/** Purpose ------- Solves the least squares problem min || A*X - C || using the QR factorization A = Q*R computed by SGEQRF3_GPU. Arguments --------- @param[in] m INTEGER The number of rows of the matrix A. M >= 0. @param[in] n INTEGER The number of columns of the matrix A. M >= N >= 0. @param[in] nrhs INTEGER The number of columns of the matrix C. NRHS >= 0. @param[in] dA REAL array on the GPU, dimension (LDDA,N) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,n, as returned by SGEQRF3_GPU in the first n columns of its array argument A. @param[in] ldda INTEGER The leading dimension of the array A, LDDA >= M. @param[in] tau REAL array, dimension (N) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by MAGMA_SGEQRF_GPU. @param[in,out] dB REAL array on the GPU, dimension (LDDB,NRHS) On entry, the M-by-NRHS matrix C. On exit, the N-by-NRHS solution matrix X. @param[in] dT REAL array that is the output (the 6th argument) of magma_sgeqrf_gpu of size 2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS). The array starts with a block of size MIN(M,N)*NB that stores the triangular T matrices used in the QR factorization, followed by MIN(M,N)*NB block storing the diagonal block matrices for the R matrix, followed by work space of size ((N+31)/32*32 )* MAX(NB, NRHS). @param[in] lddb INTEGER The leading dimension of the array dB. LDDB >= M. @param[out] hwork (workspace) REAL array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK. @param[in] lwork INTEGER The dimension of the array WORK, LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB, where NB is the blocksize given by magma_get_sgeqrf_nb( M ). \n If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the HWORK array, returns this value as the first entry of the WORK array. @param[out] info INTEGER - = 0: successful exit - < 0: if INFO = -i, the i-th argument had an illegal value @ingroup magma_sgels_comp ********************************************************************/ extern "C" magma_int_t magma_sgeqrs3_gpu( magma_int_t m, magma_int_t n, magma_int_t nrhs, magmaFloat_ptr dA, magma_int_t ldda, float *tau, magmaFloat_ptr dT, magmaFloat_ptr dB, magma_int_t lddb, float *hwork, magma_int_t lwork, magma_int_t *info) { #define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1)) #define dT(a_1) (dT + (lddwork+(a_1))*nb) float c_one = MAGMA_S_ONE; magma_int_t k, lddwork; magma_int_t nb = magma_get_sgeqrf_nb(m); magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb; int lquery = (lwork == -1); hwork[0] = MAGMA_S_MAKE( (float)lwkopt, 0. ); *info = 0; if (m < 0) *info = -1; else if (n < 0 || m < n) *info = -2; else if (nrhs < 0) *info = -3; else if (ldda < max(1,m)) *info = -5; else if (lddb < max(1,m)) *info = -8; else if (lwork < lwkopt && ! lquery) *info = -10; if (*info != 0) { magma_xerbla( __func__, -(*info) ); return *info; } else if (lquery) return *info; k = min(m,n); if (k == 0) { hwork[0] = c_one; return *info; } lddwork = k; /* B := Q' * B */ magma_sormqr_gpu( MagmaLeft, MagmaTrans, m, nrhs, n, dA(0,0), ldda, tau, dB, lddb, hwork, lwork, dT, nb, info ); if ( *info != 0 ) { return *info; } /* Solve R*X = B(1:n,:) 1. Move the (k-1)/nb block diagonal submatrices from dT to R 2. Solve 3. Restore the data format moving data from R back to dT */ magmablas_sswapdblk(k-1, nb, dA(0,0), ldda, 1, dT(0), nb, 0); if ( nrhs == 1 ) { magma_strsv(MagmaUpper, MagmaNoTrans, MagmaNonUnit, n, dA(0,0), ldda, dB, 1); } else { magma_strsm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit, n, nrhs, c_one, dA(0,0), ldda, dB, lddb); } magmablas_sswapdblk(k-1, nb, dT(0), nb, 0, dA(0,0), ldda, 1); return *info; }
extern "C" magma_int_t magma_sgeqrs3_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs, float *dA, magma_int_t ldda, float *tau, float *dT, float *dB, magma_int_t lddb, float *hwork, magma_int_t lwork, magma_int_t *info) { /* -- MAGMA (version 1.3.0) -- Univ. of Tennessee, Knoxville Univ. of California, Berkeley Univ. of Colorado, Denver November 2012 Purpose ======= Solves the least squares problem min || A*X - C || using the QR factorization A = Q*R computed by SGEQRF3_GPU. Arguments ========= M (input) INTEGER The number of rows of the matrix A. M >= 0. N (input) INTEGER The number of columns of the matrix A. M >= N >= 0. NRHS (input) INTEGER The number of columns of the matrix C. NRHS >= 0. A (input) REAL array on the GPU, dimension (LDDA,N) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,n, as returned by SGEQRF3_GPU in the first n columns of its array argument A. LDDA (input) INTEGER The leading dimension of the array A, LDDA >= M. TAU (input) REAL array, dimension (N) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by MAGMA_SGEQRF_GPU. DB (input/output) REAL array on the GPU, dimension (LDDB,NRHS) On entry, the M-by-NRHS matrix C. On exit, the N-by-NRHS solution matrix X. DT (input) REAL array that is the output (the 6th argument) of magma_sgeqrf_gpu of size 2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS). The array starts with a block of size MIN(M,N)*NB that stores the triangular T matrices used in the QR factorization, followed by MIN(M,N)*NB block storing the diagonal block matrices for the R matrix, followed by work space of size ((N+31)/32*32 )* MAX(NB, NRHS). LDDB (input) INTEGER The leading dimension of the array DB. LDDB >= M. HWORK (workspace/output) REAL array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK, LWORK >= max(1,NRHS). For optimum performance LWORK >= (M-N+NB)*(NRHS + 2*NB), where NB is the blocksize given by magma_get_sgeqrf_nb( M ). If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the HWORK array, returns this value as the first entry of the WORK array. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value ===================================================================== */ #define a_ref(a_1,a_2) (dA+(a_2)*(ldda) + (a_1)) #define d_ref(a_1) (dT+(lddwork+(a_1))*nb) float c_one = MAGMA_S_ONE; magma_int_t k, lddwork; magma_int_t nb = magma_get_sgeqrf_nb(m); magma_int_t lwkopt = (m-n+nb)*(nrhs+2*nb); int lquery = (lwork == -1); hwork[0] = MAGMA_S_MAKE( (float)lwkopt, 0. ); *info = 0; if (m < 0) *info = -1; else if (n < 0 || m < n) *info = -2; else if (nrhs < 0) *info = -3; else if (ldda < max(1,m)) *info = -5; else if (lddb < max(1,m)) *info = -8; else if (lwork < lwkopt && ! lquery) *info = -10; if (*info != 0) { magma_xerbla( __func__, -(*info) ); return *info; } else if (lquery) return *info; k = min(m,n); if (k == 0) { hwork[0] = c_one; return *info; } lddwork= k; /* B := Q' * B */ magma_sormqr_gpu( MagmaLeft, MagmaTrans, m, nrhs, n, a_ref(0,0), ldda, tau, dB, lddb, hwork, lwork, dT, nb, info ); if ( *info != 0 ) { return *info; } /* Solve R*X = B(1:n,:) 1. Move the block diagonal submatrices from d_ref to R 2. Solve 3. Restore the data format moving data from R back to d_ref */ magmablas_sswapdblk(k, nb, a_ref(0,0), ldda, 1, d_ref(0), nb, 0); if ( nrhs == 1 ) { magma_strsv(MagmaUpper, MagmaNoTrans, MagmaNonUnit, n, a_ref(0,0), ldda, dB, 1); } else { magma_strsm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit, n, nrhs, c_one, a_ref(0,0), ldda, dB, lddb); } magmablas_sswapdblk(k, nb, d_ref(0), nb, 0, a_ref(0,0), ldda, 1); return *info; }
/** Purpose ------- SGEQRS solves the least squares problem min || A*X - C || using the QR factorization A = Q*R computed by SGEQRF3_GPU. Arguments --------- @param[in] m INTEGER The number of rows of the matrix A. M >= 0. @param[in] n INTEGER The number of columns of the matrix A. M >= N >= 0. @param[in] nrhs INTEGER The number of columns of the matrix C. NRHS >= 0. @param[in] dA REAL array on the GPU, dimension (LDDA,N) The i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,...,n, as returned by SGEQRF3_GPU in the first n columns of its array argument A. dA is modified by the routine but restored on exit. @param[in] ldda INTEGER The leading dimension of the array A, LDDA >= M. @param[in] tau REAL array, dimension (N) TAU(i) must contain the scalar factor of the elementary reflector H(i), as returned by MAGMA_SGEQRF_GPU. @param[in,out] dB REAL array on the GPU, dimension (LDDB,NRHS) On entry, the M-by-NRHS matrix C. On exit, the N-by-NRHS solution matrix X. @param[in,out] dT REAL array that is the output (the 6th argument) of magma_sgeqrf_gpu of size 2*MIN(M, N)*NB + ceil(N/32)*32 )* MAX(NB, NRHS). The array starts with a block of size MIN(M,N)*NB that stores the triangular T matrices used in the QR factorization, followed by MIN(M,N)*NB block storing the diagonal block matrices for the R matrix, followed by work space of size (ceil(N/32)*32)* MAX(NB, NRHS). @param[in] lddb INTEGER The leading dimension of the array dB. LDDB >= M. @param[out] hwork (workspace) REAL array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK. @param[in] lwork INTEGER The dimension of the array WORK, LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB, where NB is the blocksize given by magma_get_sgeqrf_nb( M, N ). \n If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the HWORK array, returns this value as the first entry of the WORK array. @param[out] info INTEGER - = 0: successful exit - < 0: if INFO = -i, the i-th argument had an illegal value @ingroup magma_sgels_comp ********************************************************************/ extern "C" magma_int_t magma_sgeqrs3_gpu( magma_int_t m, magma_int_t n, magma_int_t nrhs, magmaFloat_ptr dA, magma_int_t ldda, float const *tau, magmaFloat_ptr dT, magmaFloat_ptr dB, magma_int_t lddb, float *hwork, magma_int_t lwork, magma_int_t *info) { #define dA(i_,j_) (dA + (i_) + (j_)*ldda) #define dT(i_) (dT + (lddwork + (i_))*nb) float c_one = MAGMA_S_ONE; magma_int_t min_mn, lddwork; magma_int_t nb = magma_get_sgeqrf_nb( m, n ); magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb; bool lquery = (lwork == -1); hwork[0] = magma_smake_lwork( lwkopt ); *info = 0; if (m < 0) *info = -1; else if (n < 0 || m < n) *info = -2; else if (nrhs < 0) *info = -3; else if (ldda < max(1,m)) *info = -5; else if (lddb < max(1,m)) *info = -8; else if (lwork < lwkopt && ! lquery) *info = -10; if (*info != 0) { magma_xerbla( __func__, -(*info) ); return *info; } else if (lquery) return *info; min_mn = min(m,n); if (min_mn == 0) { hwork[0] = c_one; return *info; } lddwork = min_mn; magma_queue_t queue; magma_device_t cdev; magma_getdevice( &cdev ); magma_queue_create( cdev, &queue ); /* B := Q^H * B */ magma_sormqr_gpu( MagmaLeft, MagmaTrans, m, nrhs, n, dA(0,0), ldda, tau, dB, lddb, hwork, lwork, dT, nb, info ); if ( *info != 0 ) { magma_queue_destroy( queue ); return *info; } /* Solve R*X = B(1:n,:) 1. Move the (min_mn - 1)/nb block diagonal submatrices from dT to R 2. Solve 3. Restore the data format moving data from R back to dT */ magmablas_sswapdblk( min_mn-1, nb, dA(0,0), ldda, 1, dT(0), nb, 0, queue ); if ( nrhs == 1 ) { magma_strsv( MagmaUpper, MagmaNoTrans, MagmaNonUnit, n, dA(0,0), ldda, dB, 1, queue ); } else { magma_strsm( MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit, n, nrhs, c_one, dA(0,0), ldda, dB, lddb, queue ); } magmablas_sswapdblk( min_mn-1, nb, dT(0), nb, 0, dA(0,0), ldda, 1, queue ); magma_queue_destroy( queue ); return *info; }