_dsetmatrix(i__1, i__2, a_ref(kk, kk), lda, da_ref(kk, kk), ldda, queue);
}
if (kk > 0)
{
/* Use blocked code */
for (i = ki; i >= 0; i-=nb)
{
ib = min(nb, k - i);
/* Send the current panel to the GPU */
i__2 = m - i;
dpanel_to_q(MagmaUpper, ib, a_ref(i,i), lda, work);
magma_dsetmatrix(i__2, ib, a_ref(i, i), lda, da_ref(i, i), ldda, queue);
if (i + ib < n)
{
/* Apply H to A(i:m,i+ib:n) from the left */
i__3 = n - i - ib;
magma_dlarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
i__2, i__3, ib,
da_ref(i, i ), ldda, t_ref(i), nb,
da_ref(i, i+ib), ldda, dwork, dwork_offset, lddwork, queue);
}
/* Apply H to rows i:m of current block on the CPU */
lapackf77_dorgqr(&i__2, &ib, &ib,
a_ref(i, i), &lda,
&tau[i], work, &lwork, &iinfo);
magma_dsetmatrix_async( i__2, ib,
a_ref(i,i), lda,
da_ref(i,i), ldda, queue, &event );
/* Set rows 1:i-1 of current block to zero */
i__2 = i + ib;
magmablas_dlaset(MagmaFull, i, i__2 - i, c_zero, c_zero, da_ref(0,i), ldda, queue);
}
}
magma_dgetmatrix(m, n, da_ref(0, 0), ldda, a_ref(0, 0), lda, queue);
//cudaStreamDestroy(stream);
magma_free( da );
magma_free_cpu(work);
return *info;
} /* magma_dorgqr */
/**
Purpose
-------
DGEQLF computes a QL factorization of a DOUBLE_PRECISION M-by-N matrix A:
A = Q * L.
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,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, if m >= n, the lower triangle of the subarray
A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
if m <= n, the elements on and below the (n-m)-th
superdiagonal contain the M-by-N lower trapezoidal matrix L;
the remaining elements, with the array TAU, represent the
orthogonal matrix Q as a product of elementary reflectors
(see Further Details).
\n
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[out]
tau DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
\n
Higher performance is achieved if WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= max(1,N,2*NB^2).
For optimum performance LWORK >= max(N*NB, 2*NB^2) where NB can be obtained
through magma_get_dgeqlf_nb(M).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(k) . . . H(2) H(1), where k = min(m,n).
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(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
A(1:m-k+i-1,n-k+i), and tau in TAU(i).
@ingroup magma_dgeqlf_comp
********************************************************************/
extern "C" magma_int_t
magma_dgeqlf(
magma_int_t m, magma_int_t n,
double *A, magma_int_t lda, double *tau,
double *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dwork(i_) (dwork + (i_))
magmaDouble_ptr dA, dwork;
double c_one = MAGMA_D_ONE;
magma_int_t i, k, lddwork, old_i, old_ib, nb;
magma_int_t rows, cols;
magma_int_t ib, ki, kk, mu, nu, iinfo, ldda;
int lquery;
nb = magma_get_dgeqlf_nb(m);
*info = 0;
lquery = (lwork == -1);
// silence "uninitialized" warnings
old_ib = nb;
old_i = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
}
k = min(m,n);
if (*info == 0) {
if (k == 0)
work[0] = c_one;
else {
work[0] = MAGMA_D_MAKE( max(n*nb, 2*nb*nb), 0 );
}
if (lwork < max(max(1,n), 2*nb*nb) && ! lquery)
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
if (k == 0)
return *info;
lddwork = ((n+31)/32)*32;
ldda = ((m+31)/32)*32;
if (MAGMA_SUCCESS != magma_dmalloc( &dA, (n)*ldda + nb*lddwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dwork = dA + ldda*n;
magma_queue_t queues[2];
magma_queue_create( &queues[0] );
magma_queue_create( &queues[1] );
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially.
The last kk columns are handled by the block method.
First, copy the matrix on the GPU except the last kk columns */
magma_dsetmatrix_async( m, n-nb,
A(0, 0), lda,
dA(0, 0), ldda, queues[0] );
ki = ((k - nb - 1) / nb) * nb;
kk = min(k, ki + nb);
for (i = k - kk + ki; i >= k -kk; i -= nb) {
ib = min(k-i,nb);
if (i < k - kk + ki) {
/* 1. Copy asynchronously the current panel to the CPU.
2. Copy asynchronously the submatrix below the panel
to the CPU) */
rows = m - k + i + ib;
magma_dgetmatrix_async( rows, ib,
dA(0, n-k+i), ldda,
A(0, n-k+i), lda, queues[1] );
magma_dgetmatrix_async( m-rows, ib,
dA(rows, n-k+i), ldda,
A(rows, n-k+i), lda, queues[0] );
/* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
two steps - implementing the lookahead techniques.
This is the main update from the lookahead techniques. */
rows = m - k + old_i + old_ib;
cols = n - k + old_i - old_ib;
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
rows, cols, old_ib,
dA(0, cols+old_ib), ldda, dwork(0), lddwork,
dA(0, 0 ), ldda, dwork(old_ib), lddwork);
}
magma_queue_sync( queues[1] );
/* Compute the QL factorization of the current block
A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1) */
rows = m - k + i + ib;
cols = n - k + i;
lapackf77_dgeqlf( &rows, &ib, A(0,cols), &lda, tau+i, work, &lwork, &iinfo );
if (cols > 0) {
/* Form the triangular factor of the block reflector
H = H(i+ib-1) . . . H(i+1) H(i) */
lapackf77_dlarft( MagmaBackwardStr, MagmaColumnwiseStr,
&rows, &ib,
A(0, cols), &lda, tau + i, work, &ib);
dpanel_to_q( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);
magma_dsetmatrix( rows, ib,
A(0,cols), lda,
dA(0,cols), ldda );
dq_to_panel( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);
// Send the triangular part on the GPU
magma_dsetmatrix( ib, ib, work, ib, dwork(0), lddwork );
/* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
two steps - implementing the lookahead techniques.
This is the update of first ib columns. */
if (i-ib >= k -kk)
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
rows, ib, ib,
dA(0, cols), ldda, dwork(0), lddwork,
dA(0,cols-ib), ldda, dwork(ib), lddwork);
else {
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
rows, cols, ib,
dA(0, cols), ldda, dwork(0), lddwork,
dA(0, 0 ), ldda, dwork(ib), lddwork);
}
old_i = i;
old_ib = ib;
}
}
mu = m - k + i + nb;
nu = n - k + i + nb;
magma_dgetmatrix( m, nu, dA(0,0), ldda, A(0,0), lda );
} else {
mu = m;
nu = n;
}
/* Use unblocked code to factor the last or only block */
if (mu > 0 && nu > 0)
lapackf77_dgeqlf(&mu, &nu, A(0,0), &lda, tau, work, &lwork, &iinfo);
magma_queue_destroy( queues[0] );
magma_queue_destroy( queues[1] );
magma_free( dA );
return *info;
} /* magma_dgeqlf */
extern "C" magma_int_t
magma_dormqr(const char side, const char trans,
magma_int_t m, magma_int_t n, magma_int_t k,
double *A, magma_int_t lda,
double *tau,
double *C, magma_int_t ldc,
double *work, magma_int_t lwork,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DORMQR overwrites the general real M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'T': Q**T * C C * Q**T
where Q is a real orthogonal matrix defined as the product of k
elementary reflectors
Q = H(1) H(2) . . . H(k)
as returned by DGEQRF. Q is of order M if SIDE = 'L' and of order N
if SIDE = 'R'.
Arguments
=========
SIDE (input) CHARACTER*1
= 'L': apply Q or Q**T from the Left;
= 'R': apply Q or Q**T from the Right.
TRANS (input) CHARACTER*1
= 'N': No transpose, apply Q;
= 'T': Transpose, apply Q**T.
M (input) INTEGER
The number of rows of the matrix C. M >= 0.
N (input) INTEGER
The number of columns of the matrix C. N >= 0.
K (input) INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A (input) DOUBLE_PRECISION array, dimension (LDA,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
DGEQRF in the first k columns of its array argument A.
A is modified by the routine but restored on exit.
LDA (input) INTEGER
The leading dimension of the array A.
If SIDE = 'L', LDA >= max(1,M);
if SIDE = 'R', LDA >= max(1,N).
TAU (input) DOUBLE_PRECISION array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by DGEQRF.
C (input/output) DOUBLE_PRECISION array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**T * C or C * Q**T or C*Q.
LDC (input) INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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 dimension of the array WORK.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance
LWORK >= N*NB if SIDE = 'L', and
LWORK >= M*NB if SIDE = 'R',
where NB is the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
#define A(a_1,a_2) ( A + (a_1) + (a_2)*lda)
#define dC(a_1,a_2) (dC + (a_1) + (a_2)*lddc)
magma_int_t nb = magma_get_dgeqrf_nb( min( m, n ));
double c_one = MAGMA_D_ONE;
char side_[2] = {side, 0};
char trans_[2] = {trans, 0};
magma_int_t nq_i, lddwork;
magma_int_t i;
double *T;
magma_int_t i1, i2, step, ib, ic, jc, mi, ni, nq, nw;
int left, notran, lquery;
magma_int_t iinfo, lwkopt;
*info = 0;
left = lapackf77_lsame(side_, "L");
notran = lapackf77_lsame(trans_, "N");
lquery = (lwork == -1);
/* NQ is the order of Q and NW is the minimum dimension of WORK */
if (left) {
nq = m;
nw = n;
} else {
nq = n;
nw = m;
}
lwkopt = max(1,nw) * nb;
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
if (! left && ! lapackf77_lsame(side_, "R")) {
*info = -1;
} else if (! notran && ! lapackf77_lsame(trans_, MagmaTransStr)) {
*info = -2;
} else if (m < 0) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (k < 0 || k > nq) {
*info = -5;
} else if (lda < max(1,nq)) {
*info = -7;
} else if (ldc < max(1,m)) {
*info = -10;
} else if (lwork < max(1,nw) && ! lquery) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0 || k == 0) {
work[0] = c_one;
return *info;
}
/* Allocate work space on the GPU */
magma_int_t lddc = m;
double *dwork, *dC;
magma_dmalloc( &dC, lddc*n );
magma_dmalloc( &dwork, (m + n + nb)*nb );
if ( dC == NULL || dwork == NULL ) {
magma_free( dC );
magma_free( dwork );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* work space on CPU */
T = (double*) malloc( 2*nb*nb * sizeof(double) );
if ( T == NULL ) {
magma_free( dC );
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
/* Copy matrix C from the CPU to the GPU */
magma_dsetmatrix( m, n, C, ldc, dC, lddc );
if (nb >= k) {
/* Use CPU code */
lapackf77_dormqr(side_, trans_, &m, &n, &k, A, &lda, &tau[1],
C, &ldc, work, &lwork, &iinfo);
}
else {
/* Use hybrid CPU-GPU code */
if ( (left && (! notran)) || ((! left) && notran) ) {
i1 = 0;
i2 = k;
step = nb;
} else {
i1 = ((k - 1) / nb) * nb;
i2 = 0;
step = -nb;
}
// silence "uninitialized" warnings
mi = 0;
ni = 0;
if (left) {
ni = n;
jc = 0;
} else {
mi = m;
ic = 0;
}
for( i=i1; (step<0 ? i>=i2 : i<i2); i += step ) {
ib = min(nb, k - i);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
nq_i = nq - i;
lapackf77_dlarft("F", "C", &nq_i, &ib, A(i,i), &lda,
&tau[i], T, &ib);
/* 1) Put 0s in the upper triangular part of A;
2) copy the panel from A to the GPU, and
3) restore A */
dpanel_to_q('U', ib, A(i,i), lda, T+ib*ib);
magma_dsetmatrix( nq_i, ib, A(i,i), lda, dwork, nq_i );
dq_to_panel('U', ib, A(i,i), lda, T+ib*ib);
if (left) {
/* H or H' is applied to C(i:m,1:n) */
mi = m - i;
ic = i;
}
else {
/* H or H' is applied to C(1:m,i:n) */
ni = n - i;
jc = i;
}
if (left)
lddwork = ni;
else
lddwork = mi;
/* Apply H or H'; First copy T to the GPU */
magma_dsetmatrix( ib, ib, T, ib, dwork+nq_i*ib, ib );
magma_dlarfb_gpu( side, trans, MagmaForward, MagmaColumnwise,
mi, ni, ib,
dwork, nq_i, dwork+nq_i*ib, ib,
dC(ic,jc), lddc,
dwork+nq_i*ib + ib*ib, lddwork);
}
magma_dgetmatrix( m, n, dC, lddc, C, ldc );
}
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
magma_free( dC );
magma_free( dwork );
free( T );
return *info;
} /* magma_dormqr */
/**
Purpose
-------
DORMLQ overwrites the general real M-by-N matrix C with
@verbatim
SIDE = MagmaLeft SIDE = MagmaRight
TRANS = MagmaNoTrans: Q * C C * Q
TRANS = MagmaTrans: Q**H * C C * Q**H
@endverbatim
where Q is a realunitary matrix defined as the product of k
elementary reflectors
Q = H(k)**H . . . H(2)**H H(1)**H
as returned by DGELQF. Q is of order M if SIDE = MagmaLeft and of order N
if SIDE = MagmaRight.
Arguments
---------
@param[in]
side magma_side_t
- = MagmaLeft: apply Q or Q**H from the Left;
- = MagmaRight: apply Q or Q**H from the Right.
@param[in]
trans magma_trans_t
- = MagmaNoTrans: No transpose, apply Q;
- = MagmaTrans: Conjugate transpose, apply Q**H.
@param[in]
m INTEGER
The number of rows of the matrix C. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix C. N >= 0.
@param[in]
k INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = MagmaLeft, M >= K >= 0;
if SIDE = MagmaRight, N >= K >= 0.
@param[in]
A DOUBLE_PRECISION array, dimension
(LDA,M) if SIDE = MagmaLeft,
(LDA,N) if SIDE = MagmaRight.
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
DGELQF in the first k rows of its array argument A.
A is modified by the routine but restored on exit.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,K).
@param[in]
tau DOUBLE_PRECISION array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by DGELQF.
@param[in,out]
C DOUBLE_PRECISION array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
@param[in]
ldc INTEGER
The leading dimension of the array C. LDC >= max(1,M).
@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 dimension of the array WORK.
If SIDE = MagmaLeft, LWORK >= max(1,N);
if SIDE = MagmaRight, LWORK >= max(1,M).
For optimum performance
if SIDE = MagmaLeft, LWORK >= N*NB;
if SIDE = MagmaRight, LWORK >= M*NB,
where NB is the optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_dgelqf_comp
********************************************************************/
extern "C" magma_int_t
magma_dormlq(
magma_side_t side, magma_trans_t trans,
magma_int_t m, magma_int_t n, magma_int_t k,
double *A, magma_int_t lda,
double *tau,
double *C, magma_int_t ldc,
double *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define dC(i_,j_) (dC + (i_) + (j_)*lddc)
double *T, *T2;
magma_int_t i, i1, i2, ib, ic, jc, nb, mi, ni, nq, nq_i, nw, step;
magma_int_t iinfo, ldwork, lwkopt;
magma_int_t left, notran, lquery;
magma_trans_t transt;
*info = 0;
left = (side == MagmaLeft);
notran = (trans == MagmaNoTrans);
lquery = (lwork == -1);
/* NQ is the order of Q and NW is the minimum dimension of WORK */
if (left) {
nq = m;
nw = n;
} else {
nq = n;
nw = m;
}
/* Test the input arguments */
if (! left && side != MagmaRight) {
*info = -1;
} else if (! notran && trans != MagmaTrans) {
*info = -2;
} else if (m < 0) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (k < 0 || k > nq) {
*info = -5;
} else if (lda < max(1,k)) {
*info = -7;
} else if (ldc < max(1,m)) {
*info = -10;
} else if (lwork < max(1,nw) && ! lquery) {
*info = -12;
}
if (*info == 0) {
nb = magma_get_dgelqf_nb( min( m, n ));
lwkopt = max(1,nw)*nb;
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0 || k == 0) {
work[0] = MAGMA_D_ONE;
return *info;
}
ldwork = nw;
if (nb >= k) {
/* Use CPU code */
lapackf77_dormlq( lapack_side_const(side), lapack_trans_const(trans),
&m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &iinfo);
}
else {
/* Use hybrid CPU-GPU code */
/* Allocate work space on the GPU.
* nw*nb for dwork (m or n) by nb
* nq*nb for dV (n or m) by nb
* nb*nb for dT
* lddc*n for dC.
*/
magma_int_t lddc = ((m+31)/32)*32;
double *dwork, *dV, *dT, *dC;
magma_dmalloc( &dwork, (nw + nq + nb)*nb + lddc*n );
if ( dwork == NULL ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dV = dwork + nw*nb;
dT = dV + nq*nb;
dC = dT + nb*nb;
/* work space on CPU.
* nb*nb for T
* nb*nb for T2, used to save and restore diagonal block of panel */
magma_dmalloc_cpu( &T, 2*nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
T2 = T + nb*nb;
/* Copy matrix C from the CPU to the GPU */
magma_dsetmatrix( m, n, C, ldc, dC, lddc );
if ( (left && notran) || (! left && ! notran) ) {
i1 = 0;
i2 = k;
step = nb;
} else {
i1 = ((k - 1) / nb)*nb;
i2 = 0;
step = -nb;
}
// silence "uninitialized" warnings
mi = 0;
ni = 0;
if (left) {
ni = n;
jc = 0;
} else {
mi = m;
ic = 0;
}
if (notran) {
transt = MagmaTrans;
} else {
transt = MagmaNoTrans;
}
for (i = i1; (step < 0 ? i >= i2 : i < i2); i += step) {
ib = min(nb, k - i);
/* Form the triangular factor of the block reflector
H = H(i) H(i + 1) . . . H(i + ib-1) */
nq_i = nq - i;
lapackf77_dlarft("Forward", "Rowwise", &nq_i, &ib,
A(i,i), &lda, &tau[i], T, &ib);
/* 1) set upper triangle of panel in A to identity,
2) copy the panel from A to the GPU, and
3) restore A */
dpanel_to_q( MagmaLower, ib, A(i,i), lda, T2 );
magma_dsetmatrix( ib, nq_i, A(i,i), lda, dV, ib );
dq_to_panel( MagmaLower, ib, A(i,i), lda, T2 );
if (left) {
/* H or H**H is applied to C(i:m,1:n) */
mi = m - i;
ic = i;
}
else {
/* H or H**H is applied to C(1:m,i:n) */
ni = n - i;
jc = i;
}
/* Apply H or H**H; First copy T to the GPU */
magma_dsetmatrix( ib, ib, T, ib, dT, ib );
magma_dlarfb_gpu( side, transt, MagmaForward, MagmaRowwise,
mi, ni, ib,
dV, ib,
dT, ib,
dC(ic,jc), lddc,
dwork, ldwork );
}
magma_dgetmatrix( m, n, dC, lddc, C, ldc );
magma_free( dwork );
magma_free_cpu( T );
}
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
return *info;
} /* magma_dormlq */
/**
Purpose
-------
DSYTRD_HE2HB reduces a real symmetric matrix A to real symmetric
band-diagonal form T by an orthogonal similarity transformation:
Q**H * A * Q = T.
This version stores the triangular matrices T used in the accumulated
Householder transformations (I - V T V').
Arguments
---------
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, 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.
On exit, if UPLO = MagmaUpper, the Upper band-diagonal of A is
overwritten by the corresponding elements of the
band-diagonal matrix T, and the elements above the band
diagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= MagmaLower, the the Lower band-diagonal of A is overwritten by
the corresponding elements of the band-diagonal
matrix T, and the elements below the band-diagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
@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 dimension of the array WORK. LWORK >= 1.
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
dT DOUBLE_PRECISION array on the GPU, dimension N*NB,
where NB is the optimal blocksize.
On exit dT holds the upper triangular matrices T from the
accumulated Householder transformations (I - V T V') used
in the factorization. The nb x nb matrices T are ordered
consecutively in memory one after another.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).
The contents of A on exit are illustrated by the following examples
with n = 5:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
@ingroup magma_dsyev_2stage
********************************************************************/
extern "C" magma_int_t
magma_dsytrd_sy2sb( magma_uplo_t uplo, magma_int_t n, magma_int_t nb,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
double *dT,
magma_int_t *info)
{
#define A(a_1,a_2) ( A + ((a_2)-1)*( lda) + (a_1)-1)
#define dA(a_1,a_2) (dA + ((a_2)-1)*(ldda) + (a_1)-1)
#define tau_ref(a_1) (tau + (a_1)-1)
#define dT(a_1) (dT + ((a_1)-1)*(lddt))
int ldda = ((n+31)/32)*32;
int lddt = nb;
double c_neg_one = MAGMA_D_NEG_ONE;
double c_neg_half = MAGMA_D_NEG_HALF;
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
double d_one = MAGMA_D_ONE;
magma_int_t pm, pn, indi, indj, pk;
magma_int_t pm_old=0, pn_old=0, indi_old=0, indj_old=0;
int i;
int lwkopt;
int lquery;
*info = 0;
int upper = (uplo == MagmaUpper);
lquery = (lwork == -1);
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
} else if (lwork < 1 && ! lquery) {
*info = -9;
}
/* Determine the block size. */
lwkopt = n * nb;
if (*info == 0) {
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
}
if (*info != 0)
return *info;
else if (lquery)
return *info;
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
double *dA;
if (MAGMA_SUCCESS != magma_dmalloc( &dA, (n + 2*nb)*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
// limit to 16 threads
magma_int_t orig_threads = magma_get_lapack_numthreads();
magma_set_lapack_numthreads( min(orig_threads,16) );
/* Use the first panel of dA as work space */
double *dwork = dA + n*ldda;
double *dW = dwork + nb*ldda;
#ifdef TRACING
char buf[80];
#endif
magma_queue_t stream[3];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
stream[2] = 0; // default stream
trace_init( 1, 1, 3, stream );
double *hT = work + lwork - nb*nb;
lwork -= nb*nb;
memset( hT, 0, nb*nb*sizeof(double));
magmablasSetKernelStream( stream[0] );
magma_event_t Pupdate_event;
cudaEventCreateWithFlags(&Pupdate_event,cudaEventDisableTiming);
//magma_event_create(&Pupdate_event);
if (upper) {
printf("DSYTRD_HE2HB is not yet implemented for upper matrix storage. Exit.\n");
exit(1);
} else {
/* Copy the matrix to the GPU */
if (1 <= n-nb) {
trace_gpu_start( 0, 0, "set", "set A" );
magma_dsetmatrix_async( (n-nb), (n-nb),
A(nb+1, nb+1), lda,
dA(nb+1, nb+1), ldda, stream[0] );
trace_gpu_end( 0, 0 );
}
/* Reduce the lower triangle of A */
for (i = 1; i <= n-nb; i += nb) {
indi = i+nb;
indj = i;
pm = n - i - nb + 1;
//pn = min(i+nb-1, n-nb) -i + 1;
pn = nb;
/* Get the current panel (no need for the 1st iteration) */
if (i > 1 ) {
// dpanel_to_q copy the upper oof diagonal part of
// the matrix to work to be restored later. acctually
// the zero's and one's putted are not used this is only
// because we don't have a function that copy only the
// upper part of A to be restored after copying the
// lookahead panel that has been computted from GPU to CPU.
dpanel_to_q(MagmaUpper, pn-1, A(i, i+1), lda, work);
trace_gpu_start( 0, 1, "get", "get panel" );
//magma_queue_sync( stream[0] );
magma_queue_wait_event(stream[1], Pupdate_event); //, 0);
magma_dgetmatrix_async( (pm+pn), pn,
dA( i, i), ldda,
A ( i, i), lda, stream[1] );
trace_gpu_end( 0, 1 );
trace_gpu_start( 0, 2, "her2k", "her2k" );
magma_dsyr2k(MagmaLower, MagmaNoTrans, pm_old-pn_old, pn_old, c_neg_one,
dA(indi_old+pn_old, indj_old), ldda,
dW + pn_old, pm_old, d_one,
dA(indi_old+pn_old, indi_old+pn_old), ldda);
trace_gpu_end( 0, 2 );
trace_cpu_start( 0, "sync", "sync on 1" );
magma_queue_sync( stream[1] );
trace_cpu_end( 0 );
dq_to_panel(MagmaUpper, pn-1, A(i, i+1), lda, work);
}
/* ==========================================================
QR factorization on a panel starting nb off of the diagonal.
Prepare the V and T matrices.
========================================================== */
#ifdef TRACING
snprintf( buf, sizeof(buf), "panel %d", i );
#endif
trace_cpu_start( 0, "geqrf", buf );
lapackf77_dgeqrf(&pm, &pn, A(indi, indj), &lda,
tau_ref(i), work, &lwork, info);
/* Form the matrix T */
pk=min(pm,pn);
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&pm, &pk, A(indi, indj), &lda,
tau_ref(i), hT, &nb);
/* Prepare V - put 0s in the upper triangular part of the panel
(and 1s on the diagonal), temporaly storing the original in work */
dpanel_to_q(MagmaUpper, pk, A(indi, indj), lda, work);
trace_cpu_end( 0 );
/* Send V from the CPU to the GPU */
trace_gpu_start( 0, 0, "set", "set V and T" );
magma_dsetmatrix_async( pm, pk,
A(indi, indj), lda,
dA(indi, indj), ldda, stream[0] );
/* Send the triangular factor T to the GPU */
magma_dsetmatrix_async( pk, pk,
hT, nb,
dT(i), lddt, stream[0] );
trace_gpu_end( 0, 0 );
/* ==========================================================
Compute W:
1. X = A (V T)
2. W = X - 0.5* V * (T' * (V' * X))
========================================================== */
/* dwork = V T */
trace_cpu_start( 0, "sync", "sync on 0" );
// this sync is done here to be sure that the copy has been finished
// because below we made a restore dq_to_panel and this restore need
// to ensure that the copy has been finished. we did it here to allow
// overlapp of restore with next gemm and symm.
magma_queue_sync( stream[0] );
trace_cpu_end( 0 );
trace_gpu_start( 0, 2, "gemm", "work = V*T" );
magma_dgemm(MagmaNoTrans, MagmaNoTrans, pm, pk, pk,
c_one, dA(indi, indj), ldda,
dT(i), lddt,
c_zero, dwork, pm);
trace_gpu_end( 0, 2 );
/* dW = X = A*V*T. dW = A*dwork */
trace_gpu_start( 0, 2, "hemm", "X = A*work" );
magma_dsymm(MagmaLeft, uplo, pm, pk,
c_one, dA(indi, indi), ldda,
dwork, pm,
c_zero, dW, pm);
trace_gpu_end( 0, 2 );
/* restore the panel */
dq_to_panel(MagmaUpper, pk, A(indi, indj), lda, work);
/* dwork = V*T already ==> dwork' = T'*V'
* compute T'*V'*X ==> dwork'*W ==>
* dwork + pm*nb = ((T' * V') * X) = dwork' * X = dwork' * W */
trace_gpu_start( 0, 2, "gemm", "work = T'*V'*X" );
magma_dgemm(MagmaConjTrans, MagmaNoTrans, pk, pk, pm,
c_one, dwork, pm,
dW, pm,
c_zero, dwork + pm*nb, nb);
trace_gpu_end( 0, 2 );
/* W = X - 0.5 * V * T'*V'*X
* = X - 0.5 * V * (dwork + pm*nb) = W - 0.5 * V * (dwork + pm*nb) */
trace_gpu_start( 0, 2, "gemm", "W = X - 0.5*V*(T'*V'*X)" );
magma_dgemm(MagmaNoTrans, MagmaNoTrans, pm, pk, pk,
c_neg_half, dA(indi, indj), ldda,
dwork + pm*nb, nb,
c_one, dW, pm);
trace_gpu_end( 0, 2 );
/* ==========================================================
Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V'
========================================================== */
if (i + nb <= n-nb) {
/* There would be next iteration;
do lookahead - update the next panel */
trace_gpu_start( 0, 2, "gemm", "gemm 4 next panel left" );
magma_dgemm(MagmaNoTrans, MagmaConjTrans, pm, pn, pn, c_neg_one,
dA(indi, indj), ldda,
dW, pm, c_one,
dA(indi, indi), ldda);
trace_gpu_end( 0, 2 );
trace_gpu_start( 0, 2, "gemm", "gemm 5 next panel right" );
magma_dgemm(MagmaNoTrans, MagmaConjTrans, pm, pn, pn, c_neg_one,
dW, pm,
dA(indi, indj), ldda, c_one,
dA(indi, indi), ldda);
trace_gpu_end( 0, 2 );
magma_event_record(Pupdate_event, stream[0]);
}
else {
/* no look-ahead as this is last iteration */
trace_gpu_start( 0, 2, "her2k", "her2k last iteration" );
magma_dsyr2k(MagmaLower, MagmaNoTrans, pk, pk, c_neg_one,
dA(indi, indj), ldda,
dW, pm, d_one,
dA(indi, indi), ldda);
trace_gpu_end( 0, 2 );
}
indi_old = indi;
indj_old = indj;
pm_old = pm;
pn_old = pn;
} // end loop for (i)
/* Send the last block to the CPU */
pk = min(pm,pn);
if (1 <= n-nb) {
dpanel_to_q(MagmaUpper, pk-1, A(n-pk+1, n-pk+2), lda, work);
trace_gpu_start( 0, 2, "get", "get last block" );
magma_dgetmatrix( pk, pk,
dA(n-pk+1, n-pk+1), ldda,
A(n-pk+1, n-pk+1), lda );
trace_gpu_end( 0, 2 );
dq_to_panel(MagmaUpper, pk-1, A(n-pk+1, n-pk+2), lda, work);
}
}// end of LOWER
trace_finalize( "dsytrd_sy2sb.svg", "trace.css" );
magma_event_destroy( Pupdate_event );
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free( dA );
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
magmablasSetKernelStream( orig_stream );
magma_set_lapack_numthreads( orig_threads );
return *info;
} /* magma_dsytrd_sy2sb */
/**
Purpose
-------
DSYTRD_HE2HB reduces a real symmetric matrix A to real symmetric
band-diagonal form T by an orthogonal similarity transformation:
Q**H * A * Q = T.
This version stores the triangular matrices T used in the accumulated
Householder transformations (I - V T V').
Arguments
---------
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, 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.
On exit, if UPLO = MagmaUpper, the Upper band-diagonal of A is
overwritten by the corresponding elements of the
band-diagonal matrix T, and the elements above the band
diagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= MagmaLower, the the Lower band-diagonal of A is overwritten by
the corresponding elements of the band-diagonal
matrix T, and the elements below the band-diagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
@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 dimension of the array WORK. LWORK >= 1.
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
dT DOUBLE_PRECISION array on the GPU, dimension N*NB,
where NB is the optimal blocksize.
On exit dT holds the upper triangular matrices T from the
accumulated Householder transformations (I - V T V') used
in the factorization. The nb x nb matrices T are ordered
consecutively in memory one after another.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).
The contents of A on exit are illustrated by the following examples
with n = 5:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
@ingroup magma_dsyev_2stage
********************************************************************/
extern "C" magma_int_t
magma_dsytrd_sy2sb_mgpu(
magma_uplo_t uplo, magma_int_t n, magma_int_t nb,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
magmaDouble_ptr dAmgpu[], magma_int_t ldda,
magmaDouble_ptr dTmgpu[], magma_int_t lddt,
magma_int_t ngpu, magma_int_t distblk,
magma_queue_t queues[][20], magma_int_t nqueue,
magma_int_t *info)
{
#define A(a_1,a_2) ( A + ((a_2)-1)*( lda) + (a_1)-1)
#define tau_ref(a_1) (tau + (a_1)-1)
#define dT(a_0, a_1, a_2) (dTmgpu[a_0] + ((a_2)-1)*(lddt) + (a_1)-1)
#define dA(a_0, a_1, a_2) (dAmgpu[a_0] + ((a_2)-1)*(ldda) + (a_1)-1)
double c_neg_one = MAGMA_D_NEG_ONE;
double c_neg_half = MAGMA_D_NEG_HALF;
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
double d_one = MAGMA_D_ONE;
magma_int_t pm, pn, indi, indj, pk;
magma_int_t pm_old=0, pn_old=0, indi_old=0, flipV=-1;
magma_int_t iblock, idev, di;
int i;
int lwkopt;
int lquery;
assert (nqueue >= 3);
assert (nqueue >= (ngpu+1));
*info = 0;
int upper = (uplo == MagmaUpper);
lquery = (lwork == -1);
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
} else if (lwork < 1 && ! lquery) {
*info = -9;
}
/* Determine the block size. */
lwkopt = n * nb;
if (*info == 0) {
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
}
if (*info != 0)
return *info;
else if (lquery)
return *info;
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
// limit to 16 threads
magma_int_t orig_threads = magma_get_lapack_numthreads();
magma_set_lapack_numthreads( min(orig_threads,16) );
magma_int_t gnode[MagmaMaxGPUs][MagmaMaxGPUs+2];
magma_int_t nbcmplx=0;
magma_buildconnection_mgpu(gnode, &nbcmplx, ngpu);
#ifdef ENABLE_DEBUG
printf(" Initializing communication pattern.... GPU-ncmplx %d\n\n", nbcmplx);
#endif
double *dspace[MagmaMaxGPUs];
double *dwork[MagmaMaxGPUs], *dworkbis[MagmaMaxGPUs];
double *dvall[MagmaMaxGPUs], *dv[MagmaMaxGPUs], *dw[MagmaMaxGPUs];
double *workngpu[MagmaMaxGPUs+1];
magma_event_t redevents[MagmaMaxGPUs][MagmaMaxGPUs*MagmaMaxGPUs+10];
magma_int_t nbevents = MagmaMaxGPUs*MagmaMaxGPUs;
magma_int_t lddv = ldda;
magma_int_t lddw = lddv;
magma_int_t dwrk2siz = ldda*nb*(ngpu+1);
magma_int_t worksiz = n*nb;
magma_int_t devworksiz = 2*nb*lddv + nb*lddw + nb*ldda + dwrk2siz; // 2*dv(dv0+dv1) + dw + dwork +dworkbis
// local allocation and stream creation
// TODO check malloc
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
magma_setdevice( dev );
magma_dmalloc( &dspace[dev], devworksiz );
magma_dmalloc_pinned ( &workngpu[dev], worksiz);
dvall[dev] = dspace[dev];
dw[dev] = dvall[dev] + 2*nb*lddv;
dwork[dev] = dw[dev] + nb*lddw;
dworkbis[dev] = dwork[dev] + nb*ldda;
magmablasSetKernelStream( queues[ dev ][ 0 ] );
for( magma_int_t i = 0; i < nbevents; ++i ) {
cudaEventCreateWithFlags(&redevents[dev][i],cudaEventDisableTiming);
}
}
magma_dmalloc_pinned ( &workngpu[ngpu], worksiz);
double *worktest = NULL;
//magma_dmalloc_cpu( &worktest, n*nb ); // not used
// ======================
double *hT = work + lwork - nb*nb;
lwork -= nb*nb;
memset( hT, 0, nb*nb*sizeof(double));
if (upper) {
printf("DSYTRD_HE2HB is not yet implemented for upper matrix storage. Exit.\n");
exit(1);
} else {
/* Reduce the lower triangle of A */
for (i = 1; i <= n-nb; i += nb) {
indi = i+nb;
indj = i;
pm = n - i - nb + 1;
//pn = min(i+nb-1, n-nb) -i + 1;
pn = nb;
/* Get the current panel (no need for the 1st iteration) */
if (i > 1 ) {
// dpanel_to_q copy the upper oof diagonal part of
// the matrix to work to be restored later. acctually
// the zero's and one's putted are not used this is only
// because we don't have a function that copy only the
// upper part of A to be restored after copying the
// lookahead panel that has been computted from GPU to CPU.
dpanel_to_q(MagmaUpper, pn-1, A(i, i+1), lda, work);
// find the device who own the panel then send it to the CPU.
// below a -1 was added and then a -1 was done on di because of the fortran indexing
iblock = ((i-1) / distblk) / ngpu; // local block id
di = iblock*distblk + (i-1)%distblk; // local index in parent matrix
idev = ((i-1) / distblk) % ngpu; // device with this block
//printf("Receiving panel ofsize %d %d from idev %d A(%d,%d) \n",(pm+pn), pn,idev,i-1,di);
magma_setdevice( idev );
//magma_device_sync();
magma_dgetmatrix_async( (pm+pn), pn,
dA(idev, i, di+1), ldda,
A( i, i), lda, queues[ idev ][ nqueue-1 ] );
//magma_setdevice( 0 );
//printf("updating dsyr2k on A(%d,%d) of size %d %d \n",indi_old+pn_old-1,indi_old+pn_old-1,pm_old-pn_old,pn_old);
// compute DSYR2K_MGPU
magmablas_dsyr2k_mgpu2(
MagmaLower, MagmaNoTrans, pm_old-pn_old, pn_old,
c_neg_one, dv, pm_old, pn_old,
dw, pm_old, pn_old,
d_one, dAmgpu, ldda, indi_old+pn_old-1,
ngpu, distblk, queues, 2 );
//magma_setdevice( 0 );
magma_setdevice( idev );
magma_queue_sync( queues[idev][ nqueue-1 ] );
//magma_setdevice( 0 );
dq_to_panel(MagmaUpper, pn-1, A(i, i+1), lda, work);
}
/* ==========================================================
QR factorization on a panel starting nb off of the diagonal.
Prepare the V and T matrices.
========================================================== */
lapackf77_dgeqrf(&pm, &pn, A(indi, indj), &lda,
tau_ref(i), work, &lwork, info);
/* Form the matrix T */
pk=min(pm,pn);
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&pm, &pk, A(indi, indj), &lda,
tau_ref(i), hT, &nb);
/* Prepare V - put 0s in the upper triangular part of the panel
(and 1s on the diagonal), temporaly storing the original in work */
dpanel_to_q(MagmaUpper, pk, A(indi, indj), lda, work);
/* Send V and T from the CPU to the GPU */
// To be able to overlap the GET with the DSYR2K
// it should be done on last stream.
// TO Avoid a BUG that is overwriting the old_V
// used atthis moment by dsyr2k with the new_V
// send it now, we decide to have a flipflop
// vector of Vs. if step%2=0 use V[0] else use V[nb*n]
flipV = ((i-1)/nb)%2;
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
dv[dev] = dvall[dev] + flipV*nb*lddv;
}
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
magma_setdevice( dev );
// send V
magma_dsetmatrix_async( pm, pk,
A(indi, indj), lda,
dv[dev], pm, queues[dev][nqueue-1] );
// Send the triangular factor T to the GPU
magma_dsetmatrix_async( pk, pk,
hT, nb,
dT(dev, 1, i), lddt, queues[dev][nqueue-1] );
}
/* ==========================================================
Compute W:
1. X = A (V T)
2. W = X - 0.5* V * (T' * (V' * X))
========================================================== */
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
// dwork = V T
magma_setdevice( dev );
magmablasSetKernelStream( queues[ dev ][ nqueue-1 ] );
magma_queue_sync( queues[dev][nqueue-1] );
magma_dgemm(MagmaNoTrans, MagmaNoTrans, pm, pk, pk,
c_one, dv[dev], pm,
dT(dev, 1, i), lddt,
c_zero, dwork[dev], pm);
}
// ===============================================
// SYNC TO BE SURE THAT BOTH V AND T WERE
// RECEIVED AND VT IS COMPUTED and SYR2K is done
// ===============================================
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
magma_setdevice( dev );
for( magma_int_t s = 0; s < nqueue; ++s )
magma_queue_sync( queues[dev][s] );
}
// compute DSYMM_MGPU
// The broadcast of the result done inside this function
// should be done in stream [0] because i am assuming this
// for the GEMMs below otherwise I have to SYNC over the
// Broadcasting stream.
if (ngpu == 1) {
magmablasSetKernelStream( queues[ 0 ][ 0 ] );
magma_dsymm(MagmaLeft, uplo, pm, pk,
c_one, dAmgpu[0]+(indi-1)*ldda+(indi-1), ldda,
dwork[0], pm,
c_zero, dw[0], pm);
} else {
magmablas_dsymm_mgpu_com(
MagmaLeft, uplo, pm, pk,
c_one, dAmgpu, ldda, indi-1,
dwork, pm,
c_zero, dw, pm, dworkbis, dwrk2siz, worktest, pm, workngpu, worksiz,
ngpu, distblk, queues, nqueue-1, redevents, nbevents, gnode, nbcmplx);
}
/* dwork = V*T already ==> dwork' = T'*V'
* compute T'*V'*X ==> dwork'*W ==>
* dwork + pm*nb = ((T' * V') * X) = dwork' * X = dwork' * W */
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
// Here we have to wait until the broadcast of DSYMM has been done.
// Note that the broadcast should be done on stream[0] so in a way
// we can continue here on the same stream and avoid a sync
magma_setdevice( dev );
magmablasSetKernelStream( queues[ dev ][ 0 ] );
// magma_queue_sync( queues[dev][0] );
magma_dgemm(MagmaConjTrans, MagmaNoTrans, pk, pk, pm,
c_one, dwork[dev], pm,
dw[dev], pm,
c_zero, dworkbis[dev], nb);
/* W = X - 0.5 * V * T'*V'*X
* = X - 0.5 * V * (dwork + pm*nb) = W - 0.5 * V * (dwork + pm*nb) */
magma_dgemm(MagmaNoTrans, MagmaNoTrans, pm, pk, pk,
c_neg_half, dv[dev], pm,
dworkbis[dev], nb,
c_one, dw[dev], pm);
}
/* restore the panel it is put here to overlap with the previous GEMM*/
dq_to_panel(MagmaUpper, pk, A(indi, indj), lda, work);
// ===============================================
// SYNC TO BE SURE THAT BOTH V AND W ARE DONE
// ===============================================
// Synchronise to be sure that W has been computed
// because next DSYR2K use streaming and may happen
// that lunch a gemm on stream 2 while stream 0
// which compute those 2 GEMM above has not been
// computed and also used for the same reason in
// the panel update below and also for the last HER2K
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
magma_setdevice( dev );
magma_queue_sync( queues[dev][0] );
}
/* ==========================================================
Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V'
========================================================== */
if (i + nb <= n-nb) {
/* There would be next iteration;
do lookahead - update the next panel */
// below a -1 was added and then a -1 was done on di because of the fortran indexing
iblock = ((indi-1) / distblk) / ngpu; // local block id
di = iblock*distblk + (indi-1)%distblk; // local index in parent matrix
idev = ((indi-1) / distblk) % ngpu; // device with this block
magma_setdevice( idev );
magmablasSetKernelStream( queues[ idev ][ nqueue-1 ] );
//magma_queue_sync( queues[idev][0] ); removed because the sync has been done in the loop above
magma_dgemm(MagmaNoTrans, MagmaConjTrans, pm, pn, pn, c_neg_one,
dv[idev], pm,
dw[idev], pm, c_one,
dA(idev, indi, di+1), ldda);
magma_dgemm(MagmaNoTrans, MagmaConjTrans, pm, pn, pn, c_neg_one,
dw[idev], pm,
dv[idev], pm, c_one,
dA(idev, indi, di+1), ldda);
//printf("updating next panel distblk %d idev %d on A(%d,%d) of size %d %d %d \n",distblk,idev,indi-1,di,pm,pn,pn);
}
else {
/* no look-ahead as this is last iteration */
// below a -1 was added and then a -1 was done on di because of the fortran indexing
iblock = ((indi-1) / distblk) / ngpu; // local block id
di = iblock*distblk + (indi-1)%distblk; // local index in parent matrix
idev = ((indi-1) / distblk) % ngpu; // device with this block
magma_setdevice( idev );
magmablasSetKernelStream( queues[ idev ][ 0 ] );
//printf("LAST DSYR2K idev %d on A(%d,%d) of size %d \n",idev, indi-1,di,pk);
magma_dsyr2k(MagmaLower, MagmaNoTrans, pk, pk, c_neg_one,
dv[idev], pm,
dw[idev], pm, d_one,
dA(idev, indi, di+1), ldda);
/* Send the last block to the CPU */
dpanel_to_q(MagmaUpper, pk-1, A(n-pk+1, n-pk+2), lda, work);
magma_dgetmatrix( pk, pk,
dA(idev, indi, di+1), ldda,
A(n-pk+1, n-pk+1), lda );
dq_to_panel(MagmaUpper, pk-1, A(n-pk+1, n-pk+2), lda, work);
}
indi_old = indi;
//indj_old = indj;
pm_old = pm;
pn_old = pn;
} // end loop for (i)
}// end of LOWER
//magma_setdevice( 0 );
for( magma_int_t dev = 0; dev < ngpu; ++dev ) {
magma_setdevice( dev );
magma_free( dspace[dev]);
magma_free_pinned(workngpu[dev]);
for( magma_int_t e = 0; e < nbevents; ++e ) {
magma_event_destroy( redevents[dev][e] );
}
}
magma_free_pinned(workngpu[ngpu]);
magma_free_cpu(worktest);
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
magma_set_lapack_numthreads( orig_threads );
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
return *info;
} /* magma_dsytrd_sy2sb_mgpu */
extern "C" magma_int_t
magma_dgeqrf(magma_int_t m, magma_int_t n,
double *A, magma_int_t lda, double *tau,
double *work, magma_int_t lwork,
magma_int_t *info )
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEQRF computes a QR factorization of a DOUBLE_PRECISION M-by-N matrix A:
A = Q * R. This version does not require work space on the GPU
passed as input. GPU memory is allocated in the routine.
If the current stream is NULL, this version replaces it with user defined
stream to overlap computation with communication.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU (output) DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
Higher performance is achieved if WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= max( N*NB, 2*NB*NB ),
where NB can be obtained through magma_get_dgeqrf_nb(M).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)
double *dA, *dwork, *dT;
double c_one = MAGMA_D_ONE;
magma_int_t i, k, lddwork, old_i, old_ib;
magma_int_t ib, ldda;
/* Function Body */
*info = 0;
magma_int_t nb = magma_get_dgeqrf_nb(min(m, n));
// need 2*nb*nb to store T and upper triangle of V simultaneously
magma_int_t lwkopt = max(n*nb, 2*nb*nb);
work[0] = MAGMA_D_MAKE( (double)lwkopt, 0 );
int lquery = (lwork == -1);
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
} else if (lwork < max(1, lwkopt) && ! lquery) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
work[0] = c_one;
return *info;
}
// largest N for larfb is n-nb (trailing matrix lacks 1st panel)
lddwork = ((n+31)/32)*32 - nb;
ldda = ((m+31)/32)*32;
magma_int_t num_gpus = magma_num_gpus();
if( num_gpus > 1 ) {
/* call multiple-GPU interface */
return magma_dgeqrf4(num_gpus, m, n, A, lda, tau, work, lwork, info);
}
// allocate space for dA, dwork, and dT
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda + nb*lddwork + nb*nb )) {
/* Switch to the "out-of-core" (out of GPU-memory) version */
return magma_dgeqrf_ooc(m, n, A, lda, tau, work, lwork, info);
}
/* Define user stream if current stream is NULL */
magma_queue_t stream[3], current_stream;
magmablasGetKernelStream(¤t_stream);
magma_queue_create( &stream[0] );
magma_queue_create( &stream[2] );
if (current_stream == NULL) {
magma_queue_create( &stream[1] );
magmablasSetKernelStream(stream[1]);
}
else
stream[1] = current_stream;
dwork = dA + n*ldda;
dT = dA + n*ldda + nb*lddwork;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially.
Asynchronously send the matrix to the GPU except the first panel. */
magma_dsetmatrix_async( m, n-nb,
A(0,nb), lda,
dA(0,nb), ldda, stream[2] );
old_i = 0;
old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
if (i>0) {
/* download i-th panel */
magma_queue_sync( stream[1] );
magma_dgetmatrix_async( m-i, ib,
dA(i,i), ldda,
A(i,i), lda, stream[0] );
/* Apply H' to A(i:m,i+2*ib:n) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
m-old_i, n-old_i-2*old_ib, old_ib,
dA(old_i, old_i), ldda, dT, nb,
dA(old_i, old_i+2*old_ib), ldda, dwork, lddwork);
magma_dgetmatrix_async( i, ib,
dA(0,i), ldda,
A(0,i), lda, stream[2] );
magma_queue_sync( stream[0] );
}
magma_int_t rows = m-i;
lapackf77_dgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib, A(i,i), &lda, tau+i, work, &ib);
dpanel_to_q(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
/* download the i-th V matrix */
magma_dsetmatrix_async( rows, ib, A(i,i), lda, dA(i,i), ldda, stream[0] );
/* download the T matrix */
magma_dsetmatrix_async( ib, ib, work, ib, dT, nb, stream[0] );
magma_queue_sync( stream[0] );
if (i + ib < n) {
if (i+ib < k-nb) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left (look-ahead) */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dT, nb,
dA(i, i+ib), ldda, dwork, lddwork);
dq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
}
else {
/* After last panel, update whole trailing matrix. */
/* Apply H' to A(i:m,i+ib:n) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, n-i-ib, ib,
dA(i, i ), ldda, dT, nb,
dA(i, i+ib), ldda, dwork, lddwork);
dq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
if (i != 0) {
magma_dgetmatrix( m, ib, dA(0,i), ldda, A(0,i), lda );
}
magma_int_t rows = m-i;
lapackf77_dgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[2] );
if (current_stream == NULL) {
magma_queue_destroy( stream[1] );
magmablasSetKernelStream(NULL);
}
magma_free( dA );
return *info;
} /* magma_dgeqrf */
/**
Purpose
-------
DGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
This version has LAPACK-complaint arguments.
If the current stream is NULL, this version replaces it with a new
stream to overlap computation with communication.
Other versions (magma_dgeqrf_gpu and magma_dgeqrf3_gpu) store the
intermediate T matrices.
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,out]
dA DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
tau DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_dgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_dgeqrf2_gpu( magma_int_t m, magma_int_t n,
double *dA, magma_int_t ldda,
double *tau,
magma_int_t *info )
{
#define dA(a_1,a_2) ( dA+(a_2)*(ldda) + (a_1))
#define work_ref(a_1) ( work + (a_1))
#define hwork ( work + (nb)*(m))
double *dwork;
double *work;
magma_int_t i, k, ldwork, lddwork, old_i, old_ib, rows;
magma_int_t nbmin, nx, ib, nb;
magma_int_t lhwork, lwork;
/* Function Body */
*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;
}
k = min(m,n);
if (k == 0)
return *info;
nb = magma_get_dgeqrf_nb(m);
lwork = (m+n) * nb;
lhwork = lwork - (m)*nb;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, n*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc_pinned( &work, lwork )) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
/* Define user stream if current stream is NULL */
magma_queue_t stream[2];
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
magma_queue_create( &stream[0] );
if (orig_stream == NULL) {
magma_queue_create( &stream[1] );
magmablasSetKernelStream(stream[1]);
}
else {
stream[1] = orig_stream;
}
nbmin = 2;
nx = nb;
ldwork = m;
lddwork= n;
if (nb >= nbmin && nb < k && nx < k) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nx; i += nb) {
ib = min(k-i, nb);
rows = m -i;
/* download i-th panel */
magma_queue_sync( stream[1] );
magma_dgetmatrix_async( rows, ib,
dA(i,i), ldda,
work_ref(i), ldwork, stream[0] );
if (i > 0) {
/* Apply H' to A(i:m,i+2*ib:n) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, n-old_i-2*old_ib, old_ib,
dA(old_i, old_i ), ldda, dwork, lddwork,
dA(old_i, old_i+2*old_ib), ldda, dwork+old_ib, lddwork);
magma_dsetmatrix_async( old_ib, old_ib,
work_ref(old_i), ldwork,
dA(old_i, old_i), ldda, stream[1] );
}
magma_queue_sync( stream[0] );
lapackf77_dgeqrf(&rows, &ib, work_ref(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work_ref(i), &ldwork, tau+i, hwork, &ib);
dpanel_to_q( MagmaUpper, ib, work_ref(i), ldwork, hwork+ib*ib );
/* download the i-th V matrix */
magma_dsetmatrix_async( rows, ib, work_ref(i), ldwork, dA(i,i), ldda, stream[0] );
/* download the T matrix */
magma_queue_sync( stream[1] );
magma_dsetmatrix_async( ib, ib, hwork, ib, dwork, lddwork, stream[0] );
magma_queue_sync( stream[0] );
if (i + ib < n) {
if (i+nb < k-nx) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dwork, lddwork,
dA(i, i+ib), ldda, dwork+ib, lddwork);
dq_to_panel( MagmaUpper, ib, work_ref(i), ldwork, hwork+ib*ib );
}
else {
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, n-i-ib, ib,
dA(i, i ), ldda, dwork, lddwork,
dA(i, i+ib), ldda, dwork+ib, lddwork);
dq_to_panel( MagmaUpper, ib, work_ref(i), ldwork, hwork+ib*ib );
magma_dsetmatrix_async( ib, ib,
work_ref(i), ldwork,
dA(i,i), ldda, stream[1] );
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
magma_free( dwork );
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_dgetmatrix_async( rows, ib, dA(i, i), ldda, work, rows, stream[1] );
magma_queue_sync( stream[1] );
lhwork = lwork - rows*ib;
lapackf77_dgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_dsetmatrix_async( rows, ib, work, rows, dA(i, i), ldda, stream[1] );
}
magma_free_pinned( work );
magma_queue_destroy( stream[0] );
if (orig_stream == NULL) {
magma_queue_destroy( stream[1] );
}
magmablasSetKernelStream( orig_stream );
return *info;
} /* magma_dgeqrf2_gpu */
extern "C" magma_int_t
magma_dormqr(magma_side_t side, magma_trans_t trans,
magma_int_t m, magma_int_t n, magma_int_t k,
double *a, magma_int_t lda,
double *tau,
double *c, magma_int_t ldc,
double *work, magma_int_t lwork,
magma_int_t *info, magma_queue_t queue)
{
/* -- MAGMA (version 1.0.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
September 2012
Purpose
=======
DORMQR overwrites the general real M-by-N matrix C with
SIDE = 'L' SIDE = 'R'
TRANS = 'N': Q * C C * Q
TRANS = 'T': Q**T * C C * Q**T
where Q is a real orthogonal matrix defined as the product of k
elementary reflectors
Q = H(1) H(2) . . . H(k)
as returned by DGEQRF. Q is of order M if SIDE = 'L' and of order N
if SIDE = 'R'.
Arguments
=========
SIDE (input) CHARACTER*1
= 'L': apply Q or Q**T from the Left;
= 'R': apply Q or Q**T from the Right.
TRANS (input) CHARACTER*1
= 'N': No transpose, apply Q;
= 'T': Transpose, apply Q**T.
M (input) INTEGER
The number of rows of the matrix C. M >= 0.
N (input) INTEGER
The number of columns of the matrix C. N >= 0.
K (input) INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = 'L', M >= K >= 0;
if SIDE = 'R', N >= K >= 0.
A (input) DOUBLE_PRECISION array, dimension (LDA,K)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
DGEQRF in the first k columns of its array argument A.
A is modified by the routine but restored on exit.
LDA (input) INTEGER
The leading dimension of the array A.
If SIDE = 'L', LDA >= max(1,M);
if SIDE = 'R', LDA >= max(1,N).
TAU (input) DOUBLE_PRECISION array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by DGEQRF.
C (input/output) DOUBLE_PRECISION array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**T * C or C * Q**T or C*Q.
LDC (input) INTEGER
The leading dimension of the array C. LDC >= max(1,M).
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 dimension of the array WORK.
If SIDE = 'L', LWORK >= max(1,N);
if SIDE = 'R', LWORK >= max(1,M).
For optimum performance LWORK >= N*NB if SIDE = 'L', and
LWORK >= M*NB if SIDE = 'R', where NB is the optimal
blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
double c_one = MAGMA_D_ONE;
magma_side_t side_ = side;
magma_trans_t trans_ = trans;
/* Allocate work space on the GPU */
magmaDouble_ptr dwork, dc;
magma_malloc( &dc, (m)*(n)*sizeof(double) );
magma_malloc( &dwork, (m + n + 64)*64*sizeof(double) );
/* Copy matrix C from the CPU to the GPU */
magma_dsetmatrix( m, n, c, 0, ldc, dc, 0, m, queue );
//dc -= (1 + m);
size_t dc_offset = -(1+m);
magma_int_t a_offset, c_offset, i__4, lddwork;
magma_int_t i__;
double t[2*4160] /* was [65][64] */;
magma_int_t i1, i2, i3, ib, ic, jc, nb, mi, ni, nq, nw;
int left, notran, lquery;
magma_int_t iinfo, lwkopt;
a_offset = 1 + lda;
a -= a_offset;
--tau;
c_offset = 1 + ldc;
c -= c_offset;
*info = 0;
left = lapackf77_lsame(lapack_const(side_), "L");
notran = lapackf77_lsame(lapack_const(trans_), "N");
lquery = (lwork == -1);
/* NQ is the order of Q and NW is the minimum dimension of WORK */
if (left) {
nq = m;
nw = n;
} else {
nq = n;
nw = m;
}
if (! left && ! lapackf77_lsame(lapack_const(side_), "R")) {
*info = -1;
} else if (! notran && ! lapackf77_lsame(lapack_const(trans_), "T")) {
*info = -2;
} else if (m < 0) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (k < 0 || k > nq) {
*info = -5;
} else if (lda < max(1,nq)) {
*info = -7;
} else if (ldc < max(1,m)) {
*info = -10;
} else if (lwork < max(1,nw) && ! lquery) {
*info = -12;
}
if (*info == 0)
{
/* Determine the block size. NB may be at most NBMAX, where NBMAX
is used to define the local array T. */
nb = 64;
lwkopt = max(1,nw) * nb;
MAGMA_D_SET2REAL( work[0], lwkopt );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0 || k == 0) {
work[0] = c_one;
return *info;
}
if (nb >= k)
{
/* Use CPU code */
lapackf77_dormqr(lapack_const(side_), lapack_const(trans_), &m, &n, &k, &a[a_offset], &lda, &tau[1],
&c[c_offset], &ldc, work, &lwork, &iinfo);
}
else
{
/* Use hybrid CPU-GPU code */
if ( ( left && (! notran) ) || ( (! left) && notran ) ) {
i1 = 1;
i2 = k;
i3 = nb;
} else {
i1 = (k - 1) / nb * nb + 1;
i2 = 1;
i3 = -nb;
}
if (left) {
ni = n;
jc = 1;
} else {
mi = m;
ic = 1;
}
for (i__ = i1; i3 < 0 ? i__ >= i2 : i__ <= i2; i__ += i3)
{
ib = min(nb, k - i__ + 1);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
i__4 = nq - i__ + 1;
lapackf77_dlarft("F", "C", &i__4, &ib, &a[i__ + i__ * lda], &lda,
&tau[i__], t, &ib);
/* 1) Put 0s in the upper triangular part of A;
2) copy the panel from A to the GPU, and
3) restore A */
dpanel_to_q(MagmaUpper, ib, &a[i__ + i__ * lda], lda, t+ib*ib);
magma_dsetmatrix( i__4, ib, &a[i__ + i__ * lda], 0, lda, dwork, 0, i__4, queue );
dq_to_panel(MagmaUpper, ib, &a[i__ + i__ * lda], lda, t+ib*ib);
if (left)
{
/* H or H' is applied to C(i:m,1:n) */
mi = m - i__ + 1;
ic = i__;
}
else
{
/* H or H' is applied to C(1:m,i:n) */
ni = n - i__ + 1;
jc = i__;
}
if (left)
lddwork = ni;
else
lddwork = mi;
/* Apply H or H'; First copy T to the GPU */
magma_dsetmatrix( ib, ib, t, 0, ib, dwork, i__4*ib, ib, queue );
magma_dlarfb_gpu( side, trans, MagmaForward, MagmaColumnwise,
mi, ni, ib,
dwork, 0, i__4, dwork, i__4*ib, ib,
dc, dc_offset+(ic + jc * m), m,
dwork, (i__4*ib + ib*ib), lddwork, queue);
}
magma_dgetmatrix( m, n, dc, dc_offset+(1+m), m, &c[c_offset], 0, ldc, queue );
}
MAGMA_D_SET2REAL( work[0], lwkopt );
//dc += (1 + m);
magma_free( dc );
magma_free( dwork );
return *info;
} /* magma_dormqr */
magma_err_t
magma_dgeqrf2_2q_gpu( magma_int_t m, magma_int_t n,
magmaDouble_ptr dA, size_t dA_offset, magma_int_t ldda,
double *tau, magma_err_t *info,
magma_queue_t* queues)
{
/* -- clMAGMA (version 1.1.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date January 2014
Purpose
=======
DGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
dA (input/output) DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix dA.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
LDDA (input) INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
dividable by 16.
TAU (output) DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
if INFO = -9, internal GPU memory allocation failed.
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define dA(a_1,a_2) dA, (dA_offset + (a_1) + (a_2)*(ldda))
#define work_ref(a_1) ( work + (a_1))
#define hwork ( work + (nb)*(m))
magmaDouble_ptr dwork;
double *work;
magma_int_t i, k, ldwork, lddwork, old_i, old_ib, rows;
magma_int_t nbmin, nx, ib, nb;
magma_int_t lhwork, lwork;
*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;
}
k = min(m,n);
if (k == 0)
return MAGMA_SUCCESS;
nb = magma_get_dgeqrf_nb(m);
lwork = (m+n) * nb;
lhwork = lwork - (m)*nb;
if ( MAGMA_SUCCESS != magma_dmalloc( &dwork, n*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/*
if ( MAGMA_SUCCESS != magma_dmalloc_cpu( &work, lwork ) ) {
*info = MAGMA_ERR_HOST_ALLOC;
magma_free( dwork );
return *info;
}
*/
cl_mem buffer = clCreateBuffer(gContext, CL_MEM_READ_WRITE | CL_MEM_ALLOC_HOST_PTR, sizeof(double)*lwork, NULL, NULL);
work = (double*)clEnqueueMapBuffer(queues[0], buffer, CL_TRUE, CL_MAP_READ | CL_MAP_WRITE, 0, lwork*sizeof(double), 0, NULL, NULL, NULL);
nbmin = 2;
nx = 2*nb;
ldwork = m;
lddwork= n;
if (nb >= nbmin && nb < k && nx < k) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nx; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_dgetmatrix_async(rows, ib, dA(i, i), ldda, work_ref(i), 0, ldwork, queues[0], NULL);
clFlush(queues[0]);
if (i>0){
/* Apply H' to A(i:m,i+2*ib:n) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
m-old_i, n-old_i-2*old_ib, old_ib,
dA(old_i, old_i ), ldda, dwork,0, lddwork,
dA(old_i, old_i+2*old_ib), ldda, dwork,old_ib, lddwork, queues[1]);
magma_dsetmatrix_async( old_ib, old_ib, work_ref(old_i), 0, ldwork,
dA(old_i, old_i), ldda, queues[1], NULL);
clFlush(queues[1]);
}
magma_queue_sync(queues[0]);
lapackf77_dgeqrf(&rows, &ib, work_ref(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work_ref(i), &ldwork, tau+i, hwork, &ib);
dpanel_to_q( MagmaUpper, ib, work_ref(i), ldwork, hwork+ib*ib );
magma_dsetmatrix(rows, ib, work_ref(i), 0, ldwork, dA(i,i), ldda, queues[0]);
dq_to_panel( MagmaUpper, ib, work_ref(i), ldwork, hwork+ib*ib );
if (i + ib < n)
{
magma_dsetmatrix(ib, ib, hwork, 0, ib, dwork, 0, lddwork, queues[1]);
if (i+nb < k-nx){
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dwork,0, lddwork,
dA(i, i+ib), ldda, dwork,ib, lddwork, queues[1]);
magma_queue_sync(queues[1]);
}else {
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, n-i-ib, ib,
dA(i, i ), ldda, dwork,0, lddwork,
dA(i, i+ib), ldda, dwork,ib, lddwork, queues[1]);
magma_dsetmatrix(ib, ib, work_ref(i), 0, ldwork, dA(i,i), ldda, queues[1]);
clFlush(queues[1]);
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
magma_free(dwork);
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_dgetmatrix(rows, ib, dA(i, i), ldda, work, 0, rows, queues[0]);
lhwork = lwork - rows*ib;
lapackf77_dgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_dsetmatrix(rows, ib, work, 0, rows, dA(i, i), ldda, queues[0]);
}
clEnqueueUnmapMemObject(queues[0], buffer, work, 0, NULL, NULL);
clReleaseMemObject(buffer);
// magma_free_cpu(work);
return *info;
} /* magma_dgeqrf2_gpu */
/**
Purpose
-------
DGEQRF2_MGPU computes a QR factorization of a real M-by-N matrix A:
A = Q * R. This is a GPU interface of the routine.
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,out]
dA DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix dA.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
tau DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_dgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_dgeqrf2_mgpu( magma_int_t num_gpus, magma_int_t m, magma_int_t n,
double **dlA, magma_int_t ldda,
double *tau,
magma_int_t *info )
{
#define dlA(dev, i, j) (dlA[dev] + (i) + (j)*(ldda))
#define hpanel(i) (hpanel + (i))
// set to NULL to make cleanup easy: free(NULL) does nothing.
double *dwork[MagmaMaxGPUs]={NULL}, *dpanel[MagmaMaxGPUs]={NULL};
double *hwork=NULL, *hpanel=NULL;
magma_queue_t stream[MagmaMaxGPUs][2]={{NULL}};
magma_event_t panel_event[MagmaMaxGPUs]={NULL};
magma_int_t i, j, min_mn, dev, ldhpanel, lddwork, rows;
magma_int_t ib, nb;
magma_int_t lhwork, lwork;
magma_int_t panel_dev, i_local, i_nb_local, n_local[MagmaMaxGPUs], la_dev, dpanel_offset;
*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;
}
min_mn = min(m,n);
if (min_mn == 0)
return *info;
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
nb = magma_get_dgeqrf_nb( m );
/* dwork is (n*nb) --- for T (nb*nb) and dlarfb work ((n-nb)*nb) ---
* + dpanel (ldda*nb), on each GPU.
* I think dlarfb work could be smaller, max(n_local[:]).
* Oddly, T and dlarfb work get stacked on top of each other, both with lddwork=n.
* on GPU that owns panel, set dpanel = dlA(dev,i,i_local).
* on other GPUs, set dpanel = dwork[dev] + dpanel_offset. */
lddwork = n;
dpanel_offset = lddwork*nb;
for( dev=0; dev < num_gpus; dev++ ) {
magma_setdevice( dev );
if ( MAGMA_SUCCESS != magma_dmalloc( &(dwork[dev]), (lddwork + ldda)*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
goto CLEANUP;
}
}
/* hwork is MAX( workspace for dgeqrf (n*nb), two copies of T (2*nb*nb) )
* + hpanel (m*nb).
* for last block, need 2*n*nb total. */
ldhpanel = m;
lhwork = max( n*nb, 2*nb*nb );
lwork = max( lhwork + ldhpanel*nb, 2*n*nb );
if ( MAGMA_SUCCESS != magma_dmalloc_pinned( &hwork, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
goto CLEANUP;
}
hpanel = hwork + lhwork;
/* Set the number of local n for each GPU */
for( dev=0; dev < num_gpus; dev++ ) {
n_local[dev] = ((n/nb)/num_gpus)*nb;
if (dev < (n/nb) % num_gpus)
n_local[dev] += nb;
else if (dev == (n/nb) % num_gpus)
n_local[dev] += n % nb;
}
for( dev=0; dev < num_gpus; dev++ ) {
magma_setdevice( dev );
magma_queue_create( &stream[dev][0] );
magma_queue_create( &stream[dev][1] );
magma_event_create( &panel_event[dev] );
}
if ( nb < min_mn ) {
/* Use blocked code initially */
// Note: as written, ib cannot be < nb.
for( i = 0; i < min_mn-nb; i += nb ) {
/* Set the GPU number that holds the current panel */
panel_dev = (i/nb) % num_gpus;
/* Set the local index where the current panel is (j == i) */
i_local = i/(nb*num_gpus)*nb;
ib = min(min_mn-i, nb);
rows = m-i;
/* Send current panel to the CPU, after panel_event indicates it has been updated */
magma_setdevice( panel_dev );
magma_queue_wait_event( stream[panel_dev][1], panel_event[panel_dev] );
magma_dgetmatrix_async( rows, ib,
dlA(panel_dev, i, i_local), ldda,
hpanel(i), ldhpanel, stream[panel_dev][1] );
magma_queue_sync( stream[panel_dev][1] );
// Factor panel
lapackf77_dgeqrf( &rows, &ib, hpanel(i), &ldhpanel, tau+i,
hwork, &lhwork, info );
if ( *info != 0 ) {
fprintf( stderr, "error %d\n", (int) *info );
}
// Form the triangular factor of the block reflector
// H = H(i) H(i+1) . . . H(i+ib-1)
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
hpanel(i), &ldhpanel, tau+i, hwork, &ib );
dpanel_to_q( MagmaUpper, ib, hpanel(i), ldhpanel, hwork + ib*ib );
// Send the current panel back to the GPUs
for( dev=0; dev < num_gpus; dev++ ) {
magma_setdevice( dev );
if (dev == panel_dev)
dpanel[dev] = dlA(dev, i, i_local);
else
dpanel[dev] = dwork[dev] + dpanel_offset;
magma_dsetmatrix_async( rows, ib,
hpanel(i), ldhpanel,
dpanel[dev], ldda, stream[dev][0] );
}
for( dev=0; dev < num_gpus; dev++ ) {
magma_setdevice( dev );
magma_queue_sync( stream[dev][0] );
}
// TODO: if dpanel_to_q copied whole block, wouldn't need to restore
// -- just send the copy to the GPUs.
// TODO: also, could zero out the lower triangle and use Azzam's larfb w/ gemm.
/* Restore the panel */
dq_to_panel( MagmaUpper, ib, hpanel(i), ldhpanel, hwork + ib*ib );
if (i + ib < n) {
/* Send the T matrix to the GPU. */
for( dev=0; dev < num_gpus; dev++ ) {
magma_setdevice( dev );
magma_dsetmatrix_async( ib, ib,
hwork, ib,
dwork[dev], lddwork, stream[dev][0] );
}
la_dev = (panel_dev+1) % num_gpus;
for( dev=0; dev < num_gpus; dev++ ) {
magma_setdevice( dev );
magmablasSetKernelStream( stream[dev][0] );
if (dev == la_dev && i+nb < min_mn-nb) {
// If not last panel,
// for look-ahead panel, apply H' to A(i:m,i+ib:i+2*ib)
i_nb_local = (i+nb)/(nb*num_gpus)*nb;
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dpanel[dev], ldda, // V
dwork[dev], lddwork, // T
dlA(dev, i, i_nb_local), ldda, // C
dwork[dev]+ib, lddwork ); // work
magma_event_record( panel_event[dev], stream[dev][0] );
// for trailing matrix, apply H' to A(i:m,i+2*ib:n)
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, n_local[dev]-(i_nb_local+ib), ib,
dpanel[dev], ldda, // V
dwork[dev], lddwork, // T
dlA(dev, i, i_nb_local+ib), ldda, // C
dwork[dev]+ib, lddwork ); // work
}
else {
// for trailing matrix, apply H' to A(i:m,i+ib:n)
i_nb_local = i_local;
if (dev <= panel_dev) {
i_nb_local += ib;
}
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, n_local[dev]-i_nb_local, ib,
dpanel[dev], ldda, // V
dwork[dev], lddwork, // T
dlA(dev, i, i_nb_local), ldda, // C
dwork[dev]+ib, lddwork ); // work
}
}
// Restore top of panel (after larfb is done)
magma_setdevice( panel_dev );
magma_dsetmatrix_async( ib, ib,
hpanel(i), ldhpanel,
dlA(panel_dev, i, i_local), ldda, stream[panel_dev][0] );
}
}
}
else {
i = 0;
}
/* Use unblocked code to factor the last or only block row. */
if (i < min_mn) {
rows = m-i;
for( j=i; j < n; j += nb ) {
panel_dev = (j/nb) % num_gpus;
i_local = j/(nb*num_gpus)*nb;
ib = min( n-j, nb );
magma_setdevice( panel_dev );
magma_dgetmatrix( rows, ib,
dlA(panel_dev, i, i_local), ldda,
hwork + (j-i)*rows, rows );
}
// needs lwork >= 2*n*nb:
// needs (m-i)*(n-i) for last block row, bounded by nb*n.
// needs (n-i)*nb for dgeqrf work, bounded by n*nb.
ib = n-i; // total columns in block row
lhwork = lwork - ib*rows;
lapackf77_dgeqrf( &rows, &ib, hwork, &rows, tau+i, hwork + ib*rows, &lhwork, info );
if ( *info != 0 ) {
fprintf( stderr, "error %d\n", (int) *info );
}
for( j=i; j < n; j += nb ) {
panel_dev = (j/nb) % num_gpus;
i_local = j/(nb*num_gpus)*nb;
ib = min( n-j, nb );
magma_setdevice( panel_dev );
magma_dsetmatrix( rows, ib,
hwork + (j-i)*rows, rows,
dlA(panel_dev, i, i_local), ldda );
}
}
CLEANUP:
// free(NULL) does nothing.
for( dev=0; dev < num_gpus; dev++ ) {
magma_setdevice( dev );
magma_queue_destroy( stream[dev][0] );
magma_queue_destroy( stream[dev][1] );
magma_event_destroy( panel_event[dev] );
magma_free( dwork[dev] );
}
magma_free_pinned( hwork );
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
return *info;
} /* magma_dgeqrf2_mgpu */
extern "C" magma_int_t
magma_dgeqrf_ooc(magma_int_t m, magma_int_t n,
double *a, magma_int_t lda, double *tau,
double *work, magma_int_t lwork,
magma_int_t *info )
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEQRF_OOC computes a QR factorization of a DOUBLE_PRECISION M-by-N matrix A:
A = Q * R. This version does not require work space on the GPU
passed as input. GPU memory is allocated in the routine.
This is an out-of-core (ooc) version that is similar to magma_dgeqrf but
the difference is that this version can use a GPU even if the matrix
does not fit into the GPU memory at once.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU (output) DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
Higher performance is achieved if WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= N*NB,
where NB can be obtained through magma_get_dgeqrf_nb(M).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define a_ref(a_1,a_2) ( a+(a_2)*(lda) + (a_1))
#define da_ref(a_1,a_2) (da+(a_2)*ldda + (a_1))
double *da, *dwork;
double c_one = MAGMA_D_ONE;
int k, lddwork, ldda;
*info = 0;
int nb = magma_get_dgeqrf_nb(min(m, n));
int lwkopt = n * nb;
work[0] = MAGMA_D_MAKE( (double)lwkopt, 0 );
int lquery = (lwork == -1);
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
} else if (lwork < max(1,n) && ! lquery) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Check how much memory do we have */
size_t freeMem, totalMem;
cudaMemGetInfo( &freeMem, &totalMem );
freeMem /= sizeof(double);
magma_int_t IB, NB = (magma_int_t)(0.8*freeMem/m);
NB = (NB / nb) * nb;
if (NB >= n)
return magma_dgeqrf(m, n, a, lda, tau, work, lwork, info);
k = min(m,n);
if (k == 0) {
work[0] = c_one;
return *info;
}
lddwork = ((NB+31)/32)*32+nb;
ldda = ((m+31)/32)*32;
if (MAGMA_SUCCESS != magma_dmalloc( &da, (NB + nb)*ldda + nb*lddwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
// magmablasSetKernelStream(stream[1]);
double *ptr = da + ldda * NB;
dwork = da + ldda*(NB + nb);
/* start the main loop over the blocks that fit in the GPU memory */
for(int i=0; i<n; i+=NB) {
IB = min(n-i, NB);
//printf("Processing %5d columns -- %5d to %5d ... \n", IB, i, i+IB);
/* 1. Copy the next part of the matrix to the GPU */
magma_dsetmatrix_async( (m), IB,
a_ref(0,i), lda,
da_ref(0,0), ldda, stream[0] );
magma_queue_sync( stream[0] );
/* 2. Update it with the previous transformations */
for(int j=0; j<min(i,k); j+=nb) {
magma_int_t ib = min(k-j, nb);
/* Get a panel in ptr. */
// 1. Form the triangular factor of the block reflector
// 2. Send it to the GPU.
// 3. Put 0s in the upper triangular part of V.
// 4. Send V to the GPU in ptr.
// 5. Update the matrix.
// 6. Restore the upper part of V.
magma_int_t rows = m-j;
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib, a_ref(j,j), &lda, tau+j, work, &ib);
magma_dsetmatrix_async( ib, ib,
work, ib,
dwork, lddwork, stream[1] );
dpanel_to_q(MagmaUpper, ib, a_ref(j,j), lda, work+ib*ib);
magma_dsetmatrix_async( rows, ib,
a_ref(j,j), lda,
ptr, rows, stream[1] );
magma_queue_sync( stream[1] );
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, IB, ib,
ptr, rows, dwork, lddwork,
da_ref(j, 0), ldda, dwork+ib, lddwork);
dq_to_panel(MagmaUpper, ib, a_ref(j,j), lda, work+ib*ib);
}
/* 3. Do a QR on the current part */
if (i<k)
magma_dgeqrf2_gpu(m-i, IB, da_ref(i,0), ldda, tau+i, info);
/* 4. Copy the current part back to the CPU */
magma_dgetmatrix_async( (m), IB,
da_ref(0,0), ldda,
a_ref(0,i), lda, stream[0] );
}
magma_queue_sync( stream[0] );
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free( da );
return *info;
} /* magma_dgeqrf_ooc */
/**
Purpose
-------
DGEQRF computes a QR factorization of a DOUBLE_PRECISION M-by-N matrix A:
A = Q * R. This version does not require work space on the GPU
passed as input. GPU memory is allocated in the routine.
If the current stream is NULL, this version replaces it with user defined
stream to overlap computation with communication.
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,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
\n
Higher performance is achieved if A is in pinned memory, e.g.
allocated using magma_malloc_pinned.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[out]
tau DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
\n
Higher performance is achieved if WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= max( N*NB, 2*NB*NB ),
where NB can be obtained through magma_get_dgeqrf_nb(M).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_dgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_dgeqrf(magma_int_t m, magma_int_t n,
double *A, magma_int_t lda, double *tau,
double *work, magma_int_t lwork,
magma_int_t *info )
{
#define A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)
double *dA, *dwork, *dT;
double c_one = MAGMA_D_ONE;
magma_int_t i, k, lddwork, old_i, old_ib;
magma_int_t ib, ldda;
/* Function Body */
*info = 0;
magma_int_t nb = magma_get_dgeqrf_nb(min(m, n));
// need 2*nb*nb to store T and upper triangle of V simultaneously
magma_int_t lwkopt = max(n*nb, 2*nb*nb);
work[0] = MAGMA_D_MAKE( (double)lwkopt, 0 );
int lquery = (lwork == -1);
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
} else if (lwork < max(1, lwkopt) && ! lquery) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
work[0] = c_one;
return *info;
}
// largest N for larfb is n-nb (trailing matrix lacks 1st panel)
lddwork = ((n+31)/32)*32 - nb;
ldda = ((m+31)/32)*32;
magma_int_t num_gpus = magma_num_gpus();
if ( num_gpus > 1 ) {
/* call multiple-GPU interface */
return magma_dgeqrf4(num_gpus, m, n, A, lda, tau, work, lwork, info);
}
// allocate space for dA, dwork, and dT
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda + nb*lddwork + nb*nb )) {
/* Switch to the "out-of-core" (out of GPU-memory) version */
return magma_dgeqrf_ooc(m, n, A, lda, tau, work, lwork, info);
}
/* Define user stream if current stream is NULL */
magma_queue_t stream[2], current_stream;
magmablasGetKernelStream(¤t_stream);
magma_queue_create( &stream[0] );
if (current_stream == NULL) {
magma_queue_create( &stream[1] );
magmablasSetKernelStream(stream[1]);
}
else {
stream[1] = current_stream;
}
dwork = dA + n*ldda;
dT = dA + n*ldda + nb*lddwork;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially.
Asynchronously send the matrix to the GPU except the first panel. */
magma_dsetmatrix_async( m, n-nb,
A(0,nb), lda,
dA(0,nb), ldda, stream[0] );
old_i = 0;
old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
if (i > 0) {
/* download i-th panel */
magma_queue_sync( stream[1] );
magma_dgetmatrix_async( m-i, ib,
dA(i,i), ldda,
A(i,i), lda, stream[0] );
/* Apply H' to A(i:m,i+2*ib:n) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
m-old_i, n-old_i-2*old_ib, old_ib,
dA(old_i, old_i), ldda, dT, nb,
dA(old_i, old_i+2*old_ib), ldda, dwork, lddwork);
magma_dgetmatrix_async( i, ib,
dA(0,i), ldda,
A(0,i), lda, stream[1] );
magma_queue_sync( stream[0] );
}
magma_int_t rows = m-i;
lapackf77_dgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib, A(i,i), &lda, tau+i, work, &ib);
dpanel_to_q(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
/* download the i-th V matrix */
magma_dsetmatrix_async( rows, ib, A(i,i), lda, dA(i,i), ldda, stream[0] );
/* download the T matrix */
magma_queue_sync( stream[1] );
magma_dsetmatrix_async( ib, ib, work, ib, dT, nb, stream[0] );
magma_queue_sync( stream[0] );
if (i + ib < n) {
if (i+ib < k-nb) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left (look-ahead) */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dT, nb,
dA(i, i+ib), ldda, dwork, lddwork);
dq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
}
else {
/* After last panel, update whole trailing matrix. */
/* Apply H' to A(i:m,i+ib:n) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, n-i-ib, ib,
dA(i, i ), ldda, dT, nb,
dA(i, i+ib), ldda, dwork, lddwork);
dq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
if (i != 0) {
magma_dgetmatrix_async( m, ib, dA(0,i), ldda, A(0,i), lda, stream[1] );
magma_queue_sync( stream[1] );
}
magma_int_t rows = m-i;
lapackf77_dgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
}
magma_queue_destroy( stream[0] );
if (current_stream == NULL) {
magma_queue_destroy( stream[1] );
magmablasSetKernelStream(NULL);
}
magma_free( dA );
return *info;
} /* magma_dgeqrf */
