/* ////////////////////////////////////////////////////////////////////////////
-- Testing sgeqrf
*/
int main( int argc, char** argv)
{
TESTING_INIT();
const float d_neg_one = MAGMA_D_NEG_ONE;
const float d_one = MAGMA_D_ONE;
const float c_neg_one = MAGMA_S_NEG_ONE;
const float c_one = MAGMA_S_ONE;
const float c_zero = MAGMA_S_ZERO;
const magma_int_t ione = 1;
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf=0, cpu_time=0;
float Anorm, error=0, error2=0;
float *h_A, *h_R, *tau, *h_work, tmp[1];
magmaFloat_ptr d_A, dT;
magma_int_t M, N, n2, lda, ldda, lwork, info, min_mn, nb, size;
magma_int_t ISEED[4] = {0,0,0,1};
magma_opts opts;
opts.parse_opts( argc, argv );
magma_int_t status = 0;
float tol = opts.tolerance * lapackf77_slamch("E");
// version 3 can do either check
if (opts.check == 1 && opts.version == 1) {
opts.check = 2;
printf( "%% version 1 requires check 2 (solve A*x=b)\n" );
}
if (opts.check == 2 && opts.version == 2) {
opts.check = 1;
printf( "%% version 2 requires check 1 (R - Q^H*A)\n" );
}
printf( "%% version %d\n", (int) opts.version );
if ( opts.check == 1 ) {
printf("%% M N CPU Gflop/s (sec) GPU Gflop/s (sec) |R - Q^H*A| |I - Q^H*Q|\n");
printf("%%==============================================================================\n");
}
else {
printf("%% M N CPU Gflop/s (sec) GPU Gflop/s (sec) |b - A*x|\n");
printf("%%===============================================================\n");
}
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
M = opts.msize[itest];
N = opts.nsize[itest];
min_mn = min( M, N );
lda = M;
n2 = lda*N;
ldda = magma_roundup( M, opts.align ); // multiple of 32 by default
nb = magma_get_sgeqrf_nb( M, N );
gflops = FLOPS_SGEQRF( M, N ) / 1e9;
// query for workspace size
lwork = -1;
lapackf77_sgeqrf( &M, &N, NULL, &M, NULL, tmp, &lwork, &info );
lwork = (magma_int_t)MAGMA_S_REAL( tmp[0] );
TESTING_MALLOC_CPU( tau, float, min_mn );
TESTING_MALLOC_CPU( h_A, float, n2 );
TESTING_MALLOC_CPU( h_work, float, lwork );
TESTING_MALLOC_PIN( h_R, float, n2 );
TESTING_MALLOC_DEV( d_A, float, ldda*N );
if ( opts.version == 1 || opts.version == 3 ) {
size = (2*min(M, N) + magma_roundup( N, 32 ) )*nb;
TESTING_MALLOC_DEV( dT, float, size );
magmablas_slaset( MagmaFull, size, 1, c_zero, c_zero, dT, size );
}
/* Initialize the matrix */
lapackf77_slarnv( &ione, ISEED, &n2, h_A );
lapackf77_slacpy( MagmaFullStr, &M, &N, h_A, &lda, h_R, &lda );
magma_ssetmatrix( M, N, h_R, lda, d_A, ldda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
nb = magma_get_sgeqrf_nb( M, N );
gpu_time = magma_wtime();
if ( opts.version == 1 ) {
// stores dT, V blocks have zeros, R blocks inverted & stored in dT
magma_sgeqrf_gpu( M, N, d_A, ldda, tau, dT, &info );
}
else if ( opts.version == 2 ) {
// LAPACK complaint arguments
magma_sgeqrf2_gpu( M, N, d_A, ldda, tau, &info );
}
#ifdef HAVE_CUBLAS
else if ( opts.version == 3 ) {
// stores dT, V blocks have zeros, R blocks stored in dT
magma_sgeqrf3_gpu( M, N, d_A, ldda, tau, dT, &info );
}
#endif
else {
printf( "Unknown version %d\n", (int) opts.version );
return -1;
}
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0) {
printf("magma_sgeqrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
if ( opts.check == 1 && (opts.version == 2 || opts.version == 3) ) {
if ( opts.version == 3 ) {
// copy diagonal blocks of R back to A
for( int i=0; i < min_mn-nb; i += nb ) {
magma_int_t ib = min( min_mn-i, nb );
magmablas_slacpy( MagmaUpper, ib, ib, &dT[min_mn*nb + i*nb], nb, &d_A[ i + i*ldda ], ldda );
}
}
/* =====================================================================
Check the result, following zqrt01 except using the reduced Q.
This works for any M,N (square, tall, wide).
Only for version 2, which has LAPACK complaint output.
Or for version 3, after restoring diagonal blocks of A above.
=================================================================== */
magma_sgetmatrix( M, N, d_A, ldda, h_R, lda );
magma_int_t ldq = M;
magma_int_t ldr = min_mn;
float *Q, *R;
float *work;
TESTING_MALLOC_CPU( Q, float, ldq*min_mn ); // M by K
TESTING_MALLOC_CPU( R, float, ldr*N ); // K by N
TESTING_MALLOC_CPU( work, float, min_mn );
// generate M by K matrix Q, where K = min(M,N)
lapackf77_slacpy( "Lower", &M, &min_mn, h_R, &lda, Q, &ldq );
lapackf77_sorgqr( &M, &min_mn, &min_mn, Q, &ldq, tau, h_work, &lwork, &info );
assert( info == 0 );
// copy K by N matrix R
lapackf77_slaset( "Lower", &min_mn, &N, &c_zero, &c_zero, R, &ldr );
lapackf77_slacpy( "Upper", &min_mn, &N, h_R, &lda, R, &ldr );
// error = || R - Q^H*A || / (N * ||A||)
blasf77_sgemm( "Conj", "NoTrans", &min_mn, &N, &M,
&c_neg_one, Q, &ldq, h_A, &lda, &c_one, R, &ldr );
Anorm = lapackf77_slange( "1", &M, &N, h_A, &lda, work );
error = lapackf77_slange( "1", &min_mn, &N, R, &ldr, work );
if ( N > 0 && Anorm > 0 )
error /= (N*Anorm);
// set R = I (K by K identity), then R = I - Q^H*Q
// error = || I - Q^H*Q || / N
lapackf77_slaset( "Upper", &min_mn, &min_mn, &c_zero, &c_one, R, &ldr );
blasf77_ssyrk( "Upper", "Conj", &min_mn, &M, &d_neg_one, Q, &ldq, &d_one, R, &ldr );
error2 = safe_lapackf77_slansy( "1", "Upper", &min_mn, R, &ldr, work );
if ( N > 0 )
error2 /= N;
TESTING_FREE_CPU( Q ); Q = NULL;
TESTING_FREE_CPU( R ); R = NULL;
TESTING_FREE_CPU( work ); work = NULL;
}
else if ( opts.check == 2 && M >= N && (opts.version == 1 || opts.version == 3) ) {
/* =====================================================================
Check the result by solving consistent linear system, A*x = b.
Only for versions 1 & 3 with M >= N.
=================================================================== */
magma_int_t lwork2;
float *x, *b, *hwork;
magmaFloat_ptr d_B;
// initialize RHS, b = A*random
TESTING_MALLOC_CPU( x, float, N );
TESTING_MALLOC_CPU( b, float, M );
lapackf77_slarnv( &ione, ISEED, &N, x );
blasf77_sgemv( "Notrans", &M, &N, &c_one, h_A, &lda, x, &ione, &c_zero, b, &ione );
// copy to GPU
TESTING_MALLOC_DEV( d_B, float, M );
magma_ssetvector( M, b, 1, d_B, 1 );
if ( opts.version == 1 ) {
// allocate hwork
magma_sgeqrs_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, tmp, -1, &info );
lwork2 = (magma_int_t)MAGMA_S_REAL( tmp[0] );
TESTING_MALLOC_CPU( hwork, float, lwork2 );
// solve linear system
magma_sgeqrs_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, hwork, lwork2, &info );
if (info != 0) {
printf("magma_sgeqrs returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
TESTING_FREE_CPU( hwork );
}
#ifdef HAVE_CUBLAS
else if ( opts.version == 3 ) {
// allocate hwork
magma_sgeqrs3_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, tmp, -1, &info );
lwork2 = (magma_int_t)MAGMA_S_REAL( tmp[0] );
TESTING_MALLOC_CPU( hwork, float, lwork2 );
// solve linear system
magma_sgeqrs3_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, hwork, lwork2, &info );
if (info != 0) {
printf("magma_sgeqrs3 returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
TESTING_FREE_CPU( hwork );
}
#endif
else {
printf( "Unknown version %d\n", (int) opts.version );
return -1;
}
magma_sgetvector( N, d_B, 1, x, 1 );
// compute r = Ax - b, saved in b
blasf77_sgemv( "Notrans", &M, &N, &c_one, h_A, &lda, x, &ione, &c_neg_one, b, &ione );
// compute residual |Ax - b| / (max(m,n)*|A|*|x|)
float norm_x, norm_A, norm_r, work[1];
norm_A = lapackf77_slange( "F", &M, &N, h_A, &lda, work );
norm_r = lapackf77_slange( "F", &M, &ione, b, &M, work );
norm_x = lapackf77_slange( "F", &N, &ione, x, &N, work );
TESTING_FREE_CPU( x );
TESTING_FREE_CPU( b );
TESTING_FREE_DEV( d_B );
error = norm_r / (max(M,N) * norm_A * norm_x);
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_sgeqrf( &M, &N, h_A, &lda, tau, h_work, &lwork, &info );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0) {
printf("lapackf77_sgeqrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
}
/* =====================================================================
Print performance and error.
=================================================================== */
printf("%5d %5d ", (int) M, (int) N );
if ( opts.lapack ) {
printf( "%7.2f (%7.2f)", cpu_perf, cpu_time );
}
else {
printf(" --- ( --- )" );
}
printf( " %7.2f (%7.2f) ", gpu_perf, gpu_time );
if ( opts.check == 1 ) {
bool okay = (error < tol && error2 < tol);
status += ! okay;
printf( "%11.2e %11.2e %s\n", error, error2, (okay ? "ok" : "failed") );
}
else if ( opts.check == 2 ) {
if ( M >= N ) {
bool okay = (error < tol);
status += ! okay;
printf( "%10.2e %s\n", error, (okay ? "ok" : "failed") );
}
else {
printf( "(error check only for M >= N)\n" );
}
}
else {
printf( " ---\n" );
}
TESTING_FREE_CPU( tau );
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_work );
TESTING_FREE_PIN( h_R );
TESTING_FREE_DEV( d_A );
if ( opts.version == 1 || opts.version == 3 ) {
TESTING_FREE_DEV( dT );
}
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
opts.cleanup();
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
Solves the overdetermined, least squares problem
min || A*X - C ||
using the QR factorization A.
The underdetermined problem (m < n) is not currently handled.
Arguments
---------
@param[in]
trans magma_trans_t
- = MagmaNoTrans: the linear system involves A.
Only TRANS=MagmaNoTrans is currently handled.
@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,out]
dA REAL array on the GPU, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A is overwritten by details of its QR
factorization as returned by SGEQRF.
@param[in]
ldda INTEGER
The leading dimension of the array A, LDDA >= M.
@param[in,out]
dB REAL array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= M.
@param[out]
hwork (workspace) REAL array, dimension MAX(1,LWORK).
On exit, if INFO = 0, HWORK(1) returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array HWORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_sgeqrf_nb( M ).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the HWORK array.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_sgels_driver
********************************************************************/
extern "C" magma_int_t
magma_sgels_gpu( magma_trans_t trans, magma_int_t m, magma_int_t n, magma_int_t nrhs,
float *dA, magma_int_t ldda,
float *dB, magma_int_t lddb,
float *hwork, magma_int_t lwork,
magma_int_t *info)
{
float *dT;
float *tau;
magma_int_t k;
magma_int_t nb = magma_get_sgeqrf_nb(m);
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
int lquery = (lwork == -1);
hwork[0] = MAGMA_S_MAKE( (float)lwkopt, 0. );
*info = 0;
/* For now, N is the only case working */
if ( trans != MagmaNoTrans )
*info = -1;
else if (m < 0)
*info = -2;
else if (n < 0 || m < n) /* LQ is not handle for now*/
*info = -3;
else if (nrhs < 0)
*info = -4;
else if (ldda < max(1,m))
*info = -6;
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] = MAGMA_S_ONE;
return *info;
}
/*
* Allocate temporary buffers
*/
int ldtwork = ( 2*k + ((n+31)/32)*32 )*nb;
if (nb < nrhs)
ldtwork = ( 2*k + ((n+31)/32)*32 )*nrhs;
if (MAGMA_SUCCESS != magma_smalloc( &dT, ldtwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_smalloc_cpu( &tau, k );
if ( tau == NULL ) {
magma_free( dT );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_sgeqrf_gpu( m, n, dA, ldda, tau, dT, info );
if ( *info == 0 ) {
magma_sgeqrs_gpu( m, n, nrhs,
dA, ldda, tau, dT,
dB, lddb, hwork, lwork, info );
}
magma_free( dT );
magma_free_cpu(tau);
return *info;
}
/**
Purpose
-------
DSGEQRSV solves the least squares problem
min || A*X - B ||,
where A is an M-by-N matrix and X and B are M-by-NRHS matrices.
DSGEQRSV first attempts to factorize the matrix in real SINGLE PRECISION
and use this factorization within an iterative refinement procedure
to produce a solution with real DOUBLE PRECISION norm-wise backward error
quality (see below). If the approach fails the method switches to a
real DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio real SINGLE PRECISION performance over real DOUBLE PRECISION
performance is too small. A reasonable strategy should take the
number of right-hand sides and the size of the matrix into account.
This might be done with a call to ILAENV in the future. Up to now, we
always try iterative refinement.
The iterative refinement process is stopped if
ITER > ITERMAX
or for all the RHS we have:
RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
where
o ITER is the number of the current iteration in the iterative
refinement process
o RNRM is the infinity-norm of the residual
o XNRM is the infinity-norm of the solution
o ANRM is the infinity-operator-norm of the matrix A
o EPS is the machine epsilon returned by DLAMCH('Epsilon')
The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.
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 right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
@param[in,out]
dA DOUBLE PRECISION array on the GPU, dimension (LDDA,N)
On entry, the M-by-N coefficient matrix A.
On exit, if iterative refinement has been successfully used
(info.EQ.0 and ITER.GE.0, see description below), A is
unchanged. If double precision factorization has been used
(info.EQ.0 and ITER.LT.0, see description below), then the
array dA contains the QR factorization of A as returned by
function DGEQRF_GPU.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
@param[in,out]
dB DOUBLE PRECISION array on the GPU, dimension (LDDB,NRHS)
The M-by-NRHS right hand side matrix B.
May be overwritten (e.g., if refinement fails).
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= max(1,M).
@param[out]
dX DOUBLE PRECISION array on the GPU, dimension (LDDX,NRHS)
If info = 0, the N-by-NRHS solution matrix X.
@param[in]
lddx INTEGER
The leading dimension of the array dX. LDDX >= max(1,N).
@param[out]
iter INTEGER
- < 0: iterative refinement has failed, double precision
factorization has been performed
+ -1 : the routine fell back to full precision for
implementation- or machine-specific reasons
+ -2 : narrowing the precision induced an overflow,
the routine fell back to full precision
+ -3 : failure of SGEQRF
+ -31: stop the iterative refinement after the 30th iteration
- > 0: iterative refinement has been successfully used.
Returns the number of iterations
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if info = -i, the i-th argument had an illegal value
@ingroup magma_dgels_driver
********************************************************************/
extern "C" magma_int_t
magma_dsgeqrsv_gpu(
magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaDouble_ptr dA, magma_int_t ldda,
magmaDouble_ptr dB, magma_int_t lddb,
magmaDouble_ptr dX, magma_int_t lddx,
magma_int_t *iter,
magma_int_t *info)
{
#define dB(i,j) (dB + (i) + (j)*lddb)
#define dX(i,j) (dX + (i) + (j)*lddx)
#define dR(i,j) (dR + (i) + (j)*lddr)
#define dSX(i,j) (dSX + (i) + (j)*lddsx)
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
magma_int_t ione = 1;
double *hworkd;
float *hworks;
double *tau;
float *stau;
magmaDouble_ptr dworkd;
magmaFloat_ptr dworks;
magmaDouble_ptr dR, dT;
magmaFloat_ptr dSA, dSX, dST;
double Xnrmv, Rnrmv;
double Anrm, Xnrm, Rnrm, cte, eps;
magma_int_t i, j, iiter, lddsa, lddsx, lddr, nb, lhwork, minmn, size, ldworkd;
/* Check arguments */
*iter = 0;
*info = 0;
if ( m < 0 )
*info = -1;
else if ( n < 0 || n > m )
*info = -2;
else if ( nrhs < 0 )
*info = -3;
else if ( ldda < max(1,m))
*info = -5;
else if ( lddb < max(1,m))
*info = -7;
else if ( lddx < max(1,n))
*info = -9;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if ( m == 0 || n == 0 || nrhs == 0 )
return *info;
nb = magma_get_sgeqrf_nb(m);
minmn= min(m, n);
/* dSX contains both B and X, so must be max(m or lddb,n). */
lddsa = ldda;
lddsx = max(lddb,n);
lddr = lddb;
/*
* Allocate temporary buffers
*/
/* dworks(dSA + dSX + dST) */
size = lddsa*n + lddsx*nrhs + ( 2*minmn + ((n+31)/32)*32 )*nb;
if (MAGMA_SUCCESS != magma_smalloc( &dworks, size )) {
fprintf(stderr, "Allocation of dworks failed (%d)\n", (int) size);
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dSA = dworks;
dSX = dSA + lddsa*n;
dST = dSX + lddsx*nrhs;
/* dworkd(dR) = lddr*nrhs */
ldworkd = lddr*nrhs;
if (MAGMA_SUCCESS != magma_dmalloc( &dworkd, ldworkd )) {
magma_free( dworks );
fprintf(stderr, "Allocation of dworkd failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dR = dworkd;
/* hworks(workspace for cgeqrs + stau) = min(m,n) + lhworks */
lhwork = (m - n + nb)*(nrhs + nb) + nrhs*nb;
size = lhwork + minmn;
magma_smalloc_cpu( &hworks, size );
if ( hworks == NULL ) {
magma_free( dworks );
magma_free( dworkd );
fprintf(stderr, "Allocation of hworks failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
stau = hworks + lhwork;
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_dlange(MagmaInfNorm, m, n, dA, ldda, (double*)dworkd );
cte = Anrm * eps * pow((double)n, 0.5) * BWDMAX;
/*
* Convert to single precision
*/
magmablas_dlag2s( m, nrhs, dB, lddb, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
magmablas_dlag2s( m, n, dA, ldda, dSA, lddsa, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// factor dSA in single precision
magma_sgeqrf_gpu( m, n, dSA, lddsa, stau, dST, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// solve dSA*dSX = dB in single precision
magma_sgeqrs_gpu( m, n, nrhs, dSA, lddsa, stau, dST, dSX, lddsx, hworks, lhwork, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// residual dR = dB - dA*dX in double precision
magmablas_slag2d( n, nrhs, dSX, lddsx, dX, lddx, info );
magmablas_dlacpy( MagmaUpperLower, m, nrhs, dB, lddb, dR, lddr );
if ( nrhs == 1 ) {
magma_dgemv( MagmaNoTrans, m, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_dgemm( MagmaNoTrans, MagmaNoTrans, m, nrhs, n,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr );
}
// TODO: use MAGMA_D_ABS( dX(i,j) ) instead of dlange?
for( j=0; j < nrhs; j++ ) {
i = magma_idamax( n, dX(0,j), 1) - 1;
magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_idamax ( m, dR(0,j), 1 ) - 1;
magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
Rnrm = lapackf77_dlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
if ( Rnrm > Xnrm*cte ) {
goto REFINEMENT;
}
}
*iter = 0;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
return *info;
REFINEMENT:
/* TODO: this iterative refinement algorithm works only for compatibile
* systems (B in colspan of A).
* See Matrix Computations (3rd ed) p. 267 for correct algorithm. */
for( iiter=1; iiter < ITERMAX; ) {
*info = 0;
// convert residual dR to single precision dSX
magmablas_dlag2s( m, nrhs, dR, lddr, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// solve dSA*dSX = R in single precision
magma_sgeqrs_gpu( m, n, nrhs, dSA, lddsa, stau, dST, dSX, lddsx, hworks, lhwork, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// Add correction and setup residual
// dX += dSX [including conversion] --and--
// dR[1:n] = dB[1:n] (only n rows, not whole m rows! -- useless if m > n)
for( j=0; j < nrhs; j++ ) {
magmablas_dsaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j) );
}
// dR = dB (whole m rows)
magmablas_dlacpy( MagmaUpperLower, m, nrhs, dB, lddb, dR, lddr );
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_dgemv( MagmaNoTrans, m, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_dgemm( MagmaNoTrans, MagmaNoTrans, m, nrhs, n,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr );
}
/* Check whether the nrhs normwise backward errors satisfy the
* stopping criterion. If yes, set ITER=IITER > 0 and return. */
for( j=0; j < nrhs; j++ ) {
i = magma_idamax( n, dX(0,j), 1) - 1;
magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_idamax ( m, dR(0,j), 1 ) - 1;
magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
Rnrm = lapackf77_dlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
if ( Rnrm > Xnrm*cte ) {
goto L20;
}
}
/* If we are here, the nrhs normwise backward errors satisfy
* the stopping criterion, we are good to exit. */
*iter = iiter;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
return *info;
L20:
iiter++;
}
/* If we are at this place of the code, this is because we have
* performed ITER=ITERMAX iterations and never satisified the
* stopping criterion. Set up the ITER flag accordingly and follow
* up on double precision routine. */
*iter = -ITERMAX - 1;
FALLBACK:
/* Single-precision iterative refinement failed to converge to a
* satisfactory solution, so we resort to double precision. */
magma_free( dworks );
magma_free_cpu( hworks );
/*
* Allocate temporary buffers
*/
/* dworkd = dT for dgeqrf */
nb = magma_get_dgeqrf_nb( m );
size = (2*min(m, n) + (n+31)/32*32 )*nb;
if ( size > ldworkd ) {
magma_free( dworkd );
if (MAGMA_SUCCESS != magma_dmalloc( &dworkd, size )) {
fprintf(stderr, "Allocation of dworkd2 failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
}
dT = dworkd;
/* hworkd(dtau + workspace for dgeqrs) = min(m,n) + lhwork */
size = lhwork + minmn;
magma_dmalloc_cpu( &hworkd, size );
if ( hworkd == NULL ) {
magma_free( dworkd );
fprintf(stderr, "Allocation of hworkd2 failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
tau = hworkd + lhwork;
magma_dgeqrf_gpu( m, n, dA, ldda, tau, dT, info );
if (*info == 0) {
// if m > n, then dB won't fit in dX, so solve with dB and copy n rows to dX
magma_dgeqrs_gpu( m, n, nrhs, dA, ldda, tau, dT, dB, lddb, hworkd, lhwork, info );
magmablas_dlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx );
}
magma_free( dworkd );
magma_free_cpu( hworkd );
return *info;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing sormqr_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];
float c_neg_one = MAGMA_S_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;
float *C, *R, *A, *W, *tau;
float *dC, *dA, *dT;
magma_opts opts;
parse_opts( argc, argv, &opts );
// test all combinations of input parameters
const char* side[] = { MagmaLeftStr, MagmaRightStr };
const char* trans[] = { MagmaTransStr, MagmaNoTransStr };
printf(" M N K side trans CPU GFlop/s (sec) GPU GFlop/s (sec) ||R||_F / ||QC||_F\n");
printf("===============================================================================================\n");
for( int i = 0; i < opts.ntest; ++i ) {
for( int iside = 0; iside < 2; ++iside ) {
for( int itran = 0; itran < 2; ++itran ) {
m = opts.msize[i];
n = opts.nsize[i];
k = opts.ksize[i];
nb = magma_get_sgeqrf_nb( m );
ldc = ((m + 31)/32)*32;
lda = ((max(m,n) + 31)/32)*32;
gflops = FLOPS_SORMQR( m, n, k, *side[iside] ) / 1e9;
if ( *side[iside] == 'L' && m < k ) {
printf( "%5d %5d %5d %-5s %-9s skipping because side=left and m < k\n",
(int) m, (int) n, (int) k, side[iside], trans[itran] );
continue;
}
if ( *side[iside] == 'R' && n < k ) {
printf( "%5d %5d %5d %-5s %-9s skipping because side=right and n < k\n",
(int) m, (int) n, (int) k, side[iside], trans[itran] );
continue;
}
if ( *side[iside] == 'L' ) {
// side = left
lwork_max = (m - k + nb)*(n + nb) + n*nb;
dt_size = ( 2*min(m,k) + ((k + 31)/32)*32 )*nb;
}
else {
// side = right
lwork_max = (n - k + nb)*(m + nb) + m*nb;
dt_size = ( 2*min(n,k) + ((k + 31)/32)*32 )*nb;
}
TESTING_MALLOC_CPU( C, float, ldc*n );
TESTING_MALLOC_CPU( R, float, ldc*n );
TESTING_MALLOC_CPU( A, float, lda*k );
TESTING_MALLOC_CPU( W, float, lwork_max );
TESTING_MALLOC_CPU( tau, float, k );
TESTING_MALLOC_DEV( dC, float, ldc*n );
TESTING_MALLOC_DEV( dA, float, lda*k );
TESTING_MALLOC_DEV( dT, float, dt_size );
// C is full, m x n
size = ldc*n;
lapackf77_slarnv( &ione, ISEED, &size, C );
magma_ssetmatrix( m, n, C, ldc, dC, ldc );
// A is m x k (left) or n x k (right)
lda = (*side[iside] == 'L' ? m : n);
size = lda*k;
lapackf77_slarnv( &ione, ISEED, &size, A );
// compute QR factorization to get Householder vectors in dA, tau, dT
magma_ssetmatrix( lda, k, A, lda, dA, lda );
magma_sgeqrf_gpu( lda, k, dA, lda, tau, dT, &info );
magma_sgetmatrix( lda, k, dA, lda, A, lda );
if (info != 0)
printf("magma_sgeqrf_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = magma_wtime();
lapackf77_sormqr( side[iside], 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_sormqr returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
// query for workspace size
lwork = -1;
magma_sormqr_gpu( *side[iside], *trans[itran],
m, n, k,
dA, lda, tau, dC, ldc, W, lwork, dT, nb, &info );
if (info != 0)
printf("magma_sormqr_gpu (lwork query) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
lwork = (magma_int_t) MAGMA_S_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_sormqr_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_sormqr_gpu returned error %d: %s.\n",
(int) info, magma_strerror( info ));
magma_sgetmatrix( m, n, dC, ldc, R, ldc );
/* =====================================================================
compute relative error |QC_magma - QC_lapack| / |QC_lapack|
=================================================================== */
error = lapackf77_slange( "Fro", &m, &n, C, &ldc, work );
size = ldc*n;
blasf77_saxpy( &size, &c_neg_one, C, &ione, R, &ione );
error = lapackf77_slange( "Fro", &m, &n, R, &ldc, work ) / error;
printf( "%5d %5d %5d %-5s %-9s %7.2f (%7.2f) %7.2f (%7.2f) %8.2e\n",
(int) m, (int) n, (int) k, side[iside], trans[itran],
cpu_perf, cpu_time, gpu_perf, gpu_time, error );
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 );
}} // end iside, itran
printf( "\n" );
}
TESTING_FINALIZE();
return 0;
}
extern "C" magma_int_t
magma_sgels_gpu( char trans, magma_int_t m, magma_int_t n, magma_int_t nrhs,
float *dA, magma_int_t ldda,
float *dB, magma_int_t lddb,
float *hwork, magma_int_t lwork,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
Solves the overdetermined, least squares problem
min || A*X - C ||
using the QR factorization A.
The underdetermined problem (m < n) is not currently handled.
Arguments
=========
TRANS (input) CHARACTER*1
= 'N': the linear system involves A.
Only trans='N' is currently handled.
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.
DA (input/output) REAL array on the GPU, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A is overwritten by details of its QR
factorization as returned by SGEQRF.
LDDA (input) INTEGER
The leading dimension of the array A, LDDA >= M.
DB (input/output) REAL array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
LDDB (input) INTEGER
The leading dimension of the array DB. LDDB >= M.
HWORK (workspace/output) REAL array, dimension MAX(1,LWORK).
On exit, if INFO = 0, HWORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array HWORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_sgeqrf_nb( M ).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the HWORK array.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
float *dT, *tau;
magma_int_t k;
magma_int_t nb = magma_get_sgeqrf_nb(m);
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
int lquery = (lwork == -1);
hwork[0] = MAGMA_S_MAKE( (float)lwkopt, 0. );
*info = 0;
/* For now, N is the only case working */
if ( (trans != 'N') && (trans != 'n' ) )
*info = -1;
else if (m < 0)
*info = -2;
else if (n < 0 || m < n) /* LQ is not handle for now*/
*info = -3;
else if (nrhs < 0)
*info = -4;
else if (ldda < max(1,m))
*info = -6;
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] = MAGMA_S_ONE;
return *info;
}
/*
* Allocate temporary buffers
*/
int ldtwork = ( 2*k + ((n+31)/32)*32 )*nb;
if (nb < nrhs)
ldtwork = ( 2*k + ((n+31)/32)*32 )*nrhs;
if (MAGMA_SUCCESS != magma_smalloc( &dT, ldtwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_smalloc_cpu( &tau, k );
if ( tau == NULL ) {
magma_free( dT );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_sgeqrf_gpu( m, n, dA, ldda, tau, dT, info );
if ( *info == 0 ) {
magma_sgeqrs_gpu( m, n, nrhs,
dA, ldda, tau, dT,
dB, lddb, hwork, lwork, info );
}
magma_free( dT );
magma_free_cpu(tau);
return *info;
}
