extern "C" magma_err_t
magma_dgeqrf_gpu( magma_int_t m, magma_int_t n,
magmaDouble_ptr dA, size_t dA_offset, magma_int_t ldda,
double *tau, magmaDouble_ptr dT, size_t dT_offset,
magma_int_t *info, magma_queue_t queue)
{
/* -- clMAGMA (version 1.1.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date January 2014
Purpose
=======
DGEQRF computes a QR factorization of a DOUBLE_PRECISION M-by-N matrix A:
A = Q * R. This version stores the triangular matrices used in
the factorization so that they can be applied directly (i.e.,
without being recomputed) later. As a result, the application
of Q is much faster.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
LDDA (input) INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
dividable by 16.
TAU (output) DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
dT (workspace/output) DOUBLE_PRECISION array on the GPU,
dimension (2*MIN(M, N) + (N+31)/32*32 )*NB,
where NB can be obtained through magma_get_dgeqrf_nb(M).
It starts with MIN(M,N)*NB block that store the triangular T
matrices, followed by the MIN(M,N)*NB block of the diagonal
inverses for the R matrix. The rest of the array is used as workspace.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define a_ref(a_1,a_2) dA, (dA_offset + (a_1) + (a_2)*(ldda))
#define t_ref(a_1) dT, (dT_offset + (a_1)*nb)
#define d_ref(a_1) dT, (dT_offset + (minmn + (a_1))*nb)
#define dd_ref(a_1) dT, (dT_offset + (2*minmn+(a_1))*nb)
#define work_ref(a_1) ( work + (a_1))
#define hwork ( work + (nb)*(m))
magma_int_t i, k, minmn, old_i, old_ib, rows, cols;
magma_int_t ib, nb;
magma_int_t ldwork, lddwork, lwork, lhwork;
double *work, *ut;
/* check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
k = minmn = min(m,n);
if (k == 0)
return *info;
nb = magma_get_dgeqrf_nb(m);
lwork = (m + n + nb)*nb;
lhwork = lwork - m*nb;
if (MAGMA_SUCCESS != magma_dmalloc_cpu( &work, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
ut = hwork+nb*(n);
memset( ut, 0, nb*nb*sizeof(double));
magma_event_t event[2] = {NULL, NULL};
ldwork = m;
lddwork= n;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_dgetmatrix_async( rows, ib,
a_ref(i,i), ldda,
work_ref(i), 0, ldwork, queue, &event[1] );
if (i>0){
/* Apply H' to A(i:m,i+2*ib:n) from the left */
cols = n-old_i-2*old_ib;
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
m-old_i, cols, old_ib,
a_ref(old_i, old_i ), ldda, t_ref(old_i), nb,
a_ref(old_i, old_i+2*old_ib), ldda, dd_ref(0), lddwork, queue);
/* store the diagonal */
magma_dsetmatrix_async( old_ib, old_ib,
ut, 0, old_ib,
d_ref(old_i), old_ib, queue, &event[0] );
}
magma_event_sync(event[1]);
lapackf77_dgeqrf(&rows, &ib, work_ref(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work_ref(i), &ldwork, tau+i, hwork, &ib);
/* Put 0s in the upper triangular part of a panel (and 1s on the
diagonal); copy the upper triangular in ut and invert it */
magma_event_sync(event[0]);
dsplit_diag_block(ib, work_ref(i), ldwork, ut);
magma_dsetmatrix( rows, ib, work_ref(i), 0, ldwork, a_ref(i,i), ldda, queue);
if (i + ib < n) {
/* Send the triangular factor T to the GPU */
magma_dsetmatrix( ib, ib, hwork, 0, ib, t_ref(i), nb, queue );
if (i+nb < k-nb){
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
a_ref(i, i ), ldda, t_ref(i), nb,
a_ref(i, i+ib), ldda, dd_ref(0), lddwork, queue);
}
else {
cols = n-i-ib;
magma_dlarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
rows, cols, ib,
a_ref(i, i ), ldda, t_ref(i), nb,
a_ref(i, i+ib), ldda, dd_ref(0), lddwork, queue);
/* Fix the diagonal block */
magma_dsetmatrix( ib, ib, ut, 0, ib, d_ref(i), ib , queue);
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_dgetmatrix( rows, ib, a_ref(i, i), ldda, work, 0, rows, queue );
lhwork = lwork - rows*ib;
lapackf77_dgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_dsetmatrix( rows, ib, work, 0, rows, a_ref(i, i), ldda, queue );
}
magma_free_cpu( work );
return *info;
} /* magma_dgeqrf */
/**
Purpose
-------
DGEQRF computes a QR factorization of a real M-by-N matrix A:
A = Q * R.
This version stores the triangular dT matrices used in
the block QR factorization so that they can be applied directly (i.e.,
without being recomputed) later. As a result, the application
of Q is much faster. Also, the upper triangular matrices for V have 0s
in them. The corresponding parts of the upper triangular R are inverted
and stored separately in dT.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE_PRECISION array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
tau DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
dT (workspace) DOUBLE_PRECISION array on the GPU,
dimension (2*MIN(M, N) + (N+31)/32*32 )*NB,
where NB can be obtained through magma_get_dgeqrf_nb(M).
It starts with MIN(M,N)*NB block that store the triangular T
matrices, followed by the MIN(M,N)*NB block of the diagonal
inverses for the R matrix. The rest of the array is used as workspace.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_dgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_dgeqrf_gpu(
magma_int_t m, magma_int_t n,
magmaDouble_ptr dA, magma_int_t ldda,
double *tau,
magmaDouble_ptr dT,
magma_int_t *info )
{
#define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
#define dT(a_1) (dT + (a_1)*nb)
#define d_ref(a_1) (dT + ( minmn+(a_1))*nb)
#define dd_ref(a_1) (dT + (2*minmn+(a_1))*nb)
#define work(a_1) (work + (a_1))
#define hwork (work + (nb)*(m))
magma_int_t i, k, minmn, old_i, old_ib, rows, cols;
magma_int_t ib, nb;
magma_int_t ldwork, lddwork, lwork, lhwork;
double *work, *ut;
/* check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
k = minmn = min(m,n);
if (k == 0)
return *info;
nb = magma_get_dgeqrf_nb(m);
lwork = (m + n + nb)*nb;
lhwork = lwork - m*nb;
if (MAGMA_SUCCESS != magma_dmalloc_pinned( &work, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
ut = hwork+nb*(n);
memset( ut, 0, nb*nb*sizeof(double));
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
ldwork = m;
lddwork= n;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_dgetmatrix_async( rows, ib,
dA(i,i), ldda,
work(i), ldwork, stream[1] );
if (i > 0) {
/* Apply H' to A(i:m,i+2*ib:n) from the left */
cols = n-old_i-2*old_ib;
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, cols, old_ib,
dA(old_i, old_i ), ldda, dT(old_i), nb,
dA(old_i, old_i+2*old_ib), ldda, dd_ref(0), lddwork);
/* store the diagonal */
magma_dsetmatrix_async( old_ib, old_ib,
ut, old_ib,
d_ref(old_i), old_ib, stream[0] );
}
magma_queue_sync( stream[1] );
lapackf77_dgeqrf(&rows, &ib, work(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_dlarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work(i), &ldwork, tau+i, hwork, &ib);
/* Put 0s in the upper triangular part of a panel (and 1s on the
diagonal); copy the upper triangular in ut and invert it. */
magma_queue_sync( stream[0] );
dsplit_diag_block(ib, work(i), ldwork, ut);
magma_dsetmatrix( rows, ib, work(i), ldwork, dA(i,i), ldda );
if (i + ib < n) {
/* Send the triangular factor T to the GPU */
magma_dsetmatrix( ib, ib, hwork, ib, dT(i), nb );
if (i+nb < k-nb) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
}
else {
cols = n-i-ib;
magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, cols, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
/* Fix the diagonal block */
magma_dsetmatrix( ib, ib, ut, ib, d_ref(i), ib );
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_dgetmatrix( rows, ib, dA(i, i), ldda, work, rows );
lhwork = lwork - rows*ib;
lapackf77_dgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_dsetmatrix( rows, ib, work, rows, dA(i, i), ldda );
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free_pinned( work );
return *info;
} /* magma_dgeqrf_gpu */
