/**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. 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]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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,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.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= 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, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_m(magma_int_t nrgpu, magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
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 );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
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 = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = A[0];
if (wantz) {
A[0] = 1.;
}
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_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(nrgpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
#ifdef USE_SINGLE_GPU
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
magma_free( dwork );
#else
magma_dstedx_m(nrgpu, MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
#endif
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dormtr_m(nrgpu, MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */
extern "C" magma_int_t
magma_zheevx_gpu(char jobz, char range, char uplo, magma_int_t n,
magmaDoubleComplex *da, magma_int_t ldda, double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w, magmaDoubleComplex *dz, magma_int_t lddz,
magmaDoubleComplex *wa, magma_int_t ldwa,
magmaDoubleComplex *wz, magma_int_t ldwz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
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.
DA (device input/output) COMPLEX_16 array, dimension (LDDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO='L') or the upper
triangle (if UPLO='U') of A, including the diagonal, is
destroyed.
LDDA (input) INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', 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 = 'A' or 'V'.
ABSTOL (input) DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO>0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
DZ (device output) COMPLEX_16 array, dimension (LDDZ, max(1,M))
If JOBZ = 'V', then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = 'N', then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used.
********* (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
LDDZ (input) INTEGER
The leading dimension of the array DZ. LDDZ >= 1, and if
JOBZ = 'V', LDDZ >= max(1,N).
WA (workspace) COMPLEX_16 array, dimension (LDWA, N)
LDWA (input) INTEGER
The leading dimension of the array WA. LDWA >= max(1,N).
WZ (workspace) COMPLEX_16 array, dimension (LDWZ, max(1,M))
LDWZ (input) INTEGER
The leading dimension of the array DZ. LDWZ >= 1, and if
JOBZ = 'V', LDWZ >= max(1,N).
WORK (workspace/output) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = 'N', then IFAIL is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magma_int_t ione = 1;
char order[1];
magma_int_t indd, inde;
magma_int_t imax;
magma_int_t lopt, itmp1, indee;
magma_int_t lower, wantz;
magma_int_t i, j, jj, i__1;
magma_int_t alleig, valeig, indeig;
magma_int_t iscale, indibl;
magma_int_t indiwk, indisp, indtau;
magma_int_t indrwk, indwrk;
magma_int_t llwork, nsplit;
magma_int_t lquery;
magma_int_t iinfo;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
double *dwork;
/* Function Body */
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
alleig = lapackf77_lsame(range_, "A");
valeig = lapackf77_lsame(range_, "V");
indeig = lapackf77_lsame(range_, "I");
lquery = lwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (lddz < 1 || (wantz && lddz < n)) {
*info = -15;
} else if (ldwa < max(1,n)) {
*info = -17;
} else if (ldwz < 1 || (wantz && ldwz < n)) {
*info = -19;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lopt = n * (nb + 1);
work[0] = MAGMA_Z_MAKE( lopt, 0 );
if (lwork < lopt && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 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
magmaDoubleComplex *a = (magmaDoubleComplex *) malloc( n * n * sizeof(magmaDoubleComplex) );
magma_zgetmatrix(n, n, da, ldda, a, n);
lapackf77_zheevx(jobz_, range_, uplo_,
&n, a, &n, &vl, &vu, &il, &iu, &abstol, m,
w, wz, &ldwz, work, &lwork,
rwork, iwork, ifail, info);
magma_zsetmatrix( n, n, a, n, da, ldda);
magma_zsetmatrix( n, *m, wz, ldwz, dz, lddz);
free(a);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, n )) {
fprintf (stderr, "!!!! device memory allocation error (magma_zheevx_gpu)\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
--w;
--work;
--rwork;
--iwork;
--ifail;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe('M', uplo, n, da, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
magmablas_zlascl(uplo, 0, 0, 1., sigma, n, n, da,
ldda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indd = 1;
inde = indd + n;
indrwk = inde + n;
indtau = 1;
indwrk = indtau + n;
llwork = lwork - indwrk + 1;
#ifdef FAST_HEMV
magma_zhetrd2_gpu(uplo, n, da, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wa, ldwa, &work[indwrk], llwork, dz, lddz*n, &iinfo);
#else
magma_zhetrd_gpu (uplo, n, da, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wa, ldwa, &work[indwrk], llwork, &iinfo);
#endif
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwrk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
if ((alleig || (indeig && il == 1 && iu == n)) && abstol <= 0.) {
blasf77_dcopy(&n, &rwork[indd], &ione, &w[1], &ione);
indee = indrwk + 2*n;
if (! wantz) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_dsterf(&n, &w[1], &rwork[indee], info);
}
else {
lapackf77_zlacpy("A", &n, &n, wa, &ldwa, wz, &ldwz);
lapackf77_zungtr(uplo_, &n, wz, &ldwz, &work[indtau], &work[indwrk], &llwork, &iinfo);
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_zsteqr(jobz_, &n, &w[1], &rwork[indee], wz, &ldwz, &rwork[indrwk], info);
if (*info == 0) {
for (i = 1; i <= n; ++i) {
ifail[i] = 0;
}
magma_zsetmatrix( n, n, wz, ldwz, dz, lddz );
}
}
if (*info == 0) {
*m = n;
}
}
/* Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN. */
if (*m == 0) {
*info = 0;
if (wantz) {
*(unsigned char *)order = 'B';
} else {
*(unsigned char *)order = 'E';
}
indibl = 1;
indisp = indibl + n;
indiwk = indisp + n;
lapackf77_dstebz(range_, order, &n, &vl, &vu, &il, &iu, &abstol, &rwork[indd], &rwork[inde], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwk], info);
if (wantz) {
lapackf77_zstein(&n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &iwork[indisp],
wz, &ldwz, &rwork[indrwk], &iwork[indiwk], &ifail[1], info);
magma_zsetmatrix( n, *m, wz, ldwz, dz, lddz );
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, da, ldda, &work[indtau],
dz, lddz, wa, ldwa, &iinfo);
}
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
magma_zswap(n, dz + (i-1)*lddz, ione, dz + (j-1)*lddz, ione);
if (*info != 0) {
itmp1 = ifail[i];
ifail[i] = ifail[j];
ifail[j] = itmp1;
}
}
}
}
/* Set WORK(1) to optimal complex workspace size. */
work[1] = MAGMA_Z_MAKE( lopt, 0 );
return *info;
} /* magma_zheevx_gpu */
extern "C" magma_int_t
magma_zheevdx_2stage(char jobz, char range, char uplo,
magma_int_t n,
magmaDoubleComplex *a, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
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
=======
ZHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. It uses a two-stage algorithm for the tridiagonalization.
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
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
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.
A (input/output) COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. 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, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', 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 = 'A' or 'V'.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m 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.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= LQ2 + N * (NB + 1).
If JOBZ = 'V' and N > 1, LWORK >= LQ2 + 2*N + N**2.
where LQ2 is the size needed to store
the Q2 matrix and is returned by
MAGMA_BULGE_GET_LQ2.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORK (workspace/output) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
LRWORK (input) INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = 'N' and N > 1, LRWORK >= N.
If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) 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, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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: 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).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
//magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t iscale;
double safmin;
double bignum;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
/* determine the number of threads */
magma_int_t threads = magma_get_numthreads();
magma_setlapack_numthreads(threads);
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
alleig = lapackf77_lsame( range_, "A" );
valeig = lapackf77_lsame( range_, "V" );
indeig = lapackf77_lsame( range_, "I" );
lquery = lwork == -1 || lrwork == -1 || liwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*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 (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zbulge_nb(n,threads);
magma_int_t Vblksiz = magma_zbulge_get_Vblksiz(n, nb, threads);
magma_int_t ldt = Vblksiz;
magma_int_t ldv = nb + Vblksiz;
magma_int_t blkcnt = magma_bulge_get_blkcnt(n, nb, Vblksiz);
magma_int_t lq2 = magma_zbulge_get_lq2(n, threads);
if (wantz) {
lwmin = lq2 + 2 * n + n * n;
lrwmin = 1 + 5 * n + 2 * n * n;
liwmin = 5 * n + 3;
} else {
lwmin = lq2 + n * (nb + 1);
lrwmin = n;
liwmin = 1;
}
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(a[0]);
if (wantz) {
a[0] = MAGMA_Z_ONE;
}
return *info;
}
#ifdef ENABLE_TIMER
printf("using %d threads\n", threads);
#endif
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
magma_int_t ntiles = n/nb;
if( ( ntiles < 2 ) || ( 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_zheevd(jobz_, &uplo, &n,
a, &lda, w,
work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
info);
*m = n;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, a, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
magma_int_t indT2 = 0;
magma_int_t indTAU2 = indT2 + blkcnt*ldt*Vblksiz;
magma_int_t indV2 = indTAU2+ blkcnt*Vblksiz;
magma_int_t indtau1 = indV2 + blkcnt*ldv*Vblksiz;
magma_int_t indwrk = indtau1+ n;
//magma_int_t indwk2 = indwrk + n * n;
magma_int_t llwork = lwork - indwrk;
//magma_int_t llwrk2 = lwork - indwk2;
magma_int_t inde = 0;
magma_int_t indrwk = inde + n;
magma_int_t llrwk = lrwork - indrwk;
#ifdef ENABLE_TIMER
magma_timestr_t start, st1, st2, end;
start = get_current_time();
#endif
magmaDoubleComplex *dT1;
if (MAGMA_SUCCESS != magma_zmalloc( &dT1, n*nb)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zhetrd_he2hb(uplo, n, nb, a, lda, &work[indtau1], &work[indwrk], llwork, dT1, threads, info);
#ifdef ENABLE_TIMER
st1 = get_current_time();
printf(" time zhetrd_he2hb = %6.2f\n" , GetTimerValue(start,st1)/1000.);
#endif
/* copy the input matrix into WORK(INDWRK) with band storage */
/* PAY ATTENTION THAT work[indwrk] should be able to be of size lda2*n which it should be checked in any future modification of lwork.*/
magma_int_t lda2 = 2*nb; //nb+1+(nb-1);
magmaDoubleComplex* A2 = &work[indwrk];
memset(A2 , 0, n*lda2*sizeof(magmaDoubleComplex));
for (magma_int_t j = 0; j < n-nb; j++)
{
cblas_zcopy(nb+1, &a[j*(lda+1)], 1, &A2[j*lda2], 1);
memset(&a[j*(lda+1)], 0, (nb+1)*sizeof(magmaDoubleComplex));
a[nb + j*(lda+1)] = c_one;
}
for (magma_int_t j = 0; j < nb; j++)
{
cblas_zcopy(nb-j, &a[(j+n-nb)*(lda+1)], 1, &A2[(j+n-nb)*lda2], 1);
memset(&a[(j+n-nb)*(lda+1)], 0, (nb-j)*sizeof(magmaDoubleComplex));
}
#ifdef ENABLE_TIMER
st2 = get_current_time();
printf(" time zhetrd_convert = %6.2f\n" , GetTimerValue(st1,st2)/1000.);
#endif
magma_zhetrd_hb2st(threads, uplo, n, nb, Vblksiz, A2, lda2, w, &rwork[inde], &work[indV2], ldv, &work[indTAU2], wantz, &work[indT2], ldt);
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time zhetrd_hb2st = %6.2f\n" , GetTimerValue(st2,end)/1000.);
printf(" time zhetrd = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time dstedc = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
} else {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time zstedx = %6.2f\n", GetTimerValue(start,end)/1000.);
start = get_current_time();
#endif
magmaDoubleComplex *dZ;
magma_int_t lddz = n;
magmaDoubleComplex *da;
magma_int_t ldda = n;
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
if (MAGMA_SUCCESS != magma_zmalloc( &dZ, *m*lddz)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zbulge_back(threads, uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n, dZ, lddz,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
#ifdef ENABLE_TIMER
st1 = get_current_time();
printf(" time zbulge_back = %6.2f\n" , GetTimerValue(start,st1)/1000.);
#endif
magma_zsetmatrix( n, n, a, lda, da, ldda );
magma_zunmqr_gpu_2stages(MagmaLeft, MagmaNoTrans, n-nb, *m, n-nb, da+nb, ldda,
dZ+nb, n, dT1, nb, info);
magma_zgetmatrix( n, *m, dZ, lddz, a, lda );
magma_free(dT1);
magma_free(dZ);
magma_free(da);
#ifdef ENABLE_TIMER
end = get_current_time();
printf(" time zunmqr + copy = %6.2f\n", GetTimerValue(st1,end)/1000.);
printf(" time eigenvectors backtransf. = %6.2f\n" , GetTimerValue(start,end)/1000.);
#endif
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx_2stage */
extern "C" magma_int_t
magma_dsyevd(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *a, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_queue_t queue,
magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DSYEVD computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. 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
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
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.
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. 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
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
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: 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).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
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.
double one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = a[0];
if (wantz) {
a[0] = 1.;
}
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_dsyevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, a, &lda, work );
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time;
timer_start( time );
magma_dsytrd(uplo, n, a, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, queue, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
// TTT Possible bug for n < 128
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, queue, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dormtr(MagmaLeft, uplo, MagmaNoTrans, n, n, a, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, queue, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, a, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd */
/**
Purpose
-------
ZHEEVDX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. 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]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= 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]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *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 );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*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 (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0.);
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_Z_ONE;
}
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_zheevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_zhetrd(uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time zhetrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1) ], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time zunmtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx */
extern "C" magma_int_t
magma_zheevdx(char jobz, char range, char uplo,
magma_int_t n,
magmaDoubleComplex *a, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZHEEVDX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. 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
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
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.
A (input/output) COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. 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, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', 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 = 'A' or 'V'.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
WORK (workspace/output) COMPLEX_16 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 >= N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORK (workspace/output) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
LRWORK (input) INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = 'N' and N > 1, LRWORK >= N.
If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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: 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).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
char range_[2] = {range, 0};
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
alleig = lapackf77_lsame( range_, "A" );
valeig = lapackf77_lsame( range_, "V" );
indeig = lapackf77_lsame( range_, "I" );
lquery = lwork == -1 || lrwork == -1 || liwork == -1;
*info = 0;
if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*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 (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.);
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(a[0]);
if (wantz) {
a[0] = MAGMA_Z_ONE;
}
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_zheevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, a, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
//
#ifdef ENABLE_TIMER
magma_timestr_t start, end;
start = get_current_time();
#endif
magma_zhetrd(uplo_[0], n, a, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zhetrd = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
} else {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zstedx = %6.2f\n", GetTimerValue(start,end)/1000.);
start = get_current_time();
#endif
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, a, lda, &work[indtau],
&work[indwrk + n * (il-1) ], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)] , &n, a, &lda);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time zunmtr + copy = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up
rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx */
/**
Purpose
-------
ZHEEVDX_GPU computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. 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]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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,out]
dA COMPLEX_16 array on the GPU,
dimension (LDDA, N).
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first mout columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= 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 required mout eigenvalues in ascending order.
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) COMPLEX_16 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 >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx_gpu(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *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 );
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
//magma_int_t indwk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magmaDouble_ptr dwork;
magmaDoubleComplex_ptr dC;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0 );
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -18;
} else if ((liwork < liwmin) && ! lquery) {
*info = -20;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
magmaDoubleComplex *A;
magma_zmalloc_cpu( &A, lda*n );
magma_zgetmatrix( n, n, dA, ldda, A, lda );
lapackf77_zheevd( jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
rwork, &lrwork,
iwork, &liwork, info );
magma_zsetmatrix( n, n, A, lda, dA, ldda );
magma_free_cpu( A );
*mout = n;
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// dC and dwork are never used together, so use one buffer for both;
// unfortunately they're different types (complex and double).
// (this is easier in dsyevd_gpu where everything is double.)
// zhetrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb, in double-complex.
// zunmtr_gpu requires lddc*n, in double-complex.
// zlanhe requires n, in double.
magma_int_t ldwork = max( ldda*ceildiv(n,64) + 2*ldda*nb, lddc*n );
magma_int_t ldwork_real = max( ldwork*2, n );
if ( wantz ) {
// zstedx requrise 3n^2/2, in double
ldwork_real = max( ldwork_real, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork_real )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dC = (magmaDoubleComplex*) dwork;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe( MagmaMaxNorm, uplo, n, dA, ldda, dwork );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_zlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, info );
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
//indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
//llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_HEMV
magma_zhetrd2_gpu( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dC, ldwork, &iinfo );
#else
magma_zhetrd_gpu ( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
timer_printf( "time zhetrd_gpu = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &rwork[inde], info );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
}
else {
timer_start( time );
magma_zstedx( range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
magma_zsetmatrix( n, *mout, &work[indwrk + n * (il-1) ], n, dC, lddc );
magma_zunmtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, *mout, dA, ldda, &work[indtau],
dC, lddc, wA, ldwa, &iinfo );
magma_zcopymatrix( n, *mout, dC, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time zunmtr_gpu + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal( &imax, &d__1, w, &ione );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 ); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_zheevdx_gpu */
/**
Purpose
-------
ZHEEVR computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix T. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Whenever possible, ZHEEVR calls ZSTEGR to compute the
eigenspectrum using Relatively Robust Representations. ZSTEGR
computes eigenvalues by the dqds algorithm, while orthogonal
eigenvectors are computed from various "good" L D L^T representations
(also known as Relatively Robust Representations). Gram-Schmidt
orthogonalization is avoided as far as possible. More specifically,
the various steps of the algorithm are as follows. For the i-th
unreduced block of T,
1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
is a relatively robust representation,
2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
relative accuracy by the dqds algorithm,
3. If there is a cluster of close eigenvalues, "choose" sigma_i
close to the cluster, and go to step (a),
4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
compute the corresponding eigenvector by forming a
rank-revealing twisted factorization.
The desired accuracy of the output can be specified by the input
parameter ABSTOL.
For more details, see "A new O(n^2) algorithm for the symmetric
tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
Computer Science Division Technical Report No. UCB//CSD-97-971,
UC Berkeley, May 1997.
Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested
on machines which conform to the ieee-754 floating point standard.
ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and
when partial spectrum requests are made.
Normal execution of ZSTEGR may create NaNs and infinities and
hence may abort due to a floating point exception in environments
which do not handle NaNs and infinities in the ieee standard default
manner.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO=MagmaLower) or the upper
triangle (if UPLO=MagmaUpper) of A, including the diagonal, is
destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= 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[in]
abstol DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
\n
If high relative accuracy is important, set ABSTOL to
DLAMCH( 'Safe minimum' ). Doing so will guarantee that
eigenvalues are computed to high relative accuracy when
possible in future releases. The current code does not
make any guarantees about high relative accuracy, but
furutre releases will. See J. Barlow and J. Demmel,
"Computing Accurate Eigensystems of Scaled Diagonally
Dominant Matrices", LAPACK Working Note #7, for a discussion
of which matrices define their eigenvalues to high relative
accuracy.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order.
@param[out]
Z COMPLEX_16 array, dimension (LDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
@param[in]
ldz INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = MagmaVec, LDZ >= max(1,N).
@param[out]
isuppz INTEGER ARRAY, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ).
__Implemented only for__ RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,2*N).
For optimal efficiency, LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD and for
ZUNMTR as returned by ILAENV.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal
(and minimal) LRWORK.
@param[in]
lrwork INTEGER
The length of the array RWORK. LRWORK >= max(1,24*N).
\n
If LRWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the RWORK array, returns
this value as the first entry of the RWORK array, and no error
message related to LRWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (LIWORK)
On exit, if INFO = 0, IWORK[0] returns the optimal
(and minimal) LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N).
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to 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: Internal error
Further Details
---------------
Based on contributions by
Inderjit Dhillon, IBM Almaden, USA
Osni Marques, LBNL/NERSC, USA
Ken Stanley, Computer Science Division, University of
California at Berkeley, USA
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevr(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w,
magmaDoubleComplex *Z, magma_int_t ldz,
magma_int_t *isuppz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* Constants */
const magma_int_t izero = 0;
const magma_int_t ione = 1;
const float szero = 0.;
const float sone = 1.;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t indrd, indre;
magma_int_t imax;
magma_int_t lopt, itmp1, indree, indrdd;
magma_int_t tryrac;
magma_int_t i, j, jj, i__1;
magma_int_t iscale, indibl, indifl;
magma_int_t indiwo, indisp, indtau;
magma_int_t indrwk, indwk;
magma_int_t llwork, llrwork, nsplit;
magma_int_t ieeeok;
magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
bool lower = (uplo == MagmaLower);
bool wantz = (jobz == MagmaVec);
bool alleig = (range == MagmaRangeAll);
bool valeig = (range == MagmaRangeV);
bool indeig = (range == MagmaRangeI);
bool lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*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 (ldz < 1 || (wantz && ldz < n)) {
*info = -15;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lwmin = n * (nb + 1);
lrwmin = 24 * n;
liwmin = 10 * n;
work[0] = magma_zmake_lwork( lwmin );
rwork[0] = magma_dmake_lwork( lrwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -18;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -20;
} else if ((liwork < liwmin) && ! lquery) {
*info = -22;
}
if (*info != 0) {
magma_xerbla(__func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 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_zheevr(jobz_, range_, uplo_,
&n, A, &lda, &vl, &vu, &il, &iu, &abstol, m,
w, Z, &ldz, isuppz, work, &lwork,
rwork, &lrwork, iwork, &liwork, info);
return *info;
}
--w;
--work;
--rwork;
--iwork;
--isuppz;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, &rwork[1]);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
lapackf77_zlascl(uplo_, &izero, &izero, &d__1, &sigma, &n, &n, A,
&lda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indtau = 1;
indwk = indtau + n;
indre = 1;
indrd = indre + n;
indree = indrd + n;
indrdd = indree + n;
indrwk = indrdd + n;
llwork = lwork - indwk + 1;
llrwork = lrwork - indrwk + 1;
indifl = 1;
indibl = indifl + n;
indisp = indibl + n;
indiwo = indisp + n;
magma_zhetrd(uplo, n, A, lda, &rwork[indrd], &rwork[indre], &work[indtau], &work[indwk], llwork, &iinfo);
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF
or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
ieeeok = lapackf77_ieeeck( &ione, &szero, &sone);
/* If only the eigenvalues are required call DSTERF for all or DSTEBZ for a part */
if (! wantz) {
blasf77_dcopy(&n, &rwork[indrd], &ione, &w[1], &ione);
i__1 = n - 1;
if (alleig || (indeig && il == 1 && iu == n)) {
lapackf77_dsterf(&n, &w[1], &rwork[indre], info);
*m = n;
} else {
lapackf77_dstebz(range_, "E", &n, &vl, &vu, &il, &iu, &abstol,
&rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp],
&rwork[indrwk], &iwork[indiwo], info);
}
/* Otherwise call ZSTEMR if infinite and NaN arithmetic is supported */
}
else if (ieeeok == 1) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[indre], &ione, &rwork[indree], &ione);
blasf77_dcopy(&n, &rwork[indrd], &ione, &rwork[indrdd], &ione);
if (abstol < 2*n*eps)
tryrac = 1;
else
tryrac = 0;
lapackf77_zstemr(jobz_, range_, &n, &rwork[indrdd], &rwork[indree], &vl, &vu, &il,
&iu, m, &w[1], Z, &ldz, &n, &isuppz[1], &tryrac, &rwork[indrwk],
&llrwork, &iwork[1], &liwork, info);
if (*info == 0 && wantz) {
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
}
/* Call DSTEBZ and ZSTEIN if infinite and NaN arithmetic is not supported or ZSTEMR didn't converge. */
if (wantz && (ieeeok == 0 || *info != 0)) {
*info = 0;
lapackf77_dstebz(range_, "B", &n, &vl, &vu, &il, &iu, &abstol, &rwork[indrd], &rwork[indre], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwo], info);
lapackf77_zstein(&n, &rwork[indrd], &rwork[indre], m, &w[1], &iwork[indibl], &iwork[indisp],
Z, &ldz, &rwork[indrwk], &iwork[indiwo], &iwork[indifl], info);
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
Z, ldz, &work[indwk], llwork, &iinfo);
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
blasf77_zswap(&n, Z + (i-1)*ldz, &ione, Z + (j-1)*ldz, &ione);
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = magma_zmake_lwork( lopt );
rwork[1] = magma_dmake_lwork( lrwmin );
iwork[1] = liwmin;
return *info;
} /* magma_zheevr */
/**
Purpose
-------
DSYEVD_GPU computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. 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]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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,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. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param
wA (workspace) DOUBLE PRECISION array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_gpu(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaDouble_ptr dA, magma_int_t ldda,
double *w,
double *wA, magma_int_t ldwa,
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)
{
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
}
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 = -10;
} else if ((liwork < liwmin) && ! lquery) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
double *A;
magma_dmalloc_cpu( &A, lda*n );
magma_dgetmatrix( n, n, dA, ldda, A, lda, queue );
lapackf77_dsyevd( lapack_vec_const(jobz), lapack_uplo_const(uplo),
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info );
magma_dsetmatrix( n, n, A, lda, dA, ldda, queue );
magma_free_cpu( A );
magma_queue_destroy( queue );
return *info;
}
// dsytrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb
// dormtr_gpu requires lddc*n
// dlansy requires n
magma_int_t ldwork = max( ldda*magma_ceildiv(n,64) + 2*ldda*nb, lddc*n );
ldwork = max( ldwork, n );
if ( wantz ) {
// dstedx requires 3n^2/2
ldwork = max( ldwork, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_dlansy( MagmaMaxNorm, uplo, n, dA, ldda, dwork, ldwork, queue );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_dlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, queue, info );
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_dsytrd2_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, ldwork, &iinfo );
#else
magma_dsytrd_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
#ifdef FAST_SYMV
timer_printf( "time dsytrd2 = %6.2f\n", time );
#else
timer_printf( "time dsytrd = %6.2f\n", time );
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &work[inde], info );
}
else {
timer_start( time );
magma_dstedx( MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dsetmatrix( n, n, &work[indwrk], n, dwork, lddc, queue );
magma_dormtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, n, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo );
magma_dcopymatrix( n, n, dwork, lddc, dA, ldda, queue );
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal( &n, &d__1, w, &ione );
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
magma_queue_destroy( queue );
magma_free( dwork );
return *info;
} /* magma_dsyevd_gpu */
/**
Purpose
-------
DSYEVDX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric matrix A. 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]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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,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. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= 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]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param
wA (workspace) DOUBLE PRECISION array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevdx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
double *dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
double *wA, magma_int_t ldwa,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double *dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
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 = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
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
const char* jobz_ = lapack_vec_const( jobz );
const char* uplo_ = lapack_uplo_const( uplo );
double *A;
magma_dmalloc_cpu( &A, n*n );
magma_dgetmatrix(n, n, dA, ldda, A, n);
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &n,
w, work, &lwork,
iwork, &liwork, info);
magma_dsetmatrix( n, n, A, n, dA, ldda);
magma_free_cpu(A);
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// n*lddc for dsytrd2_gpu
// n for dlansy
magma_int_t ldwork = n*lddc;
if ( wantz ) {
// need 3n^2/2 for dstedx
ldwork = max( ldwork, 3*n*(n/2 + 1));
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_dlansy(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_dlascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_dsytrd2_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, n*lddc, &iinfo);
#else
magma_dsytrd_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo);
#endif
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_dstedx(range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_dsetmatrix( n, *m, &work[indwrk + n* (il-1) ], n, dwork, lddc );
magma_dormtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo);
magma_dcopymatrix( n, *m, dwork, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_dsyevd_gpu */
/**
Purpose
-------
ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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,out]
dA COMPLEX_16 array, dimension (LDDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO=MagmaLower) or the upper
triangle (if UPLO=MagmaUpper) of A, including the diagonal, is
destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= 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[in]
abstol DOUBLE PRECISION
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ),
\n
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
\n
Eigenvalues will be computed most accurately when ABSTOL is
set to twice the underflow threshold 2*DLAMCH('S'), not zero.
If this routine returns with INFO > 0, indicating that some
eigenvectors did not converge, try setting ABSTOL to
2*DLAMCH('S').
\n
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
On normal exit, the first M elements contain the selected
eigenvalues in ascending order.
@param[out]
dZ COMPLEX_16 array, dimension (LDDZ, max(1,M))
If JOBZ = MagmaVec, then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If an eigenvector fails to converge, then that column of Z
contains the latest approximation to the eigenvector, and the
index of the eigenvector is returned in IFAIL.
If JOBZ = MagmaNoVec, then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M
is not known in advance and an upper bound must be used.
********* (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
@param[in]
lddz INTEGER
The leading dimension of the array DZ. LDDZ >= 1, and if
JOBZ = MagmaVec, LDDZ >= max(1,N).
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param
wZ (workspace) COMPLEX_16 array, dimension (LDWZ, max(1,M))
@param[in]
ldwz INTEGER
The leading dimension of the array wZ. LDWZ >= 1, and if
JOBZ = MagmaVec, LDWZ >= max(1,N).
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= (NB+1)*N,
where NB is the max of the blocksize for ZHETRD.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param
rwork (workspace) DOUBLE PRECISION array, dimension (7*N)
@param
iwork (workspace) INTEGER array, dimension (5*N)
@param[out]
ifail INTEGER array, dimension (N)
If JOBZ = MagmaVec, then if INFO = 0, the first M elements of
IFAIL are zero. If INFO > 0, then IFAIL contains the
indices of the eigenvectors that failed to converge.
If JOBZ = MagmaNoVec, then IFAIL is not referenced.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, then i eigenvectors failed to converge.
Their indices are stored in array IFAIL.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *dA, magma_int_t ldda, double vl, double vu,
magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m,
double *w, magmaDoubleComplex *dZ, magma_int_t lddz,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *wZ, magma_int_t ldwz,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
const char* range_ = lapack_range_const( range );
magma_int_t ione = 1;
const char* order_;
magma_int_t indd, inde;
magma_int_t imax;
magma_int_t lopt, itmp1, indee;
magma_int_t lower, wantz;
magma_int_t i, j, jj, i__1;
magma_int_t alleig, valeig, indeig;
magma_int_t iscale, indibl;
magma_int_t indiwk, indisp, indtau;
magma_int_t indrwk, indwrk;
magma_int_t llwork, nsplit;
magma_int_t lquery;
magma_int_t iinfo;
double safmin;
double bignum;
double smlnum;
double eps, tmp1;
double anrm;
double sigma, d__1;
double rmin, rmax;
double *dwork;
/* Function Body */
lower = (uplo == MagmaLower);
wantz = (jobz == MagmaVec);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (lddz < 1 || (wantz && lddz < n)) {
*info = -15;
} else if (ldwa < max(1,n)) {
*info = -17;
} else if (ldwz < 1 || (wantz && ldwz < n)) {
*info = -19;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb(n);
lopt = n * (nb + 1);
work[0] = MAGMA_Z_MAKE( lopt, 0 );
if (lwork < lopt && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
*m = 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
magmaDoubleComplex *a;
magma_zmalloc_cpu( &a, n*n );
magma_zgetmatrix(n, n, dA, ldda, a, n);
lapackf77_zheevx(jobz_, range_, uplo_,
&n, a, &n, &vl, &vu, &il, &iu, &abstol, m,
w, wZ, &ldwz, work, &lwork,
rwork, iwork, ifail, info);
magma_zsetmatrix( n, n, a, n, dA, ldda);
magma_zsetmatrix( n, *m, wZ, ldwz, dZ, lddz);
magma_free_cpu(a);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, n )) {
fprintf (stderr, "!!!! device memory allocation error (magma_zheevx_gpu)\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
--w;
--work;
--rwork;
--iwork;
--ifail;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
d__1 = 1.;
magmablas_zlascl(uplo, 0, 0, 1., sigma, n, n, dA,
ldda, info);
if (abstol > 0.) {
abstol *= sigma;
}
if (valeig) {
vl *= sigma;
vu *= sigma;
}
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
indd = 1;
inde = indd + n;
indrwk = inde + n;
indtau = 1;
indwrk = indtau + n;
llwork = lwork - indwrk + 1;
#ifdef FAST_HEMV
magma_zhetrd2_gpu(uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, dZ, lddz*n, &iinfo);
#else
magma_zhetrd_gpu (uplo, n, dA, ldda, &rwork[indd], &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, &iinfo);
#endif
lopt = n + (magma_int_t)MAGMA_Z_REAL(work[indwrk]);
/* If all eigenvalues are desired and ABSTOL is less than or equal to
zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
some eigenvalue, then try DSTEBZ. */
if ((alleig || (indeig && il == 1 && iu == n)) && abstol <= 0.) {
blasf77_dcopy(&n, &rwork[indd], &ione, &w[1], &ione);
indee = indrwk + 2*n;
if (! wantz) {
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_dsterf(&n, &w[1], &rwork[indee], info);
}
else {
lapackf77_zlacpy("A", &n, &n, wA, &ldwa, wZ, &ldwz);
lapackf77_zungtr(uplo_, &n, wZ, &ldwz, &work[indtau], &work[indwrk], &llwork, &iinfo);
i__1 = n - 1;
blasf77_dcopy(&i__1, &rwork[inde], &ione, &rwork[indee], &ione);
lapackf77_zsteqr(jobz_, &n, &w[1], &rwork[indee], wZ, &ldwz, &rwork[indrwk], info);
if (*info == 0) {
for (i = 1; i <= n; ++i) {
ifail[i] = 0;
}
magma_zsetmatrix( n, n, wZ, ldwz, dZ, lddz );
}
}
if (*info == 0) {
*m = n;
}
}
/* Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN. */
if (*m == 0) {
*info = 0;
if (wantz) {
order_ = "B";
} else {
order_ = "E";
}
indibl = 1;
indisp = indibl + n;
indiwk = indisp + n;
lapackf77_dstebz(range_, order_, &n, &vl, &vu, &il, &iu, &abstol, &rwork[indd], &rwork[inde], m,
&nsplit, &w[1], &iwork[indibl], &iwork[indisp], &rwork[indrwk], &iwork[indiwk], info);
if (wantz) {
lapackf77_zstein(&n, &rwork[indd], &rwork[inde], m, &w[1], &iwork[indibl], &iwork[indisp],
wZ, &ldwz, &rwork[indrwk], &iwork[indiwk], &ifail[1], info);
magma_zsetmatrix( n, *m, wZ, ldwz, dZ, lddz );
/* Apply unitary matrix used in reduction to tridiagonal
form to eigenvectors returned by ZSTEIN. */
magma_zunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dZ, lddz, wA, ldwa, &iinfo);
}
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, &w[1], &ione);
}
/* If eigenvalues are not in order, then sort them, along with
eigenvectors. */
if (wantz) {
for (j = 1; j <= *m-1; ++j) {
i = 0;
tmp1 = w[j];
for (jj = j + 1; jj <= *m; ++jj) {
if (w[jj] < tmp1) {
i = jj;
tmp1 = w[jj];
}
}
if (i != 0) {
itmp1 = iwork[indibl + i - 1];
w[i] = w[j];
iwork[indibl + i - 1] = iwork[indibl + j - 1];
w[j] = tmp1;
iwork[indibl + j - 1] = itmp1;
magma_zswap(n, dZ + (i-1)*lddz, ione, dZ + (j-1)*lddz, ione);
if (*info != 0) {
itmp1 = ifail[i];
ifail[i] = ifail[j];
ifail[j] = itmp1;
}
}
}
}
/* Set WORK[0] to optimal complex workspace size. */
work[1] = MAGMA_Z_MAKE( lopt, 0 );
return *info;
} /* magma_zheevx_gpu */
/**
Purpose
-------
ZHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. It uses a two-stage algorithm for the tridiagonalization.
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]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= 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]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 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 >= LQ2 + N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 2*N + N**2.
where LQ2 is the size needed to store the Q2 matrix
and is returned by magma_bulge_get_lq2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx_2stage_m(magma_int_t nrgpu, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
#define A( i_,j_) (A + (i_) + (j_)*lda)
#define A2(i_,j_) (A2 + (i_) + (j_)*lda2)
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magmaDoubleComplex c_one = MAGMA_Z_ONE;
double d_one = 1.;
magma_int_t ione = 1;
magma_int_t izero = 0;
double d__1;
double eps;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
//magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t iscale;
double safmin;
double bignum;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t len;
/* determine the number of threads */
magma_int_t parallel_threads = magma_get_parallel_numthreads();
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*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 (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zbulge_nb(n, parallel_threads);
magma_int_t Vblksiz = magma_zbulge_get_Vblksiz(n, nb, parallel_threads);
magma_int_t ldt = Vblksiz;
magma_int_t ldv = nb + Vblksiz;
magma_int_t blkcnt = magma_bulge_get_blkcnt(n, nb, Vblksiz);
magma_int_t lq2 = magma_zbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 2*n + n*n;
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 5*n + 3;
} else {
lwmin = lq2 + n + n*nb;
lrwmin = n;
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] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_Z_ONE;
}
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
timer_printf("using %d parallel_threads\n", (int) parallel_threads);
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
magma_int_t ntiles = n/nb;
if ( ( ntiles < 2 ) || ( 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_zheevd(jobz_, uplo_, &n,
A, &lda, w,
work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
info);
*m = n;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
magma_int_t indT2 = 0;
magma_int_t indTAU2 = indT2 + blkcnt*ldt*Vblksiz;
magma_int_t indV2 = indTAU2+ blkcnt*Vblksiz;
magma_int_t indtau1 = indV2 + blkcnt*ldv*Vblksiz;
magma_int_t indwrk = indtau1+ n;
magma_int_t indwk2 = indwrk + n*n;
magma_int_t llwork = lwork - indwrk;
magma_int_t llwrk2 = lwork - indwk2;
magma_int_t inde = 0;
magma_int_t indrwk = inde + n;
magma_int_t llrwk = lrwork - indrwk;
magma_timer_t time=0, time_total=0, time_alloc=0, time_dist=0, time_band=0;
timer_start( time_total );
#ifdef HE2HB_SINGLEGPU
magmaDoubleComplex *dT1;
if (MAGMA_SUCCESS != magma_zmalloc( &dT1, n*nb)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
timer_start( time_band );
magma_zhetrd_he2hb(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, dT1, info);
timer_stop( time_band );
timer_printf( " 1 GPU seq code time zhetrd_he2hb only = %7.4f\n", time_band );
magma_free(dT1);
#else
magma_int_t nstream = max(3,nrgpu+2);
magma_queue_t streams[MagmaMaxGPUs][20];
magmaDoubleComplex *da[MagmaMaxGPUs], *dT1[MagmaMaxGPUs];
magma_int_t ldda = ((n+31)/32)*32;
magma_int_t ver = 0;
magma_int_t distblk = max(256, 4*nb);
#ifdef ENABLE_DEBUG
printf("voici ngpu %d distblk %d NB %d nstream %d version %d \n ", nrgpu, distblk, nb, nstream, ver);
#endif
timer_start( time_alloc );
for( magma_int_t dev = 0; dev < nrgpu; ++dev ) {
magma_int_t mlocal = ((n / distblk) / nrgpu + 1) * distblk;
magma_setdevice( dev );
// TODO check malloc
magma_zmalloc(&da[dev], ldda*mlocal );
magma_zmalloc(&dT1[dev], (n*nb) );
for( int i = 0; i < nstream; ++i ) {
magma_queue_create( &streams[dev][i] );
}
}
timer_stop( time_alloc );
timer_start( time_dist );
magma_zsetmatrix_1D_col_bcyclic( n, n, A, lda, da, ldda, nrgpu, distblk );
magma_setdevice(0);
timer_stop( time_dist );
timer_start( time_band );
if (ver == 30) {
magma_zhetrd_he2hb_mgpu_spec(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, da, ldda, dT1, nb, nrgpu, distblk, streams, nstream, info);
} else {
magma_zhetrd_he2hb_mgpu(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, da, ldda, dT1, nb, nrgpu, distblk, streams, nstream, info);
}
timer_stop( time_band );
timer_printf(" time alloc %7.4f, ditribution %7.4f, zhetrd_he2hb only = %7.4f\n", time_alloc, time_dist, time_band );
for( magma_int_t dev = 0; dev < nrgpu; ++dev ) {
magma_setdevice( dev );
magma_free( da[dev] );
magma_free( dT1[dev] );
for( int i = 0; i < nstream; ++i ) {
magma_queue_destroy( streams[dev][i] );
}
}
#endif // not HE2HB_SINGLEGPU
timer_stop( time_total );
timer_printf( " time zhetrd_he2hb_mgpu = %6.2f\n", time_total );
timer_start( time_total );
timer_start( time );
/* copy the input matrix into WORK(INDWRK) with band storage */
/* PAY ATTENTION THAT work[indwrk] should be able to be of size lda2*n which it should be checked in any future modification of lwork.*/
magma_int_t lda2 = 2*nb; //nb+1+(nb-1);
magmaDoubleComplex* A2 = &work[indwrk];
memset(A2, 0, n*lda2*sizeof(magmaDoubleComplex));
for (magma_int_t j = 0; j < n-nb; j++) {
len = nb+1;
blasf77_zcopy( &len, A(j,j), &ione, A2(0,j), &ione );
memset(A(j,j), 0, (nb+1)*sizeof(magmaDoubleComplex));
*A(nb+j,j) = c_one;
}
for (magma_int_t j = 0; j < nb; j++) {
len = nb-j;
blasf77_zcopy( &len, A(j+n-nb,j+n-nb), &ione, A2(0,j+n-nb), &ione );
memset(A(j+n-nb,j+n-nb), 0, (nb-j)*sizeof(magmaDoubleComplex));
}
timer_stop( time );
timer_printf( " time zhetrd_convert = %6.2f\n", time );
timer_start( time );
magma_zhetrd_hb2st(uplo, n, nb, Vblksiz, A2, lda2, w, &rwork[inde], &work[indV2], ldv, &work[indTAU2], wantz, &work[indT2], ldt);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time zhetrd_hb2st = %6.2f\n", time );
timer_printf( " time zhetrd = %6.2f\n", time_total );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
timer_start( time );
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
timer_stop( time );
timer_printf( " time dstedc = %6.2f\n", time );
}
else {
timer_start( time_total );
timer_start( time );
magma_zstedx_m(nrgpu, range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, info);
timer_stop( time );
timer_printf( " time zstedx_m = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
/*
magmaDoubleComplex *dZ;
magma_int_t lddz = n;
if (MAGMA_SUCCESS != magma_zmalloc( &dZ, *m*lddz)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zbulge_back(uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n, dZ, lddz,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
magma_zgetmatrix( n, *m, dZ, lddz, &work[indwrk], n);
magma_free(dZ);
*/
magma_zbulge_back_m(nrgpu, uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
timer_stop( time );
timer_printf( " time zbulge_back_m = %6.2f\n", time );
timer_start( time );
magma_zunmqr_m(nrgpu, MagmaLeft, MagmaNoTrans, n-nb, *m, n-nb, A+nb, lda, &work[indtau1],
&work[indwrk + n * (il-1) + nb], n, &work[indwk2], llwrk2, info);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time zunmqr_m + copy = %6.2f\n", time );
timer_printf( " time eigenvectors backtransf. = %6.2f\n", time_total );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_setdevice( orig_dev );
return *info;
} /* magma_zheevdx_2stage_m */
/***************************************************************************//**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. 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]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@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]
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,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.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= 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]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = 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[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, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK 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: 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).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_heevdx
*******************************************************************************/
extern "C" magma_int_t
magma_dsyevdx_m(
magma_int_t ngpu,
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, 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 );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*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 (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
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 = -14;
} else if ((liwork < liwmin) && ! lquery) {
*info = -16;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = A[0];
if (wantz) {
A[0] = 1.;
}
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=%lld NB=%lld, calling lapack on CPU\n", (long long) n, (long long) nb );
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(ngpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_dstedx_m(ngpu, range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_dormtr_m(ngpu, MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1)], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */
