void test_qr_method_sym()
{
std::size_t sz = 220;
viennacl::matrix<ScalarType, MatrixLayout> Q = viennacl::identity_matrix<ScalarType>(sz);
std::vector<ScalarType> d(sz), e(sz), d_ref(sz), e_ref(sz);
std::cout << "Testing matrix of size " << sz << "-by-" << sz << std::endl << std::endl;
// Initialize diagonal and superdiagonal elements
for(unsigned int i = 0; i < sz; ++i)
{
d[i] = ((float)(i % 9)) - 4.5f;
e[i] = ((float)(i % 5)) - 4.5f;
}
e[0] = 0.0f;
d_ref = d;
e_ref = e;
//---Run the tql2 algorithm-----------------------------------
viennacl::linalg::tql2(Q, d, e);
// ---Test the computed eigenvalues and eigenvectors
if(!test_eigen_val_vec<MatrixLayout>(Q, d, d_ref, e_ref))
exit(EXIT_FAILURE);
/*
for( unsigned int i = 0; i < sz; ++i)
std::cout << "Eigenvalue " << i << "= " << d[i] << std::endl;
*/
}
SERefList& SERefList::operator=(const SERefList& sl)
{
d_unref();
d = sl.d;
d_ref();
return *this;
}
extern "C" magma_int_t
magma_zgeqrs_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaDoubleComplex *dA, magma_int_t ldda,
magmaDoubleComplex *tau, magmaDoubleComplex *dT,
magmaDoubleComplex *dB, magma_int_t lddb,
magmaDoubleComplex *hwork, 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
=======
Solves the least squares problem
min || A*X - C ||
using the QR factorization A = Q*R computed by ZGEQRF_GPU.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. M >= N >= 0.
NRHS (input) INTEGER
The number of columns of the matrix C. NRHS >= 0.
A (input) COMPLEX_16 array on the GPU, dimension (LDDA,N)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,n, as returned by
ZGEQRF_GPU in the first n columns of its array argument A.
LDDA (input) INTEGER
The leading dimension of the array A, LDDA >= M.
TAU (input) COMPLEX_16 array, dimension (N)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by MAGMA_ZGEQRF_GPU.
DB (input/output) COMPLEX_16 array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
DT (input) COMPLEX_16 array that is the output (the 6th argument)
of magma_zgeqrf_gpu of size
2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
The array starts with a block of size MIN(M,N)*NB that stores
the triangular T matrices used in the QR factorization,
followed by MIN(M,N)*NB block storing the diagonal block
inverses for the R matrix, followed by work space of size
((N+31)/32*32 )* MAX(NB, NRHS).
LDDB (input) INTEGER
The leading dimension of the array DB. LDDB >= M.
HWORK (workspace/output) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_zgeqrf_nb( M ).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the WORK array.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
#define a_ref(a_1,a_2) (dA+(a_2)*(ldda) + (a_1))
#define d_ref(a_1) (dT+(lddwork+(a_1))*nb)
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magmaDoubleComplex *dwork;
magma_int_t i, k, lddwork, rows, ib;
magma_int_t ione = 1;
magma_int_t nb = magma_get_zgeqrf_nb(m);
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
int lquery = (lwork == -1);
hwork[0] = MAGMA_Z_MAKE( (double)lwkopt, 0. );
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0 || m < n)
*info = -2;
else if (nrhs < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
else if (lddb < max(1,m))
*info = -9;
else if (lwork < lwkopt && ! lquery)
*info = -11;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
hwork[0] = c_one;
return *info;
}
/* B := Q' * B */
magma_zunmqr_gpu( MagmaLeft, MagmaConjTrans,
m, nrhs, n,
a_ref(0,0), ldda, tau,
dB, lddb, hwork, lwork, dT, nb, info );
if ( *info != 0 ) {
return *info;
}
/* Solve R*X = B(1:n,:) */
lddwork= k;
if (nb < k)
dwork = dT+2*lddwork*nb;
else
dwork = dT;
// To do: Why did we have this line originally; seems to be a bug (Stan)?
// dwork = dT;
i = (k-1)/nb * nb;
ib = n-i;
rows = m-i;
// TODO: this assumes that, on exit from magma_zunmqr_gpu, hwork contains
// the last block of A and B (i.e., C in zunmqr). This should be fixed.
// Seems this data should already be on the GPU, so could switch to
// magma_ztrsm and drop the zsetmatrix.
if ( nrhs == 1 ) {
blasf77_ztrsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, hwork, &rows,
hwork+rows*ib, &ione);
} else {
blasf77_ztrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, &nrhs,
&c_one, hwork, &rows,
hwork+rows*ib, &rows);
}
// update the solution vector
magma_zsetmatrix( ib, nrhs, hwork+rows*ib, rows, dwork+i, lddwork );
// update c
if (nrhs == 1)
magma_zgemv( MagmaNoTrans, i, ib,
c_neg_one, a_ref(0, i), ldda,
dwork + i, 1,
c_one, dB, 1);
else
magma_zgemm( MagmaNoTrans, MagmaNoTrans,
i, nrhs, ib,
c_neg_one, a_ref(0, i), ldda,
dwork + i, lddwork,
c_one, dB, lddb);
int start = i-nb;
if (nb < k) {
for (i = start; i >=0; i -= nb) {
ib = min(k-i, nb);
rows = m -i;
if (i + ib < n) {
if (nrhs == 1) {
magma_zgemv( MagmaNoTrans, ib, ib,
c_one, d_ref(i), ib,
dB+i, 1,
c_zero, dwork+i, 1);
magma_zgemv( MagmaNoTrans, i, ib,
c_neg_one, a_ref(0, i), ldda,
dwork + i, 1,
c_one, dB, 1);
}
else {
magma_zgemm( MagmaNoTrans, MagmaNoTrans,
ib, nrhs, ib,
c_one, d_ref(i), ib,
dB+i, lddb,
c_zero, dwork+i, lddwork);
magma_zgemm( MagmaNoTrans, MagmaNoTrans,
i, nrhs, ib,
c_neg_one, a_ref(0, i), ldda,
dwork + i, lddwork,
c_one, dB, lddb);
}
}
}
}
magma_zcopymatrix( (n), nrhs,
dwork, lddwork,
dB, lddb );
return *info;
}
extern "C" magma_int_t
magma_cgeqrf_gpu( magma_int_t m, magma_int_t n,
magmaFloatComplex *dA, magma_int_t ldda,
magmaFloatComplex *tau, magmaFloatComplex *dT,
magma_int_t *info )
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
CGEQRF computes a QR factorization of a complex M-by-N matrix A:
A = Q * R.
This version stores the triangular dT matrices used in
the block QR factorization so that they can be applied directly (i.e.,
without being recomputed) later. As a result, the application
of Q is much faster. Also, the upper triangular matrices for V have 0s
in them. The corresponding parts of the upper triangular R are inverted
and stored separately in dT.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
dA (input/output) COMPLEX array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
LDDA (input) INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
dividable by 16.
TAU (output) COMPLEX array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
dT (workspace/output) COMPLEX array on the GPU,
dimension (2*MIN(M, N) + (N+31)/32*32 )*NB,
where NB can be obtained through magma_get_cgeqrf_nb(M).
It starts with MIN(M,N)*NB block that store the triangular T
matrices, followed by the MIN(M,N)*NB block of the diagonal
inverses for the R matrix. The rest of the array is used as workspace.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define a_ref(a_1,a_2) (dA+(a_2)*(ldda) + (a_1))
#define t_ref(a_1) (dT+(a_1)*nb)
#define d_ref(a_1) (dT+(minmn+(a_1))*nb)
#define dd_ref(a_1) (dT+(2*minmn+(a_1))*nb)
#define work_ref(a_1) ( work + (a_1))
#define hwork ( work + (nb)*(m))
magma_int_t i, k, minmn, old_i, old_ib, rows, cols;
magma_int_t ib, nb;
magma_int_t ldwork, lddwork, lwork, lhwork;
magmaFloatComplex *work, *ut;
/* check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
k = minmn = min(m,n);
if (k == 0)
return *info;
nb = magma_get_cgeqrf_nb(m);
lwork = (m + n + nb)*nb;
lhwork = lwork - m*nb;
if (MAGMA_SUCCESS != magma_cmalloc_pinned( &work, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
ut = hwork+nb*(n);
memset( ut, 0, nb*nb*sizeof(magmaFloatComplex));
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
ldwork = m;
lddwork= n;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_cgetmatrix_async( rows, ib,
a_ref(i,i), ldda,
work_ref(i), ldwork, stream[1] );
if (i>0){
/* Apply H' to A(i:m,i+2*ib:n) from the left */
cols = n-old_i-2*old_ib;
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, cols, old_ib,
a_ref(old_i, old_i ), ldda, t_ref(old_i), nb,
a_ref(old_i, old_i+2*old_ib), ldda, dd_ref(0), lddwork);
/* store the diagonal */
magma_csetmatrix_async( old_ib, old_ib,
ut, old_ib,
d_ref(old_i), old_ib, stream[0] );
}
magma_queue_sync( stream[1] );
lapackf77_cgeqrf(&rows, &ib, work_ref(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_clarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work_ref(i), &ldwork, tau+i, hwork, &ib);
/* Put 0s in the upper triangular part of a panel (and 1s on the
diagonal); copy the upper triangular in ut and invert it. */
magma_queue_sync( stream[0] );
csplit_diag_block(ib, work_ref(i), ldwork, ut);
magma_csetmatrix( rows, ib, work_ref(i), ldwork, a_ref(i,i), ldda );
if (i + ib < n) {
/* Send the triangular factor T to the GPU */
magma_csetmatrix( ib, ib, hwork, ib, t_ref(i), nb );
if (i+nb < k-nb){
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
a_ref(i, i ), ldda, t_ref(i), nb,
a_ref(i, i+ib), ldda, dd_ref(0), lddwork);
}
else {
cols = n-i-ib;
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, cols, ib,
a_ref(i, i ), ldda, t_ref(i), nb,
a_ref(i, i+ib), ldda, dd_ref(0), lddwork);
/* Fix the diagonal block */
magma_csetmatrix( ib, ib, ut, ib, d_ref(i), ib );
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_cgetmatrix( rows, ib, a_ref(i, i), ldda, work, rows );
lhwork = lwork - rows*ib;
lapackf77_cgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_csetmatrix( rows, ib, work, rows, a_ref(i, i), ldda );
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free_pinned( work );
return *info;
/* End of MAGMA_CGEQRF */
} /* magma_cgeqrf */
extern "C" magma_int_t
magma_zgeqrs3_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaDoubleComplex *dA, magma_int_t ldda,
magmaDoubleComplex *tau, magmaDoubleComplex *dT,
magmaDoubleComplex *dB, magma_int_t lddb,
magmaDoubleComplex *hwork, 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
=======
Solves the least squares problem
min || A*X - C ||
using the QR factorization A = Q*R computed by ZGEQRF3_GPU.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. M >= N >= 0.
NRHS (input) INTEGER
The number of columns of the matrix C. NRHS >= 0.
A (input) COMPLEX_16 array on the GPU, dimension (LDDA,N)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,n, as returned by
ZGEQRF3_GPU in the first n columns of its array argument A.
LDDA (input) INTEGER
The leading dimension of the array A, LDDA >= M.
TAU (input) COMPLEX_16 array, dimension (N)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by MAGMA_ZGEQRF_GPU.
DB (input/output) COMPLEX_16 array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
DT (input) COMPLEX_16 array that is the output (the 6th argument)
of magma_zgeqrf_gpu of size
2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
The array starts with a block of size MIN(M,N)*NB that stores
the triangular T matrices used in the QR factorization,
followed by MIN(M,N)*NB block storing the diagonal block
matrices for the R matrix, followed by work space of size
((N+31)/32*32 )* MAX(NB, NRHS).
LDDB (input) INTEGER
The leading dimension of the array DB. LDDB >= M.
HWORK (workspace/output) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_zgeqrf_nb( M ).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the WORK array.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
#define a_ref(a_1,a_2) (dA+(a_2)*(ldda) + (a_1))
#define d_ref(a_1) (dT+(lddwork+(a_1))*nb)
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t k, lddwork;
magma_int_t nb = magma_get_zgeqrf_nb(m);
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
int lquery = (lwork == -1);
hwork[0] = MAGMA_Z_MAKE( (double)lwkopt, 0. );
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0 || m < n)
*info = -2;
else if (nrhs < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
else if (lddb < max(1,m))
*info = -8;
else if (lwork < lwkopt && ! lquery)
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
hwork[0] = c_one;
return *info;
}
lddwork= k;
/* B := Q' * B */
magma_zunmqr_gpu( MagmaLeft, MagmaConjTrans,
m, nrhs, n,
a_ref(0,0), ldda, tau,
dB, lddb, hwork, lwork, dT, nb, info );
if ( *info != 0 ) {
return *info;
}
/* Solve R*X = B(1:n,:)
1. Move the block diagonal submatrices from d_ref to R
2. Solve
3. Restore the data format moving data from R back to d_ref
*/
magmablas_zswapdblk(k, nb, a_ref(0,0), ldda, 1, d_ref(0), nb, 0);
if ( nrhs == 1 ) {
magma_ztrsv(MagmaUpper, MagmaNoTrans, MagmaNonUnit,
n, a_ref(0,0), ldda, dB, 1);
} else {
magma_ztrsm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
n, nrhs, c_one, a_ref(0,0), ldda, dB, lddb);
}
magmablas_zswapdblk(k, nb, d_ref(0), nb, 0, a_ref(0,0), ldda, 1);
return *info;
}
/**
Purpose
-------
CGEQRF3 computes a QR factorization of a complex M-by-N matrix A:
A = Q * R.
This version stores the triangular dT matrices used in
the block QR factorization so that they can be applied directly (i.e.,
without being recomputed) later. As a result, the application
of Q is much faster. Also, the upper triangular matrices for V have 0s
in them and the corresponding parts of the upper triangular R are
stored separately in dT.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
tau COMPLEX array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
dT (workspace) COMPLEX array on the GPU,
dimension (2*MIN(M, N) + (N+31)/32*32 )*NB,
where NB can be obtained through magma_get_cgeqrf_nb(M).
It starts with MIN(M,N)*NB block that store the triangular T
matrices, followed by the MIN(M,N)*NB block of the diagonal
matrices for the R matrix. The rest of the array is used as workspace.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_cgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_cgeqrf3_gpu( magma_int_t m, magma_int_t n,
magmaFloatComplex *dA, magma_int_t ldda,
magmaFloatComplex *tau, magmaFloatComplex *dT,
magma_int_t *info )
{
#define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
#define dT(a_1) (dT + (a_1)*nb)
#define d_ref(a_1) (dT + ( minmn+(a_1))*nb)
#define dd_ref(a_1) (dT + (2*minmn+(a_1))*nb)
#define work(a_1) (work + (a_1))
#define hwork (work + (nb)*(m))
magma_int_t i, k, minmn, old_i, old_ib, rows, cols;
magma_int_t ib, nb;
magma_int_t ldwork, lddwork, lwork, lhwork;
magmaFloatComplex *work, *ut;
/* check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
k = minmn = min(m,n);
if (k == 0)
return *info;
nb = magma_get_cgeqrf_nb(m);
lwork = (m + n + nb)*nb;
lhwork = lwork - m*nb;
if (MAGMA_SUCCESS != magma_cmalloc_pinned( &work, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
ut = hwork+nb*(n);
memset( ut, 0, nb*nb*sizeof(magmaFloatComplex));
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
ldwork = m;
lddwork= n;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_cgetmatrix_async( rows, ib,
dA(i,i), ldda,
work(i), ldwork, stream[1] );
if (i > 0) {
/* Apply H' to A(i:m,i+2*ib:n) from the left */
cols = n-old_i-2*old_ib;
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, cols, old_ib,
dA(old_i, old_i ), ldda, dT(old_i), nb,
dA(old_i, old_i+2*old_ib), ldda, dd_ref(0), lddwork);
/* store the diagonal */
magma_csetmatrix_async( old_ib, old_ib,
ut, old_ib,
d_ref(old_i), old_ib, stream[0] );
}
magma_queue_sync( stream[1] );
lapackf77_cgeqrf(&rows, &ib, work(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_clarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work(i), &ldwork, tau+i, hwork, &ib);
/* Put 0s in the upper triangular part of a panel (and 1s on the
diagonal); copy the upper triangular in ut. */
magma_queue_sync( stream[0] );
csplit_diag_block3(ib, work(i), ldwork, ut);
magma_csetmatrix( rows, ib, work(i), ldwork, dA(i,i), ldda );
if (i + ib < n) {
/* Send the triangular factor T to the GPU */
magma_csetmatrix( ib, ib, hwork, ib, dT(i), nb );
if (i+nb < k-nb) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
}
else {
cols = n-i-ib;
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, cols, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
/* Fix the diagonal block */
magma_csetmatrix( ib, ib, ut, ib, d_ref(i), ib );
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_cgetmatrix( rows, ib, dA(i, i), ldda, work, rows );
lhwork = lwork - rows*ib;
lapackf77_cgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_csetmatrix( rows, ib, work, rows, dA(i, i), ldda );
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free_pinned( work );
return *info;
} /* magma_cgeqrf_gpu */
extern "C" int
magma_ztsqrt_gpu(int *m, int *n,
magmaDoubleComplex *a1, magmaDoubleComplex *a2, int *lda,
magmaDoubleComplex *tau, magmaDoubleComplex *work,
int *lwork, magmaDoubleComplex *dwork, int *info )
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZGEQRF computes a QR factorization of a complex M-by-N matrix A:
A = Q * R.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) COMPLEX_16 array on the GPU, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU (output) COMPLEX_16 array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
Higher performance is achieved if WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= (M+N+NB)*NB,
where NB can be obtained through magma_get_zgeqrf_nb(M).
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.
DWORK (workspace/output) COMPLEX_16 array on the GPU, dimension 2*N*NB,
where NB can be obtained through magma_get_zgeqrf_nb(M).
It starts with NB*NB blocks that store the triangular T
matrices, followed by the NB*NB blocks of the diagonal
inverses for the R matrix.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define a1_ref(a_1,a_2) ( a1+(a_2)*(*lda) + (a_1))
#define a2_ref(a_1,a_2) ( a2+(a_2)*(*lda) + (a_1))
#define t_ref(a_1) (dwork+(a_1))
#define d_ref(a_1) (dwork+(lddwork+(a_1))*nb)
#define dd_ref(a_1) (dwork+(2*lddwork+(a_1))*nb)
#define work_a1 ( work )
#define work_a2 ( work + nb )
#define hwork ( work + (nb)*(*m))
int i, k, ldwork, lddwork, old_i, old_ib, rows, cols;
int nbmin, ib, ldda;
/* Function Body */
*info = 0;
int nb = magma_get_zgeqrf_nb(*m);
int lwkopt = (*n+*m) * nb;
work[0] = (magmaDoubleComplex) lwkopt;
int lquery = *lwork == -1;
if (*m < 0) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*lda < max(1,*m)) {
*info = -4;
} else if (*lwork < max(1,*n) && ! lquery) {
*info = -7;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(*m,*n);
if (k == 0) {
work[0] = 1.f;
return *info;
}
int lhwork = *lwork - (*m)*nb;
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
ldda = *m;
nbmin = 2;
ldwork = *m;
lddwork= k;
// This is only blocked code for now
for (i = 0; i < k; i += nb) {
ib = min(k-i, nb);
rows = *m -i;
rows = *m;
// Send the next panel (diagonal block of A1 & block column of A2)
// to the CPU (in work_a1 and work_a2)
magma_zgetmatrix_async( rows, ib,
a2_ref(0,i), (*lda),
work_a2, ldwork, stream[1] );
// a1_ref(i,i), (*lda)*sizeof(magmaDoubleComplex),
// the diagonal of a1 is in d_ref generated and
// passed from magma_zgeqrf_gpu
magma_zgetmatrix_async( ib, ib,
d_ref(i), ib,
work_a1, ldwork, stream[1] );
if (i>0) {
/* Apply H' to A(i:m,i+2*ib:n) from the left */
// update T2
cols = *n-old_i-2*old_ib;
magma_zssrfb(*m, cols, &old_ib,
a2_ref( 0, old_i), lda, t_ref(old_i), &lddwork,
a1_ref(old_i, old_i+2*old_ib), lda,
a2_ref( 0, old_i+2*old_ib), lda,
dd_ref(0), &lddwork);
}
magma_queue_sync( stream[1] );
// TTT - here goes the CPU PLASMA code
// Matrix T has to be put in hwork with lda = ib and 0s
// in the parts that are not used - copied on GPU in t_ref(i)
// Now diag of A1 is updated, send it back asynchronously to the GPU.
// We have to play interchaning these copies to see which is faster
magma_zsetmatrix_async( ib, ib,
work_a1, ib,
d_ref(i), ib, stream[0] );
// Send the panel from A2 back to the GPU
magma_zsetmatrix( *m, ib, work_a2, ldwork, a2_ref(0,i), *lda );
if (i + ib < *n) {
// Send the triangular factor T from hwork to the GPU in t_ref(i)
magma_zsetmatrix( ib, ib, hwork, ib, t_ref(i), lddwork );
if (i+nb < k){
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
// if we can do one more step, first update T1
magma_zssrfb(*m, ib, &ib,
a2_ref(0, i), lda, t_ref(i), &lddwork,
a1_ref(i, i+ib), lda,
a2_ref(0, i+ib), lda,
dd_ref(0), &lddwork);
}
else {
cols = *n-i-ib;
// otherwise, update until the end and fix the panel
magma_zssrfb(*m, cols, &ib,
a2_ref(0, i), lda, t_ref(i), &lddwork,
a1_ref(i, i+ib), lda,
a2_ref(0, i+ib), lda,
dd_ref(0), &lddwork);
}
old_i = i;
old_ib = ib;
}
}
return *info;
} /* magma_ztsqrt_gpu */
void CTestApp::RunPrecisionBenchmark(void)
{
const CArgs& args = GetArgs();
const int COUNT = args["count"].AsInteger();
double threshold = args["threshold"].AsDouble();
const int kCallPosix = 0;
const int kCallPosixOld = 1;
const int kCallstrtod = 2;
int call_type = kCallPosix;
if ( args["precision"].AsString() == "Posix" ) {
call_type = kCallPosix;
}
if ( args["precision"].AsString() == "PosixOld" ) {
call_type = kCallPosixOld;
}
if ( args["precision"].AsString() == "strtod" ) {
call_type = kCallstrtod;
}
char str[200];
char* errptr = 0;
const int MAX_DIGITS = 24;
typedef map<int, int> TErrCount;
int err_close = 0;
TErrCount err_count;
for ( int test = 0; test < COUNT; ++test ) {
{
int digits = 1+rand()%MAX_DIGITS;
int exp = rand()%600-300;
char* ptr = str;
if ( rand()%1 ) *ptr++ = '-';
*ptr++ = '.';
for ( int i = 0; i < digits; ++i ) {
*ptr++ = '0'+rand()%10;
}
sprintf(ptr, "e%d", exp);
}
double v_ref = PreciseStringToDouble(str);
errno = 0;
double v = 0;
switch ( call_type ) {
case kCallPosix:
v = NStr::StringToDoublePosix(str, &errptr);
break;
case kCallPosixOld:
v = StringToDoublePosixOld(str, &errptr);
break;
case kCallstrtod:
v = strtod(str, &errptr);
break;
}
if ( errno||(errptr&&(*errptr||errptr==str)) ) {
// error
ERR_POST("Failed to convert: "<< str);
err_count[-1] += 1;
continue;
}
if ( v == v_ref ) {
continue;
}
CDecimal d0(str);
CDecimal d_ref(v_ref, 24);
CDecimal d_v(v, 24);
int exp_shift = 0;
if ( d0.m_Exponent > 200 ) exp_shift = -100;
if ( d0.m_Exponent < -200 ) exp_shift = 100;
double err_ref = fabs((d_ref-d0).ToDouble(exp_shift));
double err_v = fabs((d_v-d0).ToDouble(exp_shift));
if ( err_v <= err_ref*(1+threshold) ) {
if ( m_VerboseLevel >= 2 ) {
LOG_POST("d_str: "<<d0);
LOG_POST("d_ref: "<<d_ref<<" err="<<err_ref);
LOG_POST("d_cur: "<<d_v<<" err="<<err_v);
}
++err_close;
continue;
}
if ( m_VerboseLevel >= 1 ) {
LOG_POST("d_str: "<<d0);
LOG_POST("d_ref: "<<d_ref<<" err="<<err_ref);
LOG_POST("d_cur: "<<d_v<<" err="<<err_v);
}
int err = 0;
for ( double t = v; t != v_ref; ) {
//LOG_POST(setprecision(20)<<t<<" - "<<v_ref<<" = "<<(t-v_ref));
++err;
t = GetNextToward(t, v_ref);
}
err_count[err] += 1;
}
NcbiCout << "Close errors: "<<err_close<<"/"<<COUNT
<< " = " << 1e2*err_close/COUNT<<"%"
<< NcbiEndl;
ITERATE ( TErrCount, it, err_count ) {
NcbiCout << "Errors["<<it->first<<"] = "<<it->second<<"/"<<COUNT
<< " = " << 1e2*it->second/COUNT<<"%"
<< NcbiEndl;
}
extern "C" magma_err_t
magma_cgeqrs_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaFloatComplex_ptr dA, size_t dA_offset, magma_int_t ldda,
magmaFloatComplex *tau, magmaFloatComplex_ptr dT, size_t dT_offset,
magmaFloatComplex_ptr dB, size_t dB_offset, magma_int_t lddb,
magmaFloatComplex *hwork, magma_int_t lwork,
magma_int_t *info, magma_queue_t queue)
{
/* -- clMagma (version 0.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date January 2014
Purpose
=======
Solves the least squares problem
min || A*X - C ||
using the QR factorization A = Q*R computed by CGEQRF_GPU.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. M >= N >= 0.
NRHS (input) INTEGER
The number of columns of the matrix C. NRHS >= 0.
A (input) COMPLEX array on the GPU, dimension (LDDA,N)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,n, as returned by
CGEQRF_GPU in the first n columns of its array argument A.
LDDA (input) INTEGER
The leading dimension of the array A, LDDA >= M.
TAU (input) COMPLEX array, dimension (N)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by MAGMA_CGEQRF_GPU.
DB (input/output) COMPLEX array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
DT (input) COMPLEX array that is the output (the 6th argument)
of magma_cgeqrf_gpu of size
2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
The array starts with a block of size MIN(M,N)*NB that stores
the triangular T matrices used in the QR factorization,
followed by MIN(M,N)*NB block storing the diagonal block
inverses for the R matrix, followed by work space of size
((N+31)/32*32 )* MAX(NB, NRHS).
LDDB (input) INTEGER
The leading dimension of the array DB. LDDB >= M.
HWORK (workspace/output) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK, LWORK >= max(1,NRHS).
For optimum performance LWORK >= (M-N+NB)*(NRHS + 2*NB), where
NB is the blocksize given by magma_get_cgeqrf_nb( M ).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the WORK array.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
#define a_ref(a_1,a_2) dA, (dA_offset + (a_1) + (a_2)*(ldda))
#define d_ref(a_1) dT, (dT_offset + (lddwork+(a_1))*nb)
magmaFloatComplex c_zero = MAGMA_C_ZERO;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magmaFloatComplex_ptr dwork;
magma_int_t i, k, lddwork, rows, ib;
magma_int_t ione = 1;
magma_int_t nb = magma_get_cgeqrf_nb(m);
magma_int_t lwkopt = (m-n+nb)*(nrhs+2*nb);
long int lquery = (lwork == -1);
hwork[0] = MAGMA_C_MAKE( (float)lwkopt, 0. );
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0 || m < n)
*info = -2;
else if (nrhs < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
else if (lddb < max(1,m))
*info = -8;
else if (lwork < lwkopt && ! lquery)
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
hwork[0] = c_one;
return *info;
}
/* B := Q' * B */
magma_cunmqr_gpu( MagmaLeft, MagmaConjTrans,
m, nrhs, n,
a_ref(0,0), ldda, tau,
dB, dB_offset, lddb, hwork, lwork, dT, dT_offset, nb, info, queue );
if ( *info != 0 ) {
return *info;
}
/* Solve R*X = B(1:n,:) */
lddwork= k;
int ldtwork;
size_t dwork_offset = 0;
if (nb < k)
{
dwork = dT;
dwork_offset = dT_offset+2*lddwork*nb;
}
else
{
ldtwork = ( 2*k + ((n+31)/32)*32 )*nb;
magma_cmalloc( &dwork, ldtwork );
}
// To do: Why did we have this line originally; seems to be a bug (Stan)?
//dwork = dT;
i = (k-1)/nb * nb;
ib = n-i;
rows = m-i;
if ( nrhs == 1 ) {
blasf77_ctrsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, hwork, &rows,
hwork+rows*ib, &ione);
} else {
blasf77_ctrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, &nrhs,
&c_one, hwork, &rows,
hwork+rows*ib, &rows);
}
// update the solution vector
magma_csetmatrix( ib, nrhs, hwork+rows*ib, 0, rows, dwork, dwork_offset+i, lddwork, queue );
// update c
if (nrhs == 1)
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset+i, 1,
c_one, dB, dB_offset, 1, queue );
else
magma_cgemm( MagmaNoTrans, MagmaNoTrans,
i, nrhs, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset + i, lddwork,
c_one, dB, dB_offset, lddb, queue );
int start = i-nb;
if (nb < k) {
for (i = start; i >=0; i -= nb) {
ib = min(k-i, nb);
rows = m -i;
if (i + ib < n) {
if (nrhs == 1) {
magma_cgemv( MagmaNoTrans, ib, ib,
c_one, d_ref(i), ib,
dB, dB_offset+i, 1,
c_zero, dwork, dwork_offset+i, 1, queue );
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset+i, 1,
c_one, dB, dB_offset, 1, queue );
} else {
magma_cgemm( MagmaNoTrans, MagmaNoTrans,
ib, nrhs, ib,
c_one, d_ref(i), ib,
dB, dB_offset+i, lddb,
c_zero, dwork, dwork_offset+i, lddwork, queue );
magma_cgemm( MagmaNoTrans, MagmaNoTrans,
i, nrhs, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset+i, lddwork,
c_one, dB, dB_offset, lddb, queue );
}
}
}
}
magma_ccopymatrix( (n), nrhs,
dwork, dwork_offset, lddwork,
dB, dB_offset, lddb, queue );
if (nb >= k)
magma_free(dwork);
magma_queue_sync( queue );
return *info;
}
