magma_int_t magma_dbulge_get_lq2(magma_int_t n, magma_int_t threads)
{
magma_int_t nb = magma_get_dbulge_nb(n, threads);
magma_int_t Vblksiz = magma_dbulge_get_Vblksiz(n, nb, threads);
magma_int_t ldv = nb + Vblksiz;
magma_int_t ldt = Vblksiz;
return magma_bulge_get_blkcnt(n, nb, Vblksiz) * Vblksiz * (ldt + ldv + 1);
}
/**
Purpose
-------
DSYGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be Hermitian and B is also positive definite.
It uses a two-stage algorithm for the tridiagonalization.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**H*B*Z = I;
if ITYPE = 3, Z**H*inv(B)*Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**H*U or B = L*L**H.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 1 + 6*N + 2*N**2.
where LQ2 is the size needed to store the Q2 matrix
and is returned by magma_bulge_get_lq2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: ZPOTRF or ZHEEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if ZHEEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvdx_2stage_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda, double *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w, double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
/* determine the number of threads */
magma_int_t parallel_threads = magma_get_parallel_numthreads();
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_dbulge_nb(n, parallel_threads);
magma_int_t lq2 = magma_dbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 1 + 6*n + 2*n*n;
liwmin = 3 + 5*n;
} else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
*m = n;
return *info;
}
/* Form A Cholesky factorization of B. */
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_m = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time dsygst_m = %6.2f\n", time );
timer_start( time );
magma_dsyevdx_2stage_m(nrgpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevdx_2stage_m = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, d_one, B, ldb, A, lda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
//magma_dtrmm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, d_one, B, ldb, A, lda);
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
double *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
magma_dsetmatrix( n, n, A, lda, dA, ldda );
magma_dtrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
magma_dgetmatrix( n, n, dA, ldda, A, lda ); }
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_dsygvdx_2stage_m */
void magmaf_get_dbulge_nb(
magma_int_t *m, magma_int_t *nbthreads )
{
magma_get_dbulge_nb(
*m, *nbthreads );
}
