// On input, LU and ipiv is LU factorization of A. On output, LU is overwritten.
// Works for any m, n.
// Uses init_matrix() to re-generate original A as needed.
// Returns error in factorization, |PA - LU| / (n |A|)
// This allocates 3 more matrices to store A, L, and U.
double get_LU_error(magma_int_t M, magma_int_t N,
double *LU, magma_int_t lda,
magma_int_t *ipiv)
{
magma_int_t min_mn = min(M,N);
magma_int_t ione = 1;
magma_int_t i, j;
double alpha = MAGMA_D_ONE;
double beta = MAGMA_D_ZERO;
double *A, *L, *U;
double work[1], matnorm, residual;
TESTING_MALLOC_CPU( A, double, lda*N );
TESTING_MALLOC_CPU( L, double, M*min_mn );
TESTING_MALLOC_CPU( U, double, min_mn*N );
memset( L, 0, M*min_mn*sizeof(double) );
memset( U, 0, min_mn*N*sizeof(double) );
// set to original A
init_matrix( M, N, A, lda );
lapackf77_dlaswp( &N, A, &lda, &ione, &min_mn, ipiv, &ione);
// copy LU to L and U, and set diagonal to 1
lapackf77_dlacpy( MagmaLowerStr, &M, &min_mn, LU, &lda, L, &M );
lapackf77_dlacpy( MagmaUpperStr, &min_mn, &N, LU, &lda, U, &min_mn );
for(j=0; j<min_mn; j++)
L[j+j*M] = MAGMA_D_MAKE( 1., 0. );
matnorm = lapackf77_dlange("f", &M, &N, A, &lda, work);
blasf77_dgemm("N", "N", &M, &N, &min_mn,
&alpha, L, &M, U, &min_mn, &beta, LU, &lda);
for( j = 0; j < N; j++ ) {
for( i = 0; i < M; i++ ) {
LU[i+j*lda] = MAGMA_D_SUB( LU[i+j*lda], A[i+j*lda] );
}
}
residual = lapackf77_dlange("f", &M, &N, LU, &lda, work);
TESTING_FREE_CPU( A );
TESTING_FREE_CPU( L );
TESTING_FREE_CPU( U );
return residual / (matnorm * N);
}
double get_LU_error(magma_int_t M, magma_int_t N,
double *A, magma_int_t lda,
double *LU, magma_int_t *IPIV)
{
magma_int_t min_mn = min(M,N);
magma_int_t ione = 1;
magma_int_t i, j;
double alpha = MAGMA_D_ONE;
double beta = MAGMA_D_ZERO;
double *L, *U;
double work[1], matnorm, residual;
TESTING_MALLOC( L, double, M*min_mn);
TESTING_MALLOC( U, double, min_mn*N);
memset( L, 0, M*min_mn*sizeof(double) );
memset( U, 0, min_mn*N*sizeof(double) );
lapackf77_dlaswp( &N, A, &lda, &ione, &min_mn, IPIV, &ione);
lapackf77_dlacpy( MagmaLowerStr, &M, &min_mn, LU, &lda, L, &M );
lapackf77_dlacpy( MagmaUpperStr, &min_mn, &N, LU, &lda, U, &min_mn );
for(j=0; j<min_mn; j++)
L[j+j*M] = MAGMA_D_MAKE( 1., 0. );
matnorm = lapackf77_dlange("f", &M, &N, A, &lda, work);
blasf77_dgemm("N", "N", &M, &N, &min_mn,
&alpha, L, &M, U, &min_mn, &beta, LU, &lda);
for( j = 0; j < N; j++ ) {
for( i = 0; i < M; i++ ) {
LU[i+j*lda] = MAGMA_D_SUB( LU[i+j*lda], A[i+j*lda] );
}
}
residual = lapackf77_dlange("f", &M, &N, LU, &lda, work);
TESTING_FREE(L);
TESTING_FREE(U);
return residual / (matnorm * N);
}