/**
Purpose
-------
ZHEEVDX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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 COMPLEX_16 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.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= 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 required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\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]
rwork (workspace) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0.);
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_Z_ONE;
}
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_zheevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_zhetrd(uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time zhetrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1) ], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time zunmtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx */
/**
Purpose
-------
ZHETRD reduces a complex Hermitian matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**H * A * Q = T.
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 COMPLEX_16 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, 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 diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= MagmaLower, the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, 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]
d COMPLEX_16 array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
@param[out]
e COMPLEX_16 array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = MagmaUpper, E(i) = A(i+1,i) if UPLO = MagmaLower.
@param[out]
tau COMPLEX_16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
work (workspace) COMPLEX_16 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 >= N*NB, where NB is the
optimal blocksize given by magma_get_zhetrd_nb().
\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
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 complex scalar, and v is a complex 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 complex scalar, and v is a complex 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_zheev_comp
********************************************************************/
extern "C" magma_int_t
magma_zhetrd(
magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double *d, double *e, magmaDoubleComplex *tau,
magmaDoubleComplex *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)
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t ldda = roundup( n, 32 );
magma_int_t nb = magma_get_zhetrd_nb( n );
const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
const magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
const magmaDoubleComplex c_one = MAGMA_Z_ONE;
const double d_one = MAGMA_D_ONE;
magma_int_t kk, nx;
magma_int_t i, j, i_n;
magma_int_t iinfo;
magma_int_t ldw, lddw, lwkopt;
magma_int_t 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 < nb*n && ! lquery) {
*info = -9;
}
/* Determine the block size. */
ldw = n;
lddw = ldda;
lwkopt = n * nb;
if (*info == 0) {
work[0] = MAGMA_Z_MAKE( lwkopt, 0 );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
magmaDoubleComplex *dA;
#ifdef FAST_HEMV
magma_int_t ldwork2 = ldda*ceildiv(n,64);
#else
magma_int_t ldwork2 = 0;
#endif
if (MAGMA_SUCCESS != magma_zmalloc( &dA, ldda*n + 2*lddw*nb + ldwork2 )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magmaDoubleComplex *dwork = dA + ldda*n;
#ifdef FAST_HEMV
magmaDoubleComplex *dwork2 = dwork + 2*lddw*nb;
#endif
//if (n < 2048)
// nx = n;
//else
// nx = 512;
nx = min( 128, n ); // nx <= n is required
// clear out dwork in case it has NANs (used as y in zhemv)
// rest of dwork (used as work in magmablas_zhemv) doesn't need to be cleared
magmablas_zlaset( MagmaFull, n, nb, c_zero, c_zero, dwork, lddw );
if (upper) {
/* Copy the matrix to the GPU */
magma_zsetmatrix( n, n, A(0, 0), lda, dA(0, 0), ldda );
/* Reduce the upper triangle of A.
Columns 1:kk are handled by the unblocked method. */
kk = n - (n - nx + nb - 1) / nb * nb;
for (i = n - nb; i >= kk; i -= nb) {
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i != n-nb)
magma_zgetmatrix( i+nb, nb, dA(0, i), ldda, A(0, i), lda );
#ifdef FAST_HEMV
magma_zlatrd2( uplo, i+nb, nb, A(0, 0), lda, e, tau,
work, ldw, dA(0, 0), ldda, dwork, lddw,
dwork2, ldwork2 );
#else
magma_zlatrd( uplo, i+nb, nb, A(0, 0), lda, e, tau,
work, ldw, dA(0, 0), ldda, dwork, lddw );
#endif
/* Update the unreduced submatrix A(0:i-2,0:i-2), using an
update of the form: A := A - V*W' - W*V' */
magma_zsetmatrix( i + nb, nb, work, ldw, dwork, lddw );
magma_zher2k( uplo, MagmaNoTrans, i, nb, c_neg_one,
dA(0, i), ldda, dwork, lddw,
d_one, dA(0, 0), ldda );
/* Copy superdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
*A(j-1,j) = MAGMA_Z_MAKE( e[j - 1], 0 );
d[j] = MAGMA_Z_REAL( *A(j, j) );
}
}
magma_zgetmatrix( kk, kk, dA(0, 0), ldda, A(0, 0), lda );
/* Use CPU code to reduce the last or only block */
lapackf77_zhetrd( uplo_, &kk, A(0, 0), &lda, d, e, tau, work, &lwork, &iinfo );
}
else {
/* Copy the matrix to the GPU */
if (1 <= n-nx)
magma_zsetmatrix( n, n, A(0,0), lda, dA(0,0), ldda );
/* Reduce the lower triangle of A */
for (i = 0; i < n-nx; i += nb) {
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i != 0)
magma_zgetmatrix( n-i, nb, dA(i, i), ldda, A(i, i), lda );
#ifdef FAST_HEMV
magma_zlatrd2( uplo, n-i, nb, A(i, i), lda, &e[i], &tau[i],
work, ldw, dA(i, i), ldda, dwork, lddw,
dwork2, ldwork2 );
#else
magma_zlatrd( uplo, n-i, nb, A(i, i), lda, &e[i], &tau[i],
work, ldw, dA(i, i), ldda, dwork, lddw );
#endif
/* Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V' */
magma_zsetmatrix( n-i, nb, work, ldw, dwork, lddw );
magma_zher2k( MagmaLower, MagmaNoTrans, n-i-nb, nb, c_neg_one,
dA(i+nb, i), ldda, &dwork[nb], lddw,
d_one, dA(i+nb, i+nb), ldda );
/* Copy subdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
*A(j+1,j) = MAGMA_Z_MAKE( e[j], 0 );
d[j] = MAGMA_Z_REAL( *A(j, j) );
}
}
/* Use CPU code to reduce the last or only block */
if (1 <= n-nx)
magma_zgetmatrix( n-i, n-i, dA(i, i), ldda, A(i, i), lda );
i_n = n-i;
lapackf77_zhetrd( uplo_, &i_n, A(i, i), &lda, &d[i], &e[i],
&tau[i], work, &lwork, &iinfo );
}
magma_free( dA );
work[0] = MAGMA_Z_MAKE( lwkopt, 0 );
return *info;
} /* magma_zhetrd */
/**
Purpose
-------
ZHEGVD 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.
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]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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 COMPLEX_16 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 COMPLEX_16 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) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) 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 >= N + 1.
If JOBZ = MagmaVec and N > 1, LWORK >= 2*N*nb + N**2.
\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]
rwork (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -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(1) 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_zhegv_driver
********************************************************************/
extern "C" magma_int_t
magma_zhegvdx_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,
magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w, magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
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 );
magmaDoubleComplex c_one = MAGMA_Z_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;
magma_int_t lrwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -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_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = 2*n + n*n;
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (lrwork < lrwmin && ! lquery) {
*info = -19;
} else if (liwork < liwmin && ! lquery) {
*info = -21;
}
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_zhegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
*m = n;
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_zpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf("time zpotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_zhegst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time zhegst = %6.2f\n", time );
timer_start( time );
magma_zheevdx_m(nrgpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time zheevd = %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 = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ztrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_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 = MagmaConjTrans;
}
//magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
// n, n, c_one, db, lddb, da, ldda);
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zhegvd_m */
extern "C" magma_int_t
magma_zhetrd_gpu(char uplo, magma_int_t n,
magmaDoubleComplex *da, magma_int_t ldda,
double *d, double *e, magmaDoubleComplex *tau,
magmaDoubleComplex *wa, magma_int_t ldwa,
magmaDoubleComplex *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
=======
ZHETRD_GPU reduces a complex Hermitian matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**H * A * Q = T.
Arguments
=========
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
DA (device input/output) COMPLEX_16 array on the GPU, dimension (LDA,N)
On entry, the Hermitian matrix A. If UPLO = 'U', 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 = 'L', 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 = 'U', the diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= 'L', the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
LDDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
D (output) COMPLEX_16 array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E (output) COMPLEX_16 array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
TAU (output) COMPLEX_16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
WA (workspace/output) COMPLEX_16 array, dimension (LDA,N)
On exit the diagonal, the upper part (UPLO='U')
or the lower part (UPLO='L') are copies of DA
LDWA (input) INTEGER
The leading dimension of the array WA. LDWA >= max(1,N).
WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= N*NB, where NB is the
optimal blocksize given by magma_get_zhetrd_nb().
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
Further Details
===============
If UPLO = 'U', 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 complex scalar, and v is a complex 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 = 'L', 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 complex scalar, and v is a complex 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 = 'U': if UPLO = 'L':
( 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).
===================================================================== */
char uplo_[2] = {uplo, 0};
magma_int_t nb = magma_get_zhetrd_nb(n);
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
double d_one = MAGMA_D_ONE;
magma_int_t kk, nx;
magma_int_t i, j, i_n;
magma_int_t iinfo;
magma_int_t ldw, lddw, lwkopt;
magma_int_t lquery;
*info = 0;
int upper = lapackf77_lsame(uplo_, "U");
lquery = lwork == -1;
if (! upper && ! lapackf77_lsame(uplo_, "L")) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,n)) {
*info = -4;
} else if (ldwa < max(1,n)) {
*info = -9;
} else if (lwork < nb*n && ! lquery) {
*info = -11;
}
/* Determine the block size. */
ldw = lddw = n;
lwkopt = n * nb;
if (*info == 0) {
MAGMA_Z_SET2REAL( work[0], lwkopt );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
magmaDoubleComplex *dwork;
if (n < 2048)
nx = n;
else
nx = 512;
if (MAGMA_SUCCESS != magma_zmalloc( &dwork, (ldw*nb) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (upper) {
/* Reduce the upper triangle of A.
Columns 1:kk are handled by the unblocked method. */
kk = n - (n - nx + nb - 1) / nb * nb;
for (i = n - nb; i >= kk; i -= nb)
{
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel */
magma_zgetmatrix( i+nb, nb, dA(0, i), ldda, A(0, i), ldwa );
magma_zlatrd(uplo, i+nb, nb, A(0, 0), ldwa, e, tau,
work, ldw, dA(0, 0), ldda, dwork, lddw);
/* Update the unreduced submatrix A(0:i-2,0:i-2), using an
update of the form: A := A - V*W' - W*V' */
magma_zsetmatrix( i + nb, nb, work, ldw, dwork, lddw );
magma_zher2k(uplo, MagmaNoTrans, i, nb, c_neg_one,
dA(0, i), ldda, dwork,
lddw, d_one, dA(0, 0), ldda);
/* Copy superdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
MAGMA_Z_SET2REAL( *A(j-1, j), e[j - 1] );
d[j] = MAGMA_Z_REAL( *A(j, j) );
}
}
magma_zgetmatrix( kk, kk, dA(0, 0), ldda, A(0, 0), ldwa );
/* Use CPU code to reduce the last or only block */
lapackf77_zhetrd(uplo_, &kk, A(0, 0), &ldwa, d, e, tau, work, &lwork, &iinfo);
magma_zsetmatrix( kk, kk, A(0, 0), ldwa, dA(0, 0), ldda );
}
else
{
/* Reduce the lower triangle of A */
for (i = 0; i < n-nx; i += nb)
{
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel */
magma_zgetmatrix( n-i, nb, dA(i, i), ldda, A(i, i), ldwa );
magma_zlatrd(uplo, n-i, nb, A(i, i), ldwa, &e[i],
&tau[i], work, ldw,
dA(i, i), ldda,
dwork, lddw);
/* Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V' */
magma_zsetmatrix( n-i, nb, work, ldw, dwork, lddw );
magma_zher2k(MagmaLower, MagmaNoTrans, n-i-nb, nb, c_neg_one,
dA(i+nb, i), ldda,
&dwork[nb], lddw, d_one,
dA(i+nb, i+nb), ldda);
/* Copy subdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
MAGMA_Z_SET2REAL( *A(j+1, j), e[j] );
d[j] = MAGMA_Z_REAL( *A(j, j) );
}
}
/* Use unblocked code to reduce the last or only block */
magma_zgetmatrix( n-i, n-i, dA(i, i), ldda, A(i, i), ldwa );
i_n = n-i;
lapackf77_zhetrd(uplo_, &i_n, A(i, i), &ldwa, &d[i], &e[i],
&tau[i], work, &lwork, &iinfo);
magma_zsetmatrix( n-i, n-i, A(i, i), ldwa, dA(i, i), ldda );
}
magma_free( dwork );
MAGMA_Z_SET2REAL( work[0], lwkopt );
return *info;
} /* zhetrd_gpu */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zhegvdx
*/
int main( int argc, char** argv)
{
//#define USE_MGPU
#ifdef USE_MGPU
TESTING_CUDA_INIT_MGPU();
#else
TESTING_CUDA_INIT();
#endif
magma_int_t nrgpu =1;
cuDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
double *rwork, *w1, *w2;
magma_int_t *iwork;
double gpu_time, cpu_time;
magma_timestr_t start, end;
/* Matrix size */
magma_int_t N=0, n2;
magma_int_t size[4] = {1024,2048,4100,6001};
magma_int_t i, itype, info;
magma_int_t ione = 1, izero = 0;
magma_int_t five = 5;
cuDoubleComplex c_zero = MAGMA_Z_ZERO;
cuDoubleComplex c_one = MAGMA_Z_ONE;
cuDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double d_one = 1.;
double d_neg_one = -1.;
double d_ten = 10.;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t il,iu,m1,m2;
double vl,vu;
double fraction_ev = 0;
//const char *uplo = MagmaLowerStr;
char *uplo = (char*)MagmaLowerStr;
//char *uplo = (char*)MagmaUpperStr;
char *jobz = (char*)MagmaVectorsStr;
char range = 'A';
itype = 1;
magma_int_t checkres;
double result[2];
int flagN = 0;
if (argc != 1){
for(i = 1; i<argc; i++){
if (strcmp("-N", argv[i])==0){
N = atoi(argv[++i]);
if (N>0){
printf(" testing_zhegvdx -N %d\n\n", (int) N);
flagN=1;
}
else {
printf("\nUsage: \n");
printf(" testing_zhegvdx -N %d\n\n", (int) N);
exit(1);
}
}
if (strcmp("-ngpu", argv[i])==0){
nrgpu = atoi(argv[++i]);
if (nrgpu>0){
printf(" testing_zhegvdx -ngpu %d\n\n", (int) nrgpu);
}
else {
printf("\nUsage: \n");
printf(" testing_zhegvdx -ngpu %d\n\n", (int) nrgpu);
exit(1);
}
}
if (strcmp("-itype", argv[i])==0){
itype = atoi(argv[++i]);
if (itype>0 && itype <= 3){
printf(" testing_zhegvdx -itype %d\n\n", (int) itype);
}
else {
printf("\nUsage: \n");
printf(" testing_zhegvdx -itype %d\n\n", (int) itype);
exit(1);
}
}
if (strcmp("-FE", argv[i])==0){
fraction_ev = atof(argv[++i]);
if (fraction_ev > 0 && fraction_ev <= 1){
printf(" testing_zhegvdx -FE %f\n\n", fraction_ev);
}
else {
fraction_ev = 0;
}
}
if (strcmp("-L", argv[i])==0){
uplo = (char*)MagmaLowerStr;
printf(" testing_zhegvdx -L");
}
if (strcmp("-U", argv[i])==0){
uplo = (char*)MagmaUpperStr;
printf(" testing_zhegvdx -U");
}
}
} else {
printf("\nUsage: \n");
printf(" testing_zhegvdx -L/U -N %d -itype %d\n\n", 1024, 1);
}
if(!flagN)
N = size[3];
checkres = getenv("MAGMA_TESTINGS_CHECK") != NULL;
n2 = N * N;
/* Allocate host memory for the matrix */
TESTING_MALLOC( h_A, cuDoubleComplex, n2);
TESTING_MALLOC( h_B, cuDoubleComplex, n2);
TESTING_MALLOC( w1, double , N);
TESTING_MALLOC( w2, double , N);
TESTING_HOSTALLOC(h_R, cuDoubleComplex, n2);
TESTING_HOSTALLOC(h_S, cuDoubleComplex, n2);
magma_int_t nb = magma_get_zhetrd_nb(N);
magma_int_t lwork = magma_zbulge_get_lq2(N) + 2*N + N*N;
magma_int_t lrwork = 1 + 5*N +2*N*N;
magma_int_t liwork = 3 + 5*N;
TESTING_HOSTALLOC(h_work, cuDoubleComplex, lwork);
TESTING_HOSTALLOC( rwork, double, lrwork);
TESTING_MALLOC( iwork, magma_int_t, liwork);
printf(" N M GPU Time(s) \n");
printf("==========================\n");
for(i=0; i<4; i++){
if (!flagN){
N = size[i];
n2 = N*N;
}
if (fraction_ev == 0){
il = N / 10;
iu = N / 5+il;
}
else {
il = 1;
iu = (int)(fraction_ev*N);
if (iu < 1) iu = 1;
}
/* Initialize the matrix */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
//lapackf77_zlatms( &N, &N, "U", ISEED, "P", w1, &five, &d_ten,
// &d_one, &N, &N, uplo, h_B, &N, h_work, &info);
//lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_B, &N);
lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
/* increase the diagonal */
{
magma_int_t i, j;
for(i=0; i<N; i++) {
MAGMA_Z_SET2REAL( h_B[i*N+i], ( MAGMA_Z_REAL(h_B[i*N+i]) + 1.*N ) );
}
}
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
#ifdef USE_MGPU
magma_zhegvdx_2stage_m(nrgpu, itype, jobz[0], range, uplo[0],
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info);
#else
magma_zhegvdx_2stage(itype, jobz[0], range, uplo[0],
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info);
#endif
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
start = get_current_time();
#ifdef USE_MGPU
magma_zhegvdx_2stage_m(nrgpu, itype, jobz[0], range, uplo[0],
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info);
#else
magma_zhegvdx_2stage(itype, jobz[0], range, uplo[0],
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info);
#endif
end = get_current_time();
gpu_time = GetTimerValue(start,end)/1000.;
if ( checkres ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvdx routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | S(with V) - S(w/o V) | / | S |
=================================================================== */
double temp1, temp2;
cuDoubleComplex *tau;
result[0] = 1.;
result[0] /= lapackf77_zlanhe("1",uplo, &N, h_A, &N, rwork);
result[0] /= lapackf77_zlange("1",&N , &m1, h_R, &N, rwork);
if (itype == 1){
blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", uplo, &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N;
}
else if (itype == 2){
blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
}
else if (itype == 3){
blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i<m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
}
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_zhegvdx(itype, 'N', range, uplo[0],
N, h_R, N, h_S, N, vl, vu, il, iu, &m2, w2,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info);
temp1 = temp2 = 0;
for(int j=0; j<m2; j++){
temp1 = max(temp1, absv(w1[j]));
temp1 = max(temp1, absv(w2[j]));
temp2 = max(temp2, absv(w1[j]-w2[j]));
}
result[1] = temp2 / temp1;
}
/* =====================================================================
Print execution time
=================================================================== */
printf("%5d %5d %6.2f\n",
(int) N, (int) m1, gpu_time);
if ( checkres ){
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if(itype==1)
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %e\n", result[0]);
else if(itype==2)
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %e\n", result[0]);
else if(itype==3)
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %e\n", result[0]);
printf("(2) | D(w/ Z)-D(w/o Z)|/ |D| = %e\n\n", result[1]);
}
if (flagN)
break;
}
cudaSetDevice(0);
/* Memory clean up */
TESTING_FREE( h_A);
TESTING_FREE( h_B);
TESTING_FREE( w1);
TESTING_FREE( w2);
TESTING_HOSTFREE( rwork);
TESTING_FREE( iwork);
TESTING_HOSTFREE(h_work);
TESTING_HOSTFREE( h_R);
TESTING_HOSTFREE( h_S);
/* Shutdown */
#ifdef USE_MGPU
TESTING_CUDA_FINALIZE_MGPU();
#else
TESTING_CUDA_FINALIZE();
#endif
}
/**
Purpose
-------
ZHETRD reduces a complex Hermitian matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**H * A * Q = T.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
nqueue INTEGER
The number of GPU streams used for update. 10 >= nqueue > 0.
@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 COMPLEX_16 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, 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 diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= MagmaLower, the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, 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]
d COMPLEX_16 array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
@param[out]
e COMPLEX_16 array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = MagmaUpper, E(i) = A(i+1,i) if UPLO = MagmaLower.
@param[out]
tau COMPLEX_16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
work (workspace) COMPLEX_16 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 >= N*NB, where NB is the
optimal blocksize given by magma_get_zhetrd_nb().
\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
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 complex scalar, and v is a complex 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 complex scalar, and v is a complex 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_zheev_comp
********************************************************************/
extern "C" magma_int_t
magma_zhetrd_mgpu(
magma_int_t ngpu,
magma_int_t nqueue, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double *d, double *e, magmaDoubleComplex *tau,
magmaDoubleComplex *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i, j) (A + (j)*lda + (i))
#define dA(id, i, j) (dA[(id)] + (j)*ldda + (i))
#define dW(id, i, j) (dW[(id)] + (j)*ldda + (i))
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t nlocal, ldda;
magma_int_t nb = magma_get_zhetrd_nb(n), ib, ib2;
const magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
const magmaDoubleComplex c_one = MAGMA_Z_ONE;
const double d_one = MAGMA_D_ONE;
#ifdef PROFILE_SY2RK
double mv_time = 0.0;
double up_time = 0.0;
#endif
magma_int_t kk, nx;
magma_int_t i, ii, iii, j, dev, i_n;
magma_int_t iinfo;
magma_int_t ldwork, lddw, lwkopt, ldwork2, lhwork;
magma_int_t lquery;
// set pointers to NULL so it is safe to goto CLEANUP if any malloc fails.
magma_queue_t queues[MagmaMaxGPUs][10] = { { NULL, NULL } };
magma_queue_t queues0[MagmaMaxGPUs] = { NULL };
magmaDoubleComplex *hwork = NULL;
magmaDoubleComplex_ptr dwork2[MagmaMaxGPUs] = { NULL };
magmaDoubleComplex_ptr dA[MagmaMaxGPUs] = { NULL };
magmaDoubleComplex_ptr dW[MagmaMaxGPUs] = { NULL };
*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 < nb*n && ! lquery) {
*info = -9;
} else if ( nqueue > 2 ) {
*info = 2; // TODO fix
}
/* Determine the block size. */
ldwork = n;
lwkopt = n * nb;
if (*info == 0) {
work[0] = MAGMA_Z_MAKE( lwkopt, 0 );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
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 );
//#define PROFILE_SY2RK
#ifdef PROFILE_SY2RK
double times[11] = { 0 };
magma_event_t start, stop;
float etime;
magma_setdevice( 0 );
magma_event_create( &start );
magma_event_create( &stop );
#endif
ldda = roundup( lda, 32 );
lddw = ldda;
nlocal = nb*(1 + n/(nb*ngpu));
ldwork2 = ldda*( ((n - 1)/nb + 1) + 1); // i.e., ldda*(blocks + 1)
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
// TODO fix memory leak
if ( MAGMA_SUCCESS != magma_zmalloc( &dA[dev], nlocal*ldda + 3*lddw*nb ) ||
MAGMA_SUCCESS != magma_zmalloc( &dwork2[dev], ldwork2 ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
goto CLEANUP;
}
dW[dev] = dA[dev] + nlocal*ldda;
for( kk=0; kk < nqueue; kk++ ) {
magma_queue_create( &queues[dev][kk] );
}
queues0[dev] = queues[dev][0];
}
lhwork = nqueue*ngpu*n;
if ( MAGMA_SUCCESS != magma_zmalloc_pinned( &hwork, lhwork ) ) {
*info = MAGMA_ERR_HOST_ALLOC;
goto CLEANUP;
}
// crossover point: use CPU code for last nx columns
//if (n < 2048)
// nx = n;
//else
// nx = 512;
nx = min( 128, n ); // nx <= n is required
if (upper) {
/* Copy the matrix to the GPU */
if (1 <= n-nx) {
magma_zhtodhe( ngpu, uplo, n, nb, A, lda, dA, ldda, queues, &iinfo );
}
/* Reduce the upper triangle of A.
Columns 1:kk are handled by the unblocked method. */
for (i = nb*((n-1)/nb); i >= nx; i -= nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
/* wait for the next panel */
if (i != nb*((n-1)/nb)) {
magma_setdevice( dev );
magma_queue_sync( queues[dev][0] );
}
magma_zlatrd_mgpu( ngpu, uplo, i+ib, ib, nb,
A(0, 0), lda, e, tau,
work, ldwork,
dA, ldda, 0,
dW, i+ib,
hwork, lhwork,
dwork2, ldwork2,
queues0 );
magma_zher2k_mgpu( ngpu, MagmaUpper, MagmaNoTrans, nb, i, ib,
c_neg_one, dW, i+ib, 0,
d_one, dA, ldda, 0,
nqueue, queues);
/* get the next panel */
if (i-nb >= nx ) {
ib2 = min(nb, n-(i-nb));
ii = nb*((i-nb)/(nb*ngpu));
dev = ((i-nb)/nb)%ngpu;
magma_setdevice( dev );
magma_zgetmatrix_async( (i-nb)+ib2, ib2,
dA(dev, 0, ii), ldda,
A(0, i-nb), lda,
queues[dev][0] );
}
/* Copy superdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+ib; ++j) {
if ( j > 0 ) {
*A(j-1,j) = MAGMA_Z_MAKE( e[j - 1], 0 );
}
d[j] = MAGMA_Z_REAL( *A(j, j) );
}
} /* end of for i=... */
if ( nx > 0 ) {
if (1 <= n-nx) { /* else A is already on CPU */
for (i=0; i < nx; i += nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
magma_setdevice( dev );
magma_zgetmatrix_async( nx, ib,
dA(dev, 0, ii), ldda,
A(0, i), lda,
queues[dev][0] );
}
}
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
magma_queue_sync( queues[dev][0] );
}
/* Use CPU code to reduce the last or only block */
lapackf77_zhetrd( uplo_, &nx, A(0, 0), &lda, d, e, tau,
work, &lwork, &iinfo );
}
}
else {
trace_init( 1, ngpu, nqueue, (CUstream_st**)queues );
/* Copy the matrix to the GPU */
if (1 <= n-nx) {
magma_zhtodhe( ngpu, uplo, n, nb, A, lda, dA, ldda, queues, &iinfo );
}
/* Reduce the lower triangle of A */
for (i = 0; i < n-nx; i += nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
/* Reduce columns i:i+ib-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i != 0) {
magma_setdevice( dev );
trace_gpu_start( dev, 0, "comm", "get" );
magma_zgetmatrix_async( n-i, ib,
dA(dev, i, ii), ldda,
A(i,i), lda,
queues[dev][0] );
trace_gpu_end( dev, 0 );
magma_queue_sync( queues[dev][0] );
magma_setdevice( 0 );
}
magma_zlatrd_mgpu( ngpu, uplo, n-i, ib, nb,
A(i, i), lda, &e[i], &tau[i],
work, ldwork,
dA, ldda, i,
dW, n-i,
hwork, lhwork,
dwork2, ldwork2,
queues0 );
#ifdef PROFILE_SY2RK
magma_setdevice( 0 );
if ( i > 0 ) {
cudaEventElapsedTime( &etime, start, stop );
up_time += (etime/1000.0);
}
magma_event_record( start, 0 );
#endif
magma_zher2k_mgpu( ngpu, MagmaLower, MagmaNoTrans, nb, n-i-ib, ib,
c_neg_one, dW, n-i, ib,
d_one, dA, ldda, i+ib, nqueue, queues);
#ifdef PROFILE_SY2RK
magma_setdevice( 0 );
magma_event_record( stop, 0 );
#endif
/* Copy subdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+ib; ++j) {
if ( j+1 < n ) {
*A(j+1,j) = MAGMA_Z_MAKE( e[j], 0 );
}
d[j] = MAGMA_Z_REAL( *A(j, j) );
}
} /* for i=... */
/* Use CPU code to reduce the last or only block */
if ( i < n ) {
iii = i;
i_n = n-i;
if ( i > 0 ) {
for (; i < n; i += nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
magma_setdevice( dev );
magma_zgetmatrix_async( i_n, ib,
dA(dev, iii, ii), ldda,
A(iii, i), lda,
queues[dev][0] );
}
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
magma_queue_sync( queues[dev][0] );
}
}
lapackf77_zhetrd( uplo_, &i_n, A(iii, iii), &lda, &d[iii], &e[iii],
&tau[iii], work, &lwork, &iinfo );
}
}
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
for( kk=0; kk < nqueue; kk++ ) {
magma_queue_sync( queues[dev][kk] );
}
}
#ifdef PROFILE_SY2RK
magma_setdevice( 0 );
if ( n > nx ) {
cudaEventElapsedTime( &etime, start, stop );
up_time += (etime/1000.0);
}
magma_event_destroy( start );
magma_event_destroy( stop );
#endif
trace_finalize( "zhetrd.svg", "trace.css" );
#ifdef PROFILE_SY2RK
printf( " n=%d nb=%d\n", n, nb );
printf( " Time in ZLARFG: %.2e seconds\n", times[0] );
//printf( " Time in ZHEMV : %.2e seconds\n", mv_time );
printf( " Time in ZHER2K: %.2e seconds\n", up_time );
#endif
CLEANUP:
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
for( kk=0; kk < nqueue; kk++ ) {
magma_queue_destroy( queues[dev][kk] );
}
magma_free( dA[dev] );
magma_free( dwork2[dev] );
}
magma_free_pinned( hwork );
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
work[0] = MAGMA_Z_MAKE( lwkopt, 0 );
return *info;
} /* magma_zhetrd */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zhegvd
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
double *rwork, *w1, *w2;
double result[4] = {0};
magma_int_t *iwork;
magma_int_t N, n2, info, nb, lwork, liwork, lda, lrwork;
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double d_one = 1.;
double d_neg_one = -1.;
//double d_ten = 10.;
//magma_int_t izero = 0;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, uplo = %s\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo));
printf(" N CPU Time (sec) GPU Time(sec)\n");
printf("======================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = N*lda;
nb = magma_get_zhetrd_nb(N);
lwork = 2*N*nb + N*N;
lrwork = 1 + 5*N +2*N*N;
liwork = 3 + 5*N;
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( rwork, double, lrwork );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_S, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork );
/* Initialize the matrix */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
//lapackf77_zlatms( &N, &N, "U", ISEED, "P", w1, &five, &d_ten,
// &d_one, &N, &N, lapack_uplo_const(opts.uplo), h_B, &lda, h_work, &info);
//lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_B, &lda);
lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
magma_zmake_hpd( N, h_B, lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
/* warmup */
if ( opts.warmup ) {
magma_zhegvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_zhegvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvd routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | I - V V' B | / ( N ) (itype = 1,2)
| B - V V' | / ( |B| N ) (itype = 3)
(3) | S(with V) - S(w/o V) | / | S |
=================================================================== */
double temp1, temp2;
//magmaDoubleComplex *tau;
if ( opts.itype == 1 || opts.itype == 2 ) {
lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_S, &lda);
blasf77_zgemm("N", "C", &N, &N, &N, &c_one, h_R, &lda, h_R, &lda, &c_zero, h_work, &N);
blasf77_zhemm("R", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_work, &N, &c_one, h_S, &lda);
result[1] = lapackf77_zlange("1", &N, &N, h_S, &lda, rwork) / N;
}
else if ( opts.itype == 3 ) {
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda);
blasf77_zherk(lapack_uplo_const(opts.uplo), "N", &N, &N, &d_neg_one, h_R, &lda, &d_one, h_S, &lda);
result[1] = lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_S, &lda, rwork) / N
/ lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_B, &lda, rwork);
}
result[0] = 1.;
result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &lda, rwork);
result[0] /= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork);
if ( opts.itype == 1 ) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_R, &lda, &c_one, h_work, &N);
result[0] *= lapackf77_zlange("1", &N, &N, h_work, &lda, rwork)/N;
}
else if ( opts.itype == 2 ) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_R, &lda, &c_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N;
}
else if ( opts.itype == 3 ) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N;
}
/*
lapackf77_zhet21( &ione, lapack_uplo_const(opts.uplo), &N, &izero,
h_A, &lda,
w1, w1,
h_R, &lda,
h_R, &lda,
tau, h_work, rwork, &result[0] );
*/
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
magma_zhegvd( opts.itype, MagmaNoVec, opts.uplo,
N, h_R, lda, h_S, lda, w2,
h_work, lwork,
rwork, lrwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
temp1 = temp2 = 0;
for(int j=0; j<N; j++) {
temp1 = max(temp1, absv(w1[j]));
temp1 = max(temp1, absv(w2[j]));
temp2 = max(temp2, absv(w1[j]-w2[j]));
}
result[2] = temp2 / (((double)N)*temp1);
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_zhegvd( &opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
&N, h_A, &lda, h_B, &lda, w2,
h_work, &lwork,
rwork, &lrwork,
iwork, &liwork,
&info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_zhegvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
printf("%5d %7.2f %7.2f\n",
(int) N, cpu_time, gpu_time);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
/* =====================================================================
Print execution time
=================================================================== */
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if ( opts.itype==1 ) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==2 ) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==3 ) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
if ( opts.itype==1 || opts.itype==2 ) {
printf("(2) | I - Z Z' B | / N = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
else {
printf("(2) | B - Z Z' | / (|B| N) = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
printf( "(3) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[2], (result[2] < tolulp ? "ok" : "failed") );
status += ! (result[0] < tol && result[1] < tol && result[2] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( rwork );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zhetrd_he2hb
*/
int main( int argc, char** argv)
{
TESTING_INIT_MGPU();
real_Double_t gpu_time, gpu_perf, gflops;
magmaDoubleComplex *h_A, *h_R, *h_work, *dT1;
magmaDoubleComplex *tau;
double *D, *E;
/* Matrix size */
magma_int_t N, n2, lda, lwork, ldt, lwork0;
magma_int_t info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
#if defined(CHECKEIG)
#if defined(PRECISION_z) || defined(PRECISION_d)
magma_int_t WANTZ=0;
magma_int_t THREADS=1;
#endif
#endif
magma_int_t NE = 0;
magma_int_t NB = 0;
magma_int_t ngpu = 1;
magma_opts opts;
parse_opts( argc, argv, &opts );
NB = opts.nb;
if (NB < 1)
NB = 64; //64; //magma_get_zhetrd_he2hb_nb(N);
// what is NE ?
if (NE < 1)
NE = 64; //N; //magma_get_zhetrd_he2hb_nb(N); // N not yet initialized
printf(" N GPU GFlop/s \n");
printf("=====================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
ldt = N;
n2 = N*lda;
gflops = FLOPS_ZHETRD( N ) / 1e9;
/* We suppose the magma NB is bigger than lapack NB */
lwork0 = N*NB;
/* Allocate host memory for the matrix */
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, lda*N );
TESTING_MALLOC_CPU( tau, magmaDoubleComplex, N-1 );
TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, lda*N );
TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork0 );
TESTING_MALLOC_PIN( D, double, N );
TESTING_MALLOC_PIN( E, double, N );
//TESTING_MALLOC_DEV( dT1, magmaDoubleComplex, (2*min(N,N)+(N+31)/32*32)*NB );
TESTING_MALLOC_DEV( dT1, magmaDoubleComplex, (N*NB) );
// if (WANTZ) gflops = 2.0*gflops;
/* ====================================================================
Initialize the matrix
=================================================================== */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
magma_zmake_hermitian( N, h_A, lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
magma_device_t cdev;
magma_getdevice( &cdev );
gpu_time = magma_wtime();
/*
magma_zhetrd_he2hb( opts.uplo, N, NB, h_R, lda, tau, h_work, lwork0, dT1, THREADS, &info);
tband = magma_wtime - gpu_time();
printf(" Finish BAND N %d NB %d ngpu %d timing= %f\n", N, NB, ngpu, tband);
magma_zhetrd_bhe2trc_v5(THREADS, WANTZ, opts.uplo, NE, N, NB, h_R, lda, D, E, dT1, ldt);
*/
/*
magma_zhetrd_he2hb( opts.uplo, N, NB, h_R, lda, tau, h_work, lwork, dT1, THREADS, &info);
tband = magma_wtime - gpu_time();
printf(" Finish BAND N %d NB %d ngpu %d timing= %f\n", N, NB, ngpu, tband);
magma_zhetrd_bhe2trc(THREADS, WANTZ, opts.uplo, NE, N, NB, h_R, lda, D, E, dT1, ldt);
*/
magma_range_t range = MagmaRangeAll;
magma_int_t fraction_ev = 100;
magma_int_t il, iu, m1;
double vl=0., vu=0.;
if (fraction_ev == 0) {
il = N / 10;
iu = N / 5+il;
}
else {
il = 1;
iu = (int)(fraction_ev*N);
if (iu < 1) iu = 1;
}
magmaDoubleComplex *hh_work;
magma_int_t *iwork;
magma_int_t nb, /*lwork,*/ liwork;
magma_int_t threads = magma_get_parallel_numthreads();
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
magma_int_t lrwork;
lwork = magma_zbulge_get_lq2(N, threads) + 2*N + N*N;
lrwork = 1 + 5*N +2*N*N;
TESTING_MALLOC_PIN( rwork, double, lrwork );
#else
lwork = magma_zbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N;
#endif
liwork = 3 + 5*N;
nb = magma_get_zhetrd_nb(N);
TESTING_MALLOC_PIN( hh_work, magmaDoubleComplex, lwork );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
if (ngpu == 1) {
printf("calling zheevdx_2stage 1 GPU\n");
magma_zheevdx_2stage( opts.jobz, range, opts.uplo, N,
h_R, lda,
vl, vu, il, iu,
&m1, D,
hh_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
} else {
printf("calling zheevdx_2stage_m %d GPU\n", (int) ngpu);
magma_zheevdx_2stage_m(ngpu, opts.jobz, range, opts.uplo, N,
h_R, lda,
vl, vu, il, iu,
&m1, D,
hh_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info);
}
magma_setdevice( cdev );
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
/* =====================================================================
Check the factorization
=================================================================== */
/*
if ( opts.check ) {
FILE *fp ;
printf("Writing input matrix in matlab_i_mat.txt ...\n");
fp = fopen ("matlab_i_mat.txt", "w") ;
if ( fp == NULL ) { printf("Couldn't open output file\n"); exit(1); }
for (j=0; j < N; j++) {
for (k=0; k < N; k++) {
#if defined(PRECISION_z) || defined(PRECISION_c)
fprintf(fp, "%5d %5d %11.8f %11.8f\n", k+1, j+1,
h_A[k+j*lda].x, h_A[k+j*lda].y);
#else
fprintf(fp, "%5d %5d %11.8f\n", k+1, j+1, h_A[k+j*lda]);
#endif
}
}
fclose( fp ) ;
printf("Writing output matrix in matlab_o_mat.txt ...\n");
fp = fopen ("matlab_o_mat.txt", "w") ;
if ( fp == NULL ) { printf("Couldn't open output file\n"); exit(1); }
for (j=0; j < N; j++) {
for (k=0; k < N; k++) {
#if defined(PRECISION_z) || defined(PRECISION_c)
fprintf(fp, "%5d %5d %11.8f %11.8f\n", k+1, j+1,
h_R[k+j*lda].x, h_R[k+j*lda].y);
#else
fprintf(fp, "%5d %5d %11.8f\n", k+1, j+1, h_R[k+j*lda]);
#endif
}
}
fclose( fp ) ;
}
*/
/* =====================================================================
Print performance and error.
=================================================================== */
#if defined(CHECKEIG)
#if defined(PRECISION_z) || defined(PRECISION_d)
if ( opts.check ) {
printf(" Total N %5d gflops %6.2f timing %6.2f seconds\n", (int) N, gpu_perf, gpu_time );
char JOBZ;
if (WANTZ == 0)
JOBZ = 'N';
else
JOBZ = 'V';
double nrmI=0.0, nrm1=0.0, nrm2=0.0;
int lwork2 = 256*N;
magmaDoubleComplex *work2, *AINIT;
double *rwork2, *D2;
// TODO free this memory !
magma_zmalloc_cpu( &work2, lwork2 );
magma_dmalloc_cpu( &rwork2, N );
magma_dmalloc_cpu( &D2, N );
magma_zmalloc_cpu( &AINIT, N*lda );
memcpy(AINIT, h_A, N*lda*sizeof(magmaDoubleComplex));
/* compute the eigenvalues using lapack routine to be able to compare to it and used as ref */
cpu_time = magma_wtime();
i= min(12, THREADS);
#if defined(USEMKL)
mkl_set_num_threads( i );
#endif
#if defined(USEACML)
omp_set_num_threads(i);
#endif
lapackf77_zheev( "N", "L", &N, h_A, &lda, D2, work2, &lwork2,
#if defined(PRECISION_z) || defined (PRECISION_c)
rwork2,
#endif
&info );
///* call eigensolver for our resulting tridiag [D E] and for Q */
//dstedc_withZ('V', N, D, E, h_R, lda);
////dsterf_( &N, D, E, &info);
////
cpu_time = magma_wtime() - cpu_time;
printf(" Finish CHECK - EIGEN timing= %f threads %d\n", cpu_time, i);
/*
for (i=0; i < 10; i++)
printf(" voici lpk D[%d] %8.2e\n", i, D2[i]);
*/
//magmaDoubleComplex mydz=0.0, mydo=1.0;
//magmaDoubleComplex *Z;
// magma_zmalloc_cpu( &Z, N*lda );
// dgemm_("N", "N", &N, &N, &N, &mydo, h_R, &lda, h_A, &lda, &mydz, Z, &lda);
/* compare result */
cmp_vals(N, D2, D, &nrmI, &nrm1, &nrm2);
magmaDoubleComplex *WORKAJETER;
double *RWORKAJETER, *RESU;
// TODO free this memory !
magma_zmalloc_cpu( &WORKAJETER, (2* N * N + N) );
magma_dmalloc_cpu( &RWORKAJETER, N );
magma_dmalloc_cpu( &RESU, 10 );
int MATYPE;
memset(RESU, 0, 10*sizeof(double));
MATYPE=3;
double NOTHING=0.0;
cpu_time = magma_wtime();
// check results
zcheck_eig_(&JOBZ, &MATYPE, &N, &NB, AINIT, &lda, &NOTHING, &NOTHING, D2, D, h_R, &lda, WORKAJETER, RWORKAJETER, RESU );
cpu_time = magma_wtime() - cpu_time;
printf(" Finish CHECK - results timing= %f\n", cpu_time);
#if defined(USEMKL)
mkl_set_num_threads( 1 );
#endif
#if defined(USEACML)
omp_set_num_threads(1);
#endif
printf("\n");
printf(" ================================================================================================================\n");
printf(" ==> INFO voici threads=%d N=%d NB=%d WANTZ=%d\n", (int) THREADS, (int) N, (int) NB, (int) WANTZ);
printf(" ================================================================================================================\n");
printf(" DSBTRD : %15s \n", "STATblgv9withQ ");
printf(" ================================================================================================================\n");
if (WANTZ > 0)
printf(" | A - U S U' | / ( |A| n ulp ) : %15.3E \n", RESU[0]);
if (WANTZ > 0)
printf(" | I - U U' | / ( n ulp ) : %15.3E \n", RESU[1]);
printf(" | D1 - EVEIGS | / (|D| ulp) : %15.3E \n", RESU[2]);
printf(" max | D1 - EVEIGS | : %15.3E \n", RESU[6]);
printf(" ================================================================================================================\n\n\n");
printf(" ****************************************************************************************************************\n");
printf(" * Hello here are the norm Infinite (max)=%8.2e norm one (sum)=%8.2e norm2(sqrt)=%8.2e *\n", nrmI, nrm1, nrm2);
printf(" ****************************************************************************************************************\n\n");
}
#endif
#endif
printf(" Total N %5d gflops %6.2f timing %6.2f seconds\n", (int) N, gpu_perf, gpu_time );
printf("============================================================================\n\n\n");
/* Memory clean up */
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( tau );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
TESTING_FREE_PIN( D );
TESTING_FREE_PIN( E );
TESTING_FREE_DEV( dT1 );
/* TODO - not all memory has been freed inside loop */
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE_MGPU();
return EXIT_SUCCESS;
}
/**
Purpose
-------
ZHEGVDX computes selected eigenvalues and, optionally, 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.
Eigenvalues and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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 COMPLEX_16 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 COMPLEX_16 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) COMPLEX_16 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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\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]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -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_zhegv_driver
********************************************************************/
extern "C" magma_int_t
magma_zhegvdx(magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w, magmaDoubleComplex *work, magma_int_t lwork, double *rwork,
magma_int_t lrwork, 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 );
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex *dA;
magmaDoubleComplex *dB;
magma_int_t ldda = n;
magma_int_t lddb = n;
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;
magma_int_t lrwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -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_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (lrwork < lrwmin && ! lquery) {
*info = -19;
} else if (liwork < liwmin && ! lquery) {
*info = -21;
}
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_zhegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
*m = n;
return *info;
}
// TODO: fix memory leak
if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
magma_zsetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_zpotrf_gpu(uplo, n, dB, lddb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time zpotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_zgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_zhegst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info);
timer_stop( time );
timer_printf( "time zhegst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* need to have a dwork here that will be used
* a dB and then passed to dsyevd.
* */
if (n > 5000) {
magma_queue_sync( stream );
magma_free( dB );
}
timer_start( time );
magma_zheevdx_gpu(jobz, range, uplo, n, dA, ldda, vl, vu, il, iu, m, w, A, lda,
work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time zheevdx_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (n > 5000) {
if (MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ztrsm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_one, dB, lddb, dA, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaConjTrans;
}
magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_one, dB, lddb, dA, ldda);
}
magma_zgetmatrix( n, *m, dA, ldda, A, lda );
/* free dB */
if (n > 5000) {
magma_free( dB );
}
timer_stop( time );
timer_printf( "time ztrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_free( dA );
if (n <= 5000) {
magma_free( dB );
}
return *info;
} /* magma_zhegvdx */
/**
Purpose
-------
ZHEEVDX_GPU computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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]
dA COMPLEX_16 array on the GPU,
dimension (LDDA, 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.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first mout columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required mout eigenvalues in ascending order.
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) COMPLEX_16 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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\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]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx_gpu(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
//magma_int_t indwk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magmaDouble_ptr dwork;
magmaDoubleComplex_ptr dC;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0 );
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -18;
} else if ((liwork < liwmin) && ! lquery) {
*info = -20;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
magmaDoubleComplex *A;
magma_zmalloc_cpu( &A, lda*n );
magma_zgetmatrix( n, n, dA, ldda, A, lda );
lapackf77_zheevd( jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
rwork, &lrwork,
iwork, &liwork, info );
magma_zsetmatrix( n, n, A, lda, dA, ldda );
magma_free_cpu( A );
*mout = n;
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// dC and dwork are never used together, so use one buffer for both;
// unfortunately they're different types (complex and double).
// (this is easier in dsyevd_gpu where everything is double.)
// zhetrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb, in double-complex.
// zunmtr_gpu requires lddc*n, in double-complex.
// zlanhe requires n, in double.
magma_int_t ldwork = max( ldda*ceildiv(n,64) + 2*ldda*nb, lddc*n );
magma_int_t ldwork_real = max( ldwork*2, n );
if ( wantz ) {
// zstedx requrise 3n^2/2, in double
ldwork_real = max( ldwork_real, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork_real )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dC = (magmaDoubleComplex*) dwork;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe( MagmaMaxNorm, uplo, n, dA, ldda, dwork );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_zlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, info );
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
//indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
//llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_HEMV
magma_zhetrd2_gpu( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dC, ldwork, &iinfo );
#else
magma_zhetrd_gpu ( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
timer_printf( "time zhetrd_gpu = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &rwork[inde], info );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
}
else {
timer_start( time );
magma_zstedx( range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
magma_zsetmatrix( n, *mout, &work[indwrk + n * (il-1) ], n, dC, lddc );
magma_zunmtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, *mout, dA, ldda, &work[indtau],
dC, lddc, wA, ldwa, &iinfo );
magma_zcopymatrix( n, *mout, dC, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time zunmtr_gpu + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal( &imax, &d__1, w, &ione );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 ); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_zheevdx_gpu */
/**
Purpose
-------
ZHEGVD 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.
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]
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 COMPLEX_16 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 COMPLEX_16 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[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\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]
rwork (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -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_zhegv_driver
********************************************************************/
extern "C" magma_int_t
magma_zhegvd_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb,
double *w, magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
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 );
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t lwmin;
magma_int_t liwmin;
magma_int_t lrwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (lrwork < lrwmin && ! lquery) {
*info = -13;
} else if (liwork < liwmin && ! lquery) {
*info = -15;
}
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_zhegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_zpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time zpotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_zhegst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time zhegst = %6.2f\n", time );
timer_start( time );
magma_zheevd_m(nrgpu, jobz, uplo, n, A, lda, w, work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time zheevd = %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 = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ztrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, c_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 = MagmaConjTrans;
}
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
magmaDoubleComplex *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
if (MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
magma_zsetmatrix( n, n, A, lda, dA, ldda );
magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, c_one, dB, lddb, dA, ldda);
magma_zgetmatrix( n, n, dA, ldda, A, lda );
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zhegvd_m */
extern "C" magma_int_t
magma_zhegvx(magma_int_t itype, char jobz, char range, char uplo, magma_int_t n,
magmaDoubleComplex *a, magma_int_t lda, magmaDoubleComplex *b, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu, double abstol,
magma_int_t *m, double *w, magmaDoubleComplex *z, magma_int_t ldz,
magmaDoubleComplex *work, magma_int_t lwork, double *rwork,
magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
ZHEGVX computes selected eigenvalues, and optionally, 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.
Eigenvalues and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired eigenvalues.
Arguments
=========
ITYPE (input) INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO (input) CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
A (input/output) COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO='L') or the upper
triangle (if UPLO='U') of A, including the diagonal, is
destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) COMPLEX_16 array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = 'U', the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = 'L',
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**H*U or B = L*L**H.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', 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 = 'A' or 'V'.
ABSTOL (input) DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected
eigenvalues in ascending order.
Z (output) COMPLEX_16 array, dimension (LDZ, max(1,M))
If JOBZ = 'N', then Z is not referenced.
If JOBZ = 'V', then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
The eigenvectors are normalized as follows:
if ITYPE = 1 or 2, Z**T*B*Z = I;
if ITYPE = 3, Z**T*inv(B)*Z = I.
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N).
WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,2*N).
For optimal efficiency, LWORK >= (NB+1)*N,
where NB is the blocksize for ZHETRD returned by ILAENV.
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.
RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: ZPOTRF or ZHEEVX returned an error code:
<= N: if INFO = i, ZHEEVX failed to converge;
i eigenvectors failed to converge. Their indices
are stored in array IFAIL.
> 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
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex *da;
magmaDoubleComplex *db;
magmaDoubleComplex *dz;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lddz = n;
magma_int_t lower;
char trans[1];
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
alleig = lapackf77_lsame(range_, "A");
valeig = lapackf77_lsame(range_, "V");
indeig = lapackf77_lsame(range_, "I");
lquery = lwork == -1;
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -3;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*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 (ldz < 1 || (wantz && ldz < n)) {
*info = -18;
} 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_zhetrd_nb(n);
lwmin = n * (nb + 1);
MAGMA_Z_SET2REAL(work[0],(double)lwmin);
if (lwork < lwmin && ! lquery) {
*info = -20;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) ||
MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb ) ||
MAGMA_SUCCESS != magma_zmalloc( &dz, n*lddz )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_zsetmatrix( n, n, b, ldb, db, lddb );
magma_zsetmatrix_async( n, n,
a, lda,
da, ldda, stream );
magma_zpotrf_gpu(uplo_[0], n, db, lddb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
magma_queue_sync( stream );
magma_zgetmatrix_async( n, n,
db, lddb,
b, ldb, stream );
/* Transform problem to standard eigenvalue problem and solve. */
magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info);
magma_zheevx_gpu(jobz, range, uplo, n, da, ldda, vl, vu, il, iu, abstol, m, w, dz, lddz, a, lda, z, ldz, work, lwork, rwork, iwork, ifail, info);
if (wantz && *info == 0) {
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
*(unsigned char *)trans = MagmaConjTrans;
} else {
*(unsigned char *)trans = MagmaNoTrans;
}
magma_ztrsm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, dz, lddz);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
*(unsigned char *)trans = MagmaNoTrans;
} else {
*(unsigned char *)trans = MagmaConjTrans;
}
magma_ztrmm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, dz, lddz);
}
magma_zgetmatrix( n, *m, dz, lddz, z, ldz );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
magma_free( da );
magma_free( db );
magma_free( dz );
return *info;
} /* zhegvx */
/**
Purpose
-------
ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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]
dA COMPLEX_16 array, dimension (LDDA, 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.
On exit, the lower triangle (if UPLO=MagmaLower) or the upper
triangle (if UPLO=MagmaUpper) of A, including the diagonal, is
destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= 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[in]
abstol DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO > 0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
@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)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
@param[out]
dZ COMPLEX_16 array, dimension (LDDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
********* (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
@param[in]
lddz INTEGER
The leading dimension of the array DZ. LDDZ >= 1, and if
JOBZ = MagmaVec, LDDZ >= max(1,N).
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param
wZ (workspace) COMPLEX_16 array, dimension (LDWZ, max(1,M))
@param[in]
ldwz INTEGER
The leading dimension of the array wZ. LDWZ >= 1, and if
JOBZ = MagmaVec, LDWZ >= max(1,N).
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD.
\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
rwork (workspace) DOUBLE PRECISION array, dimension (7*N)
@param
iwork (workspace) INTEGER array, dimension (5*N)
@param[out]
ifail INTEGER array, dimension (N)
If JOBZ = MagmaVec, then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = MagmaNoVec, then IFAIL is not referenced.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *dA, magma_int_t ldda, double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w, magmaDoubleComplex *dZ, magma_int_t lddz,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *wZ, magma_int_t ldwz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t ione = 1;
const char* order_;
magma_int_t indd, inde;
magma_int_t imax;
magma_int_t lopt, itmp1, indee;
magma_int_t lower, wantz;
magma_int_t i, j, jj, i__1;
magma_int_t alleig, valeig, indeig;
magma_int_t iscale, indibl;
magma_int_t indiwk, indisp, indtau;
magma_int_t indrwk, indwrk;
magma_int_t llwork, nsplit;
magma_int_t lquery;
magma_int_t iinfo;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
double *dwork;
/* Function Body */
lower = (uplo == MagmaLower);
wantz = (jobz == MagmaVec);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (lddz < 1 || (wantz && lddz < n)) {
*info = -15;
} else if (ldwa < max(1,n)) {
*info = -17;
} else if (ldwz < 1 || (wantz && ldwz < n)) {
*info = -19;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lopt = n * (nb + 1);
work[0] = MAGMA_Z_MAKE( lopt, 0 );
if (lwork < lopt && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
magmaDoubleComplex *a;
magma_zmalloc_cpu( &a, n*n );
magma_zgetmatrix(n, n, dA, ldda, a, n);
lapackf77_zheevx(jobz_, range_, uplo_,
&n, a, &n, &vl, &vu, &il, &iu, &abstol, m,
w, wZ, &ldwz, work, &lwork,
rwork, iwork, ifail, info);
magma_zsetmatrix( n, n, a, n, dA, ldda);
magma_zsetmatrix( n, *m, wZ, ldwz, dZ, lddz);
magma_free_cpu(a);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, n )) {
fprintf (stderr, "!!!! device memory allocation error (magma_zheevx_gpu)\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
--w;
--work;
--rwork;
--iwork;
--ifail;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
magmablas_zlascl(uplo, 0, 0, 1., sigma, n, n, dA,
ldda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indd = 1;
inde = indd + n;
indrwk = inde + n;
indtau = 1;
indwrk = indtau + n;
llwork = lwork - indwrk + 1;
#ifdef FAST_HEMV
magma_zhetrd2_gpu(uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, dZ, lddz*n, &iinfo);
#else
magma_zhetrd_gpu (uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, &iinfo);
#endif
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwrk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
if ((alleig || (indeig && il == 1 && iu == n)) && abstol <= 0.) {
blasf77_dcopy(&n, &rwork[indd], &ione, &w[1], &ione);
indee = indrwk + 2*n;
if (! wantz) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_dsterf(&n, &w[1], &rwork[indee], info);
}
else {
lapackf77_zlacpy("A", &n, &n, wA, &ldwa, wZ, &ldwz);
lapackf77_zungtr(uplo_, &n, wZ, &ldwz, &work[indtau], &work[indwrk], &llwork, &iinfo);
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_zsteqr(jobz_, &n, &w[1], &rwork[indee], wZ, &ldwz, &rwork[indrwk], info);
if (*info == 0) {
for (i = 1; i <= n; ++i) {
ifail[i] = 0;
}
magma_zsetmatrix( n, n, wZ, ldwz, dZ, lddz );
}
}
if (*info == 0) {
*m = n;
}
}
/* Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN. */
if (*m == 0) {
*info = 0;
if (wantz) {
order_ = "B";
} else {
order_ = "E";
}
indibl = 1;
indisp = indibl + n;
indiwk = indisp + n;
lapackf77_dstebz(range_, order_, &n, &vl, &vu, &il, &iu, &abstol, &rwork[indd], &rwork[inde], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwk], info);
if (wantz) {
lapackf77_zstein(&n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &iwork[indisp],
wZ, &ldwz, &rwork[indrwk], &iwork[indiwk], &ifail[1], info);
magma_zsetmatrix( n, *m, wZ, ldwz, dZ, lddz );
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dZ, lddz, wA, ldwa, &iinfo);
}
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
magma_zswap(n, dZ + (i-1)*lddz, ione, dZ + (j-1)*lddz, ione);
if (*info != 0) {
itmp1 = ifail[i];
ifail[i] = ifail[j];
ifail[j] = itmp1;
}
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = MAGMA_Z_MAKE( lopt, 0 );
return *info;
} /* magma_zheevx_gpu */
extern "C" magma_int_t
magma_zheevd(char jobz, char uplo,
magma_int_t n,
magmaDoubleComplex *a, magma_int_t lda,
double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZHEEVD computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. 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
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(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.
RWORK (workspace/output) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
LRWORK (input) INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = 'N' and N > 1, LRWORK >= N.
If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
If LRWORK = -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.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, 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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i and JOBZ = 'N', then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = 'V', then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
double* dwork;
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
lquery = lwork == -1 || lrwork == -1 || liwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.);
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -10;
} else if ((liwork < liwmin) && ! lquery) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(a[0]);
if (wantz) {
a[0] = MAGMA_Z_ONE;
}
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_zheevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, a, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
//
#ifdef ENABLE_TIMER
magma_timestr_t start, end;
start = get_current_time();
#endif
magma_zhetrd(uplo_[0], n, a, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zhetrd = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
} else {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx('A', n, 0., 0., 0, 0, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zstedx = %6.2f\n", GetTimerValue(start,end)/1000.);
start = get_current_time();
#endif
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, n, a, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, &n, &work[indwrk], &n, a, &lda);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zunmtr + copy = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
return *info;
} /* magma_zheevd */
/**
Purpose
-------
ZHEEVR computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix T. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Whenever possible, ZHEEVR calls ZSTEGR to compute the
eigenspectrum using Relatively Robust Representations. ZSTEGR
computes eigenvalues by the dqds algorithm, while orthogonal
eigenvectors are computed from various "good" L D L^T representations
(also known as Relatively Robust Representations). Gram-Schmidt
orthogonalization is avoided as far as possible. More specifically,
the various steps of the algorithm are as follows. For the i-th
unreduced block of T,
1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
is a relatively robust representation,
2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
relative accuracy by the dqds algorithm,
3. If there is a cluster of close eigenvalues, "choose" sigma_i
close to the cluster, and go to step (a),
4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
compute the corresponding eigenvector by forming a
rank-revealing twisted factorization.
The desired accuracy of the output can be specified by the input
parameter ABSTOL.
For more details, see "A new O(n^2) algorithm for the symmetric
tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
Computer Science Division Technical Report No. UCB//CSD-97-971,
UC Berkeley, May 1997.
Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested
on machines which conform to the ieee-754 floating point standard.
ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and
when partial spectrum requests are made.
Normal execution of ZSTEGR may create NaNs and infinities and
hence may abort due to a floating point exception in environments
which do not handle NaNs and infinities in the ieee standard default
manner.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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 COMPLEX_16 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.
On exit, the lower triangle (if UPLO=MagmaLower) or the upper
triangle (if UPLO=MagmaUpper) of A, including the diagonal, is
destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= 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[in]
abstol DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
\n
If high relative accuracy is important, set ABSTOL to
DLAMCH( 'Safe minimum' ). Doing so will guarantee that
eigenvalues are computed to high relative accuracy when
possible in future releases. The current code does not
make any guarantees about high relative accuracy, but
furutre releases will. See J. Barlow and J. Demmel,
"Computing Accurate Eigensystems of Scaled Diagonally
Dominant Matrices", LAPACK Working Note #7, for a discussion
of which matrices define their eigenvalues to high relative
accuracy.
@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)
The first M elements contain the selected eigenvalues in
ascending order.
@param[out]
Z COMPLEX_16 array, dimension (LDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
@param[in]
ldz INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = MagmaVec, LDZ >= max(1,N).
@param[out]
isuppz INTEGER ARRAY, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ).
__Implemented only for__ RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,2*N).
For optimal efficiency, LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD and for
ZUNMTR as returned by ILAENV.
\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]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal
(and minimal) LRWORK.
@param[in]
lrwork INTEGER
The length of the array RWORK. LRWORK >= max(1,24*N).
\n
If LRWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the RWORK array, returns
this value as the first entry of the RWORK array, and no error
message related to LRWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK[0] returns the optimal
(and minimal) LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N).
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to 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: Internal error
Further Details
---------------
Based on contributions by
Inderjit Dhillon, IBM Almaden, USA
Osni Marques, LBNL/NERSC, USA
Ken Stanley, Computer Science Division, University of
California at Berkeley, USA
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevr(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w,
magmaDoubleComplex *Z, magma_int_t ldz,
magma_int_t *isuppz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* Constants */
const magma_int_t izero = 0;
const magma_int_t ione = 1;
const float szero = 0.;
const float sone = 1.;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t indrd, indre;
magma_int_t imax;
magma_int_t lopt, itmp1, indree, indrdd;
magma_int_t tryrac;
magma_int_t i, j, jj, i__1;
magma_int_t iscale, indibl, indifl;
magma_int_t indiwo, indisp, indtau;
magma_int_t indrwk, indwk;
magma_int_t llwork, llrwork, nsplit;
magma_int_t ieeeok;
magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
bool lower = (uplo == MagmaLower);
bool wantz = (jobz == MagmaVec);
bool alleig = (range == MagmaRangeAll);
bool valeig = (range == MagmaRangeV);
bool indeig = (range == MagmaRangeI);
bool lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldz < 1 || (wantz && ldz < n)) {
*info = -15;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lwmin = n * (nb + 1);
lrwmin = 24 * n;
liwmin = 10 * n;
work[0] = magma_zmake_lwork( lwmin );
rwork[0] = magma_dmake_lwork( lrwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -18;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -20;
} else if ((liwork < liwmin) && ! lquery) {
*info = -22;
}
if (*info != 0) {
magma_xerbla(__func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zheevr(jobz_, range_, uplo_,
&n, A, &lda, &vl, &vu, &il, &iu, &abstol, m,
w, Z, &ldz, isuppz, work, &lwork,
rwork, &lrwork, iwork, &liwork, info);
return *info;
}
--w;
--work;
--rwork;
--iwork;
--isuppz;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, &rwork[1]);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
lapackf77_zlascl(uplo_, &izero, &izero, &d__1, &sigma, &n, &n, A,
&lda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indtau = 1;
indwk = indtau + n;
indre = 1;
indrd = indre + n;
indree = indrd + n;
indrdd = indree + n;
indrwk = indrdd + n;
llwork = lwork - indwk + 1;
llrwork = lrwork - indrwk + 1;
indifl = 1;
indibl = indifl + n;
indisp = indibl + n;
indiwo = indisp + n;
magma_zhetrd(uplo, n, A, lda, &rwork[indrd], &rwork[indre], &work[indtau], &work[indwk], llwork, &iinfo);
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF
or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
ieeeok = lapackf77_ieeeck( &ione, &szero, &sone);
/* If only the eigenvalues are required call DSTERF for all or DSTEBZ for a part */
if (! wantz) {
blasf77_dcopy(&n, &rwork[indrd], &ione, &w[1], &ione);
i__1 = n - 1;
if (alleig || (indeig && il == 1 && iu == n)) {
lapackf77_dsterf(&n, &w[1], &rwork[indre], info);
*m = n;
} else {
lapackf77_dstebz(range_, "E", &n, &vl, &vu, &il, &iu, &abstol,
&rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp],
&rwork[indrwk], &iwork[indiwo], info);
}
/* Otherwise call ZSTEMR if infinite and NaN arithmetic is supported */
}
else if (ieeeok == 1) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[indre], &ione, &rwork[indree], &ione);
blasf77_dcopy(&n, &rwork[indrd], &ione, &rwork[indrdd], &ione);
if (abstol < 2*n*eps)
tryrac = 1;
else
tryrac = 0;
lapackf77_zstemr(jobz_, range_, &n, &rwork[indrdd], &rwork[indree], &vl, &vu, &il,
&iu, m, &w[1], Z, &ldz, &n, &isuppz[1], &tryrac, &rwork[indrwk],
&llrwork, &iwork[1], &liwork, info);
if (*info == 0 && wantz) {
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
}
/* Call DSTEBZ and ZSTEIN if infinite and NaN arithmetic is not supported or ZSTEMR didn't converge. */
if (wantz && (ieeeok == 0 || *info != 0)) {
*info = 0;
lapackf77_dstebz(range_, "B", &n, &vl, &vu, &il, &iu, &abstol, &rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwo], info);
lapackf77_zstein(&n, &rwork[indrd], &rwork[indre], m, &w[1], &iwork[indibl], &iwork[indisp],
Z, &ldz, &rwork[indrwk], &iwork[indiwo], &iwork[indifl], info);
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
blasf77_zswap(&n, Z + (i-1)*ldz, &ione, Z + (j-1)*ldz, &ione);
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = magma_zmake_lwork( lopt );
rwork[1] = magma_dmake_lwork( lrwmin );
iwork[1] = liwmin;
return *info;
} /* magma_zheevr */
extern "C" magma_int_t
magma_zheevx_gpu(char jobz, char range, char uplo, magma_int_t n,
magmaDoubleComplex *da, magma_int_t ldda, double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w, magmaDoubleComplex *dz, magma_int_t lddz,
magmaDoubleComplex *wa, magma_int_t ldwa,
magmaDoubleComplex *wz, magma_int_t ldwz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
DA (device input/output) COMPLEX_16 array, dimension (LDDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO='L') or the upper
triangle (if UPLO='U') of A, including the diagonal, is
destroyed.
LDDA (input) INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', 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 = 'A' or 'V'.
ABSTOL (input) DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
DZ (device output) COMPLEX_16 array, dimension (LDDZ, max(1,M))
If JOBZ = 'V', then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = 'N', then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used.
********* (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
LDDZ (input) INTEGER
The leading dimension of the array DZ. LDDZ >= 1, and if
JOBZ = 'V', LDDZ >= max(1,N).
WA (workspace) COMPLEX_16 array, dimension (LDWA, N)
LDWA (input) INTEGER
The leading dimension of the array WA. LDWA >= max(1,N).
WZ (workspace) COMPLEX_16 array, dimension (LDWZ, max(1,M))
LDWZ (input) INTEGER
The leading dimension of the array DZ. LDWZ >= 1, and if
JOBZ = 'V', LDWZ >= max(1,N).
WORK (workspace/output) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD.
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.
RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magma_int_t ione = 1;
char order[1];
magma_int_t indd, inde;
magma_int_t imax;
magma_int_t lopt, itmp1, indee;
magma_int_t lower, wantz;
magma_int_t i, j, jj, i__1;
magma_int_t alleig, valeig, indeig;
magma_int_t iscale, indibl;
magma_int_t indiwk, indisp, indtau;
magma_int_t indrwk, indwrk;
magma_int_t llwork, nsplit;
magma_int_t lquery;
magma_int_t iinfo;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
double *dwork;
/* Function Body */
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
alleig = lapackf77_lsame(range_, "A");
valeig = lapackf77_lsame(range_, "V");
indeig = lapackf77_lsame(range_, "I");
lquery = lwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (lddz < 1 || (wantz && lddz < n)) {
*info = -15;
} else if (ldwa < max(1,n)) {
*info = -17;
} else if (ldwz < 1 || (wantz && ldwz < n)) {
*info = -19;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lopt = n * (nb + 1);
work[0] = MAGMA_Z_MAKE( lopt, 0 );
if (lwork < lopt && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 0;
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
magmaDoubleComplex *a = (magmaDoubleComplex *) malloc( n * n * sizeof(magmaDoubleComplex) );
magma_zgetmatrix(n, n, da, ldda, a, n);
lapackf77_zheevx(jobz_, range_, uplo_,
&n, a, &n, &vl, &vu, &il, &iu, &abstol, m,
w, wz, &ldwz, work, &lwork,
rwork, iwork, ifail, info);
magma_zsetmatrix( n, n, a, n, da, ldda);
magma_zsetmatrix( n, *m, wz, ldwz, dz, lddz);
free(a);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, n )) {
fprintf (stderr, "!!!! device memory allocation error (magma_zheevx_gpu)\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
--w;
--work;
--rwork;
--iwork;
--ifail;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe('M', uplo, n, da, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
magmablas_zlascl(uplo, 0, 0, 1., sigma, n, n, da,
ldda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indd = 1;
inde = indd + n;
indrwk = inde + n;
indtau = 1;
indwrk = indtau + n;
llwork = lwork - indwrk + 1;
#ifdef FAST_HEMV
magma_zhetrd2_gpu(uplo, n, da, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wa, ldwa, &work[indwrk], llwork, dz, lddz*n, &iinfo);
#else
magma_zhetrd_gpu (uplo, n, da, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wa, ldwa, &work[indwrk], llwork, &iinfo);
#endif
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwrk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
if ((alleig || (indeig && il == 1 && iu == n)) && abstol <= 0.) {
blasf77_dcopy(&n, &rwork[indd], &ione, &w[1], &ione);
indee = indrwk + 2*n;
if (! wantz) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_dsterf(&n, &w[1], &rwork[indee], info);
}
else {
lapackf77_zlacpy("A", &n, &n, wa, &ldwa, wz, &ldwz);
lapackf77_zungtr(uplo_, &n, wz, &ldwz, &work[indtau], &work[indwrk], &llwork, &iinfo);
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_zsteqr(jobz_, &n, &w[1], &rwork[indee], wz, &ldwz, &rwork[indrwk], info);
if (*info == 0) {
for (i = 1; i <= n; ++i) {
ifail[i] = 0;
}
magma_zsetmatrix( n, n, wz, ldwz, dz, lddz );
}
}
if (*info == 0) {
*m = n;
}
}
/* Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN. */
if (*m == 0) {
*info = 0;
if (wantz) {
*(unsigned char *)order = 'B';
} else {
*(unsigned char *)order = 'E';
}
indibl = 1;
indisp = indibl + n;
indiwk = indisp + n;
lapackf77_dstebz(range_, order, &n, &vl, &vu, &il, &iu, &abstol, &rwork[indd], &rwork[inde], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwk], info);
if (wantz) {
lapackf77_zstein(&n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &iwork[indisp],
wz, &ldwz, &rwork[indrwk], &iwork[indiwk], &ifail[1], info);
magma_zsetmatrix( n, *m, wz, ldwz, dz, lddz );
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, da, ldda, &work[indtau],
dz, lddz, wa, ldwa, &iinfo);
}
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
magma_zswap(n, dz + (i-1)*lddz, ione, dz + (j-1)*lddz, ione);
if (*info != 0) {
itmp1 = ifail[i];
ifail[i] = ifail[j];
ifail[j] = itmp1;
}
}
}
}
/* Set WORK(1) to optimal complex workspace size. */
work[1] = MAGMA_Z_MAKE( lopt, 0 );
return *info;
} /* magma_zheevx_gpu */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zhegvdx
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time /*cpu_time*/;
magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
double *w1, *w2, vl=0, vu=0;
double result[2] = {0};
magma_int_t *iwork;
magma_int_t N, n2, info, il, iu, m1, m2, nb, lwork, liwork;
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
magma_int_t lrwork;
#endif
//double d_one = 1.;
//double d_ten = 10.;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, uplo = %s, check = %d, fraction = %6.4f\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
(int) opts.check, opts.fraction);
printf(" N M GPU Time (sec)\n");
printf("============================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
n2 = N*N;
nb = magma_get_zhetrd_nb(N);
#if defined(PRECISION_z) || defined(PRECISION_c)
lwork = 2*N*nb + N*N;
lrwork = 1 + 5*N +2*N*N;
#else
lwork = 1 + 6*N*nb + 2* N*N;
#endif
liwork = 3 + 5*N;
if ( opts.fraction == 0 ) {
il = N / 10;
iu = N / 5+il;
}
else {
il = 1;
iu = (int) (opts.fraction*N);
if (iu < 1) iu = 1;
}
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_S, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_PIN( rwork, double, lrwork);
#endif
/* Initialize the matrix */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
magma_zmake_hpd( N, h_B, N );
magma_zmake_hermitian( N, h_A, N );
// ==================================================================
// Warmup using MAGMA
// ==================================================================
if(opts.warmup){
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_zhegvdx( opts.itype, opts.jobz, MagmaRangeI, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info );
if (info != 0)
printf("magma_zhegvdx returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
gpu_time = magma_wtime();
magma_zhegvdx( opts.itype, opts.jobz, MagmaRangeI, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_zhegvdx returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvdx routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | S(with V) - S(w/o V) | / | S |
=================================================================== */
#if defined(PRECISION_d) || defined(PRECISION_s)
double *rwork = h_work + N*N;
#endif
double temp1, temp2;
result[0] = 1.;
result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &N, rwork);
result[0] /= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork);
if (opts.itype == 1) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i < m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N;
}
else if (opts.itype == 2) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i < m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
}
else if (opts.itype == 3) {
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i < m1; ++i)
blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
}
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_zhegvdx( opts.itype, MagmaNoVec, MagmaRangeI, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m2, w2,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info );
if (info != 0)
printf("magma_zhegvdx returned error %d: %s.\n",
(int) info, magma_strerror( info ));
temp1 = temp2 = 0;
for(int j=0; j < m2; j++) {
temp1 = max(temp1, absv(w1[j]));
temp1 = max(temp1, absv(w2[j]));
temp2 = max(temp2, absv(w1[j]-w2[j]));
}
result[1] = temp2 / (((double)m2)*temp1);
}
/* =====================================================================
Print execution time
=================================================================== */
printf("%5d %5d %7.2f\n",
(int) N, (int) m1, gpu_time);
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if (opts.itype == 1) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype == 2) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype == 3) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
printf( "(2) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[1], (result[1] < tolulp ? "ok" : "failed"));
status += ! (result[0] < tol && result[1] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_PIN( rwork );
#endif
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}