/* //////////////////////////////////////////////////////////////////////////// -- Testing dgeev */ int main( int argc, char** argv) { TESTING_INIT(); real_Double_t gpu_time, cpu_time; double *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2; double *w1i, *w2i; magmaDoubleComplex *w1copy, *w2copy; magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE; double tnrm, result[9]; magma_int_t N, n2, lda, nb, lwork, info; magma_int_t ione = 1; magma_int_t ISEED[4] = {0,0,0,1}; double ulp, ulpinv, error; magma_int_t status = 0; ulp = lapackf77_dlamch( "P" ); ulpinv = 1./ulp; magma_opts opts; parse_opts( argc, argv, &opts ); // need slightly looser bound (60*eps instead of 30*eps) for some tests opts.tolerance = max( 60., opts.tolerance ); double tol = opts.tolerance * lapackf77_dlamch("E"); double tolulp = opts.tolerance * lapackf77_dlamch("P"); // enable at least some minimal checks, if requested if ( opts.check && !opts.lapack && opts.jobvl == MagmaNoVec && opts.jobvr == MagmaNoVec ) { fprintf( stderr, "NOTE: Some checks require vectors to be computed;\n" " set jobvl=V (option -LV), or jobvr=V (option -RV), or both.\n" " Some checks require running lapack (-l); setting lapack.\n\n"); opts.lapack = true; } printf(" N CPU Time (sec) GPU Time (sec) |W_magma - W_lapack| / |W_lapack|\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 = lda*N; nb = magma_get_dgehrd_nb(N); lwork = N*(2 + nb); // generous workspace - required by dget22 lwork = max( lwork, N*(5 + 2*N) ); TESTING_MALLOC_CPU( w1copy, magmaDoubleComplex, N ); TESTING_MALLOC_CPU( w2copy, magmaDoubleComplex, N ); TESTING_MALLOC_CPU( w1, double, N ); TESTING_MALLOC_CPU( w2, double, N ); TESTING_MALLOC_CPU( w1i, double, N ); TESTING_MALLOC_CPU( w2i, double, N ); TESTING_MALLOC_CPU( h_A, double, n2 ); TESTING_MALLOC_PIN( h_R, double, n2 ); TESTING_MALLOC_PIN( VL, double, n2 ); TESTING_MALLOC_PIN( VR, double, n2 ); TESTING_MALLOC_PIN( h_work, double, lwork ); /* Initialize the matrix */ lapackf77_dlarnv( &ione, ISEED, &n2, h_A ); lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); /* ==================================================================== Performs operation using MAGMA =================================================================== */ gpu_time = magma_wtime(); magma_dgeev( opts.jobvl, opts.jobvr, N, h_R, lda, w1, w1i, VL, lda, VR, lda, h_work, lwork, opts.queue, &info ); gpu_time = magma_wtime() - gpu_time; if (info != 0) printf("magma_dgeev returned error %d: %s.\n", (int) info, magma_strerror( info )); /* ===================================================================== Check the result =================================================================== */ if ( opts.check ) { /* =================================================================== * Check the result following LAPACK's [zcds]drvev routine. * The following tests are performed: * (1) | A * VR - VR * W | / ( n |A| ) * * Here VR is the matrix of unit right eigenvectors. * W is a diagonal matrix with diagonal entries W(j). * * (2) | |VR(i)| - 1 | and whether largest component real * * VR(i) denotes the i-th column of VR. * * (3) | A**T * VL - VL * W**T | / ( n |A| ) * * Here VL is the matrix of unit left eigenvectors, A**T is the * transpose of A, and W is as above. * * (4) | |VL(i)| - 1 | and whether largest component real * * VL(i) denotes the i-th column of VL. * * (5) W(full) = W(partial, W only) -- currently skipped * (6) W(full) = W(partial, W and VR) * (7) W(full) = W(partial, W and VL) * * W(full) denotes the eigenvalues computed when both VR and VL * are also computed, and W(partial) denotes the eigenvalues * computed when only W, only W and VR, or only W and VL are * computed. * * (8) VR(full) = VR(partial, W and VR) * * VR(full) denotes the right eigenvectors computed when both VR * and VL are computed, and VR(partial) denotes the result * when only VR is computed. * * (9) VL(full) = VL(partial, W and VL) * * VL(full) denotes the left eigenvectors computed when both VR * and VL are also computed, and VL(partial) denotes the result * when only VL is computed. * * (1, 2) only if jobvr = V * (3, 4) only if jobvl = V * (5-9) only if check = 2 (option -c2) ================================================================= */ double vmx, vrmx, vtst; // Initialize result. -1 indicates test was not run. for( int j = 0; j < 9; ++j ) result[j] = -1.; if ( opts.jobvr == MagmaVec ) { // Do test 1: | A * VR - VR * W | / ( n |A| ) // Note this writes result[1] also lapackf77_dget22( MagmaNoTransStr, MagmaNoTransStr, MagmaNoTransStr, &N, h_A, &lda, VR, &lda, w1, w1i, h_work, &result[0] ); result[0] *= ulp; // Do test 2: | |VR(i)| - 1 | and whether largest component real result[1] = -1.; for( int j = 0; j < N; ++j ) { tnrm = 1.; if (w1i[j] == 0.) tnrm = magma_cblas_dnrm2( N, &VR[j*lda], ione ); else if (w1i[j] > 0.) tnrm = magma_dlapy2( magma_cblas_dnrm2( N, &VR[j*lda], ione ), magma_cblas_dnrm2( N, &VR[(j+1)*lda], ione )); result[1] = max( result[1], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp )); if (w1i[j] > 0.) { vmx = vrmx = 0.; for( int jj = 0; jj < N; ++jj ) { vtst = magma_dlapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]); if (vtst > vmx) vmx = vtst; if ( (VR[jj + (j+1)*lda])==0. && MAGMA_D_ABS( VR[jj+j*lda] ) > vrmx) { vrmx = MAGMA_D_ABS( VR[jj+j*lda] ); } } if (vrmx / vmx < 1. - ulp*2.) result[1] = ulpinv; } } result[1] *= ulp; } if ( opts.jobvl == MagmaVec ) { // Do test 3: | A**T * VL - VL * W**T | / ( n |A| ) // Note this writes result[3] also lapackf77_dget22( MagmaTransStr, MagmaNoTransStr, MagmaTransStr, &N, h_A, &lda, VL, &lda, w1, w1i, h_work, &result[2] ); result[2] *= ulp; // Do test 4: | |VL(i)| - 1 | and whether largest component real result[3] = -1.; for( int j = 0; j < N; ++j ) { tnrm = 1.; if (w1i[j] == 0.) tnrm = magma_cblas_dnrm2( N, &VL[j*lda], ione ); else if (w1i[j] > 0.) tnrm = magma_dlapy2( magma_cblas_dnrm2( N, &VL[j*lda], ione ), magma_cblas_dnrm2( N, &VL[(j+1)*lda], ione )); result[3] = max( result[3], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp )); if (w1i[j] > 0.) { vmx = vrmx = 0.; for( int jj = 0; jj < N; ++jj ) { vtst = magma_dlapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]); if (vtst > vmx) vmx = vtst; if ( (VL[jj + (j+1)*lda])==0. && MAGMA_D_ABS( VL[jj+j*lda]) > vrmx) { vrmx = MAGMA_D_ABS( VL[jj+j*lda] ); } } if (vrmx / vmx < 1. - ulp*2.) result[3] = ulpinv; } } result[3] *= ulp; } } if ( opts.check == 2 ) { // more extensive tests // this is really slow because it calls magma_zgeev multiple times double *LRE, DUM; TESTING_MALLOC_PIN( LRE, double, n2 ); lapackf77_dlarnv( &ione, ISEED, &n2, h_A ); lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); // ---------- // Compute eigenvalues, left and right eigenvectors magma_dgeev( MagmaVec, MagmaVec, N, h_R, lda, w1, w1i, VL, lda, VR, lda, h_work, lwork, opts.queue, &info ); if (info != 0) printf("magma_zgeev (case V, V) returned error %d: %s.\n", (int) info, magma_strerror( info )); // ---------- // Compute eigenvalues only // These are not exactly equal, and not in the same order, so skip for now. //lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); //magma_dgeev( MagmaNoVec, MagmaNoVec, // N, h_R, lda, w2, w2i, // &DUM, 1, &DUM, 1, // h_work, lwork, opts.queue, &info ); //if (info != 0) // printf("magma_dgeev (case N, N) returned error %d: %s.\n", // (int) info, magma_strerror( info )); // //// Do test 5: W(full) = W(partial, W only) //result[4] = 1; //for( int j = 0; j < N; ++j ) // if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) // result[4] = 0; // ---------- // Compute eigenvalues and right eigenvectors lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev( MagmaNoVec, MagmaVec, N, h_R, lda, w2, w2i, &DUM, 1, LRE, lda, h_work, lwork, opts.queue, &info ); if (info != 0) printf("magma_dgeev (case N, V) returned error %d: %s.\n", (int) info, magma_strerror( info )); // Do test 6: W(full) = W(partial, W and VR) result[5] = 1; for( int j = 0; j < N; ++j ) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[5] = 0; // Do test 8: VR(full) = VR(partial, W and VR) result[7] = 1; for( int j = 0; j < N; ++j ) for( int jj = 0; jj < N; ++jj ) if ( ! MAGMA_D_EQUAL( VR[j+jj*lda], LRE[j+jj*lda] )) result[7] = 0; // ---------- // Compute eigenvalues and left eigenvectors lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev( MagmaVec, MagmaNoVec, N, h_R, lda, w2, w2i, LRE, lda, &DUM, 1, h_work, lwork, opts.queue, &info ); if (info != 0) printf("magma_dgeev (case V, N) returned error %d: %s.\n", (int) info, magma_strerror( info )); // Do test 7: W(full) = W(partial, W and VL) result[6] = 1; for( int j = 0; j < N; ++j ) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[6] = 0; // Do test 9: VL(full) = VL(partial, W and VL) result[8] = 1; for( int j = 0; j < N; ++j ) for( int jj = 0; jj < N; ++jj ) if ( ! MAGMA_D_EQUAL( VL[j+jj*lda], LRE[j+jj*lda] )) result[8] = 0; TESTING_FREE_PIN( LRE ); } /* ===================================================================== Performs operation using LAPACK Do this after checks, because it overwrites VL and VR. =================================================================== */ if ( opts.lapack ) { cpu_time = magma_wtime(); lapackf77_dgeev( lapack_vec_const(opts.jobvl), lapack_vec_const(opts.jobvr), &N, h_A, &lda, w2, w2i, VL, &lda, VR, &lda, h_work, &lwork, &info ); cpu_time = magma_wtime() - cpu_time; if (info != 0) printf("lapackf77_dgeev returned error %d: %s.\n", (int) info, magma_strerror( info )); // check | W_magma - W_lapack | / | W | // need to sort eigenvalues first // copy them into complex vectors for ease for( int j=0; j < N; ++j ) { w1copy[j] = MAGMA_Z_MAKE( w1[j], w1i[j] ); w2copy[j] = MAGMA_Z_MAKE( w2[j], w2i[j] ); } std::sort( w1copy, &w1copy[N], lessthan ); std::sort( w2copy, &w2copy[N], lessthan ); // adjust sorting to deal with numerical inaccuracy // search down w2 for eigenvalue that matches w1's eigenvalue for( int j=0; j < N; ++j ) { for( int j2=j; j2 < N; ++j2 ) { magmaDoubleComplex diff = MAGMA_Z_SUB( w1copy[j], w2copy[j2] ); double diff2 = magma_dzlapy2( diff ) / max( magma_dzlapy2( w1copy[j] ), tol ); if ( diff2 < 100*tol ) { if ( j != j2 ) { std::swap( w2copy[j], w2copy[j2] ); } break; } } } blasf77_zaxpy( &N, &c_neg_one, w2copy, &ione, w1copy, &ione ); error = magma_cblas_dznrm2( N, w1copy, 1 ); error /= magma_cblas_dznrm2( N, w2copy, 1 ); printf("%5d %7.2f %7.2f %8.2e %s\n", (int) N, cpu_time, gpu_time, error, (error < tolulp ? "ok" : "failed")); status += ! (error < tolulp); } else { printf("%5d --- %7.2f\n", (int) N, gpu_time); } if ( opts.check ) { // -1 indicates test was not run if ( result[0] != -1 ) { printf(" | A * VR - VR * W | / ( n |A| ) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed")); } if ( result[1] != -1 ) { printf(" | |VR(i)| - 1 | = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed")); } if ( result[2] != -1 ) { printf(" | A'* VL - VL * W'| / ( n |A| ) = %8.2e %s\n", result[2], (result[2] < tol ? "ok" : "failed")); } if ( result[3] != -1 ) { printf(" | |VL(i)| - 1 | = %8.2e %s\n", result[3], (result[3] < tol ? "ok" : "failed")); } if ( result[4] != -1 ) { printf(" W (full) == W (partial, W only) %s\n", (result[4] == 1. ? "ok" : "failed")); } if ( result[5] != -1 ) { printf(" W (full) == W (partial, W and VR) %s\n", (result[5] == 1. ? "ok" : "failed")); } if ( result[6] != -1 ) { printf(" W (full) == W (partial, W and VL) %s\n", (result[6] == 1. ? "ok" : "failed")); } if ( result[7] != -1 ) { printf(" VR (full) == VR (partial, W and VR) %s\n", (result[7] == 1. ? "ok" : "failed")); } if ( result[8] != -1 ) { printf(" VL (full) == VL (partial, W and VL) %s\n", (result[8] == 1. ? "ok" : "failed")); } int newline = 0; if ( result[0] != -1 ) { status += ! (result[0] < tol); newline = 1; } if ( result[1] != -1 ) { status += ! (result[1] < tol); newline = 1; } if ( result[2] != -1 ) { status += ! (result[2] < tol); newline = 1; } if ( result[3] != -1 ) { status += ! (result[3] < tol); newline = 1; } if ( result[4] != -1 ) { status += ! (result[4] == 1.); newline = 1; } if ( result[5] != -1 ) { status += ! (result[5] == 1.); newline = 1; } if ( result[6] != -1 ) { status += ! (result[6] == 1.); newline = 1; } if ( result[7] != -1 ) { status += ! (result[7] == 1.); newline = 1; } if ( result[8] != -1 ) { status += ! (result[8] == 1.); newline = 1; } if ( newline ) { printf( "\n" ); } } TESTING_FREE_CPU( w1copy ); TESTING_FREE_CPU( w2copy ); TESTING_FREE_CPU( w1 ); TESTING_FREE_CPU( w2 ); TESTING_FREE_CPU( w1i ); TESTING_FREE_CPU( w2i ); TESTING_FREE_CPU( h_A ); TESTING_FREE_PIN( h_R ); TESTING_FREE_PIN( VL ); TESTING_FREE_PIN( VR ); TESTING_FREE_PIN( h_work ); fflush( stdout ); } if ( opts.niter > 1 ) { printf( "\n" ); } } TESTING_FINALIZE(); return status; }
int main( int argc, char** argv) { real_Double_t gpu_time, cpu_time; double *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2; double *w1i, *w2i; double c_neg_one = MAGMA_D_NEG_ONE; double matnorm, tnrm, result[8]; /* Matrix size */ magma_int_t N=0, n2, lda, nb, lwork; magma_int_t size[8] = {1024,2048,3072,4032,5184,6016,7040,8064}; magma_int_t i, j, info, checkres, once = 0; magma_int_t ione = 1; magma_int_t ISEED[4] = {0,0,0,1}; magma_vec_t jobl = MagmaVec; magma_vec_t jobr = MagmaVec; if (argc != 1){ for(i = 1; i<argc; i++){ if (strcmp("-N", argv[i])==0) { N = atoi(argv[++i]); once = 1; } else if (strcmp("-LN", argv[i])==0) jobl = MagmaNoVec; else if (strcmp("-LV", argv[i])==0) jobl = MagmaVec; else if (strcmp("-RN", argv[i])==0) jobr = MagmaNoVec; else if (strcmp("-RV", argv[i])==0) jobr = MagmaVec; } if ( N > 0 ) printf(" testing_dgeev -L[N|V] -R[N|V] -N %d\n\n", (int) N); else { printf("\nUsage: \n"); printf(" testing_dgeev -L[N|V] -R[N|V] -N %d\n\n", 1024); exit(1); } } else { printf("\nUsage: \n"); printf(" testing_dgeev -L[N|V] -R[N|V] -N %d\n\n", 1024); N = size[7]; } checkres = getenv("MAGMA_TESTINGS_CHECK") != NULL; lda = N; n2 = lda * N; nb = magma_get_dgehrd_nb(N); lwork = N*(2+nb); // generous workspace - required by dget22 lwork = max(lwork, N * ( 5 + 2*N)); TESTING_MALLOC_CPU( w1, double, N ); TESTING_MALLOC_CPU( w2, double, N ); TESTING_MALLOC_CPU( w1i, double, N ); TESTING_MALLOC_CPU( w2i, double, N ); TESTING_MALLOC_CPU( h_A, double, n2 ); TESTING_MALLOC_PIN( h_R, double, n2 ); TESTING_MALLOC_PIN( VL, double, n2 ); TESTING_MALLOC_PIN( VR, double, n2 ); TESTING_MALLOC_PIN( h_work, double, lwork ); /* Initialize */ magma_queue_t queue; magma_device_t device[ MagmaMaxGPUs ]; int num = 0; magma_err_t err; magma_init(); err = magma_get_devices( device, MagmaMaxGPUs, &num ); if ( err != 0 || num < 1 ) { fprintf( stderr, "magma_get_devices failed: %d\n", err ); exit(-1); } err = magma_queue_create( device[0], &queue ); if ( err != 0 ) { fprintf( stderr, "magma_queue_create failed: %d\n", err ); exit(-1); } printf(" N CPU Time(s) GPU Time(s) ||R||_F / ||A||_F\n"); printf("==========================================================\n"); for(i=0; i<8; i++){ if ( argc == 1 ){ N = size[i]; } lda = N; n2 = lda*N; /* Initialize the matrix */ lapackf77_dlarnv( &ione, ISEED, &n2, h_A ); lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); /* ==================================================================== Performs operation using MAGMA =================================================================== */ // warm-up magma_dgeev(jobl, jobr, N, h_R, lda, w1, w1i, VL, lda, VR, lda, h_work, lwork, &info, queue); lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); gpu_time = magma_wtime(); magma_dgeev(jobl, jobr, N, h_R, lda, w1, w1i, VL, lda, VR, lda, h_work, lwork, &info, queue); gpu_time = magma_wtime() - gpu_time; if (info < 0) printf("Argument %d of magma_dgeev had an illegal value.\n", (int) -info); /* ===================================================================== Performs operation using LAPACK =================================================================== */ cpu_time = magma_wtime(); lapackf77_dgeev(lapack_const(jobl), lapack_const(jobr), &N, h_A, &lda, w2, w2i, VL, &lda, VR, &lda, h_work, &lwork, &info); cpu_time = magma_wtime() - cpu_time; if (info < 0) printf("Argument %d of dgeev had an illegal value.\n", (int) -info); /* ===================================================================== Check the result compared to LAPACK =================================================================== */ if ( checkres ) { /* =================================================================== Check the result following LAPACK's [zcds]drvev routine. The following 7 tests are performed: * (1) | A * VR - VR * W | / ( n |A| ) * * Here VR is the matrix of unit right eigenvectors. * W is a diagonal matrix with diagonal entries W(j). * * (2) | A**T * VL - VL * W**T | / ( n |A| ) * * Here VL is the matrix of unit left eigenvectors, A**T is the * ugate-transpose of A, and W is as above. * * (3) | |VR(i)| - 1 | and whether largest component real * * VR(i) denotes the i-th column of VR. * * (4) | |VL(i)| - 1 | and whether largest component real * * VL(i) denotes the i-th column of VL. * * (5) W(full) = W(partial) * * W(full) denotes the eigenvalues computed when both VR and VL * are also computed, and W(partial) denotes the eigenvalues * computed when only W, only W and VR, or only W and VL are * computed. * * (6) VR(full) = VR(partial) * * VR(full) denotes the right eigenvectors computed when both VR * and VL are computed, and VR(partial) denotes the result * when only VR is computed. * * (7) VL(full) = VL(partial) * * VL(full) denotes the left eigenvectors computed when both VR * and VL are also computed, and VL(partial) denotes the result * when only VL is computed. ================================================================= */ int jj; double ulp, ulpinv, vmx, vrmx, vtst, res[2]; double *LRE, DUM; TESTING_MALLOC_PIN( LRE, double, n2 ); ulp = lapackf77_dlamch( "P" ); ulpinv = 1./ulp; // Initialize RESULT for (j = 0; j < 8; j++) result[j] = -1.; lapackf77_dlarnv( &ione, ISEED, &n2, h_A ); lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev(MagmaVec, MagmaVec, N, h_R, lda, w1, w1i, VL, lda, VR, lda, h_work, lwork, &info, queue); // Do test 1 lapackf77_dget22("N", "N", "N", &N, h_A, &lda, VR, &lda, w1, w1i, h_work, res); result[0] = res[0]; result[0] *= ulp; // Do test 2 lapackf77_dget22("T", "N", "T", &N, h_A, &lda, VL, &lda, w1, w1i, h_work, &result[1]); result[1] *= ulp; // Do test 3 result[2] = -1.; for (j = 0; j < N; ++j) { tnrm = 1.; if (w1i[j] == 0.) tnrm = cblas_dnrm2(N, &VR[j * lda], ione); else if (w1i[j] > 0.) tnrm = magma_dlapy2( cblas_dnrm2(N, &VR[j * lda], ione), cblas_dnrm2(N, &VR[(j+1)* lda], ione) ); result[2] = fmax(result[2], fmin(ulpinv, magma_abs(tnrm-1.)/ulp)); if (w1i[j] > 0.) { vmx = vrmx = 0.; for (jj = 0; jj <N; ++jj) { vtst = magma_dlapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]); if (vtst > vmx) vmx = vtst; if ( (VR[jj + (j+1)*lda])==0. && magma_abs( VR[jj+j*lda] ) > vrmx) vrmx = magma_abs( VR[jj+j*lda] ); } if (vrmx / vmx < 1. - ulp * 2.) result[2] = ulpinv; } } result[2] *= ulp; // Do test 4 result[3] = -1.; for (j = 0; j < N; ++j) { tnrm = 1.; if (w1i[j] == 0.) tnrm = cblas_dnrm2(N, &VL[j * lda], ione); else if (w1i[j] > 0.) tnrm = magma_dlapy2( cblas_dnrm2(N, &VL[j * lda], ione), cblas_dnrm2(N, &VL[(j+1)* lda], ione) ); result[3] = fmax(result[3], fmin(ulpinv, magma_abs(tnrm-1.)/ulp)); if (w1i[j] > 0.) { vmx = vrmx = 0.; for (jj = 0; jj <N; ++jj) { vtst = magma_dlapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]); if (vtst > vmx) vmx = vtst; if ( (VL[jj + (j+1)*lda])==0. && magma_abs( VL[jj+j*lda]) > vrmx) vrmx = magma_abs( VL[jj+j*lda] ); } if (vrmx / vmx < 1. - ulp * 2.) result[3] = ulpinv; } } result[3] *= ulp; // Compute eigenvalues only, and test them lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev(MagmaNoVec, MagmaNoVec, N, h_R, lda, w2, w2i, &DUM, 1, &DUM, 1, h_work, lwork, &info, queue); if (info != 0) { result[0] = ulpinv; info = abs(info); printf("Info = %d fo case N, N\n", (int) info); } // Do test 5 result[4] = 1; for (j = 0; j < N; ++j) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[4] = 0; //if (result[4] == 0) printf("test 5 failed with N N\n"); // Compute eigenvalues and right eigenvectors, and test them lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev(MagmaNoVec, MagmaVec, N, h_R, lda, w2, w2i, &DUM, 1, LRE, lda, h_work, lwork, &info, queue); if (info != 0) { result[0] = ulpinv; info = abs(info); printf("Info = %d fo case N, V\n", (int) info); } // Do test 5 again result[4] = 1; for (j = 0; j < N; ++j) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[4] = 0; //if (result[4] == 0) printf("test 5 failed with N V\n"); // Do test 6 result[5] = 1; for (j = 0; j < N; ++j) for (jj = 0; jj < N; ++jj) if ( VR[j+jj*lda] != LRE[j+jj*lda] ) result[5] = 0; // Compute eigenvalues and left eigenvectors, and test them lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev(MagmaVec, MagmaNoVec, N, h_R, lda, w2, w2i, LRE, lda, &DUM, 1, h_work, lwork, &info, queue); if (info != 0) { result[0] = ulpinv; info = abs(info); printf("Info = %d fo case V, N\n", (int) info); } // Do test 5 again result[4] = 1; for (j = 0; j < N; ++j) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[4] = 0; //if (result[4] == 0) printf("test 5 failed with V N\n"); // Do test 7 result[6] = 1; for (j = 0; j < N; ++j) for (jj = 0; jj < N; ++jj) if ( VL[j+jj*lda] != LRE[j+jj*lda] ) result[6] = 0; printf("Test 1: | A * VR - VR * W | / ( n |A| ) = %e\n", result[0]); printf("Test 2: | A'* VL - VL * W'| / ( n |A| ) = %e\n", result[1]); printf("Test 3: | |VR(i)| - 1 | = %e\n", result[2]); printf("Test 4: | |VL(i)| - 1 | = %e\n", result[3]); printf("Test 5: W (full) == W (partial) = %f\n", result[4]); printf("Test 6: VR (full) == VR (partial) = %f\n", result[5]); printf("Test 7: VL (full) == VL (partial) = %f\n", result[6]); //==================================================================== matnorm = lapackf77_dlange("f", &N, &ione, w1, &N, h_work); blasf77_daxpy(&N, &c_neg_one, w1, &ione, w2, &ione); result[7] = lapackf77_dlange("f", &N, &ione, w2, &N, h_work) / matnorm; printf("%5d %6.2f %6.2f %e\n", (int) N, cpu_time, gpu_time, result[7]); TESTING_FREE_PIN( LRE ); } else { printf("%5d %6.2f %6.2f\n", (int) N, cpu_time, gpu_time); } if (argc != 1) break; } /* Memory clean up */ TESTING_FREE_CPU( w1 ); TESTING_FREE_CPU( w2 ); TESTING_FREE_CPU( w1i ); TESTING_FREE_CPU( w2i ); TESTING_FREE_CPU( h_A ); TESTING_FREE_PIN( h_R ); TESTING_FREE_PIN( VL ); TESTING_FREE_PIN( VR ); TESTING_FREE_PIN( h_work ); /* Shutdown */ magma_queue_destroy( queue ); magma_finalize(); }
/* //////////////////////////////////////////////////////////////////////////// -- Testing dgeev */ int main( int argc, char** argv) { TESTING_INIT(); real_Double_t gpu_time, cpu_time; double *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2; double *w1i, *w2i; double tnrm, result[8]; magma_int_t N, n2, lda, nb, lwork, info; 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 ); // need slightly looser bound (60*eps instead of 30*eps) for some tests opts.tolerance = max( 60., opts.tolerance ); double tol = opts.tolerance * lapackf77_dlamch("E"); printf(" N CPU Time (sec) GPU Time (sec) ||R||_F / ||A||_F\n"); printf("===========================================================\n"); for( int i = 0; i < opts.ntest; ++i ) { for( int iter = 0; iter < opts.niter; ++iter ) { N = opts.nsize[i]; lda = N; n2 = lda*N; nb = magma_get_dgehrd_nb(N); lwork = N*(2 + nb); // generous workspace - required by dget22 lwork = max( lwork, N*(5 + 2*N) ); TESTING_MALLOC_CPU( w1, double, N ); TESTING_MALLOC_CPU( w2, double, N ); TESTING_MALLOC_CPU( w1i, double, N ); TESTING_MALLOC_CPU( w2i, double, N ); TESTING_MALLOC_CPU( h_A, double, n2 ); TESTING_MALLOC_PIN( h_R, double, n2 ); TESTING_MALLOC_PIN( VL, double, n2 ); TESTING_MALLOC_PIN( VR, double, n2 ); TESTING_MALLOC_PIN( h_work, double, lwork ); /* Initialize the matrix */ lapackf77_dlarnv( &ione, ISEED, &n2, h_A ); lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); /* ==================================================================== Performs operation using MAGMA =================================================================== */ gpu_time = magma_wtime(); magma_dgeev_m( opts.jobvl, opts.jobvr, N, h_R, lda, w1, w1i, VL, lda, VR, lda, h_work, lwork, &info ); gpu_time = magma_wtime() - gpu_time; if (info != 0) printf("magma_dgeev returned error %d: %s.\n", (int) info, magma_strerror( info )); /* ===================================================================== Performs operation using LAPACK =================================================================== */ if ( opts.lapack ) { cpu_time = magma_wtime(); lapackf77_dgeev( &opts.jobvl, &opts.jobvr, &N, h_A, &lda, w2, w2i, VL, &lda, VR, &lda, h_work, &lwork, &info ); cpu_time = magma_wtime() - cpu_time; if (info != 0) printf("lapackf77_dgeev 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); } /* ===================================================================== Check the result =================================================================== */ if ( opts.check ) { /* =================================================================== * Check the result following LAPACK's [zcds]drvev routine. * The following 7 tests are performed: * (1) | A * VR - VR * W | / ( n |A| ) * * Here VR is the matrix of unit right eigenvectors. * W is a diagonal matrix with diagonal entries W(j). * * (2) | A**T * VL - VL * W**T | / ( n |A| ) * * Here VL is the matrix of unit left eigenvectors, A**T is the * transpose of A, and W is as above. * * (3) | |VR(i)| - 1 | and whether largest component real * * VR(i) denotes the i-th column of VR. * * (4) | |VL(i)| - 1 | and whether largest component real * * VL(i) denotes the i-th column of VL. * * (5) W(full) = W(partial) * * W(full) denotes the eigenvalues computed when both VR and VL * are also computed, and W(partial) denotes the eigenvalues * computed when only W, only W and VR, or only W and VL are * computed. * * (6) VR(full) = VR(partial) * * VR(full) denotes the right eigenvectors computed when both VR * and VL are computed, and VR(partial) denotes the result * when only VR is computed. * * (7) VL(full) = VL(partial) * * VL(full) denotes the left eigenvectors computed when both VR * and VL are also computed, and VL(partial) denotes the result * when only VL is computed. ================================================================= */ double ulp, ulpinv, vmx, vrmx, vtst; double *LRE, DUM; TESTING_MALLOC_PIN( LRE, double, n2 ); ulp = lapackf77_dlamch( "P" ); ulpinv = 1./ulp; // Initialize RESULT for( int j = 0; j < 8; ++j ) result[j] = -1.; lapackf77_dlarnv( &ione, ISEED, &n2, h_A ); lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); // ---------- // Compute eigenvalues, left and right eigenvectors, and test them magma_dgeev_m( MagmaVec, MagmaVec, N, h_R, lda, w1, w1i, VL, lda, VR, lda, h_work, lwork, &info ); // Do test 1 lapackf77_dget22( MagmaNoTransStr, MagmaNoTransStr, MagmaNoTransStr, &N, h_A, &lda, VR, &lda, w1, w1i, h_work, &result[0] ); result[0] *= ulp; // Do test 2 lapackf77_dget22( MagmaTransStr, MagmaNoTransStr, MagmaTransStr, &N, h_A, &lda, VL, &lda, w1, w1i, h_work, &result[1] ); result[1] *= ulp; // Do test 3 result[2] = -1.; for( int j = 0; j < N; ++j ) { tnrm = 1.; if (w1i[j] == 0.) tnrm = cblas_dnrm2(N, &VR[j*lda], ione); else if (w1i[j] > 0.) tnrm = magma_dlapy2( cblas_dnrm2(N, &VR[j *lda], ione), cblas_dnrm2(N, &VR[(j+1)*lda], ione) ); result[2] = max( result[2], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp )); if (w1i[j] > 0.) { vmx = vrmx = 0.; for( int jj = 0; jj < N; ++jj ) { vtst = magma_dlapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]); if (vtst > vmx) vmx = vtst; if ( (VR[jj + (j+1)*lda])==0. && MAGMA_D_ABS( VR[jj+j*lda] ) > vrmx) { vrmx = MAGMA_D_ABS( VR[jj+j*lda] ); } } if (vrmx / vmx < 1. - ulp*2.) result[2] = ulpinv; } } result[2] *= ulp; // Do test 4 result[3] = -1.; for( int j = 0; j < N; ++j ) { tnrm = 1.; if (w1i[j] == 0.) tnrm = cblas_dnrm2(N, &VL[j*lda], ione); else if (w1i[j] > 0.) tnrm = magma_dlapy2( cblas_dnrm2(N, &VL[j *lda], ione), cblas_dnrm2(N, &VL[(j+1)*lda], ione) ); result[3] = max( result[3], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp )); if (w1i[j] > 0.) { vmx = vrmx = 0.; for( int jj = 0; jj < N; ++jj ) { vtst = magma_dlapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]); if (vtst > vmx) vmx = vtst; if ( (VL[jj + (j+1)*lda])==0. && MAGMA_D_ABS( VL[jj+j*lda]) > vrmx) { vrmx = MAGMA_D_ABS( VL[jj+j*lda] ); } } if (vrmx / vmx < 1. - ulp*2.) result[3] = ulpinv; } } result[3] *= ulp; // ---------- // Compute eigenvalues only, and test them lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev_m( MagmaNoVec, MagmaNoVec, N, h_R, lda, w2, w2i, &DUM, 1, &DUM, 1, h_work, lwork, &info ); if (info != 0) { result[0] = ulpinv; printf("magma_dgeev (case N, N) returned error %d: %s.\n", (int) info, magma_strerror( info )); } // Do test 5 result[4] = 1; for( int j = 0; j < N; ++j ) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[4] = 0; //if (result[4] == 0) printf("test 5 failed with N N\n"); // ---------- // Compute eigenvalues and right eigenvectors, and test them lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev_m( MagmaNoVec, MagmaVec, N, h_R, lda, w2, w2i, &DUM, 1, LRE, lda, h_work, lwork, &info ); if (info != 0) { result[0] = ulpinv; printf("magma_dgeev (case N, V) returned error %d: %s.\n", (int) info, magma_strerror( info )); } // Do test 5 again result[4] = 1; for( int j = 0; j < N; ++j ) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[4] = 0; //if (result[4] == 0) printf("test 5 failed with N V\n"); // Do test 6 result[5] = 1; for( int j = 0; j < N; ++j ) for( int jj = 0; jj < N; ++jj ) if ( ! MAGMA_D_EQUAL( VR[j+jj*lda], LRE[j+jj*lda] )) result[5] = 0; // ---------- // Compute eigenvalues and left eigenvectors, and test them lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); magma_dgeev_m( MagmaVec, MagmaNoVec, N, h_R, lda, w2, w2i, LRE, lda, &DUM, 1, h_work, lwork, &info ); if (info != 0) { result[0] = ulpinv; printf("magma_dgeev (case V, N) returned error %d: %s.\n", (int) info, magma_strerror( info )); } // Do test 5 again result[4] = 1; for( int j = 0; j < N; ++j ) if ( w1[j] != w2[j] || w1i[j] != w2i[j] ) result[4] = 0; //if (result[4] == 0) printf("test 5 failed with V N\n"); // Do test 7 result[6] = 1; for( int j = 0; j < N; ++j ) for( int jj = 0; jj < N; ++jj ) if ( ! MAGMA_D_EQUAL( VL[j+jj*lda], LRE[j+jj*lda] )) result[6] = 0; printf("Test 1: | A * VR - VR * W | / ( n |A| ) = %8.2e%s\n", result[0], (result[0] < tol ? " ok" : " failed")); printf("Test 2: | A'* VL - VL * W'| / ( n |A| ) = %8.2e%s\n", result[1], (result[1] < tol ? " ok" : " failed")); printf("Test 3: | |VR(i)| - 1 | = %8.2e%s\n", result[2], (result[2] < tol ? " ok" : " failed")); printf("Test 4: | |VL(i)| - 1 | = %8.2e%s\n", result[3], (result[3] < tol ? " ok" : " failed")); printf("Test 5: W (full) == W (partial) = %s\n", (result[4] == 1. ? " ok" : " failed")); printf("Test 6: VR (full) == VR (partial) = %s\n", (result[5] == 1. ? " ok" : " failed")); printf("Test 7: VL (full) == VL (partial) = %s\n\n", (result[6] == 1. ? " ok" : " failed")); status |= ! (result[0] < tol); status |= ! (result[1] < tol); status |= ! (result[2] < tol); status |= ! (result[3] < tol); status |= ! (result[4] == 1.); status |= ! (result[5] == 1.); status |= ! (result[6] == 1.); TESTING_FREE_PIN( LRE ); } TESTING_FREE_CPU( w1 ); TESTING_FREE_CPU( w2 ); TESTING_FREE_CPU( w1i ); TESTING_FREE_CPU( w2i ); TESTING_FREE_CPU( h_A ); TESTING_FREE_PIN( h_R ); TESTING_FREE_PIN( VL ); TESTING_FREE_PIN( VR ); TESTING_FREE_PIN( h_work ); } if ( opts.niter > 1 ) { printf( "\n" ); } } TESTING_FINALIZE(); return status; }