Exemple #1
0
/**
    Purpose
    -------
    CPOSV computes the solution to a complex system of linear equations
       A * X = B,
    where A is an N-by-N Hermitian positive definite matrix and X and B
    are N-by-NRHS matrices.
    The Cholesky decomposition is used to factor A as
       A = U**H * U,  if UPLO = MagmaUpper, or
       A = L * L**H,  if UPLO = MagmaLower,
    where U is an upper triangular matrix and  L is a lower triangular
    matrix.  The factored form of A is then used to solve the system of
    equations A * X = B.

    Arguments
    ---------
    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  Upper triangle of A is stored;
      -     = MagmaLower:  Lower triangle of A is stored.

    @param[in]
    n       INTEGER
            The order of the matrix A.  N >= 0.

    @param[in]
    nrhs    INTEGER
            The number of right hand sides, i.e., the number of columns
            of the matrix B.  NRHS >= 0.

    @param[in,out]
    dA      COMPLEX array on the GPU, dimension (LDDA,N)
            On entry, the Hermitian matrix dA.  If UPLO = MagmaUpper, the leading
            N-by-N upper triangular part of dA contains the upper
            triangular part of the matrix dA, and the strictly lower
            triangular part of dA is not referenced.  If UPLO = MagmaLower, the
            leading N-by-N lower triangular part of dA contains the lower
            triangular part of the matrix dA, and the strictly upper
            triangular part of dA is not referenced.
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization dA = U**H*U or dA = L*L**H.

    @param[in]
    ldda    INTEGER
            The leading dimension of the array A.  LDA >= max(1,N).

    @param[in,out]
    dB      COMPLEX array on the GPU, dimension (LDB,NRHS)
            On entry, the right hand side matrix B.
            On exit, the solution matrix X.

    @param[in]
    lddb    INTEGER
            The leading dimension of the array B.  LDB >= max(1,N).

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value

    @ingroup magma_cposv_driver
    ********************************************************************/
extern "C" magma_int_t
magma_cposv_gpu(
    magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
    magmaFloatComplex_ptr dA, magma_int_t ldda,
    magmaFloatComplex_ptr dB, magma_int_t lddb,
    magma_int_t *info )
{
    *info = 0;
    if ( uplo != MagmaUpper && uplo != MagmaLower )
        *info = -1;
    if ( n < 0 )
        *info = -2;
    if ( nrhs < 0 )
        *info = -3;
    if ( ldda < max(1, n) )
        *info = -5;
    if ( lddb < max(1, n) )
        *info = -7;
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if ( (n == 0) || (nrhs == 0) ) {
        return *info;
    }

    magma_cpotrf_gpu( uplo, n, dA, ldda, info );
    if ( *info == 0 ) {
        magma_cpotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info );
    }

    return *info;
}
Exemple #2
0
extern "C" magma_int_t
magma_zcposv_gpu(char uplo, magma_int_t n, magma_int_t nrhs,
                 magmaDoubleComplex *dA, magma_int_t ldda,
                 magmaDoubleComplex *dB, magma_int_t lddb,
                 magmaDoubleComplex *dX, magma_int_t lddx,
                 magmaDoubleComplex *dworkd, magmaFloatComplex *dworks,
                 magma_int_t *iter, magma_int_t *info)
{
/*  -- MAGMA (version 1.4.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       August 2013

    Purpose
    =======
    ZCPOSV computes the solution to a complex system of linear equations
       A * X = B,
    where A is an N-by-N Hermitian positive definite matrix and X and B
    are N-by-NRHS matrices.

    ZCPOSV first attempts to factorize the matrix in complex SINGLE PRECISION
    and use this factorization within an iterative refinement procedure
    to produce a solution with complex DOUBLE PRECISION norm-wise backward error
    quality (see below). If the approach fails the method switches to a
    complex DOUBLE PRECISION factorization and solve.

    The iterative refinement is not going to be a winning strategy if
    the ratio complex SINGLE PRECISION performance over complex DOUBLE PRECISION
    performance is too small. A reasonable strategy should take the
    number of right-hand sides and the size of the matrix into account.
    This might be done with a call to ILAENV in the future. Up to now, we
    always try iterative refinement.

    The iterative refinement process is stopped if
        ITER > ITERMAX
    or for all the RHS we have:
        RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
    where
        o ITER is the number of the current iteration in the iterative
          refinement process
        o RNRM is the infinity-norm of the residual
        o XNRM is the infinity-norm of the solution
        o ANRM is the infinity-operator-norm of the matrix A
        o EPS is the machine epsilon returned by DLAMCH('Epsilon')
    The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.

    Arguments
    =========
    UPLO    (input) CHARACTER
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.

    N       (input) INTEGER
            The number of linear equations, i.e., the order of the
            matrix A.  N >= 0.

    NRHS    (input) INTEGER
            The number of right hand sides, i.e., the number of columns
            of the matrix B.  NRHS >= 0.

    dA      (input or input/output) COMPLEX_16 array on the GPU, dimension (LDDA,N)
            On entry, the Hermitian matrix A.  If UPLO = 'U', the leading
            N-by-N upper triangular part of A contains the upper
            triangular part of the matrix A, and the strictly lower
            triangular part of A is not referenced.  If UPLO = 'L', the
            leading N-by-N lower triangular part of A contains the lower
            triangular part of the matrix A, and the strictly upper
            triangular part of A is not referenced.
            On exit, if iterative refinement has been successfully used
            (INFO.EQ.0 and ITER.GE.0, see description below), then A is
            unchanged, if double factorization has been used
            (INFO.EQ.0 and ITER.LT.0, see description below), then the
            array dA contains the factor U or L from the Cholesky
            factorization A = U**T*U or A = L*L**T.

    LDDA    (input) INTEGER
            The leading dimension of the array dA.  LDDA >= max(1,N).

    dB      (input) COMPLEX_16 array on the GPU, dimension (LDDB,NRHS)
            The N-by-NRHS right hand side matrix B.

    LDDB    (input) INTEGER
            The leading dimension of the array dB.  LDDB >= max(1,N).

    dX      (output) COMPLEX_16 array on the GPU, dimension (LDDX,NRHS)
            If INFO = 0, the N-by-NRHS solution matrix X.

    LDDX    (input) INTEGER
            The leading dimension of the array dX.  LDDX >= max(1,N).

    dworkd  (workspace) COMPLEX_16 array on the GPU, dimension (N*NRHS)
            This array is used to hold the residual vectors.

    dworks  (workspace) COMPLEX array on the GPU, dimension (N*(N+NRHS))
            This array is used to store the complex single precision matrix
            and the right-hand sides or solutions in single precision.

    ITER    (output) INTEGER
            < 0: iterative refinement has failed, double precision
                 factorization has been performed
                 -1 : the routine fell back to full precision for
                      implementation- or machine-specific reasons
                 -2 : narrowing the precision induced an overflow,
                      the routine fell back to full precision
                 -3 : failure of SPOTRF
                 -31: stop the iterative refinement after the 30th iteration
            > 0: iterative refinement has been successfully used.
                 Returns the number of iterations

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            > 0:  if INFO = i, the leading minor of order i of (DOUBLE
                  PRECISION) A is not positive definite, so the
                  factorization could not be completed, and the solution
                  has not been computed.

    =====================================================================    */

    #define dB(i,j)     (dB + (i) + (j)*lddb)
    #define dX(i,j)     (dX + (i) + (j)*lddx)
    #define dR(i,j)     (dR + (i) + (j)*lddr)
    #define dSX(i,j)    (dSX + (i) + (j)*lddsx)

    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magma_int_t     ione  = 1;
    magmaDoubleComplex *dR;
    magmaFloatComplex  *dSA, *dSX;
    magmaDoubleComplex Xnrmv, Rnrmv;
    double          Anrm, Xnrm, Rnrm, cte, eps;
    magma_int_t     i, j, iiter, lddsa, lddsx, lddr;

    /* Check arguments */
    *iter = 0;
    *info = 0;
    if ( n < 0 )
        *info = -1;
    else if ( nrhs < 0 )
        *info = -2;
    else if ( ldda < max(1,n))
        *info = -4;
    else if ( lddb < max(1,n))
        *info = -7;
    else if ( lddx < max(1,n))
        *info = -9;

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    if ( n == 0 || nrhs == 0 )
        return *info;

    lddsa = n;
    lddsx = n;
    lddr  = n;
    
    dSA = dworks;
    dSX = dSA + lddsa*n;
    dR  = dworkd;

    eps  = lapackf77_dlamch("Epsilon");
    Anrm = magmablas_zlanhe('I', uplo, n, dA, ldda, (double*)dworkd );
    cte  = Anrm * eps * pow((double)n, 0.5) * BWDMAX;

    /*
     * Convert to single precision
     */
    magmablas_zlag2c( n, nrhs, dB, lddb, dSX, lddsx, info );
    if (*info != 0) {
        *iter = -2;
        goto FALLBACK;
    }

    magmablas_zlat2c( uplo, n, dA, ldda, dSA, lddsa, info );
    if (*info != 0) {
        *iter = -2;
        goto FALLBACK;
    }
    
    // factor dSA in single precision
    magma_cpotrf_gpu( uplo, n, dSA, lddsa, info );
    if (*info != 0) {
        *iter = -3;
        goto FALLBACK;
    }
    
    // solve dSA*dSX = dB in single precision
    magma_cpotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info );

    // residual dR = dB - dA*dX in double precision
    magmablas_clag2z( n, nrhs, dSX, lddsx, dX, lddx, info );
    magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dR, lddr );
    if ( nrhs == 1 ) {
        magma_zhemv( uplo, n,
                     c_neg_one, dA, ldda,
                                dX, 1,
                     c_one,     dR, 1 );
    }
    else {
        magma_zhemm( MagmaLeft, uplo, n, nrhs,
                     c_neg_one, dA, ldda,
                                dX, lddx,
                     c_one,     dR, lddr );
    }

    // TODO: use MAGMA_Z_ABS( dX(i,j) ) instead of zlange?
    for( j=0; j < nrhs; j++ ) {
        i = magma_izamax( n, dX(0,j), 1) - 1;
        magma_zgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
        Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );

        i = magma_izamax ( n, dR(0,j), 1 ) - 1;
        magma_zgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
        Rnrm = lapackf77_zlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );

        if ( Rnrm >  Xnrm*cte ) {
            goto REFINEMENT;
        }
    }
    
    *iter = 0;
    return *info;

REFINEMENT:
    for( iiter=1; iiter < ITERMAX; ) {
        *info = 0;
        // convert residual dR to single precision dSX
        magmablas_zlag2c( n, nrhs, dR, lddr, dSX, lddsx, info );
        if (*info != 0) {
            *iter = -2;
            goto FALLBACK;
        }
        // solve dSA*dSX = R in single precision
        magma_cpotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info );

        // Add correction and setup residual
        // dX += dSX [including conversion]  --and--
        // dR = dB
        for( j=0; j < nrhs; j++ ) {
            magmablas_zcaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j) );
        }

        // residual dR = dB - dA*dX in double precision
        if ( nrhs == 1 ) {
            magma_zhemv( uplo, n,
                         c_neg_one, dA, ldda,
                                    dX, 1,
                         c_one,     dR, 1 );
        }
        else {
            magma_zhemm( MagmaLeft, uplo, n, nrhs,
                         c_neg_one, dA, ldda,
                                    dX, lddx,
                         c_one,     dR, lddr );
        }

        /*  Check whether the nrhs normwise backward errors satisfy the
         *  stopping criterion. If yes, set ITER=IITER>0 and return. */
        for( j=0; j < nrhs; j++ ) {
            i = magma_izamax( n, dX(0,j), 1) - 1;
            magma_zgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
            Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );

            i = magma_izamax ( n, dR(0,j), 1 ) - 1;
            magma_zgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
            Rnrm = lapackf77_zlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );

            if ( Rnrm >  Xnrm*cte ) {
                goto L20;
            }
        }

        /*  If we are here, the nrhs normwise backward errors satisfy
         *  the stopping criterion, we are good to exit. */
        *iter = iiter;
        return *info;
        
      L20:
        iiter++;
    }
    
    /* If we are at this place of the code, this is because we have
     * performed ITER=ITERMAX iterations and never satisified the
     * stopping criterion. Set up the ITER flag accordingly and follow
     * up on double precision routine. */
    *iter = -ITERMAX - 1;

FALLBACK:
    /* Single-precision iterative refinement failed to converge to a
     * satisfactory solution, so we resort to double precision. */
    magma_zpotrf_gpu( uplo, n, dA, ldda, info );
    if (*info == 0) {
        magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx );
        magma_zpotrs_gpu( uplo, n, nrhs, dA, ldda, dX, lddx, info );
    }
    
    return *info;
}
Exemple #3
0
extern "C" magma_int_t
magma_cposv_gpu(
    magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
    magmaFloatComplex_ptr dA, size_t dA_offset, magma_int_t ldda,
    magmaFloatComplex_ptr dB, size_t dB_offset, magma_int_t lddb,
    magma_queue_t queue,
    magma_int_t *info )
{
/*  -- clMagma (version 0.1) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       @date November 2014

    Purpose
    =======
    CPOSV computes the solution to a complex system of linear equations
       A * X = B,
    where A is an N-by-N Hermitian positive definite matrix and X and B
    are N-by-NRHS matrices.
    The Cholesky decomposition is used to factor A as
       A = U**H * U,  if UPLO = 'U', or
       A = L * L**H,  if UPLO = 'L',
    where U is an upper triangular matrix and  L is a lower triangular
    matrix.  The factored form of A is then used to solve the system of
    equations A * X = B.

    Arguments
    =========
    UPLO    (input) CHARACTER*1
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.

    N       (input) INTEGER
            The order of the matrix A.  N >= 0.

    NRHS    (input) INTEGER
            The number of right hand sides, i.e., the number of columns
            of the matrix B.  NRHS >= 0.

    dA      (input/output) COMPLEX array on the GPU, dimension (LDDA,N)
            On entry, the Hermitian matrix dA.  If UPLO = 'U', the leading
            N-by-N upper triangular part of dA contains the upper
            triangular part of the matrix dA, and the strictly lower
            triangular part of dA is not referenced.  If UPLO = 'L', the
            leading N-by-N lower triangular part of dA contains the lower
            triangular part of the matrix dA, and the strictly upper
            triangular part of dA is not referenced.

            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization dA = U**H*U or dA = L*L**H.

    LDDA    (input) INTEGER
            The leading dimension of the array A.  LDA >= max(1,N).

    dB      (input/output) COMPLEX array on the GPU, dimension (LDB,NRHS)
            On entry, the right hand side matrix B.
            On exit, the solution matrix X.

    LDDB    (input) INTEGER
            The leading dimension of the array B.  LDB >= max(1,N).

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
    =====================================================================   */

    *info = 0;
    if ( uplo != MagmaUpper && uplo != MagmaLower )
        *info = -1;
    if ( n < 0 )
        *info = -2;
    if ( nrhs < 0 )
        *info = -3;
    if ( ldda < max(1, n) )
        *info = -5;
    if ( lddb < max(1, n) )
        *info = -7;
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if ( (n == 0) || (nrhs == 0) ) {
        return *info;
    }

    magma_cpotrf_gpu( uplo, n, dA, 0, ldda, queue, info );
    if ( *info == 0 ) {
        magma_cpotrs_gpu( uplo, n, nrhs, dA, 0, ldda, dB, 0, lddb, queue, info );
    }

    return *info;
}
Exemple #4
0
/**
    Purpose
    -------
    CPOSV computes the solution to a complex system of linear equations
       A * X = B,
    where A is an N-by-N Hermitian positive definite matrix and X and B
    are N-by-NRHS matrices.
    The Cholesky decomposition is used to factor A as
       A = U**H * U,  if UPLO = MagmaUpper, or
       A = L * L**H,  if UPLO = MagmaLower,
    where U is an upper triangular matrix and  L is a lower triangular
    matrix.  The factored form of A is then used to solve the system of
    equations A * X = B.

    Arguments
    ---------
    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  Upper triangle of A is stored;
      -     = MagmaLower:  Lower triangle of A is stored.

    @param[in]
    n       INTEGER
            The order of the matrix A.  N >= 0.

    @param[in]
    nrhs    INTEGER
            The number of right hand sides, i.e., the number of columns
            of the matrix B.  NRHS >= 0.

    @param[in,out]
    A       COMPLEX array, dimension (LDA,N)
            On entry, the Hermitian matrix A.  If UPLO = MagmaUpper, the leading
            N-by-N upper triangular part of A contains the upper
            triangular part of the matrix A, and the strictly lower
            triangular part of A is not referenced.  If UPLO = MagmaLower, the
            leading N-by-N lower triangular part of A contains the lower
            triangular part of the matrix A, and the strictly upper
            triangular part of A is not referenced.
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization A = U**H*U or A = L*L**H.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.  LDA >= max(1,N).

    @param[in,out]
    B       COMPLEX array, dimension (LDB,NRHS)
            On entry, the right hand side matrix B.
            On exit, the solution matrix X.

    @param[in]
    ldb     INTEGER
            The leading dimension of the array B.  LDB >= max(1,N).

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value

    @ingroup magma_cposv_driver
    ********************************************************************/
extern "C" magma_int_t
magma_cposv(
    magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
    magmaFloatComplex *A, magma_int_t lda,
    magmaFloatComplex *B, magma_int_t ldb, magma_int_t *info )
{
    magma_int_t num_gpus, ldda, lddb;

    *info = 0;
    if ( uplo != MagmaUpper && uplo != MagmaLower )
        *info = -1;
    if ( n < 0 )
        *info = -2;
    if ( nrhs < 0)
        *info = -3;
    if ( lda < max(1, n) )
        *info = -5;
    if ( ldb < max(1, n) )
        *info = -7;
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if ( (n == 0) || (nrhs == 0) ) {
        return *info;
    }

    /* If single-GPU and allocation suceeds, use GPU interface. */
    num_gpus = magma_num_gpus();
    magmaFloatComplex *dA, *dB;
    if ( num_gpus > 1 ) {
        goto CPU_INTERFACE;
    }
    ldda = ((n+31)/32)*32;
    lddb = ldda;
    if ( MAGMA_SUCCESS != magma_cmalloc( &dA, ldda*n )) {
        goto CPU_INTERFACE;
    }
    if ( MAGMA_SUCCESS != magma_cmalloc( &dB, lddb*nrhs )) {
        magma_free( dA );
        goto CPU_INTERFACE;
    }
    magma_csetmatrix( n, n, A, lda, dA, ldda );
    magma_cpotrf_gpu( uplo, n, dA, ldda, info );
    if ( *info == MAGMA_ERR_DEVICE_ALLOC ) {
        magma_free( dA );
        magma_free( dB );
        goto CPU_INTERFACE;
    }
    magma_cgetmatrix( n, n, dA, ldda, A, lda );
    if ( *info == 0 ) {
        magma_csetmatrix( n, nrhs, B, ldb, dB, lddb );
        magma_cpotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info );
        magma_cgetmatrix( n, nrhs, dB, lddb, B, ldb );
    }
    magma_free( dA );
    magma_free( dB );
    return *info;

CPU_INTERFACE:
    /* If multi-GPU or allocation failed, use CPU interface and LAPACK.
     * Faster to use LAPACK for potrs than to copy A to GPU. */
    magma_cpotrf( uplo, n, A, lda, info );
    if ( *info == 0 ) {
        lapackf77_cpotrs( lapack_uplo_const(uplo), &n, &nrhs, A, &lda, B, &ldb, info );
    }

    return *info;
}
int main(int argc, char **argv)
{
    TESTING_INIT();

    real_Double_t   gflopsF, gflopsS, gpu_perf, gpu_time /*cpu_perf, cpu_time*/;
    real_Double_t   gpu_perfdf, gpu_perfds;
    real_Double_t   gpu_perfsf, gpu_perfss;
    double          error, Rnorm, Anorm;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    magmaDoubleComplex *h_A, *h_B, *h_X;
    magmaDoubleComplex *d_A, *d_B, *d_X, *d_workd;
    magmaFloatComplex  *d_As, *d_Bs, *d_works;
    double          *h_workd;
    magma_int_t lda, ldb, ldx;
    magma_int_t N, nrhs, posv_iter, info, size;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    
    printf("Epsilon(double): %8.6e\n"
           "Epsilon(single): %8.6e\n\n",
           lapackf77_dlamch("Epsilon"), lapackf77_slamch("Epsilon") );
    magma_int_t status = 0;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );

    double tol = opts.tolerance * lapackf77_dlamch("E");
    
    nrhs = opts.nrhs;
    
    printf("using: uplo = %s\n",
           lapack_uplo_const(opts.uplo));

    printf("    N NRHS   DP-Factor  DP-Solve  SP-Factor  SP-Solve  MP-Solve  Iter   |b-Ax|/|A|\n");
    printf("=====================================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[itest];
            ldb = ldx = lda = N;
            gflopsF = FLOPS_ZPOTRF( N ) / 1e9;
            gflopsS = gflopsF + FLOPS_ZPOTRS( N, nrhs ) / 1e9;
            
            TESTING_MALLOC_CPU( h_A,     magmaDoubleComplex, lda*N    );
            TESTING_MALLOC_CPU( h_B,     magmaDoubleComplex, ldb*nrhs );
            TESTING_MALLOC_CPU( h_X,     magmaDoubleComplex, ldx*nrhs );
            TESTING_MALLOC_CPU( h_workd, double,             N        );
            
            TESTING_MALLOC_DEV( d_A,     magmaDoubleComplex, lda*N        );
            TESTING_MALLOC_DEV( d_B,     magmaDoubleComplex, ldb*nrhs     );
            TESTING_MALLOC_DEV( d_X,     magmaDoubleComplex, ldx*nrhs     );
            TESTING_MALLOC_DEV( d_works, magmaFloatComplex,  lda*(N+nrhs) );
            TESTING_MALLOC_DEV( d_workd, magmaDoubleComplex, N*nrhs       );
            
            /* Initialize the matrix */
            size = lda * N ;
            lapackf77_zlarnv( &ione, ISEED, &size, h_A );
            magma_zmake_hpd( N, h_A, lda );
            
            size = ldb * nrhs ;
            lapackf77_zlarnv( &ione, ISEED, &size, h_B );
            
            magma_zsetmatrix( N, N,    h_A, lda, d_A, lda );
            magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb );
            
            //=====================================================================
            //              Mixed Precision Iterative Refinement - GPU
            //=====================================================================
            gpu_time = magma_wtime();
            magma_zcposv_gpu(opts.uplo, N, nrhs, d_A, lda, d_B, ldb, d_X, ldx,
                             d_workd, d_works, &posv_iter, &info);
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflopsS / gpu_time;
            if (info != 0)
                printf("magma_zcposv returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            //=====================================================================
            //                 Error Computation
            //=====================================================================
            magma_zgetmatrix( N, nrhs, d_X, ldx, h_X, ldx ) ;
            
            Anorm = lapackf77_zlanhe( "I", lapack_uplo_const(opts.uplo), &N, h_A, &N, h_workd);
            blasf77_zhemm( "L", lapack_uplo_const(opts.uplo), &N, &nrhs,
                           &c_one,     h_A, &lda,
                                       h_X, &ldx,
                           &c_neg_one, h_B, &ldb);
            Rnorm = lapackf77_zlange( "I", &N, &nrhs, h_B, &ldb, h_workd);
            error = Rnorm / Anorm;
            
            //=====================================================================
            //                 Double Precision Factor
            //=====================================================================
            magma_zsetmatrix( N, N, h_A, lda, d_A, lda );
            
            gpu_time = magma_wtime();
            magma_zpotrf_gpu(opts.uplo, N, d_A, lda, &info);
            gpu_time = magma_wtime() - gpu_time;
            gpu_perfdf = gflopsF / gpu_time;
            if (info != 0)
                printf("magma_zpotrf returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            //=====================================================================
            //                 Double Precision Solve
            //=====================================================================
            magma_zsetmatrix( N, N,    h_A, lda, d_A, lda );
            magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb );
            
            gpu_time = magma_wtime();
            magma_zpotrf_gpu(opts.uplo, N, d_A, lda, &info);
            magma_zpotrs_gpu(opts.uplo, N, nrhs, d_A, lda, d_B, ldb, &info);
            gpu_time = magma_wtime() - gpu_time;
            gpu_perfds = gflopsS / gpu_time;
            if (info != 0)
                printf("magma_zpotrs returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            //=====================================================================
            //                 Single Precision Factor
            //=====================================================================
            d_As = d_works;
            d_Bs = d_works + lda*N;
            magma_zsetmatrix( N, N,    h_A, lda, d_A, lda );
            magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb );
            magmablas_zlag2c( N, N,    d_A, lda, d_As, N, &info );
            magmablas_zlag2c( N, nrhs, d_B, ldb, d_Bs, N, &info );
            
            gpu_time = magma_wtime();
            magma_cpotrf_gpu(opts.uplo, N, d_As, N, &info);
            gpu_time = magma_wtime() - gpu_time;
            gpu_perfsf = gflopsF / gpu_time;
            if (info != 0)
                printf("magma_cpotrf returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            //=====================================================================
            //                 Single Precision Solve
            //=====================================================================
            magmablas_zlag2c(N, N,    d_A, lda, d_As, N, &info );
            magmablas_zlag2c(N, nrhs, d_B, ldb, d_Bs, N, &info );
            
            gpu_time = magma_wtime();
            magma_cpotrf_gpu(opts.uplo, N, d_As, lda, &info);
            magma_cpotrs_gpu(opts.uplo, N, nrhs, d_As, N, d_Bs, N, &info);
            gpu_time = magma_wtime() - gpu_time;
            gpu_perfss = gflopsS / gpu_time;
            if (info != 0)
                printf("magma_cpotrs returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            printf("%5d %5d   %7.2f   %7.2f   %7.2f   %7.2f   %7.2f    %4d   %8.2e   %s\n",
                   (int) N, (int) nrhs,
                   gpu_perfdf, gpu_perfds, gpu_perfsf, gpu_perfss, gpu_perf,
                   (int) posv_iter, error, (error < tol ? "ok" : "failed"));
            status += ! (error < tol);
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_B );
            TESTING_FREE_CPU( h_X );
            TESTING_FREE_CPU( h_workd );
            
            TESTING_FREE_DEV( d_A );
            TESTING_FREE_DEV( d_B );
            TESTING_FREE_DEV( d_X );
            TESTING_FREE_DEV( d_works );
            TESTING_FREE_DEV( d_workd );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    TESTING_FINALIZE();
    return status;
}
Exemple #6
0
/***************************************************************************//**
    Purpose
    -------
    CPOSV computes the solution to a complex system of linear equations
       A * X = B,
    where A is an N-by-N Hermitian positive definite matrix and X and B
    are N-by-NRHS matrices.
    The Cholesky decomposition is used to factor A as
       A = U**H * U,  if UPLO = MagmaUpper, or
       A = L * L**H,  if UPLO = MagmaLower,
    where U is an upper triangular matrix and  L is a lower triangular
    matrix.  The factored form of A is then used to solve the system of
    equations A * X = B.

    Arguments
    ---------
    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  Upper triangle of A is stored;
      -     = MagmaLower:  Lower triangle of A is stored.

    @param[in]
    n       INTEGER
            The order of the matrix A.  N >= 0.

    @param[in]
    nrhs    INTEGER
            The number of right hand sides, i.e., the number of columns
            of the matrix B.  NRHS >= 0.

    @param[in,out]
    A       COMPLEX array, dimension (LDA,N)
            On entry, the Hermitian matrix A.  If UPLO = MagmaUpper, the leading
            N-by-N upper triangular part of A contains the upper
            triangular part of the matrix A, and the strictly lower
            triangular part of A is not referenced.  If UPLO = MagmaLower, the
            leading N-by-N lower triangular part of A contains the lower
            triangular part of the matrix A, and the strictly upper
            triangular part of A is not referenced.
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization A = U**H*U or A = L*L**H.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.  LDA >= max(1,N).

    @param[in,out]
    B       COMPLEX array, dimension (LDB,NRHS)
            On entry, the right hand side matrix B.
            On exit, the solution matrix X.

    @param[in]
    ldb     INTEGER
            The leading dimension of the array B.  LDB >= max(1,N).

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value

    @ingroup magma_posv
*******************************************************************************/
extern "C" magma_int_t
magma_cposv(
    magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
    magmaFloatComplex *A, magma_int_t lda,
    magmaFloatComplex *B, magma_int_t ldb,
    magma_int_t *info )
{
    #ifdef HAVE_clBLAS
    #define  dA(i_, j_)  dA, ((i_) + (j_)*ldda)
    #define  dB(i_, j_)  dB, ((i_) + (j_)*lddb)
    #else
    #define  dA(i_, j_) (dA + (i_) + (j_)*ldda)
    #define  dB(i_, j_) (dB + (i_) + (j_)*lddb)
    #endif
    
    magma_int_t ngpu, ldda, lddb;
    magma_queue_t queue = NULL;
    magma_device_t cdev;
    
    *info = 0;
    if ( uplo != MagmaUpper && uplo != MagmaLower )
        *info = -1;
    if ( n < 0 )
        *info = -2;
    if ( nrhs < 0)
        *info = -3;
    if ( lda < max(1, n) )
        *info = -5;
    if ( ldb < max(1, n) )
        *info = -7;
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if (n == 0 || nrhs == 0) {
        return *info;
    }
    
    /* If single-GPU and allocation suceeds, use GPU interface. */
    ngpu = magma_num_gpus();
    magmaFloatComplex_ptr dA, dB;
    if ( ngpu > 1 ) {
        goto CPU_INTERFACE;
    }
    ldda = magma_roundup( n, 32 );
    lddb = ldda;
    if ( MAGMA_SUCCESS != magma_cmalloc( &dA, ldda*n )) {
        goto CPU_INTERFACE;
    }
    if ( MAGMA_SUCCESS != magma_cmalloc( &dB, lddb*nrhs )) {
        magma_free( dA );
        goto CPU_INTERFACE;
    }
    
    magma_getdevice( &cdev );
    magma_queue_create( cdev, &queue );
    
    magma_csetmatrix( n, n, A, lda, dA(0,0), ldda, queue );
    magma_cpotrf_gpu( uplo, n, dA(0,0), ldda, info );
    if ( *info == MAGMA_ERR_DEVICE_ALLOC ) {
        magma_queue_destroy( queue );
        magma_free( dA );
        magma_free( dB );
        goto CPU_INTERFACE;
    }
    magma_cgetmatrix( n, n, dA(0,0), ldda, A, lda, queue );
    if ( *info == 0 ) {
        magma_csetmatrix( n, nrhs, B, ldb, dB(0,0), lddb, queue );
        magma_cpotrs_gpu( uplo, n, nrhs, dA(0,0), ldda, dB(0,0), lddb, info );
        magma_cgetmatrix( n, nrhs, dB(0,0), lddb, B, ldb, queue );
    }
    magma_queue_destroy( queue );
    magma_free( dA );
    magma_free( dB );
    return *info;

CPU_INTERFACE:
    /* If multi-GPU or allocation failed, use CPU interface and LAPACK.
     * Faster to use LAPACK for potrs than to copy A to GPU. */
    magma_cpotrf( uplo, n, A, lda, info );
    if ( *info == 0 ) {
        lapackf77_cpotrs( lapack_uplo_const(uplo), &n, &nrhs, A, &lda, B, &ldb, info );
    }
    return *info;
}