/**
Purpose
-------
DPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric 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 DOUBLE PRECISION array on the GPU, dimension (LDDA,N)
On entry, the symmetric 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. LDDA >= max(1,N).
@param[in,out]
dB DOUBLE PRECISION array on the GPU, dimension (LDDB,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. LDDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_dposv_driver
********************************************************************/
extern "C" magma_int_t
magma_dposv_gpu(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
magmaDouble_ptr dA, magma_int_t ldda,
magmaDouble_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_dpotrf_gpu( uplo, n, dA, ldda, info );
if ( *info == 0 ) {
magma_dpotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info );
}
return *info;
}
void magmaf_dpotrf_gpu(
magma_uplo_t *uplo, magma_int_t *n,
devptr_t *dA, magma_int_t *ldda,
magma_int_t *info )
{
magma_dpotrf_gpu(
*uplo, *n,
magma_ddevptr(dA), *ldda,
info );
}
SEXP magChol(SEXP a)
{
SEXP gpu = GET_SLOT(a, install("gpu")),
b = PROTECT(NEW_OBJECT(MAKE_CLASS("magma")));
int *DIMA = INTEGER(GET_DIM(a)), N = DIMA[0], N2 = N * N, LDB = N, info;
double *B;
if(DIMA[1] != N) error("non-square matrix");
b = SET_SLOT(b, install(".Data"), AS_NUMERIC(a));
SET_SLOT(b, install("gpu"), duplicate(gpu));
B = REAL(b);
if(LOGICAL_VALUE(gpu)) {
double *dB;
magma_malloc((void**)&dB, N2*sizeof(double));
magma_dsetmatrix(N, N, B, LDB, dB, LDB);
magma_dpotrf_gpu(magma_uplo_const('U'), N, dB, LDB, &info);
magma_dgetmatrix(N, N, dB, LDB, B, LDB);
magma_free(dB);
} else {
double *hB;
magma_malloc_pinned((void**)&hB, N2*sizeof(double));
lapackf77_dlacpy(MagmaUpperStr, &N, &N, B, &LDB, hB, &LDB);
magma_dpotrf(magma_uplo_const('U'), N, hB, N, &info);
lapackf77_dlacpy(MagmaUpperStr, &N, &N, hB, &LDB, B, &LDB);
magma_free_pinned(hB);
}
if(info < 0) error("illegal argument %d in 'magChol", -1 * info);
else if(info > 0) error("leading minor of order %d is not positive definite", info);
int i, j;
for(j = 0; j < N; j++) {
for(i = j + 1; i < N; i++) {
B[i + j * N] = 0.0;
}
}
UNPROTECT(1);
return b;
}
double *cholesky_gpu(double *ml, int m) {
magma_int_t mm = m*m;
magma_int_t info;
double *a;
double *d_a ;
magma_err_t err;
err = magma_dmalloc_cpu ( &a , mm );
err = magma_dmalloc ( &d_a , mm );
magma_dsetmatrix ( m, m, ml, m, d_a , m );
magma_dpotrf_gpu('L',m,d_a,m,&info);
magma_dpotri_gpu('L',m,d_a,m,&info);
magma_dgetmatrix ( m, m, d_a , m, a, m );
magma_free (d_a );
return a;
}
int main( int argc, char** argv )
{
magma_init();
cublasHandle_t handle;
cudaSetDevice( 0 );
cublasCreate( &handle );
double *A, *B, *C;
double *dA, *dB, *dC;
double error, work[1];
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t ione = 1;
magma_int_t ISEED[4] = { 1, 2, 3, 4 };
magma_int_t n = 10;
magma_int_t lda = n;
magma_int_t ldda = ((n+31)/32)*32;
magma_int_t size = lda*n;
magma_int_t info;
magma_dmalloc_cpu( &A, lda*n );
magma_dmalloc_cpu( &B, lda*n );
magma_dmalloc_cpu( &C, lda*n );
magma_dmalloc( &dA, ldda*n );
magma_dmalloc( &dB, ldda*n );
magma_dmalloc( &dC, ldda*n );
// initialize matrices
lapackf77_dlarnv( &ione, ISEED, &size, A );
lapackf77_dlarnv( &ione, ISEED, &size, B );
lapackf77_dlarnv( &ione, ISEED, &size, C );
// increase diagonal to be SPD
for( int i=0; i < n; ++i ) {
C[i+i*lda] = MAGMA_D_ADD( C[i+i*lda], MAGMA_D_MAKE( n*n, 0 ));
}
magma_dsetmatrix( n, n, A, lda, dA, ldda );
magma_dsetmatrix( n, n, B, lda, dB, ldda );
magma_dsetmatrix( n, n, C, lda, dC, ldda );
// compute with cublas
cublasDgemm( handle, CUBLAS_OP_N, CUBLAS_OP_N, n, n, n,
&c_neg_one, dA, ldda, dB, ldda, &c_one, dC, ldda );
magma_dpotrf_gpu( MagmaLower, n, dC, ldda, &info );
if (info != 0)
printf("magma_dpotrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// compute with LAPACK
blasf77_dgemm( MagmaNoTransStr, MagmaNoTransStr, &n, &n, &n,
&c_neg_one, A, &lda, B, &lda, &c_one, C, &lda );
lapackf77_dpotrf( MagmaLowerStr, &n, C, &lda, &info );
if (info != 0)
printf("lapackf77_dpotrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// compute difference
magma_dgetmatrix( n, n, dC, ldda, A, lda );
blasf77_daxpy( &size, &c_neg_one, C, &ione, A, &ione );
error = lapackf77_dlange( "F", &n, &n, A, &lda, work );
printf( "n %d, error %8.2e\n", n, error );
magma_free( dA );
magma_free( dB );
magma_free( dC );
magma_free_cpu( A );
magma_free_cpu( B );
magma_free_cpu( C );
cublasDestroy( handle );
magma_finalize();
return 0;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dpotrf
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
double *h_A, *h_R;
double *d_A;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t N, n2, lda, ldda, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
double work[1], error;
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
opts.lapack |= opts.check; // check (-c) implies lapack (-l)
double tol = opts.tolerance * lapackf77_dlamch("E");
printf(" N CPU GFlop/s (sec) GPU GFlop/s (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;
ldda = ((N+31)/32)*32;
gflops = FLOPS_DPOTRI( N ) / 1e9;
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_DEV( d_A, double, ldda*N );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
magma_dmake_hpd( N, h_A, lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
/* factorize matrix */
magma_dsetmatrix( N, N, h_A, lda, d_A, ldda );
magma_dpotrf_gpu( opts.uplo, N, d_A, ldda, &info );
// check for exact singularity
//magma_dgetmatrix( N, N, d_A, ldda, h_R, lda );
//h_R[ 10 + 10*lda ] = MAGMA_D_MAKE( 0.0, 0.0 );
//magma_dsetmatrix( N, N, h_R, lda, d_A, ldda );
gpu_time = magma_wtime();
magma_dpotri_gpu( opts.uplo, N, d_A, ldda, &info );
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0)
printf("magma_dpotri_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
lapackf77_dpotrf( &opts.uplo, &N, h_A, &lda, &info );
cpu_time = magma_wtime();
lapackf77_dpotri( &opts.uplo, &N, h_A, &lda, &info );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0)
printf("lapackf77_dpotri returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Check the result compared to LAPACK
=================================================================== */
magma_dgetmatrix( N, N, d_A, ldda, h_R, lda );
error = lapackf77_dlange("f", &N, &N, h_A, &lda, work);
blasf77_daxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
error = lapackf77_dlange("f", &N, &N, h_R, &lda, work) / error;
printf("%5d %7.2f (%7.2f) %7.2f (%7.2f) %8.2e%s\n",
(int) N, cpu_perf, cpu_time, gpu_perf, gpu_time,
error, (error < tol ? "" : " failed") );
status |= ! (error < tol);
}
else {
printf("%5d --- ( --- ) %7.2f (%7.2f) ---\n",
(int) N, gpu_perf, gpu_time );
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_DEV( d_A );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvd(
magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
double *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_gpu(uplo, n, dB, lddb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info);
timer_stop( time );
timer_printf( "time dsygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* need to have a dwork here that will be used
* as dB and then passed to dsyevd.
* */
if (n > 5000) {
magma_queue_sync( stream );
magma_free( dB );
}
timer_start( time );
magma_dsyevd_gpu(jobz, uplo, n, dA, ldda, w, A, lda,
work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevd_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (n > 5000) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_dtrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
}
magma_dgetmatrix( n, n, dA, ldda, A, lda );
/* free dB */
if (n > 5000) {
magma_free( dB );
}
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_free( dA );
if (n <= 5000) {
magma_free( dB );
}
return *info;
} /* magma_dsygvd */
extern "C" magma_int_t
magma_dposv ( char uplo, magma_int_t n, magma_int_t nrhs,
double *A, magma_int_t lda,
double *B, magma_int_t ldb, magma_int_t *info )
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
November 2012
Purpose
=======
DPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as
A = U**T * U, if UPLO = 'U', or
A = L * L**T, 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.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric 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 INFO = 0, the factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) DOUBLE_PRECISION array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB (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
===================================================================== */
magma_int_t num_gpus, ldda, lddb;
*info = 0 ;
if( (uplo != 'U') && (uplo != 'u') && (uplo != 'L') && (uplo != 'l') )
*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();
double *dA, *dB;
if ( num_gpus > 1 ) {
goto CPU_INTERFACE;
}
ldda = ((n+31)/32)*32;
lddb = ldda;
if ( MAGMA_SUCCESS != magma_dmalloc( &dA, ldda*n )) {
goto CPU_INTERFACE;
}
if ( MAGMA_SUCCESS != magma_dmalloc( &dB, lddb*nrhs )) {
magma_free( dA );
dA = NULL;
goto CPU_INTERFACE;
}
assert( num_gpus == 1 && dA != NULL && dB != NULL );
magma_dsetmatrix( n, n, A, lda, dA, ldda );
magma_dpotrf_gpu( uplo, n, dA, ldda, info );
magma_dgetmatrix( n, n, dA, ldda, A, lda );
if ( *info == 0 ) {
magma_dsetmatrix( n, nrhs, B, ldb, dB, lddb );
magma_dpotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info );
magma_dgetmatrix( 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_dpotrf( uplo, n, A, lda, info );
if ( *info == 0 ) {
lapackf77_dpotrs( &uplo, &n, &nrhs, A, &lda, B, &ldb, info );
}
return *info;
}
SEXP magma_dpoMatrix_chol(SEXP x)
{
#ifdef HIPLAR_WITH_MAGMA
SEXP val = get_factors(x, "Cholesky"),
dimP = GET_SLOT(x, Matrix_DimSym),
uploP = GET_SLOT(x, Matrix_uploSym);
const char *uplo = CHAR(STRING_ELT(uploP, 0));
int *dims = INTEGER(dimP), info;
int n = dims[0];
double *vx;
cublasStatus retStatus;
if (val != R_NilValue) return val;
dims = INTEGER(dimP);
val = PROTECT(NEW_OBJECT(MAKE_CLASS("Cholesky")));
SET_SLOT(val, Matrix_uploSym, duplicate(uploP));
SET_SLOT(val, Matrix_diagSym, mkString("N"));
SET_SLOT(val, Matrix_DimSym, duplicate(dimP));
vx = REAL(ALLOC_SLOT(val, Matrix_xSym, REALSXP, n * n));
AZERO(vx, n * n);
//we could put in magmablas_dlacpy but it only
//copies all of the matrix
F77_CALL(dlacpy)(uplo, &n, &n, REAL(GET_SLOT(x, Matrix_xSym)), &n, vx, &n);
if (n > 0) {
if(GPUFlag == 0){
#ifdef HIPLAR_DBG
R_ShowMessage("DBG: Cholesky decomposition using dpotrf;");
#endif
F77_CALL(dpotrf)(uplo, &n, vx, &n, &info);
}
else if(GPUFlag == 1 && Interface == 0){
#ifdef HIPLAR_DBG
R_ShowMessage("DBG: Cholesky decomposition using magma_dpotrf;");
#endif
int nrows, ncols;
nrows = ncols = n;
magma_int_t lda;
lda = nrows;
magma_dpotrf(uplo[0], ncols, vx, lda, &info);
/* Error Checking */
retStatus = cudaGetLastError ();
if (retStatus != CUBLAS_STATUS_SUCCESS)
error(_("CUBLAS: Error in magma_dpotrf"));
/********************************************/
}
else if(GPUFlag == 1 && Interface == 1) {
#ifdef HIPLAR_DBG
R_ShowMessage("DBG: Cholesky decomposition using magma_dpotrf_gpu;");
#endif
double *d_c;
int nrows, ncols;
nrows = ncols = n;
int N2 = nrows * ncols;
magma_int_t lda;
lda = nrows;
cublasAlloc(lda * ncols, sizeof(double), (void**)&d_c);
/* Error Checking */
retStatus = cublasGetError ();
if (retStatus != CUBLAS_STATUS_SUCCESS)
error(_("CUBLAS: Error in Memory Allocation"));
/********************************************/
cublasSetVector(N2, sizeof(double), vx, 1, d_c, 1);
/* Error Checking */
retStatus = cublasGetError ();
if (retStatus != CUBLAS_STATUS_SUCCESS)
error(_("CUBLAS: Error in Date Transfer to Device"));
/********************************************/
magma_dpotrf_gpu(uplo[0], ncols, d_c, lda, &info);
/* Error Checking */
retStatus = cublasGetError ();
if (retStatus != CUBLAS_STATUS_SUCCESS)
error(_("CUBLAS: Error in magma_dpotrf_gpu"));
/********************************************/
cublasGetVector(nrows * ncols, sizeof(double), d_c, 1, vx, 1);
/* Error Checking */
retStatus = cublasGetError ();
if (retStatus != CUBLAS_STATUS_SUCCESS)
error(_("CUBLAS: Error in Date Transfer from Device"));
/********************************************/
cublasFree(d_c);
}
else
error(_("MAGMA/LAPACK/Interface Flag not defined correctly"));
}
if (info) {
if(info > 0)
error(_("the leading minor of order %d is not positive definite"),
info);
else /* should never happen! */
error(_("Lapack routine %s returned error code %d"), "dpotrf", info);
}
UNPROTECT(1);
return set_factors(x, val, "Cholesky");
#endif
return R_NilValue;
}
/**
Purpose
-------
DSPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
DSPOSV first attempts to factorize the matrix in real SINGLE PRECISION
and use this factorization within an iterative refinement procedure
to produce a solution with real DOUBLE PRECISION norm-wise backward error
quality (see below). If the approach fails the method switches to a
real DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio real SINGLE PRECISION performance over real 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
---------
@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 number of linear equations, i.e., 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 DOUBLE PRECISION array on the GPU, dimension (LDDA,N)
On entry, the symmetric 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.
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.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,N).
@param[in]
dB DOUBLE PRECISION array on the GPU, dimension (LDDB,NRHS)
The N-by-NRHS right hand side matrix B.
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= max(1,N).
@param[out]
dX DOUBLE PRECISION array on the GPU, dimension (LDDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X.
@param[in]
lddx INTEGER
The leading dimension of the array dX. LDDX >= max(1,N).
@param
dworkd (workspace) DOUBLE PRECISION array on the GPU, dimension (N*NRHS)
This array is used to hold the residual vectors.
@param
dworks (workspace) SINGLE PRECISION array on the GPU, dimension (N*(N+NRHS))
This array is used to store the real single precision matrix
and the right-hand sides or solutions in single precision.
@param[out]
iter 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
@param[out]
info 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.
@ingroup magma_dposv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsposv_gpu(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
magmaDouble_ptr dA, magma_int_t ldda,
magmaDouble_ptr dB, magma_int_t lddb,
magmaDouble_ptr dX, magma_int_t lddx,
magmaDouble_ptr dworkd, magmaFloat_ptr dworks,
magma_int_t *iter,
magma_int_t *info)
{
#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)
// Constants
const double BWDMAX = 1.0;
const magma_int_t ITERMAX = 30;
const double c_neg_one = MAGMA_D_NEG_ONE;
const double c_one = MAGMA_D_ONE;
const magma_int_t ione = 1;
// Local variables
magmaDouble_ptr dR;
magmaFloat_ptr dSA, dSX;
double 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;
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_dlansy( MagmaInfNorm, uplo, n, dA, ldda, (double*)dworkd, n*nrhs, queue );
cte = Anrm * eps * magma_dsqrt( n ) * BWDMAX;
/*
* Convert to single precision
*/
magmablas_dlag2s( n, nrhs, dB, lddb, dSX, lddsx, queue, info );
if (*info != 0) {
*iter = -2;
goto fallback;
}
magmablas_dlat2s( uplo, n, dA, ldda, dSA, lddsa, queue, info );
if (*info != 0) {
*iter = -2;
goto fallback;
}
// factor dSA in single precision
magma_spotrf_gpu( uplo, n, dSA, lddsa, info );
if (*info != 0) {
*iter = -3;
goto fallback;
}
// solve dSA*dSX = dB in single precision
magma_spotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info );
// residual dR = dB - dA*dX in double precision
magmablas_slag2d( n, nrhs, dSX, lddsx, dX, lddx, queue, info );
magmablas_dlacpy( MagmaFull, n, nrhs, dB, lddb, dR, lddr, queue );
if ( nrhs == 1 ) {
magma_dsymv( uplo, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1, queue );
}
else {
magma_dsymm( MagmaLeft, uplo, n, nrhs,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr, queue );
}
// TODO: use MAGMA_D_ABS( dX(i,j) ) instead of dlange?
for( j=0; j < nrhs; j++ ) {
i = magma_idamax( n, dX(0,j), 1, queue ) - 1;
magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1, queue );
Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_idamax( n, dR(0,j), 1, queue ) - 1;
magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1, queue );
Rnrm = lapackf77_dlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
if ( Rnrm > Xnrm*cte ) {
goto refinement;
}
}
*iter = 0;
goto cleanup;
//return *info;
refinement:
for( iiter=1; iiter < ITERMAX; ) {
*info = 0;
// convert residual dR to single precision dSX
magmablas_dlag2s( n, nrhs, dR, lddr, dSX, lddsx, queue, info );
if (*info != 0) {
*iter = -2;
goto fallback;
}
// solve dSA*dSX = R in single precision
magma_spotrs_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_dsaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j), queue );
}
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_dsymv( uplo, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1, queue );
}
else {
magma_dsymm( MagmaLeft, uplo, n, nrhs,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr, queue );
}
// TODO: use MAGMA_D_ABS( dX(i,j) ) instead of dlange?
/* 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_idamax( n, dX(0,j), 1, queue ) - 1;
magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1, queue );
Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_idamax( n, dR(0,j), 1, queue ) - 1;
magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1, queue );
Rnrm = lapackf77_dlange( "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;
goto cleanup;
//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_dpotrf_gpu( uplo, n, dA, ldda, info );
if (*info == 0) {
magmablas_dlacpy( MagmaFull, n, nrhs, dB, lddb, dX, lddx, queue );
magma_dpotrs_gpu( uplo, n, nrhs, dA, ldda, dX, lddx, info );
}
cleanup:
magma_queue_destroy( queue );
return *info;
}
int main( int argc, char **argv ) {
printf("Starting\n");
int size;
cudaError_t cudaStat;
magma_err_t magmaStat;
cublasStatus_t stat;
cublasHandle_t handle;
int it,i;
cublasOperation_t N = 'N';
cublasOperation_t T = 'T';
char N2 = 'N';
char T2 = 'T';
double one = 1., zero=0.;
char uplo = 'L';
int info;
int err; double* A; double* B;
magmaStat = magma_init();
int use_pinned;
if(argc > 1) {
use_pinned = atoi(argv[1]);
} else use_pinned = 0;
printf("Setting use_pinned to %d\n", use_pinned);
for( size = 256; size <= 8192; size*=2 ) {
if(use_pinned) {
// allocate pinned memory on CPU
err = magma_dmalloc_pinned( &A, size*size ); assert( err == 0 );
err = magma_dmalloc_pinned( &B, size*size ); assert( err == 0 );
} else {
// allocate standard memory on CPU
A = (double*) malloc( sizeof(double)*size*size );
B = (double*) malloc( sizeof(double)*size*size );
}
cudaDeviceSynchronize();
double tInit = read_timer();
double *dA,*dB;
// allocate memory on GPU
magma_malloc( (void**) &dA, sizeof(double)*size*size );
magma_malloc( (void**) &dB, sizeof(double)*size*size );
cudaDeviceSynchronize();
double tAlloc = read_timer();
fillMatrix(B, size*size);
cudaDeviceSynchronize();
double tInit2 = read_timer();
// transfer data to GPU
magma_dsetmatrix( size, size, B, size, dB, size );
cudaDeviceSynchronize();
double tTransferToGPU = read_timer();
// matrix multiply
magmablas_dgemm('N', 'T', size, size, size, one, dB, size, dB, size, zero, dA, size );
// magma_dgemm is apparently synonymous with magmablas_dgemm
cudaDeviceSynchronize();
double tMatMult = read_timer();
// Cholesky decomposition on GPU with GPU interface (called with object on GPU)
magma_dpotrf_gpu( 'L', size, dA, size, &info );
cudaDeviceSynchronize();
double tChol = read_timer();
// transfer data back to CPU
magma_dgetmatrix( size, size, dA, size, A, size );
cudaDeviceSynchronize();
double tTransferFromGPU = read_timer();
// standard BLAS matrix multiply on CPU
dgemm_( &N2, &T2, &size, &size, &size, &one, B, &size, B, &size, &zero, A, &size );
cudaDeviceSynchronize();
double tMatMultBlas = read_timer();
// Cholesky decomposition on GPU with CPU interface (called with object on CPU)
magma_dpotrf( 'L', size, A, size, &info );
cudaDeviceSynchronize();
double tCholCpuInterface = read_timer();
// recreate A = B * B (could just do a save and copy instead....)
dgemm_( &N2, &T2, &size, &size, &size, &one, B, &size, B, &size, &zero, A, &size );
cudaDeviceSynchronize();
double tInit3 = read_timer();
// standard Lapack Cholesky decomposition on CPU
dpotrf_(&uplo, &size, A, &size, &info);
cudaDeviceSynchronize();
double tCholCpu= read_timer();
printf("====================================================\n");
printf("Timing results for n = %d\n", size);
printf("GPU memory allocation time: %f\n", tAlloc - tInit);
printf("Transfer to GPU time: %f\n", tTransferToGPU - tInit2);
printf("Matrix multiply time (GPU): %f\n", tMatMult - tTransferToGPU);
printf("Matrix multiply time (BLAS): %f\n", tMatMultBlas - tTransferToGPU);
printf("Cholesky factorization time (GPU w/ GPU interface): %f\n", tChol - tMatMult);
printf("Cholesky factorization time (GPU w/ CPU interface): %f\n", tCholCpuInterface - tMatMultBlas);
printf("Cholesky factorization time (LAPACK): %f\n", tCholCpu - tInit3);
printf("Transfer from GPU time: %f\n", tTransferFromGPU - tChol);
if(use_pinned) {
magma_free_pinned(A);
magma_free_pinned(B);
} else {
free(A);
free(B);
}
magma_free(dA);
magma_free(dB);
}
return EXIT_SUCCESS;
}
extern "C" magma_int_t
magma_dsygvd(magma_int_t itype, char jobz, char uplo, magma_int_t n,
double *a, magma_int_t lda, double *b, magma_int_t ldb,
double *w, double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
ITYPE (input) INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
A (input/output) COMPLEX*16 array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
or the lower triangle (if UPLO='L') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) COMPLEX*16 array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = 'U', the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = 'L',
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = 'N', then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = 'V', then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
===============
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
double d_one = MAGMA_D_ONE;
double *da;
double *db;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
char trans[1];
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
lquery = lwork == -1 || liwork == -1;
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
work[0] = lwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return MAGMA_ERR_ILLEGAL_VALUE;
}
else if (lquery) {
return MAGMA_SUCCESS;
}
/* Quick return if possible */
if (n == 0) {
return 0;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128){
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, a, &lda, b, &ldb,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &da, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &db, n*lddb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, b, ldb, db, lddb );
magma_dsetmatrix_async( n, n,
a, lda,
da, ldda, stream );
#ifdef ENABLE_TIMER
magma_timestr_t start, end;
start = get_current_time();
#endif
magma_dpotrf_gpu(uplo, n, db, lddb, info);
if (*info != 0) {
*info = n + *info;
return 0;
}
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dpotrf_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
magma_queue_sync( stream );
magma_dgetmatrix_async( n, n,
db, lddb,
b, ldb, stream );
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu(itype, uplo, n, da, ldda, db, lddb, info);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dsygst_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* simple fix to be able to run bigger size.
* need to have a dwork here that will be used
* a db and then passed to dsyevd.
* */
if(n > 5000){
magma_queue_sync( stream );
magma_free( db );
}
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
magma_dsyevd_gpu(jobz, uplo, n, da, ldda, w, a, lda,
work, lwork, iwork, liwork, info);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dsyevd_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
if (wantz && *info == 0) {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
/* allocate and copy db back */
if(n > 5000){
if (MAGMA_SUCCESS != magma_dmalloc( &db, n*lddb ) ){
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, b, ldb, db, lddb );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
*(unsigned char *)trans = MagmaTrans;
} else {
*(unsigned char *)trans = MagmaNoTrans;
}
magma_dtrsm(MagmaLeft, uplo, *trans, MagmaNonUnit,
n, n, d_one, db, lddb, da, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
*(unsigned char *)trans = MagmaNoTrans;
} else {
*(unsigned char *)trans = MagmaTrans;
}
magma_dtrmm(MagmaLeft, uplo, *trans, MagmaNonUnit,
n, n, d_one, db, lddb, da, ldda);
}
magma_dgetmatrix( n, n, da, ldda, a, lda );
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dtrsm/mm + getmatrix = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* free db */
if(n > 5000){
magma_free( db );
}
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * (1. + lapackf77_dlamch("Epsilon")); // round up
iwork[0] = liwmin;
magma_free( da );
if(n <= 5000){
magma_free( db );
}
return MAGMA_SUCCESS;
} /* magma_dsygvd */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dpotrf
*/
int main( int argc, char** argv)
{
TESTING_CUDA_INIT();
magma_timestr_t start, end;
double flops, gpu_perf, cpu_perf;
double *h_A, *h_R;
double *d_A;
magma_int_t N = 0, n2, lda, ldda;
magma_int_t size[10] = {1024,2048,3072,4032,5184,6016,7040,8064,9088,10112};
magma_int_t i, info;
const char *uplo = MagmaUpperStr;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
double work[1], matnorm;
if (argc != 1){
for(i = 1; i<argc; i++){
if (strcmp("-N", argv[i])==0)
N = atoi(argv[++i]);
}
if (N>0) size[0] = size[9] = N;
else exit(1);
}
else {
printf("\nUsage: \n");
printf(" testing_dpotri_gpu -N %d\n\n", 1024);
}
/* Allocate host memory for the matrix */
n2 = size[9] * size[9];
ldda = ((size[9]+31)/32) * 32;
TESTING_MALLOC( h_A, double, n2);
TESTING_HOSTALLOC( h_R, double, n2);
TESTING_DEVALLOC( d_A, double, ldda*size[9] );
printf(" N CPU GFlop/s GPU GFlop/s ||R||_F / ||A||_F\n");
printf("========================================================\n");
for(i=0; i<10; i++){
N = size[i];
lda = N;
n2 = lda*N;
flops = FLOPS_DPOTRI( (double)N ) / 1000000;
ldda = ((N+31)/32)*32;
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
/* Symmetrize and increase the diagonal */
{
magma_int_t i, j;
for(i=0; i<N; i++) {
MAGMA_D_SET2REAL( h_A[i*lda+i], ( MAGMA_D_REAL(h_A[i*lda+i]) + 1.*N ) );
for(j=0; j<i; j++)
h_A[i*lda+j] = (h_A[j*lda+i]);
}
}
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
//cublasSetMatrix( N, N, sizeof(double), h_A, lda, d_A, ldda);
//magma_dpotrf_gpu(uplo[0], N, d_A, ldda, &info);
/* factorize matrix */
magma_dsetmatrix( N, N, h_A, lda, d_A, ldda );
magma_dpotrf_gpu(uplo[0], N, d_A, ldda, &info);
// check for exact singularity
//magma_dgetmatrix( N, N, d_A, ldda, h_R, lda );
//h_R[ 10 + 10*lda ] = MAGMA_D_MAKE( 0.0, 0.0 );
//magma_dsetmatrix( N, N, h_R, lda, d_A, ldda );
start = get_current_time();
magma_dpotri_gpu(uplo[0], N, d_A, ldda, &info);
end = get_current_time();
if (info != 0)
printf("magma_dpotri_gpu returned error %d\n", (int) info);
gpu_perf = flops / GetTimerValue(start, end);
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
lapackf77_dpotrf(uplo, &N, h_A, &lda, &info);
start = get_current_time();
lapackf77_dpotri(uplo, &N, h_A, &lda, &info);
end = get_current_time();
if (info != 0)
printf("lapackf77_dpotri returned error %d\n", (int) info);
cpu_perf = flops / GetTimerValue(start, end);
/* =====================================================================
Check the result compared to LAPACK
=================================================================== */
magma_dgetmatrix( N, N, d_A, ldda, h_R, lda );
matnorm = lapackf77_dlange("f", &N, &N, h_A, &lda, work);
blasf77_daxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
printf("%5d %6.2f %6.2f %e\n",
(int) size[i], cpu_perf, gpu_perf,
lapackf77_dlange("f", &N, &N, h_R, &lda, work) / matnorm);
if (argc != 1)
break;
}
/* Memory clean up */
TESTING_FREE( h_A );
TESTING_HOSTFREE( h_R );
TESTING_DEVFREE( d_A );
/* Shutdown */
TESTING_CUDA_FINALIZE();
}
/**
Purpose
-------
DSYGVDX computes selected eigenvalues and, optionally, eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
Eigenvalues and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvdx(
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
double *dA=NULL, *dB=NULL;
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t lddb = ldda;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin, liwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
lapackf77_dsygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
*mout = n;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, queue );
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_gpu( uplo, n, dB, lddb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_gpu = %6.2f\n", time );
magma_queue_sync( queue );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, queue );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu( itype, uplo, n, dA, ldda, dB, lddb, info );
timer_stop( time );
timer_printf( "time dsygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* set dB=NULL so we know to re-allocate below
* TODO: have dwork here that will be used as dB and then passed to dsyevd.
*/
if (n > 5000) {
magma_queue_sync( queue );
magma_free( dB ); dB=NULL;
}
timer_start( time );
magma_dsyevdx_gpu( jobz, range, uplo, n, dA, ldda, vl, vu, il, iu, mout, w, A, lda,
work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time dsyevdx_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (dB == NULL) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
magma_free( dA ); dA=NULL;
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_dtrmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
magma_dgetmatrix( n, *mout, dA, ldda, A, lda, queue );
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( queue );
magma_queue_destroy( queue );
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
magma_free( dA ); dA=NULL;
magma_free( dB ); dB=NULL;
return *info;
} /* magma_dsygvd */
/**
Purpose
-------
DPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric 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 DOUBLE PRECISION array, dimension (LDA,N)
On entry, the symmetric 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 DOUBLE PRECISION 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_dposv_driver
********************************************************************/
extern "C" magma_int_t
magma_dposv(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
double *A, magma_int_t lda,
double *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();
magmaDouble_ptr dA, dB;
if ( ngpu > 1 ) {
goto CPU_INTERFACE;
}
ldda = magma_roundup( n, 32 );
lddb = ldda;
if ( MAGMA_SUCCESS != magma_dmalloc( &dA, ldda*n )) {
goto CPU_INTERFACE;
}
if ( MAGMA_SUCCESS != magma_dmalloc( &dB, lddb*nrhs )) {
magma_free( dA );
goto CPU_INTERFACE;
}
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
magma_dsetmatrix( n, n, A, lda, dA(0,0), ldda, queue );
magma_dpotrf_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_dgetmatrix( n, n, dA(0,0), ldda, A, lda, queue );
if ( *info == 0 ) {
magma_dsetmatrix( n, nrhs, B, ldb, dB(0,0), lddb, queue );
magma_dpotrs_gpu( uplo, n, nrhs, dA(0,0), ldda, dB(0,0), lddb, info );
magma_dgetmatrix( 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_dpotrf( uplo, n, A, lda, info );
if ( *info == 0 ) {
lapackf77_dpotrs( lapack_uplo_const(uplo), &n, &nrhs, A, &lda, B, &ldb, info );
}
return *info;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dpotrf
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
double *h_A, *h_R;
magmaDouble_ptr d_A;
magma_int_t N, n2, lda, ldda, info;
double c_neg_one = MAGMA_D_NEG_ONE;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
double work[1], error;
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
opts.lapack |= opts.check; // check (-c) implies lapack (-l)
double tol = opts.tolerance * lapackf77_dlamch("E");
printf("uplo = %s, version = %d\n", lapack_uplo_const(opts.uplo), opts.version );
printf(" N CPU GFlop/s (sec) GPU GFlop/s (sec) ||R_magma - R_lapack||_F / ||R_lapack||_F\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;
ldda = ((N+31)/32)*32;
gflops = FLOPS_DPOTRF( N ) / 1e9;
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_DEV( d_A, double, ldda*N );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
magma_dmake_hpd( N, h_A, lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dsetmatrix( N, N, h_A, lda, d_A, 0, ldda, opts.queue );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
if ( opts.version == 1 ) {
magma_dpotrf_gpu( opts.uplo, N, d_A, 0, ldda, opts.queue, &info );
}
else if ( opts.version == 2 ) {
magma_dpotrf2_gpu( opts.uplo, N, d_A, 0, ldda, opts.queues2, &info );
}
else {
printf( "Unknown version %d\n", opts.version );
exit(1);
}
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0)
printf("magma_dpotrf_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.lapack ) {
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = magma_wtime();
lapackf77_dpotrf( lapack_uplo_const(opts.uplo), &N, h_A, &lda, &info );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0)
printf("lapackf77_dpotrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Check the result compared to LAPACK
=================================================================== */
magma_dgetmatrix( N, N, d_A, 0, ldda, h_R, lda, opts.queue );
error = lapackf77_dlange("f", &N, &N, h_A, &lda, work);
blasf77_daxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
error = lapackf77_dlange("f", &N, &N, h_R, &lda, work) / error;
printf("%5d %7.2f (%7.2f) %7.2f (%7.2f) %8.2e %s\n",
(int) N, cpu_perf, cpu_time, gpu_perf, gpu_time,
error, (error < tol ? "ok" : "failed") );
status += ! (error < tol);
}
else {
printf("%5d --- ( --- ) %7.2f (%7.2f) --- \n",
(int) N, gpu_perf, gpu_time );
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_DEV( d_A );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}