/**
Purpose
-------
DSYGST reduces a real symmetric-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U^H or L^H*A*L.
B must have been previously factorized as U^H*U or L*L^H by DPOTRF.
Arguments
---------
@param[in]
itype INTEGER
= 1: compute inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H);
= 2 or 3: compute U*A*U^H or L^H*A*L.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored and B is factored as U^H*U;
- = MagmaLower: Lower triangle of A is stored and B is factored as L*L^H.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by DPOTRF.
B is modified by the routine but restored on exit (in lapack dsygst/dsygs2).
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_dsyev_comp
********************************************************************/
extern "C" magma_int_t
magma_dsygst(
magma_int_t itype, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
magma_int_t *info)
{
#define A(i_, j_) (A + (i_) + (j_)*lda)
#define B(i_, j_) (B + (i_) + (j_)*ldb)
#define dA(i_, j_) (dwork + (i_) + (j_)*ldda )
#define dB(i_, j_) (dwork + (i_) + (j_)*lddb + n*ldda)
/* Constants */
const double c_one = MAGMA_D_ONE;
const double c_neg_one = MAGMA_D_NEG_ONE;
const double c_half = MAGMA_D_HALF;
const double c_neg_half = MAGMA_D_NEG_HALF;
const double d_one = 1.0;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t k, kb, kb2, nb;
magma_int_t ldda = n;
magma_int_t lddb = n;
magmaDouble_ptr dwork;
bool upper = (uplo == MagmaUpper);
/* Test the input parameters. */
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! upper && uplo != MagmaLower) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (ldb < max(1,n)) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*n*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
nb = magma_get_dsygst_nb( n );
magma_queue_t queues[2];
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queues[0] );
magma_queue_create( cdev, &queues[1] );
magma_dsetmatrix( n, n, A(0, 0), lda, dA(0, 0), ldda, queues[1] );
magma_dsetmatrix( n, n, B(0, 0), ldb, dB(0, 0), lddb, queues[1] );
/* Use hybrid blocked code */
if (itype == 1) {
if (upper) {
/* Compute inv(U^H)*A*inv(U) */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
kb2 = min( n-k-nb, nb );
/* Update the upper triangle of A(k:n,k:n) */
lapackf77_dsygst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info );
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[0] );
if (k+kb < n) {
magma_dtrsm( MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k,k), lddb,
dA(k,k+kb), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish set dA(k,k)
magma_dsymm( MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k,k+kb), ldda, queues[1] );
magma_dsyr2k( MagmaUpper, MagmaConjTrans,
n-k-kb, kb,
c_neg_one, dA(k,k+kb), ldda,
dB(k,k+kb), lddb,
d_one, dA(k+kb,k+kb), ldda, queues[1] );
// Start copying next A block
magma_queue_sync( queues[1] );
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(k+kb, k+kb), lda, queues[0] );
magma_dsymm( MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k,k+kb), ldda, queues[1] );
magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k,k+kb), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish get A(k+kb,k+kb)
}
}
}
else {
/* Compute inv(L)*A*inv(L^H) */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
kb2 = min( n-k-nb, nb );
/* Update the lower triangle of A(k:n,k:n) */
lapackf77_dsygst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info );
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[0] );
if (k+kb < n) {
magma_dtrsm( MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k,k), lddb,
dA(k+kb,k), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish set dA(k,k)
magma_dsymm( MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda, queues[1] );
magma_dsyr2k( MagmaLower, MagmaNoTrans,
n-k-kb, kb,
c_neg_one, dA(k+kb,k), ldda,
dB(k+kb,k), lddb,
d_one, dA(k+kb,k+kb), ldda, queues[1] );
// Start copying next A block
magma_queue_sync( queues[1] );
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(k+kb, k+kb), lda, queues[0] );
magma_dsymm( MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda, queues[1] );
magma_dtrsm( MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k+kb,k), ldda, queues[1] );
magma_queue_sync( queues[0] ); // finish get A(k+kb,k+kb)
}
}
}
}
else { // itype == 2 or 3
if (upper) {
/* Compute U*A*U^H */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(k, k), lda, queues[0] );
/* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm( MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
k, kb,
c_one, dB(0,0), lddb,
dA(0,k), ldda, queues[1] );
magma_dsymm( MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0,k), ldda, queues[1] );
magma_dsyr2k( MagmaUpper, MagmaNoTrans,
k, kb,
c_one, dA(0,k), ldda,
dB(0,k), lddb,
d_one, dA(0,0), ldda, queues[1] );
magma_dsymm( MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0,k), ldda, queues[1] );
magma_dtrmm( MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
k, kb,
c_one, dB(k,k), lddb,
dA(0,k), ldda, queues[1] );
}
magma_queue_sync( queues[0] ); // finish get A(k,k)
lapackf77_dsygst( &itype, uplo_, &kb, A(k, k), &lda, B(k, k), &ldb, info );
// this could be done on a 3rd queue
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[1] );
}
}
else {
/* Compute L^H*A*L */
for (k = 0; k < n; k += nb) {
kb = min( n-k, nb );
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(k, k), lda, queues[0] );
/* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm( MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
kb, k,
c_one, dB(0,0), lddb,
dA(k,0), ldda, queues[1] );
magma_dsymm( MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda, queues[1] );
magma_dsyr2k( MagmaLower, MagmaConjTrans,
k, kb,
c_one, dA(k,0), ldda,
dB(k,0), lddb,
d_one, dA(0,0), ldda, queues[1] );
magma_dsymm( MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda, queues[1] );
magma_dtrmm( MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
kb, k,
c_one, dB(k,k), lddb,
dA(k,0), ldda, queues[1] );
}
magma_queue_sync( queues[0] ); // finish get A(k,k)
lapackf77_dsygst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info );
// this could be done on a 3rd queue
magma_dsetmatrix_async( kb, kb,
A(k, k), lda,
dA(k, k), ldda, queues[1] );
}
}
}
magma_queue_sync( queues[0] ); // finish set dA(k,k) for itype 1
magma_dgetmatrix( n, n, dA(0, 0), ldda, A(0, 0), lda, queues[1] );
magma_queue_destroy( queues[0] );
magma_queue_destroy( queues[1] );
magma_free( dwork );
return *info;
} /* magma_dsygst_gpu */
/**
Purpose
-------
DSYGST_GPU reduces a real symmetric-definite generalized
eigenproblem to standard form.
If ITYPE = 1, the problem is A*x = lambda*B*x,
and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
B must have been previously factorized as U**H*U or L*L**H by DPOTRF.
Arguments
---------
@param[in]
itype INTEGER
= 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
= 2 or 3: compute U*A*U**H or L**H*A*L.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored and B is factored as
U**H*U;
- = MagmaLower: Lower triangle of A is stored and B is factored as
L*L**H.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
dA DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the transformed matrix, stored in the
same format as A.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
dB DOUBLE_PRECISION array, dimension (LDB,N)
The triangular factor from the Cholesky factorization of B,
as returned by DPOTRF.
@param[in]
lddb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_dsyev_comp
********************************************************************/
extern "C" magma_int_t
magma_dsygst_gpu(magma_int_t itype, magma_uplo_t uplo, magma_int_t n,
double *dA, magma_int_t ldda,
double *dB, magma_int_t lddb, magma_int_t *info)
{
#define A(i, j) (w + (j)*lda + (i))
#define B(i, j) (w + nb*lda + (j)*ldb + (i))
#define dA(i, j) (dA + (j)*ldda + (i))
#define dB(i, j) (dB + (j)*lddb + (i))
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t nb;
magma_int_t k, kb, kb2;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double c_half = MAGMA_D_HALF;
double c_neg_half = MAGMA_D_NEG_HALF;
double *w;
magma_int_t lda;
magma_int_t ldb;
double d_one = 1.0;
int upper = (uplo == MagmaUpper);
/* Test the input parameters. */
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! upper && uplo != MagmaLower) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
} else if (lddb < max(1,n)) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
nb = magma_get_dsygst_nb(n);
lda = nb;
ldb = nb;
if (MAGMA_SUCCESS != magma_dmalloc_pinned( &w, 2*nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t stream[3];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
magma_queue_create( &stream[2] );
/* Use hybrid blocked code */
if (itype == 1) {
if (upper) {
kb = min(n,nb);
/* Compute inv(U')*A*inv(U) */
magma_dgetmatrix_async( kb, kb,
dB(0, 0), lddb,
B(0, 0), nb, stream[2] );
magma_dgetmatrix_async( kb, kb,
dA(0, 0), ldda,
A(0, 0), nb, stream[1] );
for (k = 0; k < n; k += nb) {
kb = min(n-k,nb);
kb2= min(n-k-nb,nb);
/* Update the upper triangle of A(k:n,k:n) */
magma_queue_sync( stream[2] );
magma_queue_sync( stream[1] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0,0), &lda, B(0,0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[0] );
if (k+kb < n) {
// Start copying the new B block
magma_dgetmatrix_async( kb2, kb2,
dB(k+kb, k+kb), lddb,
B(0, 0), nb, stream[2] );
magma_dtrsm(MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k,k), lddb,
dA(k,k+kb), ldda);
magma_queue_sync( stream[0] );
magma_dsymm(MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k, k+kb), ldda);
magma_dsyr2k(MagmaUpper, MagmaConjTrans,
n-k-kb, kb,
c_neg_one, dA(k,k+kb), ldda,
dB(k,k+kb), lddb,
d_one, dA(k+kb,k+kb), ldda);
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(0, 0), lda, stream[1] );
magma_dsymm(MagmaLeft, MagmaUpper,
kb, n-k-kb,
c_neg_half, dA(k,k), ldda,
dB(k,k+kb), lddb,
c_one, dA(k, k+kb), ldda);
magma_dtrsm(MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
kb, n-k-kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k,k+kb), ldda);
}
}
magma_queue_sync( stream[0] );
}
else {
kb = min(n,nb);
/* Compute inv(L)*A*inv(L') */
magma_dgetmatrix_async( kb, kb,
dB(0, 0), lddb,
B(0, 0), nb, stream[2] );
magma_dgetmatrix_async( kb, kb,
dA(0, 0), ldda,
A(0, 0), nb, stream[1] );
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
kb2= min(n-k-nb,nb);
/* Update the lower triangle of A(k:n,k:n) */
magma_queue_sync( stream[2] );
magma_queue_sync( stream[1] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[0] );
if (k+kb < n) {
// Start copying the new B block
magma_dgetmatrix_async( kb2, kb2,
dB(k+kb, k+kb), lddb,
B(0, 0), nb, stream[2] );
magma_dtrsm(MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k,k), lddb,
dA(k+kb,k), ldda);
magma_queue_sync( stream[0] );
magma_dsymm(MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda);
magma_dsyr2k(MagmaLower, MagmaNoTrans,
n-k-kb, kb,
c_neg_one, dA(k+kb,k), ldda,
dB(k+kb,k), lddb,
d_one, dA(k+kb,k+kb), ldda);
magma_dgetmatrix_async( kb2, kb2,
dA(k+kb, k+kb), ldda,
A(0, 0), lda, stream[1] );
magma_dsymm(MagmaRight, MagmaLower,
n-k-kb, kb,
c_neg_half, dA(k,k), ldda,
dB(k+kb,k), lddb,
c_one, dA(k+kb, k), ldda);
magma_dtrsm(MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
n-k-kb, kb,
c_one, dB(k+kb,k+kb), lddb,
dA(k+kb,k), ldda);
}
}
}
magma_queue_sync( stream[0] );
}
else {
if (upper) {
/* Compute U*A*U' */
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
magma_dgetmatrix_async( kb, kb,
dB(k, k), lddb,
B(0, 0), nb, stream[2] );
/* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
k, kb,
c_one, dB(0,0), lddb,
dA(0,k), ldda);
magma_dsymm(MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0, k), ldda);
magma_queue_sync( stream[1] );
}
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(0, 0), lda, stream[0] );
if (k > 0) {
magma_dsyr2k(MagmaUpper, MagmaNoTrans,
k, kb,
c_one, dA(0,k), ldda,
dB(0,k), lddb,
d_one, dA(0,0), ldda);
magma_dsymm(MagmaRight, MagmaUpper,
k, kb,
c_half, dA(k,k), ldda,
dB(0,k), lddb,
c_one, dA(0, k), ldda);
magma_dtrmm(MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
k, kb,
c_one, dB(k,k), lddb,
dA(0,k), ldda);
}
magma_queue_sync( stream[2] );
magma_queue_sync( stream[0] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[1] );
}
magma_queue_sync( stream[1] );
}
else {
/* Compute L'*A*L */
for (k = 0; k < n; k += nb) {
kb= min(n-k,nb);
magma_dgetmatrix_async( kb, kb,
dB(k, k), lddb,
B(0, 0), nb, stream[2] );
/* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
if (k > 0) {
magma_dtrmm(MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
kb, k,
c_one, dB(0,0), lddb,
dA(k,0), ldda);
magma_dsymm(MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda);
magma_queue_sync( stream[1] );
}
magma_dgetmatrix_async( kb, kb,
dA(k, k), ldda,
A(0, 0), lda, stream[0] );
if (k > 0) {
magma_dsyr2k(MagmaLower, MagmaConjTrans,
k, kb,
c_one, dA(k,0), ldda,
dB(k,0), lddb,
d_one, dA(0,0), ldda);
magma_dsymm(MagmaLeft, MagmaLower,
kb, k,
c_half, dA(k,k), ldda,
dB(k,0), lddb,
c_one, dA(k, 0), ldda);
magma_dtrmm(MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
kb, k,
c_one, dB(k,k), lddb,
dA(k,0), ldda);
}
magma_queue_sync( stream[2] );
magma_queue_sync( stream[0] );
lapackf77_dsygst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info);
magma_dsetmatrix_async( kb, kb,
A(0, 0), lda,
dA(k, k), ldda, stream[1] );
}
magma_queue_sync( stream[1] );
}
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_queue_destroy( stream[2] );
magma_free_pinned( w );
return *info;
} /* magma_dsygst_gpu */
