/***************************************************************************//**
Purpose
-------
CGEQRS solves the least squares problem
min || A*X - C ||
using the QR factorization A = Q*R computed by CGEQRF_GPU.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. M >= N >= 0.
@param[in]
nrhs INTEGER
The number of columns of the matrix C. NRHS >= 0.
@param[in]
dA COMPLEX array on the GPU, dimension (LDDA,N)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,n, as returned by
CGEQRF_GPU in the first n columns of its array argument A.
@param[in]
ldda INTEGER
The leading dimension of the array A, LDDA >= M.
@param[in]
tau COMPLEX array, dimension (N)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by MAGMA_CGEQRF_GPU.
@param[in,out]
dB COMPLEX array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
@param[in,out]
dT COMPLEX array that is the output (the 6th argument)
of magma_cgeqrf_gpu of size
2*MIN(M, N)*NB + ceil(N/32)*32 )* MAX(NB, NRHS).
The array starts with a block of size MIN(M,N)*NB that stores
the triangular T matrices used in the QR factorization,
followed by MIN(M,N)*NB block storing the diagonal block
inverses for the R matrix, followed by work space of size
(ceil(N/32)*32)* MAX(NB, NRHS).
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= M.
@param[out]
hwork (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_cgeqrf_nb( M, N ).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the WORK array.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_geqrs
*******************************************************************************/
extern "C" magma_int_t
magma_cgeqrs_gpu(
magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaFloatComplex_const_ptr dA, magma_int_t ldda,
magmaFloatComplex const *tau,
magmaFloatComplex_ptr dT,
magmaFloatComplex_ptr dB, magma_int_t lddb,
magmaFloatComplex *hwork, magma_int_t lwork,
magma_int_t *info)
{
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dT(i_) (dT + (lddwork + (i_))*nb)
/* Constants */
const magmaFloatComplex c_zero = MAGMA_C_ZERO;
const magmaFloatComplex c_one = MAGMA_C_ONE;
const magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
const magma_int_t ione = 1;
/* Local variables */
magmaFloatComplex_ptr dwork;
magma_int_t i, min_mn, lddwork, rows, ib;
magma_int_t nb = magma_get_cgeqrf_nb( m, n );
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
bool lquery = (lwork == -1);
hwork[0] = magma_cmake_lwork( lwkopt );
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0 || m < n)
*info = -2;
else if (nrhs < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
else if (lddb < max(1,m))
*info = -9;
else if (lwork < lwkopt && ! lquery)
*info = -11;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
min_mn = min(m,n);
if (min_mn == 0) {
hwork[0] = c_one;
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* B := Q^H * B */
magma_cunmqr_gpu( MagmaLeft, Magma_ConjTrans,
m, nrhs, n,
dA(0,0), ldda, tau,
dB, lddb, hwork, lwork, dT, nb, info );
if ( *info != 0 ) {
magma_queue_destroy( queue );
return *info;
}
/* Solve R*X = B(1:n,:) */
lddwork= min_mn;
if (nb < min_mn)
dwork = dT+2*lddwork*nb;
else
dwork = dT;
// To do: Why did we have this line originally; seems to be a bug (Stan)?
// dwork = dT;
i = (min_mn - 1)/nb * nb;
ib = n-i;
rows = m-i;
// TODO: this assumes that, on exit from magma_cunmqr_gpu, hwork contains
// the last block of A and B (i.e., C in cunmqr). This should be fixed.
// Seems this data should already be on the GPU, so could switch to
// magma_ctrsm and drop the csetmatrix.
if ( nrhs == 1 ) {
blasf77_ctrsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, hwork, &rows,
hwork+rows*ib, &ione);
} else {
blasf77_ctrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, &nrhs,
&c_one, hwork, &rows,
hwork+rows*ib, &rows);
}
// update the solution vector
magma_csetmatrix( ib, nrhs,
hwork+rows*ib, rows,
dwork+i, lddwork, queue );
// update c
if (nrhs == 1) {
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, 1,
c_one, dB, 1, queue );
}
else {
magma_cgemm( MagmaNoTrans, MagmaNoTrans, i, nrhs, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, lddwork,
c_one, dB, lddb, queue );
}
magma_int_t start = i-nb;
if (nb < min_mn) {
for (i = start; i >= 0; i -= nb) {
ib = min(min_mn - i, nb);
rows = m - i;
if (i + ib < n) {
if (nrhs == 1) {
magma_cgemv( MagmaNoTrans, ib, ib,
c_one, dT(i), ib,
dB+i, 1,
c_zero, dwork+i, 1, queue );
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, 1,
c_one, dB, 1, queue );
}
else {
magma_cgemm( MagmaNoTrans, MagmaNoTrans, ib, nrhs, ib,
c_one, dT(i), ib,
dB+i, lddb,
c_zero, dwork+i, lddwork, queue );
magma_cgemm( MagmaNoTrans, MagmaNoTrans, i, nrhs, ib,
c_neg_one, dA(0, i), ldda,
dwork + i, lddwork,
c_one, dB, lddb, queue );
}
}
}
}
magma_ccopymatrix( n, nrhs,
dwork, lddwork,
dB, lddb, queue );
magma_queue_destroy( queue );
return *info;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing cunmqr_gpu
*/
int main( int argc, char** argv )
{
TESTING_INIT();
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
float error, work[1];
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magma_int_t ione = 1;
magma_int_t m, n, k, size, info;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t nb, ldc, lda, lwork, lwork_max, dt_size;
magmaFloatComplex *C, *R, *A, *W, *tau;
magmaFloatComplex_ptr dC, dA, dT;
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
float tol = 2. * opts.tolerance * lapackf77_slamch("E");
// test all combinations of input parameters
magma_side_t side [] = { MagmaLeft, MagmaRight };
magma_trans_t trans[] = { Magma_ConjTrans, MagmaNoTrans };
printf(" M N K side trans CPU GFlop/s (sec) GPU GFlop/s (sec) ||R||_F / ||QC||_F\n");
printf("===============================================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iside = 0; iside < 2; ++iside ) {
for( int itran = 0; itran < 2; ++itran ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
m = opts.msize[itest];
n = opts.nsize[itest];
k = opts.ksize[itest];
nb = magma_get_cgeqrf_nb( m );
ldc = ((m + 31)/32)*32;
lda = ((max(m,n) + 31)/32)*32;
gflops = FLOPS_CUNMQR( m, n, k, side[iside] ) / 1e9;
if ( side[iside] == MagmaLeft && m < k ) {
printf( "%5d %5d %5d %4c %5c skipping because side=left and m < k\n",
(int) m, (int) n, (int) k,
lapacke_side_const( side[iside] ),
lapacke_trans_const( trans[itran] ) );
continue;
}
if ( side[iside] == MagmaRight && n < k ) {
printf( "%5d %5d %5d %4c %5c skipping because side=right and n < k\n",
(int) m, (int) n, (int) k,
lapacke_side_const( side[iside] ),
lapacke_trans_const( trans[itran] ) );
continue;
}
if ( side[iside] == MagmaLeft ) {
// side = left
lwork_max = (m - k + nb)*(n + nb) + n*nb;
dt_size = ( 2*min(m,k) + ((max(m,n) + 31)/32)*32 )*nb;
}
else {
// side = right
lwork_max = (n - k + nb)*(m + nb) + m*nb;
dt_size = ( 2*min(n,k) + ((max(m,n) + 31)/32)*32 )*nb;
}
TESTING_MALLOC_CPU( C, magmaFloatComplex, ldc*n );
TESTING_MALLOC_CPU( R, magmaFloatComplex, ldc*n );
TESTING_MALLOC_CPU( A, magmaFloatComplex, lda*k );
TESTING_MALLOC_CPU( W, magmaFloatComplex, lwork_max );
TESTING_MALLOC_CPU( tau, magmaFloatComplex, k );
TESTING_MALLOC_DEV( dC, magmaFloatComplex, ldc*n );
TESTING_MALLOC_DEV( dA, magmaFloatComplex, lda*k );
TESTING_MALLOC_DEV( dT, magmaFloatComplex, dt_size );
// C is full, m x n
size = ldc*n;
lapackf77_clarnv( &ione, ISEED, &size, C );
magma_csetmatrix( m, n, C, ldc, dC, ldc );
// A is m x k (left) or n x k (right)
lda = (side[iside] == MagmaLeft ? m : n);
size = lda*k;
lapackf77_clarnv( &ione, ISEED, &size, A );
// compute QR factorization to get Householder vectors in dA, tau, dT
magma_csetmatrix( lda, k, A, lda, dA, lda );
magma_cgeqrf_gpu( lda, k, dA, lda, tau, dT, &info );
magma_cgetmatrix( lda, k, dA, lda, A, lda );
if (info != 0)
printf("magma_cgeqrf_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = magma_wtime();
lapackf77_cunmqr( lapack_side_const( side[iside] ), lapack_trans_const( trans[itran] ),
&m, &n, &k,
A, &lda, tau, C, &ldc, W, &lwork_max, &info );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0)
printf("lapackf77_cunmqr returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
// query for workspace size
lwork = -1;
magma_cunmqr_gpu( side[iside], trans[itran],
m, n, k,
dA, lda, tau, dC, ldc, W, lwork, dT, nb, &info );
if (info != 0)
printf("magma_cunmqr_gpu (lwork query) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
lwork = (magma_int_t) MAGMA_C_REAL( W[0] );
if ( lwork < 0 || lwork > lwork_max )
printf("invalid lwork %d, lwork_max %d\n", (int) lwork, (int) lwork_max );
gpu_time = magma_sync_wtime( 0 ); // sync needed for L,N and R,T cases
magma_cunmqr_gpu( side[iside], trans[itran],
m, n, k,
dA, lda, tau, dC, ldc, W, lwork, dT, nb, &info );
gpu_time = magma_sync_wtime( 0 ) - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0)
printf("magma_cunmqr_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
magma_cgetmatrix( m, n, dC, ldc, R, ldc );
/* =====================================================================
compute relative error |QC_magma - QC_lapack| / |QC_lapack|
=================================================================== */
error = lapackf77_clange( "Fro", &m, &n, C, &ldc, work );
size = ldc*n;
blasf77_caxpy( &size, &c_neg_one, C, &ione, R, &ione );
error = lapackf77_clange( "Fro", &m, &n, R, &ldc, work ) / error;
printf( "%5d %5d %5d %4c %5c %7.2f (%7.2f) %7.2f (%7.2f) %8.2e %s\n",
(int) m, (int) n, (int) k,
lapacke_side_const( side[iside] ),
lapacke_trans_const( trans[itran] ),
cpu_perf, cpu_time, gpu_perf, gpu_time,
error, (error < tol ? "ok" : "failed") );
status += ! (error < tol);
TESTING_FREE_CPU( C );
TESTING_FREE_CPU( R );
TESTING_FREE_CPU( A );
TESTING_FREE_CPU( W );
TESTING_FREE_CPU( tau );
TESTING_FREE_DEV( dC );
TESTING_FREE_DEV( dA );
TESTING_FREE_DEV( dT );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}} // end iside, itran
printf( "\n" );
}
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing cunmqr_gpu
*/
int main( int argc, char** argv )
{
TESTING_INIT();
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
float Cnorm, error, work[1];
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magma_int_t ione = 1;
magma_int_t mm, m, n, k, size, info;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t nb, ldc, lda, lwork, lwork_max, dt_size;
magmaFloatComplex *C, *R, *A, *hwork, *tau;
magmaFloatComplex_ptr dC, dA, dT;
magma_int_t status = 0;
magma_opts opts;
opts.parse_opts( argc, argv );
// need slightly looser bound (60*eps instead of 30*eps) for some tests
opts.tolerance = max( 60., opts.tolerance );
float tol = opts.tolerance * lapackf77_slamch("E");
// test all combinations of input parameters
magma_side_t side [] = { MagmaLeft, MagmaRight };
magma_trans_t trans[] = { Magma_ConjTrans, MagmaNoTrans };
printf("%% M N K side trans CPU Gflop/s (sec) GPU Gflop/s (sec) ||R||_F / ||QC||_F\n");
printf("%%==============================================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iside = 0; iside < 2; ++iside ) {
for( int itran = 0; itran < 2; ++itran ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
m = opts.msize[itest];
n = opts.nsize[itest];
k = opts.ksize[itest];
ldc = magma_roundup( m, opts.align ); // multiple of 32 by default
// A is m x k (left) or n x k (right)
mm = (side[iside] == MagmaLeft ? m : n);
nb = magma_get_cgeqrf_nb( mm, k );
lda = magma_roundup( mm, opts.align ); // multiple of 32 by default
gflops = FLOPS_CUNMQR( m, n, k, side[iside] ) / 1e9;
if ( side[iside] == MagmaLeft && m < k ) {
printf( "%5d %5d %5d %4c %5c skipping because side=left and m < k\n",
(int) m, (int) n, (int) k,
lapacke_side_const( side[iside] ),
lapacke_trans_const( trans[itran] ) );
continue;
}
if ( side[iside] == MagmaRight && n < k ) {
printf( "%5d %5d %5d %4c %5c skipping because side=right and n < k\n",
(int) m, (int) n, (int) k,
lapacke_side_const( side[iside] ),
lapacke_trans_const( trans[itran] ) );
continue;
}
if ( side[iside] == MagmaLeft ) {
// side = left
lwork_max = (m - k + nb)*(n + nb) + n*nb;
dt_size = ( 2*min(m,k) + magma_roundup( max(m,n), 32) )*nb;
}
else {
// side = right
lwork_max = (n - k + nb)*(m + nb) + m*nb;
dt_size = ( 2*min(n,k) + magma_roundup( max(m,n), 32 ) )*nb;
}
// this rounds it up slightly if needed to agree with lwork query below
lwork_max = int( real( magma_cmake_lwork( lwork_max )));
TESTING_MALLOC_CPU( C, magmaFloatComplex, ldc*n );
TESTING_MALLOC_CPU( R, magmaFloatComplex, ldc*n );
TESTING_MALLOC_CPU( A, magmaFloatComplex, lda*k );
TESTING_MALLOC_CPU( hwork, magmaFloatComplex, lwork_max );
TESTING_MALLOC_CPU( tau, magmaFloatComplex, k );
TESTING_MALLOC_DEV( dC, magmaFloatComplex, ldc*n );
TESTING_MALLOC_DEV( dA, magmaFloatComplex, lda*k );
TESTING_MALLOC_DEV( dT, magmaFloatComplex, dt_size );
// C is full, m x n
size = ldc*n;
lapackf77_clarnv( &ione, ISEED, &size, C );
magma_csetmatrix( m, n, C, ldc, dC, ldc );
// A is m x k (left) or n x k (right)
size = lda*k;
lapackf77_clarnv( &ione, ISEED, &size, A );
// compute QR factorization to get Householder vectors in dA, tau, dT
magma_csetmatrix( mm, k, A, lda, dA, lda );
magma_cgeqrf_gpu( mm, k, dA, lda, tau, dT, &info );
magma_cgetmatrix( mm, k, dA, lda, A, lda );
if (info != 0) {
printf("magma_cgeqrf_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = magma_wtime();
lapackf77_cunmqr( lapack_side_const( side[iside] ), lapack_trans_const( trans[itran] ),
&m, &n, &k,
A, &lda, tau, C, &ldc, hwork, &lwork_max, &info );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0) {
printf("lapackf77_cunmqr returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
// query for workspace size
lwork = -1;
magma_cunmqr_gpu( side[iside], trans[itran],
m, n, k,
dA, lda, tau, dC, ldc, hwork, lwork, dT, nb, &info );
if (info != 0) {
printf("magma_cunmqr_gpu (lwork query) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
lwork = (magma_int_t) MAGMA_C_REAL( hwork[0] );
if ( lwork < 0 || lwork > lwork_max ) {
printf("Warning: optimal lwork %d > allocated lwork_max %d\n", (int) lwork, (int) lwork_max );
lwork = lwork_max;
}
// cunmqr2 takes a copy of dA in CPU memory
if ( opts.version == 2 ) {
magma_cgetmatrix( mm, k, dA, lda, A, lda );
}
magmablasSetKernelStream( opts.queue );
gpu_time = magma_sync_wtime( opts.queue ); // sync needed for L,N and R,T cases
if ( opts.version == 1 ) {
magma_cunmqr_gpu( side[iside], trans[itran],
m, n, k,
dA, lda, tau, dC, ldc, hwork, lwork, dT, nb, &info );
}
else if ( opts.version == 2 ) {
magma_cunmqr2_gpu( side[iside], trans[itran],
m, n, k,
dA, lda, tau, dC, ldc, A, lda, &info );
}
gpu_time = magma_sync_wtime( opts.queue ) - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0) {
printf("magma_cunmqr_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
magma_cgetmatrix( m, n, dC, ldc, R, ldc );
/* =====================================================================
compute relative error |QC_magma - QC_lapack| / |QC_lapack|
=================================================================== */
size = ldc*n;
blasf77_caxpy( &size, &c_neg_one, C, &ione, R, &ione );
Cnorm = lapackf77_clange( "Fro", &m, &n, C, &ldc, work );
error = lapackf77_clange( "Fro", &m, &n, R, &ldc, work ) / (magma_ssqrt(m*n) * Cnorm);
printf( "%5d %5d %5d %4c %5c %7.2f (%7.2f) %7.2f (%7.2f) %8.2e %s\n",
(int) m, (int) n, (int) k,
lapacke_side_const( side[iside] ),
lapacke_trans_const( trans[itran] ),
cpu_perf, cpu_time, gpu_perf, gpu_time,
error, (error < tol ? "ok" : "failed") );
status += ! (error < tol);
TESTING_FREE_CPU( C );
TESTING_FREE_CPU( R );
TESTING_FREE_CPU( A );
TESTING_FREE_CPU( hwork );
TESTING_FREE_CPU( tau );
TESTING_FREE_DEV( dC );
TESTING_FREE_DEV( dA );
TESTING_FREE_DEV( dT );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}} // end iside, itran
printf( "\n" );
}
opts.cleanup();
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
Solves the least squares problem
min || A*X - C ||
using the QR factorization A = Q*R computed by CGEQRF3_GPU.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. M >= N >= 0.
@param[in]
nrhs INTEGER
The number of columns of the matrix C. NRHS >= 0.
@param[in]
dA COMPLEX array on the GPU, dimension (LDDA,N)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,n, as returned by
CGEQRF3_GPU in the first n columns of its array argument A.
@param[in]
ldda INTEGER
The leading dimension of the array A, LDDA >= M.
@param[in]
tau COMPLEX array, dimension (N)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by MAGMA_CGEQRF_GPU.
@param[in,out]
dB COMPLEX array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
@param[in]
dT COMPLEX array that is the output (the 6th argument)
of magma_cgeqrf_gpu of size
2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
The array starts with a block of size MIN(M,N)*NB that stores
the triangular T matrices used in the QR factorization,
followed by MIN(M,N)*NB block storing the diagonal block
matrices for the R matrix, followed by work space of size
((N+31)/32*32 )* MAX(NB, NRHS).
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= M.
@param[out]
hwork (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_cgeqrf_nb( M ).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the WORK array.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_cgels_comp
********************************************************************/
extern "C" magma_int_t
magma_cgeqrs3_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaFloatComplex *dA, magma_int_t ldda,
magmaFloatComplex *tau, magmaFloatComplex *dT,
magmaFloatComplex *dB, magma_int_t lddb,
magmaFloatComplex *hwork, magma_int_t lwork,
magma_int_t *info)
{
#define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
#define dT(a_1) (dT + (lddwork+(a_1))*nb)
magmaFloatComplex c_one = MAGMA_C_ONE;
magma_int_t k, lddwork;
magma_int_t nb = magma_get_cgeqrf_nb(m);
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
int lquery = (lwork == -1);
hwork[0] = MAGMA_C_MAKE( (float)lwkopt, 0. );
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0 || m < n)
*info = -2;
else if (nrhs < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
else if (lddb < max(1,m))
*info = -8;
else if (lwork < lwkopt && ! lquery)
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
hwork[0] = c_one;
return *info;
}
lddwork = k;
/* B := Q' * B */
magma_cunmqr_gpu( MagmaLeft, Magma_ConjTrans,
m, nrhs, n,
dA(0,0), ldda, tau,
dB, lddb, hwork, lwork, dT, nb, info );
if ( *info != 0 ) {
return *info;
}
/* Solve R*X = B(1:n,:)
1. Move the (k-1)/nb block diagonal submatrices from dT to R
2. Solve
3. Restore the data format moving data from R back to dT
*/
magmablas_cswapdblk(k-1, nb, dA(0,0), ldda, 1, dT(0), nb, 0);
if ( nrhs == 1 ) {
magma_ctrsv(MagmaUpper, MagmaNoTrans, MagmaNonUnit,
n, dA(0,0), ldda, dB, 1);
} else {
magma_ctrsm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
n, nrhs, c_one, dA(0,0), ldda, dB, lddb);
}
magmablas_cswapdblk(k-1, nb, dT(0), nb, 0, dA(0,0), ldda, 1);
return *info;
}
extern "C" magma_err_t
magma_cgeqrs_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaFloatComplex_ptr dA, size_t dA_offset, magma_int_t ldda,
magmaFloatComplex *tau, magmaFloatComplex_ptr dT, size_t dT_offset,
magmaFloatComplex_ptr dB, size_t dB_offset, magma_int_t lddb,
magmaFloatComplex *hwork, magma_int_t lwork,
magma_int_t *info, magma_queue_t queue)
{
/* -- clMagma (version 0.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date January 2014
Purpose
=======
Solves the least squares problem
min || A*X - C ||
using the QR factorization A = Q*R computed by CGEQRF_GPU.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. M >= N >= 0.
NRHS (input) INTEGER
The number of columns of the matrix C. NRHS >= 0.
A (input) COMPLEX array on the GPU, dimension (LDDA,N)
The i-th column must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,n, as returned by
CGEQRF_GPU in the first n columns of its array argument A.
LDDA (input) INTEGER
The leading dimension of the array A, LDDA >= M.
TAU (input) COMPLEX array, dimension (N)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by MAGMA_CGEQRF_GPU.
DB (input/output) COMPLEX array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
DT (input) COMPLEX array that is the output (the 6th argument)
of magma_cgeqrf_gpu of size
2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
The array starts with a block of size MIN(M,N)*NB that stores
the triangular T matrices used in the QR factorization,
followed by MIN(M,N)*NB block storing the diagonal block
inverses for the R matrix, followed by work space of size
((N+31)/32*32 )* MAX(NB, NRHS).
LDDB (input) INTEGER
The leading dimension of the array DB. LDDB >= M.
HWORK (workspace/output) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK, LWORK >= max(1,NRHS).
For optimum performance LWORK >= (M-N+NB)*(NRHS + 2*NB), where
NB is the blocksize given by magma_get_cgeqrf_nb( M ).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the WORK array.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
#define a_ref(a_1,a_2) dA, (dA_offset + (a_1) + (a_2)*(ldda))
#define d_ref(a_1) dT, (dT_offset + (lddwork+(a_1))*nb)
magmaFloatComplex c_zero = MAGMA_C_ZERO;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magmaFloatComplex_ptr dwork;
magma_int_t i, k, lddwork, rows, ib;
magma_int_t ione = 1;
magma_int_t nb = magma_get_cgeqrf_nb(m);
magma_int_t lwkopt = (m-n+nb)*(nrhs+2*nb);
long int lquery = (lwork == -1);
hwork[0] = MAGMA_C_MAKE( (float)lwkopt, 0. );
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0 || m < n)
*info = -2;
else if (nrhs < 0)
*info = -3;
else if (ldda < max(1,m))
*info = -5;
else if (lddb < max(1,m))
*info = -8;
else if (lwork < lwkopt && ! lquery)
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
k = min(m,n);
if (k == 0) {
hwork[0] = c_one;
return *info;
}
/* B := Q' * B */
magma_cunmqr_gpu( MagmaLeft, MagmaConjTrans,
m, nrhs, n,
a_ref(0,0), ldda, tau,
dB, dB_offset, lddb, hwork, lwork, dT, dT_offset, nb, info, queue );
if ( *info != 0 ) {
return *info;
}
/* Solve R*X = B(1:n,:) */
lddwork= k;
int ldtwork;
size_t dwork_offset = 0;
if (nb < k)
{
dwork = dT;
dwork_offset = dT_offset+2*lddwork*nb;
}
else
{
ldtwork = ( 2*k + ((n+31)/32)*32 )*nb;
magma_cmalloc( &dwork, ldtwork );
}
// To do: Why did we have this line originally; seems to be a bug (Stan)?
//dwork = dT;
i = (k-1)/nb * nb;
ib = n-i;
rows = m-i;
if ( nrhs == 1 ) {
blasf77_ctrsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, hwork, &rows,
hwork+rows*ib, &ione);
} else {
blasf77_ctrsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
&ib, &nrhs,
&c_one, hwork, &rows,
hwork+rows*ib, &rows);
}
// update the solution vector
magma_csetmatrix( ib, nrhs, hwork+rows*ib, 0, rows, dwork, dwork_offset+i, lddwork, queue );
// update c
if (nrhs == 1)
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset+i, 1,
c_one, dB, dB_offset, 1, queue );
else
magma_cgemm( MagmaNoTrans, MagmaNoTrans,
i, nrhs, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset + i, lddwork,
c_one, dB, dB_offset, lddb, queue );
int start = i-nb;
if (nb < k) {
for (i = start; i >=0; i -= nb) {
ib = min(k-i, nb);
rows = m -i;
if (i + ib < n) {
if (nrhs == 1) {
magma_cgemv( MagmaNoTrans, ib, ib,
c_one, d_ref(i), ib,
dB, dB_offset+i, 1,
c_zero, dwork, dwork_offset+i, 1, queue );
magma_cgemv( MagmaNoTrans, i, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset+i, 1,
c_one, dB, dB_offset, 1, queue );
} else {
magma_cgemm( MagmaNoTrans, MagmaNoTrans,
ib, nrhs, ib,
c_one, d_ref(i), ib,
dB, dB_offset+i, lddb,
c_zero, dwork, dwork_offset+i, lddwork, queue );
magma_cgemm( MagmaNoTrans, MagmaNoTrans,
i, nrhs, ib,
c_neg_one, a_ref(0, i), ldda,
dwork, dwork_offset+i, lddwork,
c_one, dB, dB_offset, lddb, queue );
}
}
}
}
magma_ccopymatrix( (n), nrhs,
dwork, dwork_offset, lddwork,
dB, dB_offset, lddb, queue );
if (nb >= k)
magma_free(dwork);
magma_queue_sync( queue );
return *info;
}
