extern "C" magma_int_t
magma_slobpcg( magma_s_sparse_matrix A, magma_s_solver_par *solver_par ) {
#define residualNorms(i,iter) ( residualNorms + (i) + (iter)*n )
#define magmablas_swap(x, y) { pointer = x; x = y; y = pointer; }
#define hresidualNorms(i,iter) (hresidualNorms + (i) + (iter)*n )
#define gramA( m, n) (gramA + (m) + (n)*ldgram)
#define gramB( m, n) (gramB + (m) + (n)*ldgram)
#define gevectors(m, n) (gevectors + (m) + (n)*ldgram)
#define h_gramB( m, n) (h_gramB + (m) + (n)*ldgram)
#define magma_s_bspmv_tuned(m, n, alpha, A, X, beta, AX) { \
magmablas_stranspose( m, n, X, m, blockW, n ); \
magma_s_vector x, ax; \
x.memory_location = Magma_DEV; x.num_rows = m*n; x.nnz = m*n; x.val = blockW; \
ax.memory_location= Magma_DEV; ax.num_rows = m*n; ax.nnz = m*n; ax.val = AX; \
magma_s_spmv(alpha, A, x, beta, ax ); \
magmablas_stranspose( n, m, blockW, n, X, m ); \
}
//**************************************************************
// Memory allocation for the eigenvectors, eigenvalues, and workspace
solver_par->solver = Magma_LOBPCG;
magma_int_t m = A.num_rows;
magma_int_t n =(solver_par->num_eigenvalues);
float *blockX = solver_par->eigenvectors;
float *evalues = solver_par->eigenvalues;
float *dwork, *hwork;
float *blockP, *blockAP, *blockR, *blockAR, *blockAX, *blockW;
float *gramA, *gramB, *gramM;
float *gevectors, *h_gramB;
float *pointer, *origX = blockX;
float *eval_gpu;
magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
1 + 6*3*n + 2* 3*n* 3*n);
magma_smalloc_pinned( &hwork , lwork );
magma_smalloc( &blockAX , m*n );
magma_smalloc( &blockAR , m*n );
magma_smalloc( &blockAP , m*n );
magma_smalloc( &blockR , m*n );
magma_smalloc( &blockP , m*n );
magma_smalloc( &blockW , m*n );
magma_smalloc( &dwork , m*n );
magma_smalloc( &eval_gpu , 3*n );
//**********************************************************+
magma_int_t verbosity = 1;
magma_int_t *iwork, liwork = 15*n+9;
// === Set solver parameters ===
float residualTolerance = solver_par->epsilon;
magma_int_t maxIterations = solver_par->maxiter;
// === Set some constants & defaults ===
float c_one = MAGMA_S_ONE, c_zero = MAGMA_S_ZERO;
float *residualNorms, *condestGhistory, condestG;
float *gevalues;
magma_int_t *activeMask;
// === Check some parameters for possible quick exit ===
solver_par->info = 0;
if (m < 2)
solver_par->info = -1;
else if (n > m)
solver_par->info = -2;
if (solver_par->info != 0) {
magma_xerbla( __func__, -(solver_par->info) );
return solver_par->info;
}
magma_int_t *info = &(solver_par->info); // local info variable;
// === Allocate GPU memory for the residual norms' history ===
magma_smalloc(&residualNorms, (maxIterations+1) * n);
magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) );
// === Allocate CPU work space ===
magma_smalloc_cpu(&condestGhistory, maxIterations+1);
magma_smalloc_cpu(&gevalues, 3 * n);
magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t));
float *hW;
magma_smalloc_pinned(&hW, n*n);
magma_smalloc_pinned(&gevectors, 9*n*n);
magma_smalloc_pinned(&h_gramB , 9*n*n);
// === Allocate GPU workspace ===
magma_smalloc(&gramM, n * n);
magma_smalloc(&gramA, 9 * n * n);
magma_smalloc(&gramB, 9 * n * n);
#if defined(PRECISION_z) || defined(PRECISION_c)
float *rwork;
magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);
magma_smalloc_cpu(&rwork, lrwork);
#endif
// === Set activemask to one ===
for(int k =0; k<n; k++)
iwork[k]=1;
magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n ,activeMask, n);
magma_int_t gramDim, ldgram = 3*n, ikind = 4;
// === Make the initial vectors orthonormal ===
magma_sgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, info );
//magma_sorthomgs( m, n, blockX );
magma_s_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );
// === Compute the Gram matrix = (X, AX) & its eigenstates ===
magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n);
magma_ssyevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, evalues, hW, n, hwork, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork, info );
// === Update X = X * evectors ===
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramM, n, c_zero, blockW, m);
magmablas_swap(blockW, blockX);
// === Update AX = AX * evectors ===
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramM, n, c_zero, blockW, m);
magmablas_swap(blockW, blockAX);
condestGhistory[1] = 7.82;
magma_int_t iterationNumber, cBlockSize, restart = 1, iter;
//Chronometry
real_Double_t tempo1, tempo2;
magma_device_sync();
tempo1=magma_wtime();
// === Main LOBPCG loop ============================================================
for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
{
// === compute the residuals (R = Ax - x evalues )
magmablas_slacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);
/*
for(int i=0; i<n; i++){
magma_saxpy(m, MAGMA_S_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1);
}
*/
#if defined(PRECISION_z) || defined(PRECISION_d)
magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
#else
magma_ssetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
#endif
magma_slobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu);
magmablas_snrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));
// === remove the residuals corresponding to already converged evectors
magma_scompact(m, n, blockR, m,
residualNorms(0, iterationNumber), residualTolerance,
activeMask, &cBlockSize);
if (cBlockSize == 0)
break;
// === apply a preconditioner P to the active residulas: R_new = P R_old
// === for now set P to be identity (no preconditioner => nothing to be done )
// magmablas_slacpy( MagmaUpperLower, m, cBlockSize, blockR, m, blockW, m);
/*
// === make the preconditioned residuals orthogonal to X
magma_sgemm(MagmaTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockR, m);
*/
// === make the active preconditioned residuals orthonormal
magma_sgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, info );
//magma_sorthomgs( m, cBlockSize, blockR );
// === compute AR
magma_s_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR );
if (!restart) {
// === compact P & AP as well
magma_scompactActive(m, n, blockP, m, activeMask);
magma_scompactActive(m, n, blockAP, m, activeMask);
/*
// === make P orthogonal to X ?
magma_sgemm(MagmaTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockP, m);
// === make P orthogonal to R ?
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize,
c_mone, blockR, m, gramB(0,0), ldgram, c_one, blockP, m);
*/
// === Make P orthonormal & properly change AP (without multiplication by A)
magma_sgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, info );
//magma_sorthomgs( m, cBlockSize, blockP );
//magma_s_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP );
magma_ssetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize);
// magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
// m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
// replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
magmablas_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#else
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m,
cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#endif
}
iter = max(1,iterationNumber-10- (int)(log(1.*cBlockSize)));
float condestGmean = 0.;
for(int i = 0; i<iterationNumber-iter+1; i++)
condestGmean += condestGhistory[i];
condestGmean = condestGmean / (iterationNumber-iter+1);
if (restart)
gramDim = n+cBlockSize;
else
gramDim = n+2*cBlockSize;
/* --- The Raileight-Ritz method for [X R P] -----------------------
[ X R P ]' [AX AR AP] y = evalues [ X R P ]' [ X R P ], i.e.,
GramA GramB
/ X'AX X'AR X'AP \ / X'X X'R X'P \
| R'AX R'AR R'AP | y = evalues | R'X R'R R'P |
\ P'AX P'AR P'AP / \ P'X P'R P'P /
----------------------------------------------------------------- */
// === assemble GramB; first, set it to I
magmablas_slaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram); // identity
if (!restart) {
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram);
}
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram);
// === get GramB from the GPU to the CPU and compute its eigenvalues only
magma_sgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);
lapackf77_ssyev("N", "L", &gramDim, h_gramB, &ldgram, gevalues,
hwork, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork,
#endif
info);
// === check stability criteria if we need to restart
condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.;
if ((condestG/condestGmean>2 && condestG>2) || condestG>8) {
// Steepest descent restart for stability
restart=1;
printf("restart at step #%d\n", (int) iterationNumber);
}
// === assemble GramA; first, set it to I
magmablas_slaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram); // identity
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram);
if (!restart) {
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockAX, m, c_zero,
gramA(n+cBlockSize,0), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAR, m, c_zero,
gramA(n+cBlockSize,n), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAP, m, c_zero,
gramA(n+cBlockSize,n+cBlockSize), ldgram);
}
/*
// === Compute X' AX or just use the eigenvalues below ?
magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero,
gramA(0,0), ldgram);
*/
if (restart==0) {
magma_sgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
}
else {
gramDim = n+cBlockSize;
magma_sgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
}
for(int k=0; k<n; k++)
*gevectors(k,k) = MAGMA_S_MAKE(evalues[k], 0);
// === the previous eigensolver destroyed what is in h_gramB => must copy it again
magma_sgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);
magma_int_t itype = 1;
lapackf77_ssygvd(&itype, "V", "L", &gramDim,
gevectors, &ldgram, h_gramB, &ldgram,
gevalues, hwork, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
for(int k =0; k<n; k++)
evalues[k] = gevalues[k];
// === copy back the result to gramA on the GPU and use it for the updates
magma_ssetmatrix(gramDim, gramDim, gevectors, ldgram, gramA, ldgram);
if (restart == 0) {
// === contribution from P to the new X (in new search direction P)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockP);
// === contribution from R to the new X (in new search direction P)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m);
// === corresponding contribution from AP to the new AX (in AP)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockAP);
// === corresponding contribution from AR to the new AX (in AP)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m);
}
else {
// === contribution from R (only) to the new X
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m);
// === corresponding contribution from AR (only) to the new AX
magma_sgemm(MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m);
}
// === contribution from old X to the new X + the new search direction P
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramA, ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockX);
//magma_saxpy(m*n, c_one, blockP, 1, blockX, 1);
magma_slobpcg_maxpy( m, n, blockP, blockX );
// === corresponding contribution from old AX to new AX + AP
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockAX);
//magma_saxpy(m*n, c_one, blockAP, 1, blockAX, 1);
magma_slobpcg_maxpy( m, n, blockAP, blockAX );
condestGhistory[iterationNumber+1]=condestG;
if (verbosity==1) {
// float res;
// magma_sgetmatrix(1, 1,
// (float*)residualNorms(0, iterationNumber), 1,
// (float*)&res, 1);
//
// printf("Iteration %4d, CBS %4d, Residual: %10.7f\n",
// iterationNumber, cBlockSize, res);
printf("%4d-%2d ", (int) iterationNumber, (int) cBlockSize);
magma_sprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
}
restart = 0;
} // === end for iterationNumber = 1,maxIterations =======================
// fill solver info
magma_device_sync();
tempo2=magma_wtime();
solver_par->runtime = (real_Double_t) tempo2-tempo1;
solver_par->numiter = iterationNumber;
if( solver_par->numiter < solver_par->maxiter) {
solver_par->info = 0;
} else if( solver_par->init_res > solver_par->final_res )
solver_par->info = -2;
else
solver_par->info = -1;
// =============================================================================
// === postprocessing;
// =============================================================================
// === compute the real AX and corresponding eigenvalues
magma_s_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );
magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n);
magma_ssyevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, gevalues, dwork, n, hwork, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork, info );
for(int k =0; k<n; k++)
evalues[k] = gevalues[k];
// === update X = X * evectors
magmablas_swap(blockX, dwork);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockX, m);
// === update AX = AX * evectors to compute the final residual
magmablas_swap(blockAX, dwork);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockAX, m);
// === compute R = AX - evalues X
magmablas_slacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);
for(int i=0; i<n; i++)
magma_saxpy(m, MAGMA_S_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1);
// === residualNorms[iterationNumber] = || R ||
magmablas_snrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));
// === restore blockX if needed
if (blockX != origX)
magmablas_slacpy( MagmaUpperLower, m, n, blockX, m, origX, m);
printf("Eigenvalues:\n");
for(int i =0; i<n; i++)
printf("%e ", evalues[i]);
printf("\n\n");
printf("Final residuals:\n");
magma_sprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
printf("\n\n");
//=== Print residual history in a file for plotting ====
float *hresidualNorms;
magma_smalloc_cpu(&hresidualNorms, (iterationNumber+1) * n);
magma_sgetmatrix(n, iterationNumber,
(float*)residualNorms, n,
(float*)hresidualNorms, n);
printf("Residuals are stored in file residualNorms\n");
printf("Plot the residuals using: myplot \n");
FILE *residuals_file;
residuals_file = fopen("residualNorms", "w");
for(int i =1; i<iterationNumber; i++) {
for(int j = 0; j<n; j++)
fprintf(residuals_file, "%f ", *hresidualNorms(j,i));
fprintf(residuals_file, "\n");
}
fclose(residuals_file);
magma_free_cpu(hresidualNorms);
// === free work space
magma_free( residualNorms );
magma_free_cpu( condestGhistory );
magma_free_cpu( gevalues );
magma_free_cpu( iwork );
magma_free_pinned( hW );
magma_free_pinned( gevectors );
magma_free_pinned( h_gramB );
magma_free( gramM );
magma_free( gramA );
magma_free( gramB );
magma_free( activeMask );
magma_free( blockAX );
magma_free( blockAR );
magma_free( blockAP );
magma_free( blockR );
magma_free( blockP );
magma_free( blockW );
magma_free( dwork );
magma_free( eval_gpu );
magma_free_pinned( hwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
magma_free_cpu( rwork );
#endif
return MAGMA_SUCCESS;
}
extern "C" magma_int_t
magma_zlobpcg(
magma_z_matrix A,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = 0;
#define residualNorms(i,iter) ( residualNorms + (i) + (iter)*n )
#define SWAP(x, y) { pointer = x; x = y; y = pointer; }
#define hresidualNorms(i,iter) (hresidualNorms + (i) + (iter)*n )
#define gramA( m, n) (gramA + (m) + (n)*ldgram)
#define gramB( m, n) (gramB + (m) + (n)*ldgram)
#define gevectors(m, n) (gevectors + (m) + (n)*ldgram)
#define h_gramB( m, n) (h_gramB + (m) + (n)*ldgram)
#define magma_z_bspmv_tuned(m, n, alpha, A, X, beta, AX, queue) { \
magma_z_matrix x={Magma_CSR}, ax={Magma_CSR}; \
x.memory_location = Magma_DEV; x.num_rows = m; x.num_cols = n; x.major = MagmaColMajor; x.nnz = m*n; x.dval = X; x.storage_type = Magma_DENSE; \
ax.memory_location= Magma_DEV; ax.num_rows = m; ax.num_cols = n; ax.major = MagmaColMajor; ax.nnz = m*n; ax.dval = AX; ax.storage_type = Magma_DENSE; \
CHECK( magma_z_spmv(alpha, A, x, beta, ax, queue )); \
}
//**************************************************************
// Memory allocation for the eigenvectors, eigenvalues, and workspace
solver_par->solver = Magma_LOBPCG;
magma_int_t m = A.num_rows;
magma_int_t n = (solver_par->num_eigenvalues);
magmaDoubleComplex *blockX = solver_par->eigenvectors;
double *evalues = solver_par->eigenvalues;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
magmaDoubleComplex *dwork=NULL, *hwork=NULL;
magmaDoubleComplex *blockP=NULL, *blockAP=NULL, *blockR=NULL, *blockAR=NULL, *blockAX=NULL, *blockW=NULL;
magmaDoubleComplex *gramA=NULL, *gramB=NULL, *gramM=NULL;
magmaDoubleComplex *gevectors=NULL, *h_gramB=NULL;
dwork = NULL;
hwork = NULL;
blockP = NULL;
blockR = NULL;
blockAP = NULL;
blockAR = NULL;
blockAX = NULL;
blockW = NULL;
gramA = NULL;
gramB = NULL;
gramM = NULL;
gevectors = NULL;
h_gramB = NULL;
magmaDoubleComplex *pointer, *origX = blockX;
double *eval_gpu=NULL;
magma_int_t iterationNumber, cBlockSize, restart = 1, iter;
//Chronometry
real_Double_t tempo1, tempo2, tempop1, tempop2;
magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
1 + 6*3*n + 2* 3*n* 3*n);
magma_int_t *iwork={0}, liwork = 15*n+9;
magma_int_t gramDim, ldgram = 3*n, ikind = 3;
magmaDoubleComplex *hW={0};
// === Set solver parameters ===
double residualTolerance = solver_par->rtol;
magma_int_t maxIterations = solver_par->maxiter;
double tmp;
double r0=0; // set in 1st iteration
// === Set some constants & defaults ===
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double *residualNorms={0}, *condestGhistory={0}, condestG={0};
double *gevalues={0};
magma_int_t *activeMask={0};
double *hresidualNorms={0};
#ifdef COMPLEX
double *rwork={0};
magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);
CHECK( magma_dmalloc_cpu(&rwork, lrwork));
#endif
CHECK( magma_zmalloc_pinned( &hwork , lwork ));
CHECK( magma_zmalloc( &blockAX , m*n ));
CHECK( magma_zmalloc( &blockAR , m*n ));
CHECK( magma_zmalloc( &blockAP , m*n ));
CHECK( magma_zmalloc( &blockR , m*n ));
CHECK( magma_zmalloc( &blockP , m*n ));
CHECK( magma_zmalloc( &blockW , m*n ));
CHECK( magma_zmalloc( &dwork , m*n ));
CHECK( magma_dmalloc( &eval_gpu , 3*n ));
//**********************************************************+
// === Check some parameters for possible quick exit ===
solver_par->info = MAGMA_SUCCESS;
if (m < 2)
info = MAGMA_DIVERGENCE;
else if (n > m)
info = MAGMA_SLOW_CONVERGENCE;
if (solver_par->info != 0) {
magma_xerbla( __func__, -(info) );
goto cleanup;
}
solver_par->info = info; // local info variable;
// === Allocate GPU memory for the residual norms' history ===
CHECK( magma_dmalloc(&residualNorms, (maxIterations+1) * n));
CHECK( magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) ));
// === Allocate CPU work space ===
CHECK( magma_dmalloc_cpu(&condestGhistory, maxIterations+1));
CHECK( magma_dmalloc_cpu(&gevalues, 3 * n));
CHECK( magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t)));
CHECK( magma_zmalloc_pinned(&hW, n*n));
CHECK( magma_zmalloc_pinned(&gevectors, 9*n*n));
CHECK( magma_zmalloc_pinned(&h_gramB , 9*n*n));
// === Allocate GPU workspace ===
CHECK( magma_zmalloc(&gramM, n * n));
CHECK( magma_zmalloc(&gramA, 9 * n * n));
CHECK( magma_zmalloc(&gramB, 9 * n * n));
// === Set activemask to one ===
for(magma_int_t k =0; k<n; k++){
iwork[k]=1;
}
magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n , activeMask, n, queue);
#if defined(PRECISION_s)
ikind = 3;
#endif
// === Make the initial vectors orthonormal ===
magma_zgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, &info );
//magma_zorthomgs( m, n, blockX, queue );
magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue );
solver_par->spmv_count++;
// === Compute the Gram matrix = (X, AX) & its eigenstates ===
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue );
magma_zheevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, evalues, hW, n, hwork, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork, &info );
// === Update X = X * evectors ===
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramM, n, c_zero, blockW, m, queue );
SWAP(blockW, blockX);
// === Update AX = AX * evectors ===
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramM, n, c_zero, blockW, m, queue );
SWAP(blockW, blockAX);
condestGhistory[1] = 7.82;
tempo1 = magma_sync_wtime( queue );
// === Main LOBPCG loop ============================================================
for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
{
// === compute the residuals (R = Ax - x evalues )
magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );
/*
for(magma_int_t i=0; i<n; i++) {
magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1, queue );
}
*/
magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n, queue );
CHECK( magma_zlobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu, queue ));
magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );
// === remove the residuals corresponding to already converged evectors
CHECK( magma_zcompact(m, n, blockR, m,
residualNorms(0, iterationNumber), residualTolerance,
activeMask, &cBlockSize, queue ));
if (cBlockSize == 0)
break;
// === apply a preconditioner P to the active residulas: R_new = P R_old
// === for now set P to be identity (no preconditioner => nothing to be done )
//magmablas_zlacpy( MagmaFull, m, cBlockSize, blockR, m, blockW, m, queue );
//SWAP(blockW, blockR);
// preconditioner
magma_z_matrix bWv={Magma_CSR}, bRv={Magma_CSR};
bWv.memory_location = Magma_DEV; bWv.num_rows = m; bWv.num_cols = cBlockSize; bWv.major = MagmaColMajor; bWv.nnz = m*cBlockSize; bWv.dval = blockW;
bRv.memory_location = Magma_DEV; bRv.num_rows = m; bRv.num_cols = cBlockSize; bRv.major = MagmaColMajor; bRv.nnz = m*cBlockSize; bRv.dval = blockR;
tempop1 = magma_sync_wtime( queue );
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, bRv, &bWv, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, bWv, &bRv, precond_par, queue ));
tempop2 = magma_sync_wtime( queue );
precond_par->runtime += tempop2-tempop1;
// === make the preconditioned residuals orthogonal to X
if( precond_par->solver != Magma_NONE){
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockR, m, queue );
}
// === make the active preconditioned residuals orthonormal
magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
#if defined(PRECISION_s)
// re-orthogonalization
SWAP(blockX, dwork);
magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
#endif
//magma_zorthomgs( m, cBlockSize, blockR, queue );
// === compute AR
magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR, queue );
solver_par->spmv_count++;
if (!restart) {
// === compact P & AP as well
CHECK( magma_zcompactActive(m, n, blockP, m, activeMask, queue ));
CHECK( magma_zcompactActive(m, n, blockAP, m, activeMask, queue ));
/*
// === make P orthogonal to X ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockP, m, queue );
// === make P orthogonal to R ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize,
c_neg_one, blockR, m, gramB(0,0), ldgram, c_one, blockP, m, queue );
*/
// === Make P orthonormal & properly change AP (without multiplication by A)
magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
#if defined(PRECISION_s)
// re-orthogonalization
SWAP(blockX, dwork);
magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
#endif
//magma_zorthomgs( m, cBlockSize, blockP, queue );
//magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP, queue );
magma_zsetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize, queue );
// replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
magmablas_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue );
#else
magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue );
#endif
}
iter = max( 1, iterationNumber - 10 - int(log(1.*cBlockSize)) );
double condestGmean = 0.;
for(magma_int_t i = 0; i<iterationNumber-iter+1; i++){
condestGmean += condestGhistory[i];
}
condestGmean = condestGmean / (iterationNumber-iter+1);
if (restart)
gramDim = n+cBlockSize;
else
gramDim = n+2*cBlockSize;
/* --- The Raileight-Ritz method for [X R P] -----------------------
[ X R P ]' [AX AR AP] y = evalues [ X R P ]' [ X R P ], i.e.,
GramA GramB
/ X'AX X'AR X'AP \ / X'X X'R X'P \
| R'AX R'AR R'AP | y = evalues | R'X R'R R'P |
\ P'AX P'AR P'AP / \ P'X P'R P'P /
----------------------------------------------------------------- */
// === assemble GramB; first, set it to I
magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram, queue ); // identity
if (!restart) {
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram, queue );
}
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram, queue );
// === get GramB from the GPU to the CPU and compute its eigenvalues only
magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue );
lapackf77_zheev("N", "L", &gramDim, h_gramB, &ldgram, gevalues,
hwork, &lwork,
#ifdef COMPLEX
rwork,
#endif
&info);
// === check stability criteria if we need to restart
condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.;
if ((condestG/condestGmean>2 && condestG>2) || condestG>8) {
// Steepest descent restart for stability
restart=1;
printf("restart at step #%d\n", int(iterationNumber));
}
// === assemble GramA; first, set it to I
magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram, queue ); // identity
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram, queue );
if (!restart) {
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockAX, m, c_zero,
gramA(n+cBlockSize,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAR, m, c_zero,
gramA(n+cBlockSize,n), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAP, m, c_zero,
gramA(n+cBlockSize,n+cBlockSize), ldgram, queue );
}
/*
// === Compute X' AX or just use the eigenvalues below ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero,
gramA(0,0), ldgram, queue );
*/
if (restart==0) {
magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue );
}
else {
gramDim = n+cBlockSize;
magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue );
}
for(magma_int_t k=0; k<n; k++)
*gevectors(k,k) = MAGMA_Z_MAKE(evalues[k], 0);
// === the previous eigensolver destroyed what is in h_gramB => must copy it again
magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue );
magma_int_t itype = 1;
lapackf77_zhegvd(&itype, "V", "L", &gramDim,
gevectors, &ldgram, h_gramB, &ldgram,
gevalues, hwork, &lwork,
#ifdef COMPLEX
rwork, &lrwork,
#endif
iwork, &liwork, &info);
for(magma_int_t k =0; k<n; k++)
evalues[k] = gevalues[k];
// === copy back the result to gramA on the GPU and use it for the updates
magma_zsetmatrix( gramDim, gramDim, gevectors, ldgram, gramA, ldgram, queue );
if (restart == 0) {
// === contribution from P to the new X (in new search direction P)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockP);
// === contribution from R to the new X (in new search direction P)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m, queue );
// === corresponding contribution from AP to the new AX (in AP)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockAP);
// === corresponding contribution from AR to the new AX (in AP)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m, queue );
}
else {
// === contribution from R (only) to the new X
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m, queue );
// === corresponding contribution from AR (only) to the new AX
magma_zgemm( MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m, queue );
}
// === contribution from old X to the new X + the new search direction P
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramA, ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockX);
//magma_zaxpy( m*n, c_one, blockP, 1, blockX, 1, queue );
CHECK( magma_zlobpcg_maxpy( m, n, blockP, blockX, queue ));
// === corresponding contribution from old AX to new AX + AP
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockAX);
//magma_zaxpy( m*n, c_one, blockAP, 1, blockAX, 1, queue );
CHECK( magma_zlobpcg_maxpy( m, n, blockAP, blockAX, queue ));
condestGhistory[iterationNumber+1]=condestG;
magma_dgetmatrix( 1, 1, residualNorms(0, iterationNumber), 1, &tmp, 1, queue );
if ( iterationNumber == 1 ) {
solver_par->init_res = tmp;
r0 = tmp * solver_par->rtol;
if ( r0 < ATOLERANCE )
r0 = ATOLERANCE;
}
solver_par->final_res = tmp;
if ( tmp < r0 ) {
break;
}
if (cBlockSize == 0) {
break;
}
if ( solver_par->verbose!=0 ) {
if ( iterationNumber%solver_par->verbose == 0 ) {
// double res;
// magma_zgetmatrix( 1, 1,
// (magmaDoubleComplex*)residualNorms(0, iterationNumber), 1,
// (magmaDoubleComplex*)&res, 1, queue );
//
// printf("Iteration %4d, CBS %4d, Residual: %10.7f\n",
// iterationNumber, cBlockSize, res);
printf("%4d-%2d ", int(iterationNumber), int(cBlockSize));
magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
}
}
restart = 0;
} // === end for iterationNumber = 1,maxIterations =======================
// fill solver info
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t) tempo2-tempo1;
solver_par->numiter = iterationNumber;
if ( solver_par->numiter < solver_par->maxiter) {
info = MAGMA_SUCCESS;
} else if ( solver_par->init_res > solver_par->final_res )
info = MAGMA_SLOW_CONVERGENCE;
else
info = MAGMA_DIVERGENCE;
// =============================================================================
// === postprocessing;
// =============================================================================
// === compute the real AX and corresponding eigenvalues
magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue );
magma_zheevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, gevalues, dwork, n, hwork, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork, &info );
for(magma_int_t k =0; k<n; k++)
evalues[k] = gevalues[k];
// === update X = X * evectors
SWAP(blockX, dwork);
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockX, m, queue );
// === update AX = AX * evectors to compute the final residual
SWAP(blockAX, dwork);
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockAX, m, queue );
// === compute R = AX - evalues X
magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );
for(magma_int_t i=0; i<n; i++)
magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1, queue );
// === residualNorms[iterationNumber] = || R ||
magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );
// === restore blockX if needed
if (blockX != origX)
magmablas_zlacpy( MagmaFull, m, n, blockX, m, origX, m, queue );
printf("Eigenvalues:\n");
for(magma_int_t i =0; i<n; i++)
printf("%e ", evalues[i]);
printf("\n\n");
printf("Final residuals:\n");
magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
printf("\n\n");
//=== Prmagma_int_t residual history in a file for plotting ====
CHECK( magma_dmalloc_cpu(&hresidualNorms, (iterationNumber+1) * n));
magma_dgetmatrix( n, iterationNumber,
residualNorms, n,
hresidualNorms, n, queue );
solver_par->iter_res = *hresidualNorms(0, iterationNumber-1);
printf("Residuals are stored in file residualNorms\n");
printf("Plot the residuals using: myplot \n");
FILE *residuals_file;
residuals_file = fopen("residualNorms", "w");
for(magma_int_t i =1; i<iterationNumber; i++) {
for(magma_int_t j = 0; j<n; j++)
fprintf(residuals_file, "%f ", *hresidualNorms(j,i));
fprintf(residuals_file, "\n");
}
fclose(residuals_file);
cleanup:
magma_free_cpu(hresidualNorms);
// === free work space
magma_free( residualNorms );
magma_free_cpu( condestGhistory );
magma_free_cpu( gevalues );
magma_free_cpu( iwork );
magma_free_pinned( hW );
magma_free_pinned( gevectors );
magma_free_pinned( h_gramB );
magma_free( gramM );
magma_free( gramA );
magma_free( gramB );
magma_free( activeMask );
if (blockX != (solver_par->eigenvectors))
magma_free( blockX );
if (blockAX != (solver_par->eigenvectors))
magma_free( blockAX );
if (blockAR != (solver_par->eigenvectors))
magma_free( blockAR );
if (blockAP != (solver_par->eigenvectors))
magma_free( blockAP );
if (blockR != (solver_par->eigenvectors))
magma_free( blockR );
if (blockP != (solver_par->eigenvectors))
magma_free( blockP );
if (blockW != (solver_par->eigenvectors))
magma_free( blockW );
if (dwork != (solver_par->eigenvectors))
magma_free( dwork );
magma_free( eval_gpu );
magma_free_pinned( hwork );
#ifdef COMPLEX
magma_free_cpu( rwork );
rwork = NULL;
#endif
return info;
}
