Esempio n. 1
0
magma_int_t magmaf_get_dgeqlf_nb( magma_int_t *m )
{
    return magma_get_dgeqlf_nb( *m );
}
Esempio n. 2
0
/**
    Purpose
    -------
    DGEQLF computes a QL factorization of a DOUBLE_PRECISION M-by-N matrix A:
    A = Q * L.

    Arguments
    ---------
    @param[in]
    m       INTEGER
            The number of rows of the matrix A.  M >= 0.

    @param[in]
    n       INTEGER
            The number of columns of the matrix A.  N >= 0.

    @param[in,out]
    A       DOUBLE_PRECISION array, dimension (LDA,N)
            On entry, the M-by-N matrix A.
            On exit, if m >= n, the lower triangle of the subarray
            A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
            if m <= n, the elements on and below the (n-m)-th
            superdiagonal contain the M-by-N lower trapezoidal matrix L;
            the remaining elements, with the array TAU, represent the
            orthogonal matrix Q as a product of elementary reflectors
            (see Further Details).
    \n
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.  LDA >= max(1,M).

    @param[out]
    tau     DOUBLE_PRECISION array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    @param[out]
    work    (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
            On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
    \n
            Higher performance is achieved if WORK is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK.  LWORK >= max(1,N,2*NB^2).
            For optimum performance LWORK >= max(N*NB, 2*NB^2) where NB can be obtained
            through magma_get_dgeqlf_nb(M).
    \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]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
                  or another error occured, such as memory allocation failed.

    Further Details
    ---------------
    The matrix Q is represented as a product of elementary reflectors

       Q = H(k) . . . H(2) H(1), where k = min(m,n).

    Each H(i) has the form

       H(i) = I - tau * v * v'

    where tau is a real scalar, and v is a real vector with
    v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
    A(1:m-k+i-1,n-k+i), and tau in TAU(i).

    @ingroup magma_dgeqlf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dgeqlf(
    magma_int_t m, magma_int_t n,
    double *A,    magma_int_t lda, double *tau,
    double *work, magma_int_t lwork,
    magma_int_t *info)
{
    #define  A(i_,j_) ( A + (i_) + (j_)*lda)
    #define dA(i_,j_) (dA + (i_) + (j_)*ldda)
    #define dwork(i_) (dwork + (i_))

    magmaDouble_ptr dA, dwork;
    double c_one = MAGMA_D_ONE;
    magma_int_t i, k, lddwork, old_i, old_ib, nb;
    magma_int_t rows, cols;
    magma_int_t ib, ki, kk, mu, nu, iinfo, ldda;
    int lquery;

    nb = magma_get_dgeqlf_nb(m);
    *info = 0;
    lquery = (lwork == -1);

    // silence "uninitialized" warnings
    old_ib = nb;
    old_i  = 0;
    
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    }

    k = min(m,n);
    if (*info == 0) {
        if (k == 0)
            work[0] = c_one;
        else {
            work[0] = MAGMA_D_MAKE( max(n*nb, 2*nb*nb), 0 );
        }

        if (lwork < max(max(1,n), 2*nb*nb) && ! lquery)
            *info = -7;
    }

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery)
        return *info;

    /* Quick return if possible */
    if (k == 0)
        return *info;

    lddwork = ((n+31)/32)*32;
    ldda    = ((m+31)/32)*32;

    if (MAGMA_SUCCESS != magma_dmalloc( &dA, (n)*ldda + nb*lddwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dwork = dA + ldda*n;

    magma_queue_t queues[2];
    magma_queue_create( &queues[0] );
    magma_queue_create( &queues[1] );

    if ( (nb > 1) && (nb < k) ) {
        /*  Use blocked code initially.
            The last kk columns are handled by the block method.
            First, copy the matrix on the GPU except the last kk columns */
        magma_dsetmatrix_async( m, n-nb,
                                A(0, 0),  lda,
                                dA(0, 0), ldda, queues[0] );

        ki = ((k - nb - 1) / nb) * nb;
        kk = min(k, ki + nb);
        for (i = k - kk + ki; i >= k -kk; i -= nb) {
            ib = min(k-i,nb);

            if (i < k - kk + ki) {
                /* 1. Copy asynchronously the current panel to the CPU.
                   2. Copy asynchronously the submatrix below the panel
                   to the CPU)                                        */
                rows = m - k + i + ib;
                magma_dgetmatrix_async( rows, ib,
                                        dA(0, n-k+i), ldda,
                                        A(0, n-k+i),  lda, queues[1] );

                magma_dgetmatrix_async( m-rows, ib,
                                        dA(rows, n-k+i), ldda,
                                        A(rows, n-k+i),  lda, queues[0] );

                /* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
                   two steps - implementing the lookahead techniques.
                   This is the main update from the lookahead techniques. */
                rows = m - k + old_i + old_ib;
                cols = n - k + old_i - old_ib;
                magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                  rows, cols, old_ib,
                                  dA(0, cols+old_ib), ldda, dwork(0),      lddwork,
                                  dA(0, 0          ), ldda, dwork(old_ib), lddwork);
            }

            magma_queue_sync( queues[1] );
            /* Compute the QL factorization of the current block
               A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1) */
            rows = m - k + i + ib;
            cols = n - k + i;
            lapackf77_dgeqlf( &rows, &ib, A(0,cols), &lda, tau+i, work, &lwork, &iinfo );

            if (cols > 0) {
                /* Form the triangular factor of the block reflector
                   H = H(i+ib-1) . . . H(i+1) H(i) */
                lapackf77_dlarft( MagmaBackwardStr, MagmaColumnwiseStr,
                                  &rows, &ib,
                                  A(0, cols), &lda, tau + i, work, &ib);

                dpanel_to_q( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);
                magma_dsetmatrix( rows, ib,
                                  A(0,cols),  lda,
                                  dA(0,cols), ldda );
                dq_to_panel( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);

                // Send the triangular part on the GPU
                magma_dsetmatrix( ib, ib, work, ib, dwork(0), lddwork );

                /* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
                   two steps - implementing the lookahead techniques.
                   This is the update of first ib columns.                 */
                if (i-ib >= k -kk)
                    magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                      rows, ib, ib,
                                      dA(0, cols),   ldda, dwork(0),  lddwork,
                                      dA(0,cols-ib), ldda, dwork(ib), lddwork);
                else {
                    magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                      rows, cols, ib,
                                      dA(0, cols), ldda, dwork(0),  lddwork,
                                      dA(0, 0   ), ldda, dwork(ib), lddwork);
                }

                old_i  = i;
                old_ib = ib;
            }
        }
        mu = m - k + i + nb;
        nu = n - k + i + nb;

        magma_dgetmatrix( m, nu, dA(0,0), ldda, A(0,0), lda );
    } else {
        mu = m;
        nu = n;
    }

    /* Use unblocked code to factor the last or only block */
    if (mu > 0 && nu > 0)
        lapackf77_dgeqlf(&mu, &nu, A(0,0), &lda, tau, work, &lwork, &iinfo);

    magma_queue_destroy( queues[0] );
    magma_queue_destroy( queues[1] );
    magma_free( dA );
    
    return *info;
} /* magma_dgeqlf */
Esempio n. 3
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dormql
*/
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t   gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
    double error, work[1];
    double c_neg_one = MAGMA_D_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;
    double *C, *R, *A, *W, *tau;
    magma_int_t status = 0;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    // need slightly looser bound (60*eps instead of 30*eps) for some tests
    opts.tolerance = max( 60., opts.tolerance );
    double tol = opts.tolerance * lapackf77_dlamch("E");
    
    // test all combinations of input parameters
    magma_side_t  side [] = { MagmaLeft,       MagmaRight   };
    magma_trans_t trans[] = { MagmaTrans, 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_dgeqlf_nb( m );
            ldc = m;
            // A is m x k (left) or n x k (right)
            mm = (side[iside] == MagmaLeft ? m : n);
            lda = mm;
            gflops = FLOPS_DORMQL( 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;
            }
            
            // need at least 2*nb*nb for geqlf
            lwork_max = max( max( m*nb, n*nb ), 2*nb*nb );
            
            TESTING_MALLOC_CPU( C,   double, ldc*n );
            TESTING_MALLOC_CPU( R,   double, ldc*n );
            TESTING_MALLOC_CPU( A,   double, lda*k );
            TESTING_MALLOC_CPU( W,   double, lwork_max );
            TESTING_MALLOC_CPU( tau, double, k );
            
            // C is full, m x n
            size = ldc*n;
            lapackf77_dlarnv( &ione, ISEED, &size, C );
            lapackf77_dlacpy( "Full", &m, &n, C, &ldc, R, &ldc );
            
            size = lda*k;
            lapackf77_dlarnv( &ione, ISEED, &size, A );
            
            // compute QL factorization to get Householder vectors in A, tau
            magma_dgeqlf( mm, k, A, lda, tau, W, lwork_max, &info );
            if (info != 0)
                printf("magma_dgeqlf returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            cpu_time = magma_wtime();
            lapackf77_dormql( 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_dormql returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            // query for workspace size
            lwork = -1;
            magma_dormql( side[iside], trans[itran],
                          m, n, k,
                          A, lda, tau, R, ldc, W, lwork, &info );
            if (info != 0)
                printf("magma_dormql (lwork query) returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            lwork = (magma_int_t) MAGMA_D_REAL( W[0] );
            if ( lwork < 0 || lwork > lwork_max ) {
                printf("optimal lwork %d > lwork_max %d\n", (int) lwork, (int) lwork_max );
                lwork = lwork_max;
            }
            
            gpu_time = magma_wtime();
            magma_dormql( side[iside], trans[itran],
                          m, n, k,
                          A, lda, tau, R, ldc, W, lwork, &info );
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0)
                printf("magma_dormql returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
                        
            /* =====================================================================
               compute relative error |QC_magma - QC_lapack| / |QC_lapack|
               =================================================================== */
            error = lapackf77_dlange( "Fro", &m, &n, C, &ldc, work );
            size = ldc*n;
            blasf77_daxpy( &size, &c_neg_one, C, &ione, R, &ione );
            error = lapackf77_dlange( "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 );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
      }}  // end iside, itran
      printf( "\n" );
    }
    
    TESTING_FINALIZE();
    return status;
}