extern "C" magma_err_t
magma_sposv_gpu( magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
magmaFloat_ptr dA, size_t dA_offset, magma_int_t ldda,
magmaFloat_ptr dB, size_t dB_offset, magma_int_t lddb,
magma_err_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
=======
SPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as
A = U**T * U, if UPLO = 'U', or
A = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is a lower triangular
matrix. The factored form of A is then used to solve the system of
equations A * X = B.
Arguments
=========
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.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
dA (input/output) REAL array on the GPU, dimension (LDDA,N)
On entry, the symmetric matrix dA. If UPLO = 'U', the leading
N-by-N upper triangular part of dA contains the upper
triangular part of the matrix dA, and the strictly lower
triangular part of dA is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of dA contains the lower
triangular part of the matrix dA, and the strictly upper
triangular part of dA is not referenced.
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization dA = U**T*U or dA = L*L**T.
LDDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
dB (input/output) REAL array on the GPU, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
magma_err_t ret;
*info = 0 ;
if( (uplo != MagmaUpper) && (uplo != MagmaLower) )
*info = -1;
if( n < 0 )
*info = -2;
if( nrhs < 0)
*info = -3;
if ( ldda < max(1, n) )
*info = -5;
if ( lddb < max(1, n) )
*info = -7;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if ( (n == 0) || (nrhs == 0) ) {
return *info;
}
ret = magma_spotrf_gpu(uplo, n, dA, 0, ldda, info, queue);
if ( (ret != MAGMA_SUCCESS) || ( *info != 0 ) ) {
return ret;
}
ret = magma_spotrs_gpu(uplo, n, nrhs, dA, 0, ldda, dB, 0, lddb, info, queue);
if ( (ret != MAGMA_SUCCESS) || ( *info != 0 ) ) {
return ret;
}
return *info;
}
extern "C" magma_int_t
magma_sposv ( char uplo, magma_int_t n, magma_int_t nrhs,
float *A, magma_int_t lda,
float *B, magma_int_t ldb, magma_int_t *info )
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
SPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as
A = U**T * U, if UPLO = 'U', or
A = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is a lower triangular
matrix. The factored form of A is then used to solve the system of
equations A * X = B.
Arguments
=========
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.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A (input/output) REAL 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, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
===================================================================== */
magma_int_t num_gpus, ldda, lddb;
*info = 0 ;
if( (uplo != 'U') && (uplo != 'u') && (uplo != 'L') && (uplo != 'l') )
*info = -1;
if( n < 0 )
*info = -2;
if( nrhs < 0)
*info = -3;
if ( lda < max(1, n) )
*info = -5;
if ( ldb < max(1, n) )
*info = -7;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if ( (n==0) || (nrhs == 0) ) {
return *info;
}
/* If single-GPU and allocation suceeds, use GPU interface. */
num_gpus = magma_num_gpus();
float *dA, *dB;
if ( num_gpus > 1 ) {
goto CPU_INTERFACE;
}
ldda = ((n+31)/32)*32;
lddb = ldda;
if ( MAGMA_SUCCESS != magma_smalloc( &dA, ldda*n )) {
goto CPU_INTERFACE;
}
if ( MAGMA_SUCCESS != magma_smalloc( &dB, lddb*nrhs )) {
magma_free( dA );
goto CPU_INTERFACE;
}
magma_ssetmatrix( n, n, A, lda, dA, ldda );
magma_spotrf_gpu( uplo, n, dA, ldda, info );
if ( *info == MAGMA_ERR_DEVICE_ALLOC ) {
magma_free( dA );
magma_free( dB );
goto CPU_INTERFACE;
}
magma_sgetmatrix( n, n, dA, ldda, A, lda );
if ( *info == 0 ) {
magma_ssetmatrix( n, nrhs, B, ldb, dB, lddb );
magma_spotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info );
magma_sgetmatrix( n, nrhs, dB, lddb, B, ldb );
}
magma_free( dA );
magma_free( dB );
return *info;
CPU_INTERFACE:
/* If multi-GPU or allocation failed, use CPU interface and LAPACK.
* Faster to use LAPACK for potrs than to copy A to GPU. */
magma_spotrf( uplo, n, A, lda, info );
if ( *info == 0 ) {
lapackf77_spotrs( &uplo, &n, &nrhs, A, &lda, B, &ldb, info );
}
return *info;
}
/**
Purpose
-------
DSPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
DSPOSV 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]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The number of linear equations, i.e., the order of the
matrix A. 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 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, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if iterative refinement has been successfully used
(INFO.EQ.0 and ITER.GE.0, see description below), then A is
unchanged, if double factorization has been used
(INFO.EQ.0 and ITER.LT.0, see description below), then the
array dA contains the factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,N).
@param[in]
dB DOUBLE PRECISION array on the GPU, dimension (LDDB,NRHS)
The N-by-NRHS right hand side matrix B.
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= max(1,N).
@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
dworkd (workspace) DOUBLE PRECISION array on the GPU, dimension (N*NRHS)
This array is used to hold the residual vectors.
@param
dworks (workspace) SINGLE PRECISION array on the GPU, dimension (N*(N+NRHS))
This array is used to store the real single precision matrix
and the right-hand sides or solutions in single precision.
@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 SPOTRF
+ -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
- > 0: if INFO = i, the leading minor of order i of (DOUBLE
PRECISION) A is not positive definite, so the
factorization could not be completed, and the solution
has not been computed.
@ingroup magma_dposv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsposv_gpu(
magma_uplo_t uplo, 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,
magmaDouble_ptr dworkd, magmaFloat_ptr dworks,
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)
// Constants
const double BWDMAX = 1.0;
const magma_int_t ITERMAX = 30;
const double c_neg_one = MAGMA_D_NEG_ONE;
const double c_one = MAGMA_D_ONE;
const magma_int_t ione = 1;
// Local variables
magmaDouble_ptr dR;
magmaFloat_ptr dSA, dSX;
double Xnrmv, Rnrmv;
double Anrm, Xnrm, Rnrm, cte, eps;
magma_int_t i, j, iiter, lddsa, lddsx, lddr;
/* Check arguments */
*iter = 0;
*info = 0;
if ( n < 0 )
*info = -1;
else if ( nrhs < 0 )
*info = -2;
else if ( ldda < max(1,n))
*info = -4;
else if ( lddb < max(1,n))
*info = -7;
else if ( lddx < max(1,n))
*info = -9;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if ( n == 0 || nrhs == 0 )
return *info;
lddsa = n;
lddsx = n;
lddr = n;
dSA = dworks;
dSX = dSA + lddsa*n;
dR = dworkd;
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_dlansy( MagmaInfNorm, uplo, n, dA, ldda, (double*)dworkd, n*nrhs, queue );
cte = Anrm * eps * magma_dsqrt( n ) * BWDMAX;
/*
* Convert to single precision
*/
magmablas_dlag2s( n, nrhs, dB, lddb, dSX, lddsx, queue, info );
if (*info != 0) {
*iter = -2;
goto fallback;
}
magmablas_dlat2s( uplo, n, dA, ldda, dSA, lddsa, queue, info );
if (*info != 0) {
*iter = -2;
goto fallback;
}
// factor dSA in single precision
magma_spotrf_gpu( uplo, n, dSA, lddsa, info );
if (*info != 0) {
*iter = -3;
goto fallback;
}
// solve dSA*dSX = dB in single precision
magma_spotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info );
// residual dR = dB - dA*dX in double precision
magmablas_slag2d( n, nrhs, dSX, lddsx, dX, lddx, queue, info );
magmablas_dlacpy( MagmaFull, n, nrhs, dB, lddb, dR, lddr, queue );
if ( nrhs == 1 ) {
magma_dsymv( uplo, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1, queue );
}
else {
magma_dsymm( MagmaLeft, uplo, n, nrhs,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr, queue );
}
// 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, queue ) - 1;
magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1, queue );
Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_idamax( n, dR(0,j), 1, queue ) - 1;
magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1, queue );
Rnrm = lapackf77_dlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
if ( Rnrm > Xnrm*cte ) {
goto refinement;
}
}
*iter = 0;
goto cleanup;
//return *info;
refinement:
for( iiter=1; iiter < ITERMAX; ) {
*info = 0;
// convert residual dR to single precision dSX
magmablas_dlag2s( n, nrhs, dR, lddr, dSX, lddsx, queue, info );
if (*info != 0) {
*iter = -2;
goto fallback;
}
// solve dSA*dSX = R in single precision
magma_spotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info );
// Add correction and setup residual
// dX += dSX [including conversion] --and--
// dR = dB
for( j=0; j < nrhs; j++ ) {
magmablas_dsaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j), queue );
}
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_dsymv( uplo, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1, queue );
}
else {
magma_dsymm( MagmaLeft, uplo, n, nrhs,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr, queue );
}
// TODO: use MAGMA_D_ABS( dX(i,j) ) instead of dlange?
/* 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, queue ) - 1;
magma_dgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1, queue );
Xnrm = lapackf77_dlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_idamax( n, dR(0,j), 1, queue ) - 1;
magma_dgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1, queue );
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;
goto cleanup;
//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_dpotrf_gpu( uplo, n, dA, ldda, info );
if (*info == 0) {
magmablas_dlacpy( MagmaFull, n, nrhs, dB, lddb, dX, lddx, queue );
magma_dpotrs_gpu( uplo, n, nrhs, dA, ldda, dX, lddx, info );
}
cleanup:
magma_queue_destroy( queue );
return *info;
}
/**
Purpose
-------
SPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B
are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as
A = U**H * U, if UPLO = MagmaUpper, or
A = L * L**H, if UPLO = MagmaLower,
where U is an upper triangular matrix and L is a lower triangular
matrix. The factored form of A is then used to solve the system of
equations A * X = B.
Arguments
---------
@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]
nrhs INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
@param[in,out]
A REAL 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, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
\n
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization A = U**H*U or A = L*L**H.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B REAL array, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_sposv_driver
********************************************************************/
extern "C" magma_int_t
magma_sposv(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
magma_int_t *info )
{
magma_int_t ngpu, ldda, lddb;
*info = 0;
if ( uplo != MagmaUpper && uplo != MagmaLower )
*info = -1;
if ( n < 0 )
*info = -2;
if ( nrhs < 0)
*info = -3;
if ( lda < max(1, n) )
*info = -5;
if ( ldb < max(1, n) )
*info = -7;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if ( (n == 0) || (nrhs == 0) ) {
return *info;
}
/* If single-GPU and allocation suceeds, use GPU interface. */
ngpu = magma_num_gpus();
float *dA, *dB;
if ( ngpu > 1 ) {
goto CPU_INTERFACE;
}
ldda = ((n+31)/32)*32;
lddb = ldda;
if ( MAGMA_SUCCESS != magma_smalloc( &dA, ldda*n )) {
goto CPU_INTERFACE;
}
if ( MAGMA_SUCCESS != magma_smalloc( &dB, lddb*nrhs )) {
magma_free( dA );
goto CPU_INTERFACE;
}
magma_ssetmatrix( n, n, A, lda, dA, ldda );
magma_spotrf_gpu( uplo, n, dA, ldda, info );
if ( *info == MAGMA_ERR_DEVICE_ALLOC ) {
magma_free( dA );
magma_free( dB );
goto CPU_INTERFACE;
}
magma_sgetmatrix( n, n, dA, ldda, A, lda );
if ( *info == 0 ) {
magma_ssetmatrix( n, nrhs, B, ldb, dB, lddb );
magma_spotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info );
magma_sgetmatrix( n, nrhs, dB, lddb, B, ldb );
}
magma_free( dA );
magma_free( dB );
return *info;
CPU_INTERFACE:
/* If multi-GPU or allocation failed, use CPU interface and LAPACK.
* Faster to use LAPACK for potrs than to copy A to GPU. */
magma_spotrf( uplo, n, A, lda, info );
if ( *info == 0 ) {
lapackf77_spotrs( lapack_uplo_const(uplo), &n, &nrhs, A, &lda, B, &ldb, info );
}
return *info;
}
