static GEN
F2xq_elltrace_Harley(GEN a6, GEN T2)
{
pari_sp ltop = avma;
pari_timer ti;
GEN T, sqx;
GEN x, x2, t;
long n = F2x_degree(T2), N = ((n + 1)>>1) + 2;
long ispcyc;
if (n==1) return gen_m1;
if (n==2) return F2x_degree(a6) ? gen_1 : stoi(-3);
if (n==3) return F2x_degree(a6) ? (F2xq_trace(a6,T2) ? stoi(-3): gen_1)
: stoi(5);
timer_start(&ti);
sqx = mkvec2(F2xq_sqrt(polx_F2x(T2[1]),T2), T2);
if (DEBUGLEVEL>1) timer_printf(&ti,"Sqrtx");
ispcyc = zx_is_pcyc(F2x_to_Flx(T2));
T = ispcyc? F2x_to_ZX(T2): F2x_canonlift(T2, N-2);
if (DEBUGLEVEL>1) timer_printf(&ti,"Teich");
T = FpX_get_red(T, int2n(N));
if (DEBUGLEVEL>1) timer_printf(&ti,"Barrett");
x = solve_AGM_eqn(F2x_to_ZX(a6), N-2, T, sqx);
if (DEBUGLEVEL>1) timer_printf(&ti,"Lift");
x2 = ZX_Z_add_shallow(ZX_shifti(x,2), gen_1);
t = (ispcyc? Z2XQ_invnorm_pcyc: Z2XQ_invnorm)(x2, T, N);
if (DEBUGLEVEL>1) timer_printf(&ti,"Norm");
if (cmpii(sqri(t), int2n(n + 2)) > 0)
t = subii(t, int2n(N));
return gerepileuptoint(ltop, t);
}
void fwrite_mife_sk(const_mmap_vtable mmap, mife_sk_t sk, char *filepath) {
uint64_t t = ggh_walltime(0);
FILE *fp = fopen(filepath, "wb");
timer_printf("Starting writing Kilian matrices...\n");
fprintf(fp, "%d\n", sk->numR);
for(int i = 0; i < sk->numR; i++) {
fprintf(fp, "%ld %ld\n", sk->R[i]->r, sk->R[i]->c);
fmpz_mat_fprint_raw(fp, sk->R[i]);
fprintf(fp, "\n");
fprintf(fp, "%ld %ld\n", sk->R_inv[i]->r, sk->R_inv[i]->c);
fmpz_mat_fprint_raw(fp, sk->R_inv[i]);
fprintf(fp, "\n");
timer_printf("\r Progress: [%lu / %lu] %8.2fs",
i, sk->numR, ggh_seconds(ggh_walltime(t)));
}
timer_printf("\n");
timer_printf("Finished writing Kilian matrices %8.2fs\n",
ggh_seconds(ggh_walltime(t)));
mmap->sk->fwrite(sk->self, fp);
fclose(fp);
}
void fread_mife_sk(const_mmap_vtable mmap, mife_sk_t sk, char *filepath) {
uint64_t t = ggh_walltime(0);
FILE *fp = fopen(filepath, "rb");
timer_printf("Starting reading Kilian matrices...\n");
CHECK(fscanf(fp, "%d\n", &sk->numR), 1);
sk->R = malloc(sk->numR * sizeof(fmpz_mat_t));
sk->R_inv = malloc(sk->numR * sizeof(fmpz_mat_t));
for(int i = 0; i < sk->numR; i++) {
unsigned long r1, c1, r2, c2;
CHECK(fscanf(fp, "%lu %lu\n", &r1, &c1), 2);
fmpz_mat_init(sk->R[i], r1, c1);
fmpz_mat_fread_raw(fp, sk->R[i]);
CHECK(fscanf(fp, "\n"), 0);
CHECK(fscanf(fp, "%lu %lu\n", &r2, &c2), 2);
fmpz_mat_init(sk->R_inv[i], r2, c2);
fmpz_mat_fread_raw(fp, sk->R_inv[i]);
CHECK(fscanf(fp, "\n"), 0);
timer_printf("\r Progress: [%lu / %lu] %8.2fs",
i, sk->numR, ggh_seconds(ggh_walltime(t)));
}
timer_printf("\n");
timer_printf("Finished reading Kilian matrices %8.2fs\n",
ggh_seconds(ggh_walltime(t)));
sk->self = malloc(mmap->sk->size);
mmap->sk->fread(sk->self, fp);
fclose(fp);
}
/* Assume a = 1 [4] */
static GEN
Z2XQ_invnorm(GEN a, GEN T, long e)
{
pari_timer ti;
GEN pe = int2n(e), s;
if (degpol(a)==0)
return Fp_inv(Fp_powu(gel(a,2), get_FpX_degree(T), pe), pe);
if (DEBUGLEVEL>=3) timer_start(&ti);
s = ZpXQ_log(a, T, gen_2, e);
if (DEBUGLEVEL>=3) timer_printf(&ti,"Z2XQ_log");
s = Fp_neg(FpXQ_trace(s, T, pe), pe);
if (DEBUGLEVEL>=3) timer_printf(&ti,"FpXQ_trace");
s = modii(gel(Qp_exp(cvtop(s, gen_2, e-2)),4),pe);
if (DEBUGLEVEL>=3) timer_printf(&ti,"Qp_exp");
return s;
}
//////////////////////////////////////////////////////////////
// CSTEDC Divide and Conquer for tridiag
//////////////////////////////////////////////////////////////
extern "C" void magma_cstedx_withZ(magma_int_t N, magma_int_t NE, float *D, float * E, magmaFloatComplex *Z, magma_int_t LDZ)
{
float *RWORK;
float *dwork;
magma_int_t *IWORK;
magma_int_t LIWORK, LRWORK;
magma_int_t INFO;
//LWORK = N;
LRWORK = 2*N*N + 4*N + 1 + 256*N;
LIWORK = 256*N;
magma_smalloc_cpu( &RWORK, LRWORK );
magma_imalloc_cpu( &IWORK, LIWORK );
if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*N*(N/2 + 1) )) {
printf("=================================================\n");
printf("CSTEDC ERROR OCCURED IN CUDAMALLOC\n");
printf("=================================================\n");
return;
}
printf("using magma_cstedx\n");
magma_timer_t time=0;
timer_start( time );
magma_range_t job = MagmaRangeI;
if (NE == N)
job = MagmaRangeAll;
magma_cstedx(job, N, 0., 0., 1, NE, D, E, Z, LDZ, RWORK, LRWORK, IWORK, LIWORK, dwork, &INFO);
if (INFO != 0) {
printf("=================================================\n");
printf("CSTEDC ERROR OCCURED. HERE IS INFO %d \n ", (int) INFO);
printf("=================================================\n");
//assert(INFO == 0);
}
timer_stop( time );
timer_printf( "time zstevx = %6.2f\n", time );
magma_free( dwork );
magma_free_cpu( IWORK );
magma_free_cpu( RWORK );
}
//////////////////////////////////////////////////////////////
// SSTEDX Divide and Conquer for tridiag
//////////////////////////////////////////////////////////////
extern "C" void magma_sstedx_withZ(magma_int_t N, magma_int_t NE, float *D, float * E, float *Z, magma_int_t LDZ)
{
float *WORK;
float *dwork;
magma_int_t *IWORK;
magma_int_t LWORK, LIWORK;
magma_int_t INFO;
LWORK = N*N+4*N+1;
LIWORK = 3 + 5*N;
magma_smalloc_cpu( &WORK, LWORK );
magma_imalloc_cpu( &IWORK, LIWORK );
if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*N*(N/2 + 1) )) {
printf("=================================================\n");
printf("SSTEDC ERROR OCCURED IN CUDAMALLOC\n");
printf("=================================================\n");
return;
}
printf("using magma_sstedx\n");
magma_timer_t time=0;
timer_start( time );
//magma_range_t job = MagmaRangeI;
//if (NE == N)
// job = MagmaRangeAll;
magma_sstedx(MagmaRangeI, N, 0., 0., 1, NE, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK, dwork, &INFO);
if (INFO != 0) {
printf("=================================================\n");
printf("SSTEDC ERROR OCCURED. HERE IS INFO %d \n ", (int) INFO);
printf("=================================================\n");
//assert(INFO == 0);
}
timer_stop( time );
timer_printf( "time sstedx = %6.2f\n", time );
magma_free( dwork );
magma_free_cpu( IWORK );
magma_free_cpu( WORK );
}
/**
Purpose
-------
SSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 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. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T*B*Z = I;
if ITYPE = 3, Z**T*inv(B)*Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B REAL array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T*U or B = L*L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_ssytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message
related to LWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK
and IWORK arrays, returns these values as the first entries
of the WORK and IWORK arrays, and no error message
related to LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: SPOTRF or SSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if SSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_ssygv_driver
********************************************************************/
extern "C" magma_int_t
magma_ssygvdx_m(
magma_int_t ngpu,
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w,
float *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
/* Constants */
float c_one = MAGMA_S_ONE;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_ssytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_ssygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
*m = n;
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_spotrf_m(ngpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time spotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_ssygst_m(ngpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time ssygst = %6.2f\n", time );
timer_start( time );
magma_ssyevdx_m(ngpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time ssyevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_strsm_m( ngpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_one, B, ldb, A, lda );
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
#ifdef ENABLE_DEBUG
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
#endif
float *dA=NULL, *dB=NULL;
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t lddb = ldda;
if (MAGMA_SUCCESS != magma_smalloc( &dA, ldda*(*m) ) ||
MAGMA_SUCCESS != magma_smalloc( &dB, lddb*n ) ) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
magma_ssetmatrix( n, n, B, ldb, dB, lddb, queue );
magma_ssetmatrix( n, (*m), A, lda, dA, ldda, queue );
magma_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, (*m), c_one, dB, lddb, dA, ldda, queue );
magma_sgetmatrix( n, (*m), dA, ldda, A, lda, queue );
magma_queue_destroy( queue );
magma_free( dA );
magma_free( dB );
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
} /* magma_ssygvd_m */
/**
Purpose
-------
DSYGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be Hermitian and B is also positive definite.
It uses a two-stage algorithm for the tridiagonalization.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**H*B*Z = I;
if ITYPE = 3, Z**H*inv(B)*Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**H*U or B = L*L**H.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 1 + 6*N + 2*N**2.
where LQ2 is the size needed to store the Q2 matrix
and is returned by magma_bulge_get_lq2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: ZPOTRF or ZHEEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if ZHEEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvdx_2stage_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda, double *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w, double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
/* determine the number of threads */
magma_int_t parallel_threads = magma_get_parallel_numthreads();
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_dbulge_nb(n, parallel_threads);
magma_int_t lq2 = magma_dbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 1 + 6*n + 2*n*n;
liwmin = 3 + 5*n;
} else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
*m = n;
return *info;
}
/* Form A Cholesky factorization of B. */
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_m = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time dsygst_m = %6.2f\n", time );
timer_start( time );
magma_dsyevdx_2stage_m(nrgpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevdx_2stage_m = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, d_one, B, ldb, A, lda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
//magma_dtrmm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, d_one, B, ldb, A, lda);
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
double *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
magma_dsetmatrix( n, n, A, lda, dA, ldda );
magma_dtrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
magma_dgetmatrix( n, n, dA, ldda, A, lda ); }
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_dsygvdx_2stage_m */
/**
Purpose
-------
SSYGVDX computes selected eigenvalues and, optionally, eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
Eigenvalues and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 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. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B REAL array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_ssytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: SPOTRF or SSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if SSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_ssygv_driver
********************************************************************/
extern "C" magma_int_t
magma_ssygvdx(
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, float *w,
float *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
float d_one = MAGMA_S_ONE;
float *dA=NULL, *dB=NULL;
magma_int_t ldda = roundup( n, 32 );
magma_int_t lddb = ldda;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_ssytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
lapackf77_ssygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
*mout = n;
return *info;
}
if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_ssetmatrix( n, n, B, ldb, dB, lddb );
magma_ssetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_spotrf_gpu( uplo, n, dB, lddb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time spotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_sgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_ssygst_gpu( itype, uplo, n, dA, ldda, dB, lddb, info );
timer_stop( time );
timer_printf( "time ssygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* set dB=NULL so we know to re-allocate below
* TODO: have dwork here that will be used as dB and then passed to ssyevd.
*/
if (n > 5000) {
magma_queue_sync( stream );
magma_free( dB ); dB=NULL;
}
timer_start( time );
magma_ssyevdx_gpu( jobz, range, uplo, n, dA, ldda, vl, vu, il, iu, mout, w, A, lda,
work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time ssyevdx_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (dB == NULL) {
if (MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb ) ) {
magma_free( dA ); dA=NULL;
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_ssetmatrix( n, n, B, ldb, dB, lddb );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_strsm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda );
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda );
}
magma_sgetmatrix( n, *mout, dA, ldda, A, lda );
timer_stop( time );
timer_printf( "time strsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_free( dA ); dA=NULL;
magma_free( dB ); dB=NULL;
return *info;
} /* magma_ssygvd */
/**
Purpose
-------
ZHEEVDX_GPU computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX_16 array on the GPU,
dimension (LDDA, N).
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first mout columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required mout eigenvalues in ascending order.
@param
wA (workspace) COMPLEX_16 array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx_gpu(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
magmaDoubleComplex *wA, magma_int_t ldwa,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
//magma_int_t indwk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magmaDouble_ptr dwork;
magmaDoubleComplex_ptr dC;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 );
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -18;
} else if ((liwork < liwmin) && ! lquery) {
*info = -20;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
magmaDoubleComplex *A;
magma_zmalloc_cpu( &A, lda*n );
magma_zgetmatrix( n, n, dA, ldda, A, lda );
lapackf77_zheevd( jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
rwork, &lrwork,
iwork, &liwork, info );
magma_zsetmatrix( n, n, A, lda, dA, ldda );
magma_free_cpu( A );
*mout = n;
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// dC and dwork are never used together, so use one buffer for both;
// unfortunately they're different types (complex and double).
// (this is easier in dsyevd_gpu where everything is double.)
// zhetrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb, in double-complex.
// zunmtr_gpu requires lddc*n, in double-complex.
// zlanhe requires n, in double.
magma_int_t ldwork = max( ldda*ceildiv(n,64) + 2*ldda*nb, lddc*n );
magma_int_t ldwork_real = max( ldwork*2, n );
if ( wantz ) {
// zstedx requrise 3n^2/2, in double
ldwork_real = max( ldwork_real, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork_real )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dC = (magmaDoubleComplex*) dwork;
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_zlanhe( MagmaMaxNorm, uplo, n, dA, ldda, dwork );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_zlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, info );
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
//indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
//llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_HEMV
magma_zhetrd2_gpu( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dC, ldwork, &iinfo );
#else
magma_zhetrd_gpu ( uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
timer_printf( "time zhetrd_gpu = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &rwork[inde], info );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
}
else {
timer_start( time );
magma_zstedx( range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig( range, n, w, &il, &iu, vl, vu, mout );
magma_zsetmatrix( n, *mout, &work[indwrk + n * (il-1) ], n, dC, lddc );
magma_zunmtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, *mout, dA, ldda, &work[indtau],
dC, lddc, wA, ldwa, &iinfo );
magma_zcopymatrix( n, *mout, dC, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time zunmtr_gpu + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal( &imax, &d__1, w, &ione );
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0 ); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_zheevdx_gpu */
magma_int_t magma_ztrevc3_mt(
magma_side_t side, magma_vec_t howmany,
magma_int_t *select, // logical in Fortran
magma_int_t n,
magmaDoubleComplex *T, magma_int_t ldt,
magmaDoubleComplex *VL, magma_int_t ldvl,
magmaDoubleComplex *VR, magma_int_t ldvr,
magma_int_t mm, magma_int_t *mout,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork,
#endif
magma_int_t *info )
{
#define T(i,j) ( T + (i) + (j)*ldt )
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
#define work(i,j) (work + (i) + (j)*n)
// .. Parameters ..
const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
const magmaDoubleComplex c_one = MAGMA_Z_ONE;
const magma_int_t nbmin = 16, nbmax = 128;
const magma_int_t ione = 1;
// .. Local Scalars ..
magma_int_t allv, bothv, leftv, over, rightv, somev;
magma_int_t i, ii, is, j, k, ki, iv, n2, nb, nb2, version;
double ovfl, remax, unfl; //smlnum, smin, ulp
// Decode and test the input parameters
bothv = (side == MagmaBothSides);
rightv = (side == MagmaRight) || bothv;
leftv = (side == MagmaLeft ) || bothv;
allv = (howmany == MagmaAllVec);
over = (howmany == MagmaBacktransVec);
somev = (howmany == MagmaSomeVec);
// Set mout to the number of columns required to store the selected
// eigenvectors.
if ( somev ) {
*mout = 0;
for( j=0; j < n; ++j ) {
if ( select[j] ) {
*mout += 1;
}
}
}
else {
*mout = n;
}
*info = 0;
if ( ! rightv && ! leftv )
*info = -1;
else if ( ! allv && ! over && ! somev )
*info = -2;
else if ( n < 0 )
*info = -4;
else if ( ldt < max( 1, n ) )
*info = -6;
else if ( ldvl < 1 || ( leftv && ldvl < n ) )
*info = -8;
else if ( ldvr < 1 || ( rightv && ldvr < n ) )
*info = -10;
else if ( mm < *mout )
*info = -11;
else if ( lwork < max( 1, 2*n ) )
*info = -14;
if ( *info != 0 ) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// Quick return if possible.
if ( n == 0 ) {
return *info;
}
// Use blocked version (2) if sufficient workspace.
// Requires 1 vector to save diagonal elements, and 2*nb vectors for x and Q*x.
// (Compared to dtrevc3, rwork stores 1-norms.)
// Zero-out the workspace to avoid potential NaN propagation.
nb = 2;
if ( lwork >= n + 2*n*nbmin ) {
version = 2;
nb = (lwork - n) / (2*n);
nb = min( nb, nbmax );
nb2 = 1 + 2*nb;
lapackf77_zlaset( "F", &n, &nb2, &c_zero, &c_zero, work, &n );
}
else {
version = 1;
}
// Set the constants to control overflow.
unfl = lapackf77_dlamch( "Safe minimum" );
ovfl = 1. / unfl;
lapackf77_dlabad( &unfl, &ovfl );
//ulp = lapackf77_dlamch( "Precision" );
//smlnum = unfl*( n / ulp );
// Store the diagonal elements of T in working array work.
for( i=0; i < n; ++i ) {
*work(i,0) = *T(i,i);
}
// Compute 1-norm of each column of strictly upper triangular
// part of T to control overflow in triangular solver.
rwork[0] = 0.;
for( j=1; j < n; ++j ) {
rwork[j] = magma_cblas_dzasum( j, T(0,j), ione );
}
// launch threads -- each single-threaded MKL
magma_int_t nthread = magma_get_parallel_numthreads();
magma_int_t lapack_nthread = magma_get_lapack_numthreads();
magma_set_lapack_numthreads( 1 );
magma_thread_queue queue;
queue.launch( nthread );
//printf( "nthread %d, %d\n", nthread, lapack_nthread );
// gemm_nb = N/thread, rounded up to multiple of 16,
// but avoid multiples of page size, e.g., 512*8 bytes = 4096.
magma_int_t gemm_nb = magma_int_t( ceil( ceil( ((double)n) / nthread ) / 16. ) * 16. );
if ( gemm_nb % 512 == 0 ) {
gemm_nb += 32;
}
magma_timer_t time_total=0, time_trsv=0, time_gemm=0, time_gemv=0, time_trsv_sum=0, time_gemm_sum=0, time_gemv_sum=0;
timer_start( time_total );
if ( rightv ) {
// ============================================================
// Compute right eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=nb, goes down to 1.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
if ( version == 2 ) {
iv = nb;
}
timer_start( time_trsv );
is = *mout - 1;
for( ki=n-1; ki >= 0; --ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
//smin = max( ulp*MAGMA_Z_ABS1( *T(ki,ki) ), smlnum );
// --------------------------------------------------------
// Complex right eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k=0; k < ki; ++k ) {
*work(k,iv) = -(*T(k,ki));
}
// Solve upper triangular system:
// [ T(1:ki-1,1:ki-1) - T(ki,ki) ]*X = scale*work.
if ( ki > 0 ) {
queue.push_task( new magma_zlatrsd_task(
MagmaUpper, MagmaNoTrans, MagmaNonUnit, MagmaTrue,
ki, T, ldt, *T(ki,ki),
work(0,iv), work(ki,iv), rwork ));
}
// Copy the vector x or Q*x to VR and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VR and normalize
queue.sync();
n2 = ki+1;
blasf77_zcopy( &n2, work(0,iv), &ione, VR(0,is), &ione );
ii = blasf77_izamax( &n2, VR(0,is), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *VR(ii,is) );
blasf77_zdscal( &n2, &remax, VR(0,is), &ione );
for( k=ki+1; k < n; ++k ) {
*VR(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
queue.sync();
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemv );
if ( ki > 0 ) {
blasf77_zgemv( "n", &n, &ki, &c_one,
VR, &ldvr,
work(0, iv), &ione,
work(ki,iv), VR(0,ki), &ione );
}
time_gemv_sum += timer_stop( time_gemv );
ii = blasf77_izamax( &n, VR(0,ki), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *VR(ii,ki) );
blasf77_zdscal( &n, &remax, VR(0,ki), &ione );
timer_start( time_trsv );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out below vector
for( k=ki+1; k < n; ++k ) {
*work(k,iv) = c_zero;
}
// Columns iv:nb of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == 1) || (ki == 0) ) {
queue.sync();
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemm );
nb2 = nb-iv+1;
n2 = ki+nb-iv+1;
// split gemm into multiple tasks, each doing one block row
for( i=0; i < n; i += gemm_nb ) {
magma_int_t ib = min( gemm_nb, n-i );
queue.push_task( new zgemm_task(
MagmaNoTrans, MagmaNoTrans, ib, nb2, n2, c_one,
VR(i,0), ldvr,
work(0,iv ), n, c_zero,
work(i,nb+iv), n ));
}
queue.sync();
time_gemm_sum += timer_stop( time_gemm );
// normalize vectors
// TODO if somev, should copy vectors individually to correct location.
for( k = iv; k <= nb; ++k ) {
ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_zlacpy( "F", &n, &nb2, work(0,nb+iv), &n, VR(0,ki), &ldvr );
iv = nb;
timer_start( time_trsv );
}
else {
iv -= 1;
}
} // blocked back-transform
is -= 1;
}
}
timer_stop( time_trsv );
timer_stop( time_total );
timer_printf( "trevc trsv %.4f, gemm %.4f, gemv %.4f, total %.4f\n",
time_trsv_sum, time_gemm_sum, time_gemv_sum, time_total );
if ( leftv ) {
// ============================================================
// Compute left eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=1, goes up to nb.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
is = 0;
for( ki=0; ki < n; ++ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
//smin = max( ulp*MAGMA_Z_ABS1( *T(ki,ki) ), smlnum );
// --------------------------------------------------------
// Complex left eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k = ki + 1; k < n; ++k ) {
*work(k,iv) = -MAGMA_Z_CONJ( *T(ki,k) );
}
// Solve conjugate-transposed triangular system:
// [ T(ki+1:n,ki+1:n) - T(ki,ki) ]**H * X = scale*work.
// TODO what happens with T(k,k) - lambda is small? Used to have < smin test.
if ( ki < n-1 ) {
n2 = n-ki-1;
queue.push_task( new magma_zlatrsd_task(
MagmaUpper, MagmaConjTrans, MagmaNonUnit, MagmaTrue,
n2, T(ki+1,ki+1), ldt, *T(ki,ki),
work(ki+1,iv), work(ki,iv), rwork ));
}
// Copy the vector x or Q*x to VL and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VL and normalize
queue.sync();
n2 = n-ki;
blasf77_zcopy( &n2, work(ki,iv), &ione, VL(ki,is), &ione );
ii = blasf77_izamax( &n2, VL(ki,is), &ione ) + ki - 1;
remax = 1. / MAGMA_Z_ABS1( *VL(ii,is) );
blasf77_zdscal( &n2, &remax, VL(ki,is), &ione );
for( k=0; k < ki; ++k ) {
*VL(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
queue.sync();
if ( ki < n-1 ) {
n2 = n-ki-1;
blasf77_zgemv( "n", &n, &n2, &c_one,
VL(0,ki+1), &ldvl,
work(ki+1,iv), &ione,
work(ki, iv), VL(0,ki), &ione );
}
ii = blasf77_izamax( &n, VL(0,ki), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *VL(ii,ki) );
blasf77_zdscal( &n, &remax, VL(0,ki), &ione );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out above vector
// could go from (ki+1)-NV+1 to ki
for( k=0; k < ki; ++k ) {
*work(k,iv) = c_zero;
}
// Columns 1:iv of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == nb) || (ki == n-1) ) {
queue.sync();
n2 = n-(ki+1)+iv;
// split gemm into multiple tasks, each doing one block row
for( i=0; i < n; i += gemm_nb ) {
magma_int_t ib = min( gemm_nb, n-i );
queue.push_task( new zgemm_task(
MagmaNoTrans, MagmaNoTrans, ib, iv, n2, c_one,
VL(i,ki-iv+1), ldvl,
work(ki-iv+1,1), n, c_zero,
work(i,nb+1), n ));
}
queue.sync();
// normalize vectors
for( k=1; k <= iv; ++k ) {
ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_zlacpy( "F", &n, &iv, work(0,nb+1), &n, VL(0,ki-iv+1), &ldvl );
iv = 1;
}
else {
iv += 1;
}
} // blocked back-transform
is += 1;
}
}
// close down threads
queue.quit();
magma_set_lapack_numthreads( lapack_nthread );
return *info;
} // End of ZTREVC
/**
Purpose
-------
ZGETRF_m computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges. This version does not
require work space on the GPU passed as input. GPU memory is allocated
in the routine. The matrix may exceed the GPU memory.
The factorization has the form
A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the right-looking Level 3 BLAS version of the algorithm.
Note: The factorization of big panel is done calling multiple-gpu-interface.
Pivots are applied on GPU within the big panel.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@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 COMPLEX_16 array, dimension (LDA,N)
On entry, the M-by-N matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
\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]
ipiv INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).
@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.
- > 0: if INFO = i, U(i,i) is exactly zero. The factorization
has been completed, but the factor U is exactly
singular, and division by zero will occur if it is used
to solve a system of equations.
@ingroup magma_zgesv_comp
********************************************************************/
extern "C" magma_int_t
magma_zgetrf_m(
magma_int_t ngpu,
magma_int_t m, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda, magma_int_t *ipiv,
magma_int_t *info)
{
#define A(i,j) (A + (j)*lda + (i))
#define dAT(d,i,j) (dAT[d] + (i)*nb*ldn_local + (j)*nb)
#define dPT(d,i,j) (dPT[d] + (i)*nb*nb + (j)*nb*maxm)
magma_timer_t time=0, time_total=0, time_alloc=0, time_set=0, time_get=0, time_comp=0;
timer_start( time_total );
real_Double_t flops;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magmaDoubleComplex *dAT[MagmaMaxGPUs], *dA[MagmaMaxGPUs], *dPT[MagmaMaxGPUs];
magma_int_t iinfo = 0, nb, nbi, maxm, n_local[MagmaMaxGPUs], ldn_local;
magma_int_t N, M, NB, NBk, I, d, ngpu0 = ngpu;
magma_int_t ii, jj, h, offset, ib, rows;
magma_queue_t stream[MagmaMaxGPUs][2];
magma_event_t event[MagmaMaxGPUs][2];
*info = 0;
if (m < 0)
*info = -1;
else if (n < 0)
*info = -2;
else if (lda < max(1,m))
*info = -4;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
/* initialize nb */
nb = magma_get_zgetrf_nb(m);
maxm = ((m + 31)/32)*32;
/* figure out NB */
size_t freeMem, totalMem;
cudaMemGetInfo( &freeMem, &totalMem );
freeMem /= sizeof(magmaDoubleComplex);
/* number of columns in the big panel */
h = 1+(2+ngpu0);
NB = (magma_int_t)(0.8*freeMem/maxm-h*nb);
const char* ngr_nb_char = getenv("MAGMA_NGR_NB");
if ( ngr_nb_char != NULL )
NB = max( nb, min( NB, atoi(ngr_nb_char) ) );
//NB = 5*max(nb,32);
if ( ngpu0 > ceil((double)NB/nb) ) {
ngpu = (int)ceil((double)NB/nb);
h = 1+(2+ngpu);
NB = (magma_int_t)(0.8*freeMem/maxm-h*nb);
} else {
ngpu = ngpu0;
}
if ( ngpu*NB >= n ) {
#ifdef CHECK_ZGETRF_OOC
printf( " * still fit in GPU memory.\n" );
#endif
NB = n;
} else {
#ifdef CHECK_ZGETRF_OOC
printf( " * don't fit in GPU memory.\n" );
#endif
NB = ngpu*NB;
NB = max( nb, (NB / nb) * nb); /* making sure it's devisable by nb (x64) */
}
#ifdef CHECK_ZGETRF_OOC
if ( NB != n ) printf( " * running in out-core mode (n=%d, NB=%d, nb=%d, freeMem=%.2e).\n", n, NB, nb, (double)freeMem );
else printf( " * running in in-core mode (n=%d, NB=%d, nb=%d, freeMem=%.2e).\n", n, NB, nb, (double)freeMem );
#endif
if ( (nb <= 1) || (nb >= min(m,n)) ) {
/* Use CPU code for scalar of one tile. */
lapackf77_zgetrf(&m, &n, A, &lda, ipiv, info);
} else {
/* Use hybrid blocked code. */
/* allocate memory on GPU to store the big panel */
timer_start( time_alloc );
n_local[0] = (NB/nb)/ngpu;
if ( NB%(nb*ngpu) != 0 )
n_local[0]++;
n_local[0] *= nb;
ldn_local = ((n_local[0]+31)/32)*32;
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
if (MAGMA_SUCCESS != magma_zmalloc( &dA[d], (ldn_local+h*nb)*maxm )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dPT[d] = dA[d] + nb*maxm; /* for storing the previous panel from CPU */
dAT[d] = dA[d] + h*nb*maxm; /* for storing the big panel */
magma_queue_create( &stream[d][0] );
magma_queue_create( &stream[d][1] );
magma_event_create( &event[d][0] );
magma_event_create( &event[d][1] );
}
//magma_setdevice(0);
timer_stop( time_alloc );
for( I=0; I < n; I += NB ) {
M = m;
N = min( NB, n-I ); /* number of columns in this big panel */
//s = min( max(m-I,0), N )/nb; /* number of small block-columns in this big panel */
maxm = ((M + 31)/32)*32;
if ( ngpu0 > ceil((double)N/nb) ) {
ngpu = (int)ceil((double)N/nb);
} else {
ngpu = ngpu0;
}
for( d=0; d < ngpu; d++ ) {
n_local[d] = ((N/nb)/ngpu)*nb;
if (d < (N/nb)%ngpu)
n_local[d] += nb;
else if (d == (N/nb)%ngpu)
n_local[d] += N%nb;
}
ldn_local = ((n_local[0]+31)/32)*32;
/* upload the next big panel into GPU, transpose (A->A'), and pivot it */
timer_start( time );
magmablas_zsetmatrix_transpose_mgpu(ngpu, stream, A(0,I), lda,
dAT, ldn_local, dA, maxm, M, N, nb);
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
magma_queue_sync( stream[d][1] );
magmablasSetKernelStream(NULL);
}
time_set += timer_stop( time );
timer_start( time );
/* == --------------------------------------------------------------- == */
/* == loop around the previous big-panels to update the new big-panel == */
for( offset = 0; offset < min(m,I); offset += NB ) {
NBk = min( m-offset, NB );
/* start sending the first tile from the previous big-panels to gpus */
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
nbi = min( nb, NBk );
magma_zsetmatrix_async( (M-offset), nbi,
A(offset,offset), lda,
dA[d], (maxm-offset), stream[d][0] );
/* make sure the previous update finished */
magmablasSetKernelStream(stream[d][0]);
//magma_queue_sync( stream[d][1] );
magma_queue_wait_event( stream[d][0], event[d][0] );
/* transpose */
magmablas_ztranspose( M-offset, nbi, dA[d], maxm-offset, dPT(d,0,0), nb );
}
/* applying the pivot from the previous big-panel */
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
magmablas_zlaswp_q( ldn_local, dAT(d,0,0), ldn_local, offset+1, offset+NBk, ipiv, 1, stream[d][1] );
}
/* == going through each block-column of previous big-panels == */
for( jj=0, ib=offset/nb; jj < NBk; jj += nb, ib++ ) {
ii = offset+jj;
rows = maxm - ii;
nbi = min( nb, NBk-jj );
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
/* wait for a block-column on GPU */
magma_queue_sync( stream[d][0] );
/* start sending next column */
if ( jj+nb < NBk ) {
magma_zsetmatrix_async( (M-ii-nb), min(nb,NBk-jj-nb),
A(ii+nb,ii+nb), lda,
dA[d], (rows-nb), stream[d][0] );
/* make sure the previous update finished */
magmablasSetKernelStream(stream[d][0]);
//magma_queue_sync( stream[d][1] );
magma_queue_wait_event( stream[d][0], event[d][(1+jj/nb)%2] );
/* transpose next column */
magmablas_ztranspose( M-ii-nb, nb, dA[d], rows-nb, dPT(d,0,(1+jj/nb)%2), nb );
}
/* update with the block column */
magmablasSetKernelStream(stream[d][1]);
magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
n_local[d], nbi, c_one, dPT(d,0,(jj/nb)%2), nb, dAT(d,ib,0), ldn_local );
if ( M > ii+nb ) {
magma_zgemm( MagmaNoTrans, MagmaNoTrans,
n_local[d], M-(ii+nb), nbi, c_neg_one, dAT(d,ib,0), ldn_local,
dPT(d,1,(jj/nb)%2), nb, c_one, dAT(d,ib+1,0), ldn_local );
}
magma_event_record( event[d][(jj/nb)%2], stream[d][1] );
} /* end of for each block-columns in a big-panel */
}
} /* end of for each previous big-panels */
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
magma_queue_sync( stream[d][1] );
magmablasSetKernelStream(NULL);
}
/* calling magma-gpu interface to panel-factorize the big panel */
if ( M > I ) {
magma_zgetrf2_mgpu(ngpu, M-I, N, nb, I, dAT, ldn_local, ipiv+I, dA, A(0,I), lda,
stream, &iinfo);
if ( iinfo < 0 ) {
*info = iinfo;
break;
} else if ( iinfo != 0 ) {
*info = iinfo + I * NB;
//break;
}
/* adjust pivots */
for( ii=I; ii < min(I+N,m); ii++ )
ipiv[ii] += I;
}
time_comp += timer_stop( time );
/* download the current big panel to CPU */
timer_start( time );
magmablas_zgetmatrix_transpose_mgpu(ngpu, stream, dAT, ldn_local, A(0,I), lda, dA, maxm, M, N, nb);
for( d=0; d < ngpu; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
magma_queue_sync( stream[d][1] );
magmablasSetKernelStream(NULL);
}
time_get += timer_stop( time );
} /* end of for */
timer_stop( time_total );
flops = FLOPS_ZGETRF( m, n ) / 1e9;
timer_printf(" memory-allocation time: %e\n", time_alloc );
timer_printf(" NB=%d nb=%d\n", (int) NB, (int) nb );
timer_printf(" memcopy and transpose %e seconds\n", time_set );
timer_printf(" total time %e seconds\n", time_total );
timer_printf(" Performance %f GFlop/s, %f seconds without htod and dtoh\n", flops / (time_comp), time_comp );
timer_printf(" Performance %f GFlop/s, %f seconds with htod\n", flops / (time_comp + time_set), time_comp + time_set );
timer_printf(" Performance %f GFlop/s, %f seconds with dtoh\n", flops / (time_comp + time_get), time_comp + time_get );
timer_printf(" Performance %f GFlop/s, %f seconds without memory-allocation\n", flops / (time_total - time_alloc), time_total - time_alloc );
for( d=0; d < ngpu0; d++ ) {
magma_setdevice(d);
magma_free( dA[d] );
magma_event_destroy( event[d][0] );
magma_event_destroy( event[d][1] );
magma_queue_destroy( stream[d][0] );
magma_queue_destroy( stream[d][1] );
}
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
}
if ( *info >= 0 )
magma_zgetrf_piv(m, n, NB, A, lda, ipiv, info);
return *info;
} /* magma_zgetrf_m */
/**
Purpose
-------
SSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 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. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B REAL array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_ssytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: SPOTRF or SSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if SSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_ssygv_driver
********************************************************************/
extern "C" magma_int_t
magma_ssygvd_m(
magma_int_t ngpu,
magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda,
float *B, magma_int_t ldb,
float *w, float *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
float d_one = MAGMA_S_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_ssytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
lapackf77_ssygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_spotrf_m( ngpu, uplo, n, B, ldb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time spotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_ssygst_m( ngpu, itype, uplo, n, A, lda, B, ldb, info );
timer_stop( time );
timer_printf( "time ssygst = %6.2f\n", time );
timer_start( time );
magma_ssyevd_m( ngpu, jobz, uplo, n, A, lda, w, work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time ssyevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_strsm_m( ngpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, B, ldb, A, lda );
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
float *dA=NULL, *dB=NULL;
magma_int_t ldda = roundup( n, 32 );
magma_int_t lddb = ldda;
if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb ) ) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_ssetmatrix( n, n, B, ldb, dB, lddb );
magma_ssetmatrix( n, n, A, lda, dA, ldda );
magma_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda );
magma_sgetmatrix( n, n, dA, ldda, A, lda );
magma_free( dA );
magma_free( dB );
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_ssygvd_m */
/**
Purpose
-------
ZHEEVDX computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_zhetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_zheev_driver
********************************************************************/
extern "C" magma_int_t
magma_zheevdx(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
magma_int_t imax;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double* dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_zhetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.);
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_Z_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_Z_ONE;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zheevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_zlanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */
// zhetrd rwork: e (n)
// zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// zstedx work: tau (n) + z (n^2)
// zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_zhetrd(uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time zhetrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call ZUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &rwork[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_zstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time zstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_zunmtr(MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1) ], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time zunmtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_dscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zheevdx */
/**
Purpose
-------
DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvd(
magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
double *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_gpu(uplo, n, dB, lddb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info);
timer_stop( time );
timer_printf( "time dsygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* need to have a dwork here that will be used
* as dB and then passed to dsyevd.
* */
if (n > 5000) {
magma_queue_sync( stream );
magma_free( dB );
}
timer_start( time );
magma_dsyevd_gpu(jobz, uplo, n, dA, ldda, w, A, lda,
work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevd_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (n > 5000) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_dtrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
}
magma_dgetmatrix( n, n, dA, ldda, A, lda );
/* free dB */
if (n > 5000) {
magma_free( dB );
}
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_free( dA );
if (n <= 5000) {
magma_free( dB );
}
return *info;
} /* magma_dsygvd */
/**
Purpose
-------
CHEGVD computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be Hermitian and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A COMPLEX array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**H*B*Z = I;
if ITYPE = 3, Z**H*inv(B)*Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B COMPLEX array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**H*U or B = L*L**H.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + 1.
If JOBZ = MagmaVec and N > 1, LWORK >= 2*N*nb + N**2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: CPOTRF or CHEEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if CHEEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_chegv_driver
********************************************************************/
extern "C" magma_int_t
magma_chegvdx_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaFloatComplex *A, magma_int_t lda, magmaFloatComplex *B, magma_int_t ldb,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w, magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magmaFloatComplex c_one = MAGMA_C_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
magma_int_t lrwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_chetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = 2*n + n*n;
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (lrwork < lrwmin && ! lquery) {
*info = -19;
} else if (liwork < liwmin && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_chegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
*m = n;
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_cpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf("time cpotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_chegst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time chegst = %6.2f\n", time );
timer_start( time );
magma_cheevdx_m(nrgpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time cheevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ctrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_one, B, ldb, A, lda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaConjTrans;
}
//magma_ctrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
// n, n, c_one, db, lddb, da, ldda);
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_chegvd_m */
/**
Purpose
-------
SSYEVD_GPU computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA REAL array on the GPU,
dimension (LDDA, N).
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param
wA (workspace) REAL array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_ssytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_ssyev_driver
********************************************************************/
extern "C" magma_int_t
magma_ssyevd_gpu(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaFloat_ptr dA, magma_int_t ldda,
float *w,
float *wA, magma_int_t ldwa,
float *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
float d__1;
float eps;
magma_int_t inde;
float anrm;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
float smlnum;
magma_int_t lquery;
magmaFloat_ptr dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_ssytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -10;
} else if ((liwork < liwmin) && ! lquery) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
float *A;
magma_smalloc_cpu( &A, lda*n );
magma_sgetmatrix( n, n, dA, ldda, A, lda, queue );
lapackf77_ssyevd( lapack_vec_const(jobz), lapack_uplo_const(uplo),
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info );
magma_ssetmatrix( n, n, A, lda, dA, ldda, queue );
magma_free_cpu( A );
magma_queue_destroy( queue );
return *info;
}
// ssytrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb
// sormtr_gpu requires lddc*n
// slansy requires n
magma_int_t ldwork = max( ldda*magma_ceildiv(n,64) + 2*ldda*nb, lddc*n );
ldwork = max( ldwork, n );
if ( wantz ) {
// sstedx requires 3n^2/2
ldwork = max( ldwork, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_smalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_slamch("Safe minimum");
eps = lapackf77_slamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_ssqrt( smlnum );
rmax = magma_ssqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_slansy( MagmaMaxNorm, uplo, n, dA, ldda, dwork, ldwork, queue );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_slascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, queue, info );
}
/* Call SSYTRD to reduce symmetric matrix to tridiagonal form. */
// ssytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// sstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_ssytrd2_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, ldwork, &iinfo );
#else
magma_ssytrd_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
#ifdef FAST_SYMV
timer_printf( "time ssytrd2 = %6.2f\n", time );
#else
timer_printf( "time ssytrd = %6.2f\n", time );
#endif
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call SORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_ssterf( &n, w, &work[inde], info );
}
else {
timer_start( time );
magma_sstedx( MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time sstedx = %6.2f\n", time );
timer_start( time );
magma_ssetmatrix( n, n, &work[indwrk], n, dwork, lddc, queue );
magma_sormtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, n, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo );
magma_scopymatrix( n, n, dwork, lddc, dA, ldda, queue );
timer_stop( time );
timer_printf( "time sormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_sscal( &n, &d__1, w, &ione );
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
magma_queue_destroy( queue );
magma_free( dwork );
return *info;
} /* magma_ssyevd_gpu */
/**
Purpose
-------
SPOTRF_OOC computes the Cholesky factorization of a real symmetric
positive definite matrix A. This version does not require work
space on the GPU passed as input. GPU memory is allocated in the
routine. The matrix A may exceed the GPU memory.
The factorization has the form
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 lower triangular.
This is the block version of the algorithm, calling Level 3 BLAS.
Arguments
---------
@param[in]
num_gpus INTEGER
The number of GPUs. num_gpus > 0.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A 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.
\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,N).
@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.
- > 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
@ingroup magma_sposv_comp
********************************************************************/
extern "C" magma_int_t
magma_spotrf_m(magma_int_t num_gpus, magma_uplo_t uplo, magma_int_t n,
float *A, magma_int_t lda, magma_int_t *info)
{
#define A(i, j) ( A + (j)*lda + (i))
#define dA(d, i, j) (dwork[(d)] + (j)*lddla + (i))
#define dT(d, i, j) ( dt[(d)] + (j)*ldda + (i))
#define dAup(d, i, j) (dwork[(d)] + (j)*NB + (i))
#define dTup(d, i, j) ( dt[(d)] + (j)*nb + (i))
/* Local variables */
float d_one = 1.0;
float d_neg_one = -1.0;
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
const char* uplo_ = lapack_uplo_const( uplo );
int upper = (uplo == MagmaUpper);
float *dwork[MagmaMaxGPUs], *dt[MagmaMaxGPUs];
magma_int_t ldda, lddla, nb, iinfo, n_local[MagmaMaxGPUs], J2, d, num_gpus0 = num_gpus;
magma_int_t j, jj, jb, J, JB, NB, MB, h;
magma_queue_t stream[MagmaMaxGPUs][3];
magma_event_t event[MagmaMaxGPUs][5];
magma_timer_t time_total=0, time_sum=0, time=0;
*info = 0;
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return */
if ( n == 0 )
return *info;
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
nb = magma_get_dpotrf_nb(n);
if ( num_gpus0 > n/nb ) {
num_gpus = n/nb;
if ( n%nb != 0 ) num_gpus ++;
} else {
num_gpus = num_gpus0;
}
//ldda = ((n+31)/32)*32;
ldda = ((n+nb-1)/nb)*nb;
lddla = ((nb*((n+nb*num_gpus-1)/(nb*num_gpus))+31)/32)*32;
/* figure out NB */
size_t freeMem, totalMem;
cudaMemGetInfo( &freeMem, &totalMem );
freeMem /= sizeof(float);
MB = n; /* number of rows in the big panel */
NB = (magma_int_t)((0.8*freeMem-max(2,num_gpus)*nb*ldda-(n+nb)*nb)/lddla); /* number of columns in the big panel */
//NB = min(5*nb,n);
if ( NB >= n ) {
#ifdef CHECK_SPOTRF_OOC
printf( " * still fits in GPU memory.\n" );
#endif
NB = n;
} else {
#ifdef CHECK_SPOTRF_OOC
printf( " * doesn't fit in GPU memory.\n" );
#endif
NB = (NB/nb) * nb; /* making sure it's devisable by nb */
}
#ifdef CHECK_SPOTRF_OOC
if ( NB != n ) printf( " * running in out-core mode (n=%d, NB=%d, nb=%d, lddla=%d, freeMem=%.2e).\n", n, NB, nb, lddla, (float)freeMem );
else printf( " * running in in-core mode (n=%d, NB=%d, nb=%d, lddla=%d, freeMem=%.2e).\n", n, NB, nb, lddla, (float)freeMem );
fflush(stdout);
#endif
for (d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
if (MAGMA_SUCCESS != magma_smalloc( &dt[d], NB*lddla + max(2,num_gpus)*nb*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dwork[d] = &dt[d][max(2,num_gpus)*nb*ldda];
for( j=0; j < 3; j++ )
magma_queue_create( &stream[d][j] );
for( j=0; j < 5; j++ )
magma_event_create( &event[d][j] );
magma_device_sync(); // synch the device
}
magma_setdevice(0);
timer_start( time_total );
if (nb <= 1 || nb >= n) {
lapackf77_spotrf(uplo_, &n, A, &lda, info);
} else {
/* Use hybrid blocked code. */
if (upper) {
/* =========================================================== *
* Compute the Cholesky factorization A = U'*U. *
* big panel is divided by block-row and distributed in block *
* column cyclic format */
/* for each big-panel */
for( J=0; J < n; J += NB ) {
JB = min(NB,n-J);
if ( num_gpus0 > (n-J)/nb ) {
num_gpus = (n-J)/nb;
if ( (n-J)%nb != 0 ) num_gpus ++;
} else {
num_gpus = num_gpus0;
}
/* load the new big-panel by block-rows */
magma_shtodpo( num_gpus, uplo, JB, n, J, J, nb, A, lda, dwork, NB, stream, &iinfo);
/* update with the previous big-panels */
timer_start( time );
for( j=0; j < J; j += nb ) {
/* upload the diagonal of the block column (broadcast to all GPUs) */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magma_ssetmatrix_async( nb, JB,
A(j, J), lda,
dTup(d, 0, J), nb,
stream[d][0] );
n_local[d] = 0;
}
/* distribute off-diagonal blocks to GPUs */
for( jj=J+JB; jj < n; jj += nb ) {
d = ((jj-J)/nb)%num_gpus;
magma_setdevice(d);
jb = min(nb, n-jj);
magma_ssetmatrix_async( nb, jb,
A(j, jj), lda,
dTup(d, 0, J+JB+n_local[d]), nb,
stream[d][0] );
n_local[d] += jb;
}
/* wait for the communication */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
}
/* update the current big-panel using the previous block-row */
/* -- process the big diagonal block of the big panel */
for( jj=0; jj < JB; jj += nb ) { // jj is 'local' column index within the big panel
d = (jj/nb)%num_gpus;
J2 = jj/(nb*num_gpus);
magma_setdevice(d);
magmablasSetKernelStream(stream[d][J2%2]); // the last stream (2) used to process off-diagonal
J2 = nb*J2;
jb = min(nb,JB-jj); // number of columns in this current block-row
magma_sgemm( MagmaConjTrans, MagmaNoTrans,
jj, jb, nb,
c_neg_one, dTup(d, 0, J ), nb,
dTup(d, 0, J+jj), nb,
c_one, dAup(d, 0, J2), NB);
magma_ssyrk(MagmaUpper, MagmaConjTrans, jb, nb,
d_neg_one, dTup(d, 0, J+jj), nb,
d_one, dAup(d, jj, J2), NB);
}
/* -- process the remaining big off-diagonal block of the big panel */
if ( n > J+JB ) {
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magmablasSetKernelStream(stream[d][2]);
/* local number of columns in the big panel */
n_local[d] = ((n-J)/(nb*num_gpus))*nb;
if (d < ((n-J)/nb)%num_gpus)
n_local[d] += nb;
else if (d == ((n-J)/nb)%num_gpus)
n_local[d] += (n-J)%nb;
/* subtracting the local number of columns in the diagonal */
J2 = nb*(JB/(nb*num_gpus));
if ( d < (JB/nb)%num_gpus )
J2 += nb;
n_local[d] -= J2;
magma_sgemm( MagmaConjTrans, MagmaNoTrans,
JB, n_local[d], nb,
c_neg_one, dTup(d, 0, J ), nb,
dTup(d, 0, J+JB), nb,
c_one, dAup(d, 0, J2), NB);
}
}
/* wait for the previous updates */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
for( jj=0; jj < 3; jj++ )
magma_queue_sync( stream[d][jj] );
magmablasSetKernelStream(NULL);
}
magma_setdevice(0);
} /* end of updates with previous rows */
/* factor the big panel */
h = (JB+nb-1)/nb; // big diagonal of big panel will be on CPU
// using two streams
//magma_spotrf2_mgpu(num_gpus, uplo, JB, n-J, J, J, nb,
// dwork, NB, dt, ldda, A, lda, h, stream, event, &iinfo);
// using three streams
magma_spotrf3_mgpu(num_gpus, uplo, JB, n-J, J, J, nb,
dwork, NB, dt, ldda, A, lda, h, stream, event, &iinfo);
if ( iinfo != 0 ) {
*info = J+iinfo;
break;
}
time_sum += timer_stop( time );
/* upload the off-diagonal (and diagonal!!!) big panel */
magma_sdtohpo(num_gpus, uplo, JB, n, J, J, nb, NB, A, lda, dwork, NB, stream, &iinfo);
//magma_sdtohpo(num_gpus, uplo, JB, n, J, J, nb, 0, A, lda, dwork, NB, stream, &iinfo);
}
} else {
/* ========================================================= *
* Compute the Cholesky factorization A = L*L'. */
/* for each big-panel */
for( J=0; J < n; J += NB ) {
JB = min(NB,n-J);
if ( num_gpus0 > (n-J)/nb ) {
num_gpus = (n-J)/nb;
if ( (n-J)%nb != 0 ) num_gpus ++;
} else {
num_gpus = num_gpus0;
}
/* load the new big-panel by block-columns */
magma_shtodpo( num_gpus, uplo, n, JB, J, J, nb, A, lda, dwork, lddla, stream, &iinfo);
/* update with the previous big-panels */
timer_start( time );
for( j=0; j < J; j += nb ) {
/* upload the diagonal of big panel */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magma_ssetmatrix_async( JB, nb,
A(J, j), lda,
dT(d, J, 0), ldda,
stream[d][0] );
n_local[d] = 0;
}
/* upload off-diagonals */
for( jj=J+JB; jj < n; jj += nb ) {
d = ((jj-J)/nb)%num_gpus;
magma_setdevice(d);
jb = min(nb, n-jj);
magma_ssetmatrix_async( jb, nb,
A(jj, j), lda,
dT(d, J+JB+n_local[d], 0), ldda,
stream[d][0] );
n_local[d] += jb;
}
/* wait for the communication */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magma_queue_sync( stream[d][0] );
}
/* update the current big-panel using the previous block-row */
for( jj=0; jj < JB; jj += nb ) { /* diagonal */
d = (jj/nb)%num_gpus;
J2 = jj/(nb*num_gpus);
magma_setdevice(d);
magmablasSetKernelStream(stream[d][J2%2]);
J2 = nb*J2;
jb = min(nb,JB-jj);
magma_sgemm( MagmaNoTrans, MagmaConjTrans,
jb, jj, nb,
c_neg_one, dT(d, J+jj, 0), ldda,
dT(d, J, 0), ldda,
c_one, dA(d, J2, 0), lddla);
magma_ssyrk(MagmaLower, MagmaNoTrans, jb, nb,
d_neg_one, dT(d, J+jj, 0), ldda,
d_one, dA(d, J2, jj), lddla);
}
if ( n > J+JB ) { /* off-diagonal */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magmablasSetKernelStream(stream[d][2]);
/* local number of columns in the big panel */
n_local[d] = (((n-J)/nb)/num_gpus)*nb;
if (d < ((n-J)/nb)%num_gpus)
n_local[d] += nb;
else if (d == ((n-J)/nb)%num_gpus)
n_local[d] += (n-J)%nb;
/* subtracting local number of columns in diagonal */
J2 = nb*(JB/(nb*num_gpus));
if ( d < (JB/nb)%num_gpus )
J2 += nb;
n_local[d] -= J2;
magma_sgemm( MagmaNoTrans, MagmaConjTrans,
n_local[d], JB, nb,
c_neg_one, dT(d, J+JB, 0), ldda,
dT(d, J, 0), ldda,
c_one, dA(d, J2, 0), lddla);
}
}
/* wait for the previous updates */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
for( jj=0; jj < 3; jj++ )
magma_queue_sync( stream[d][jj] );
magmablasSetKernelStream(NULL);
}
magma_setdevice(0);
}
/* factor the big panel */
h = (JB+nb-1)/nb; // big diagonal of big panel will be on CPU
// using two streams
//magma_spotrf2_mgpu(num_gpus, uplo, n-J, JB, J, J, nb,
// dwork, lddla, dt, ldda, A, lda, h, stream, event, &iinfo);
// using three streams
magma_spotrf3_mgpu(num_gpus, uplo, n-J, JB, J, J, nb,
dwork, lddla, dt, ldda, A, lda, h, stream, event, &iinfo);
if ( iinfo != 0 ) {
*info = J+iinfo;
break;
}
time_sum += timer_stop( time );
/* upload the off-diagonal big panel */
magma_sdtohpo( num_gpus, uplo, n, JB, J, J, nb, JB, A, lda, dwork, lddla, stream, &iinfo);
} /* end of for J */
} /* if upper */
} /* if nb */
timer_stop( time_total );
if ( num_gpus0 > n/nb ) {
num_gpus = n/nb;
if ( n%nb != 0 ) num_gpus ++;
} else {
num_gpus = num_gpus0;
}
for (d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
for( j=0; j < 3; j++ ) {
magma_queue_destroy( stream[d][j] );
}
magma_free( dt[d] );
for( j=0; j < 5; j++ ) {
magma_event_destroy( event[d][j] );
}
}
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
timer_printf( "\n n=%d NB=%d nb=%d\n", (int) n, (int) NB, (int) nb );
timer_printf( " Without memory allocation: %f / %f = %f GFlop/s\n",
FLOPS_SPOTRF(n) / 1e9, time_total,
FLOPS_SPOTRF(n) / 1e9 / time_total );
timer_printf( " Performance %f / %f = %f GFlop/s\n",
FLOPS_SPOTRF(n) / 1e9, time_sum,
FLOPS_SPOTRF(n) / 1e9 / time_sum );
return *info;
} /* magma_spotrf_ooc */
/**
Purpose
-------
SGETRF computes an LU factorization of a general M-by-N matrix A
using partial pivoting with row interchanges.
The factorization has the form
A = P * L * U
where P is a permutation matrix, L is lower triangular with unit
diagonal elements (lower trapezoidal if m > n), and U is upper
triangular (upper trapezoidal if m < n).
This is the right-looking Level 3 BLAS version of the algorithm.
Use two buffer to send panels.
Arguments
---------
@param[in]
num_gpus INTEGER
The number of GPUs to be used for the factorization.
@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 REAL array on the GPU, dimension (LDDA,N).
On entry, the M-by-N matrix to be factored.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
@param[out]
ipiv INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the
matrix was interchanged with row IPIV(i).
@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.
- > 0: if INFO = i, U(i,i) is exactly zero. The factorization
has been completed, but the factor U is exactly
singular, and division by zero will occur if it is used
to solve a system of equations.
@ingroup magma_sgesv_comp
********************************************************************/
extern "C" magma_int_t
magma_sgetrf2_mgpu(magma_int_t num_gpus,
magma_int_t m, magma_int_t n, magma_int_t nb, magma_int_t offset,
float *d_lAT[], magma_int_t lddat, magma_int_t *ipiv,
float *d_lAP[], float *w, magma_int_t ldw,
magma_queue_t streaml[][2], magma_int_t *info)
{
#define dAT(id,i,j) (d_lAT[(id)] + ((offset)+(i)*nb)*lddat + (j)*nb)
#define W(j) (w+((j)%num_gpus)*nb*ldw)
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
magma_int_t block_size = 32;
magma_int_t iinfo, n_local[MagmaMaxGPUs];
magma_int_t maxm, mindim;
magma_int_t i, d, dd, rows, cols, s, ldpan[MagmaMaxGPUs];
magma_int_t id, i_local, i_local2, nb0, nb1, h = 2+num_gpus;
float *d_panel[MagmaMaxGPUs], *panel_local[MagmaMaxGPUs];
/* Check arguments */
*info = 0;
if (m < 0)
*info = -2;
else if (n < 0)
*info = -3;
else if (num_gpus*lddat < max(1,n))
*info = -5;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0)
return *info;
/* Function Body */
mindim = min(m, n);
if ( num_gpus > ceil((float)n/nb) ) {
*info = -1;
return *info;
}
/* Use hybrid blocked code. */
maxm = ((m + block_size-1)/block_size)*block_size;
/* some initializations */
for (i=0; i < num_gpus; i++) {
magma_setdevice(i);
n_local[i] = ((n/nb)/num_gpus)*nb;
if (i < (n/nb)%num_gpus)
n_local[i] += nb;
else if (i == (n/nb)%num_gpus)
n_local[i] += n%nb;
/* workspaces */
d_panel[i] = &(d_lAP[i][h*nb*maxm]); /* temporary panel storage */
}
trace_init( 1, num_gpus, 2, (CUstream_st**)streaml );
/* start sending the panel to cpu */
nb0 = min(mindim, nb);
magma_setdevice(0);
magmablasSetKernelStream(streaml[0][1]);
trace_gpu_start( 0, 1, "comm", "get" );
magmablas_stranspose( nb0, m, dAT(0,0,0), lddat, d_lAP[0], maxm );
magma_sgetmatrix_async( m, nb0,
d_lAP[0], maxm,
W(0), ldw, streaml[0][1] );
trace_gpu_end( 0, 1 );
/* ------------------------------------------------------------------------------------- */
magma_timer_t time=0;
timer_start( time );
s = mindim / nb;
for( i=0; i < s; i++ ) {
/* Set the GPU number that holds the current panel */
id = i%num_gpus;
magma_setdevice(id);
/* Set the local index where the current panel is */
i_local = i/num_gpus;
cols = maxm - i*nb;
rows = m - i*nb;
/* synchrnoize i-th panel from id-th gpu into work */
magma_queue_sync( streaml[id][1] );
/* i-th panel factorization */
trace_cpu_start( 0, "getrf", "getrf" );
lapackf77_sgetrf( &rows, &nb, W(i), &ldw, ipiv+i*nb, &iinfo);
if ( (*info == 0) && (iinfo > 0) ) {
*info = iinfo + i*nb;
}
trace_cpu_end( 0 );
/* start sending the panel to all the gpus */
d = (i+1)%num_gpus;
for( dd=0; dd < num_gpus; dd++ ) {
magma_setdevice(d);
trace_gpu_start( 0, 1, "comm", "set" );
magma_ssetmatrix_async( rows, nb,
W(i), ldw,
&d_lAP[d][(i%h)*nb*maxm], cols,
streaml[d][1] );
trace_gpu_end( 0, 1 );
d = (d+1)%num_gpus;
}
/* apply the pivoting */
d = (i+1)%num_gpus;
for( dd=0; dd < num_gpus; dd++ ) {
magma_setdevice(d);
magmablasSetKernelStream(streaml[d][0]);
trace_gpu_start( d, 1, "pivot", "pivot" );
if ( dd == 0 )
magmablas_spermute_long2( lddat, dAT(d,0,0), lddat, ipiv, nb, i*nb );
else
magmablas_spermute_long3( dAT(d,0,0), lddat, ipiv, nb, i*nb );
trace_gpu_end( d, 1 );
d = (d+1)%num_gpus;
}
/* update the trailing-matrix/look-ahead */
d = (i+1)%num_gpus;
for( dd=0; dd < num_gpus; dd++ ) {
magma_setdevice(d);
/* storage for panel */
if ( d == id ) {
/* the panel belond to this gpu */
panel_local[d] = dAT(d,i,i_local);
ldpan[d] = lddat;
/* next column */
i_local2 = i_local+1;
} else {
/* the panel belong to another gpu */
panel_local[d] = d_panel[d];
ldpan[d] = nb;
/* next column */
i_local2 = i_local;
if ( d < id ) i_local2 ++;
}
/* the size of the next column */
if ( s > (i+1) ) {
nb0 = nb;
} else {
nb0 = n_local[d]-nb*(s/num_gpus);
if ( d < s%num_gpus ) nb0 -= nb;
}
if ( d == (i+1)%num_gpus) {
/* owns the next column, look-ahead the column */
nb1 = nb0;
magmablasSetKernelStream(streaml[d][1]);
/* make sure all the pivoting has been applied */
magma_queue_sync(streaml[d][0]);
trace_gpu_start( d, 1, "gemm", "gemm" );
/* transpose panel on GPU */
magmablas_stranspose( rows, nb, &d_lAP[d][(i%h)*nb*maxm], cols, panel_local[d], ldpan[d] );
/* synch for remaining update */
magma_queue_sync(streaml[d][1]);
} else {
/* update the entire trailing matrix */
nb1 = n_local[d] - i_local2*nb;
magmablasSetKernelStream(streaml[d][0]);
/* synchronization to make sure panel arrived on gpu */
magma_queue_sync(streaml[d][1]);
trace_gpu_start( d, 0, "gemm", "gemm" );
/* transpose panel on GPU */
magmablas_stranspose( rows, nb, &d_lAP[d][(i%h)*nb*maxm], cols, panel_local[d], ldpan[d] );
}
/* gpu updating the trailing matrix */
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
nb1, nb, c_one,
panel_local[d], ldpan[d],
dAT(d, i, i_local2), lddat);
magma_sgemm( MagmaNoTrans, MagmaNoTrans,
nb1, m-(i+1)*nb, nb,
c_neg_one, dAT(d, i, i_local2), lddat,
&(panel_local[d][nb*ldpan[d]]), ldpan[d],
c_one, dAT(d, i+1, i_local2), lddat );
if ( d == (i+1)%num_gpus ) {
/* Set the local index where the current panel is */
int loff = i+1;
int i_local = (i+1)/num_gpus;
int ldda = maxm - (i+1)*nb;
int cols = m - (i+1)*nb;
nb0 = min(nb, mindim - (i+1)*nb); /* size of the diagonal block */
trace_gpu_end( d, 1 );
if ( nb0 > 0 ) {
/* transpose the panel for sending it to cpu */
trace_gpu_start( d, 1, "comm", "get" );
magmablas_stranspose( nb0, m-(i+1)*nb, dAT(d,loff,i_local), lddat, &d_lAP[d][((i+1)%h)*nb*maxm], ldda );
/* send the panel to cpu */
magma_sgetmatrix_async( cols, nb0,
&d_lAP[d][((i+1)%h)*nb*maxm], ldda,
W(i+1), ldw, streaml[d][1] );
trace_gpu_end( d, 1 );
}
} else {
trace_gpu_end( d, 0 );
}
d = (d+1)%num_gpus;
}
/* update the remaining matrix by gpu owning the next panel */
if ( (i+1) < s ) {
int i_local = (i+1)/num_gpus;
int rows = m - (i+1)*nb;
d = (i+1)%num_gpus;
magma_setdevice(d);
magmablasSetKernelStream(streaml[d][0]);
trace_gpu_start( d, 0, "gemm", "gemm" );
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
n_local[d] - (i_local+1)*nb, nb,
c_one, panel_local[d], ldpan[d],
dAT(d,i,i_local+1), lddat );
magma_sgemm( MagmaNoTrans, MagmaNoTrans,
n_local[d]-(i_local+1)*nb, rows, nb,
c_neg_one, dAT(d,i,i_local+1), lddat,
&(panel_local[d][nb*ldpan[d]]), ldpan[d],
c_one, dAT(d,i+1, i_local+1), lddat );
trace_gpu_end( d, 0 );
}
} /* end of for i=1..s */
/* ------------------------------------------------------------------------------ */
/* Set the GPU number that holds the last panel */
id = s%num_gpus;
/* Set the local index where the last panel is */
i_local = s/num_gpus;
/* size of the last diagonal-block */
nb0 = min(m - s*nb, n - s*nb);
rows = m - s*nb;
cols = maxm - s*nb;
if ( nb0 > 0 ) {
magma_setdevice(id);
/* wait for the last panel on cpu */
magma_queue_sync( streaml[id][1] );
/* factor on cpu */
lapackf77_sgetrf( &rows, &nb0, W(s), &ldw, ipiv+s*nb, &iinfo);
if ( (*info == 0) && (iinfo > 0) )
*info = iinfo + s*nb;
/* send the factor to gpus */
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
i_local2 = i_local;
if ( d < id ) i_local2 ++;
if ( d == id || n_local[d] > i_local2*nb ) {
magma_ssetmatrix_async( rows, nb0,
W(s), ldw,
&d_lAP[d][(s%h)*nb*maxm],
cols, streaml[d][1] );
}
}
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magmablasSetKernelStream(streaml[d][0]);
if ( d == 0 )
magmablas_spermute_long2( lddat, dAT(d,0,0), lddat, ipiv, nb0, s*nb );
else
magmablas_spermute_long3( dAT(d,0,0), lddat, ipiv, nb0, s*nb );
}
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magmablasSetKernelStream(streaml[d][1]);
/* wait for the pivoting to be done */
magma_queue_sync( streaml[d][0] );
i_local2 = i_local;
if ( d < id ) i_local2++;
if ( d == id ) {
/* the panel belond to this gpu */
panel_local[d] = dAT(d,s,i_local);
/* next column */
nb1 = n_local[d] - i_local*nb-nb0;
magmablas_stranspose( rows, nb0, &d_lAP[d][(s%h)*nb*maxm], cols, panel_local[d], lddat );
if ( nb1 > 0 ) {
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
nb1, nb0, c_one,
panel_local[d], lddat,
dAT(d,s,i_local)+nb0, lddat);
}
} else if ( n_local[d] > i_local2*nb ) {
/* the panel belong to another gpu */
panel_local[d] = d_panel[d];
/* next column */
nb1 = n_local[d] - i_local2*nb;
magmablas_stranspose( rows, nb0, &d_lAP[d][(s%h)*nb*maxm], cols, panel_local[d], nb );
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
nb1, nb0, c_one,
panel_local[d], nb,
dAT(d,s,i_local2), lddat);
}
}
} /* if ( nb0 > 0 ) */
/* clean up */
trace_finalize( "sgetrf_mgpu.svg","trace.css" );
for( d=0; d < num_gpus; d++ ) {
magma_setdevice(d);
magma_queue_sync( streaml[d][0] );
magma_queue_sync( streaml[d][1] );
magmablasSetKernelStream(NULL);
}
magma_setdevice(0);
timer_start( time );
timer_printf("\n Performance %f GFlop/s\n", FLOPS_SGETRF(m,n) / 1e9 / time );
return *info;
} /* magma_sgetrf2_mgpu */
magma_int_t magma_ztrevc3(
magma_side_t side, magma_vec_t howmany,
magma_int_t *select, // logical in Fortran
magma_int_t n,
magmaDoubleComplex *T, magma_int_t ldt,
magmaDoubleComplex *VL, magma_int_t ldvl,
magmaDoubleComplex *VR, magma_int_t ldvr,
magma_int_t mm, magma_int_t *mout,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *info )
{
#define T(i,j) ( T + (i) + (j)*ldt )
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
#define work(i,j) (work + (i) + (j)*n)
// .. Parameters ..
const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
const magmaDoubleComplex c_one = MAGMA_Z_ONE;
const magma_int_t nbmin = 16, nbmax = 128;
const magma_int_t ione = 1;
// .. Local Scalars ..
magma_int_t allv, bothv, leftv, over, rightv, somev;
magma_int_t i, ii, is, j, k, ki, iv, n2, nb, nb2, version;
double ovfl, remax, scale, smin, smlnum, ulp, unfl;
// Decode and test the input parameters
bothv = (side == MagmaBothSides);
rightv = (side == MagmaRight) || bothv;
leftv = (side == MagmaLeft ) || bothv;
allv = (howmany == MagmaAllVec);
over = (howmany == MagmaBacktransVec);
somev = (howmany == MagmaSomeVec);
// Set mout to the number of columns required to store the selected
// eigenvectors.
if ( somev ) {
*mout = 0;
for( j=0; j < n; ++j ) {
if ( select[j] ) {
*mout += 1;
}
}
}
else {
*mout = n;
}
*info = 0;
if ( ! rightv && ! leftv )
*info = -1;
else if ( ! allv && ! over && ! somev )
*info = -2;
else if ( n < 0 )
*info = -4;
else if ( ldt < max( 1, n ) )
*info = -6;
else if ( ldvl < 1 || ( leftv && ldvl < n ) )
*info = -8;
else if ( ldvr < 1 || ( rightv && ldvr < n ) )
*info = -10;
else if ( mm < *mout )
*info = -11;
else if ( lwork < max( 1, 2*n ) )
*info = -14;
if ( *info != 0 ) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// Quick return if possible.
if ( n == 0 ) {
return *info;
}
// Use blocked version (2) if sufficient workspace.
// Requires 1 vector to save diagonal elements, and 2*nb vectors for x and Q*x.
// (Compared to dtrevc3, rwork stores 1-norms.)
// Zero-out the workspace to avoid potential NaN propagation.
nb = 2;
if ( lwork >= n + 2*n*nbmin ) {
version = 2;
nb = (lwork - n) / (2*n);
nb = min( nb, nbmax );
nb2 = 1 + 2*nb;
lapackf77_zlaset( "F", &n, &nb2, &c_zero, &c_zero, work, &n );
}
else {
version = 1;
}
// Set the constants to control overflow.
unfl = lapackf77_dlamch( "Safe minimum" );
ovfl = 1. / unfl;
lapackf77_dlabad( &unfl, &ovfl );
ulp = lapackf77_dlamch( "Precision" );
smlnum = unfl*( n / ulp );
// Store the diagonal elements of T in working array work.
for( i=0; i < n; ++i ) {
*work(i,0) = *T(i,i);
}
// Compute 1-norm of each column of strictly upper triangular
// part of T to control overflow in triangular solver.
rwork[0] = 0.;
for( j=1; j < n; ++j ) {
rwork[j] = cblas_dzasum( j, T(0,j), ione );
}
magma_timer_t time_total=0, time_trsv=0, time_gemm=0, time_gemv=0, time_trsv_sum=0, time_gemm_sum=0, time_gemv_sum=0;
timer_start( time_total );
if ( rightv ) {
// ============================================================
// Compute right eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=nb, goes down to 1.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
if ( version == 2 ) {
iv = nb;
}
timer_start( time_trsv );
is = *mout - 1;
for( ki=n-1; ki >= 0; --ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
smin = max( ulp*( MAGMA_Z_ABS1( *T(ki,ki) ) ), smlnum );
// --------------------------------------------------------
// Complex right eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k=0; k < ki; ++k ) {
*work(k,iv) = -(*T(k,ki));
}
// Solve upper triangular system:
// [ T(1:ki-1,1:ki-1) - T(ki,ki) ]*X = scale*work.
for( k=0; k < ki; ++k ) {
*T(k,k) -= *T(ki,ki);
if ( MAGMA_Z_ABS1( *T(k,k) ) < smin ) {
*T(k,k) = MAGMA_Z_MAKE( smin, 0. );
}
}
if ( ki > 0 ) {
lapackf77_zlatrs( "Upper", "No transpose", "Non-unit", "Y",
&ki, T, &ldt,
work(0,iv), &scale, rwork, info );
*work(ki,iv) = MAGMA_Z_MAKE( scale, 0. );
}
// Copy the vector x or Q*x to VR and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VR and normalize
n2 = ki+1;
blasf77_zcopy( &n2, work(0,iv), &ione, VR(0,is), &ione );
ii = blasf77_izamax( &n2, VR(0,is), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *VR(ii,is) );
blasf77_zdscal( &n2, &remax, VR(0,is), &ione );
for( k=ki+1; k < n; ++k ) {
*VR(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemv );
if ( ki > 0 ) {
blasf77_zgemv( "n", &n, &ki, &c_one,
VR, &ldvr,
work(0, iv), &ione,
work(ki,iv), VR(0,ki), &ione );
}
time_gemv_sum += timer_stop( time_gemv );
ii = blasf77_izamax( &n, VR(0,ki), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *VR(ii,ki) );
blasf77_zdscal( &n, &remax, VR(0,ki), &ione );
timer_start( time_trsv );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out below vector
for( k=ki+1; k < n; ++k ) {
*work(k,iv) = c_zero;
}
// Columns iv:nb of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == 1) || (ki == 0) ) {
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemm );
nb2 = nb-iv+1;
n2 = ki+nb-iv+1;
blasf77_zgemm( "n", "n", &n, &nb2, &n2, &c_one,
VR, &ldvr,
work(0,iv ), &n, &c_zero,
work(0,nb+iv), &n );
time_gemm_sum += timer_stop( time_gemm );
// normalize vectors
// TODO if somev, should copy vectors individually to correct location.
for( k = iv; k <= nb; ++k ) {
ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_zlacpy( "F", &n, &nb2, work(0,nb+iv), &n, VR(0,ki), &ldvr );
iv = nb;
timer_start( time_trsv );
}
else {
iv -= 1;
}
} // blocked back-transform
// Restore the original diagonal elements of T.
for( k=0; k <= ki - 1; ++k ) {
*T(k,k) = *work(k,0);
}
is -= 1;
}
}
timer_stop( time_trsv );
timer_stop( time_total );
timer_printf( "trevc trsv %.4f, gemm %.4f, gemv %.4f, total %.4f\n",
time_trsv_sum, time_gemm_sum, time_gemv_sum, time_total );
if ( leftv ) {
// ============================================================
// Compute left eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=1, goes up to nb.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
is = 0;
for( ki=0; ki < n; ++ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
smin = max( ulp*MAGMA_Z_ABS1( *T(ki,ki) ), smlnum );
// --------------------------------------------------------
// Complex left eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k = ki + 1; k < n; ++k ) {
*work(k,iv) = -MAGMA_Z_CNJG( *T(ki,k) );
}
// Solve conjugate-transposed triangular system:
// [ T(ki+1:n,ki+1:n) - T(ki,ki) ]**H * X = scale*work.
for( k = ki + 1; k < n; ++k ) {
*T(k,k) -= *T(ki,ki);
if ( MAGMA_Z_ABS1( *T(k,k) ) < smin ) {
*T(k,k) = MAGMA_Z_MAKE( smin, 0. );
}
}
if ( ki < n-1 ) {
n2 = n-ki-1;
lapackf77_zlatrs( "Upper", "Conjugate transpose", "Non-unit", "Y",
&n2, T(ki+1,ki+1), &ldt,
work(ki+1,iv), &scale, rwork, info );
*work(ki,iv) = MAGMA_Z_MAKE( scale, 0. );
}
// Copy the vector x or Q*x to VL and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VL and normalize
n2 = n-ki;
blasf77_zcopy( &n2, work(ki,iv), &ione, VL(ki,is), &ione );
ii = blasf77_izamax( &n2, VL(ki,is), &ione ) + ki - 1;
remax = 1. / MAGMA_Z_ABS1( *VL(ii,is) );
blasf77_zdscal( &n2, &remax, VL(ki,is), &ione );
for( k=0; k < ki; ++k ) {
*VL(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
if ( ki < n-1 ) {
n2 = n-ki-1;
blasf77_zgemv( "n", &n, &n2, &c_one,
VL(0,ki+1), &ldvl,
work(ki+1,iv), &ione,
work(ki, iv), VL(0,ki), &ione );
}
ii = blasf77_izamax( &n, VL(0,ki), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *VL(ii,ki) );
blasf77_zdscal( &n, &remax, VL(0,ki), &ione );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out above vector
// could go from (ki+1)-NV+1 to ki
for( k=0; k < ki; ++k ) {
*work(k,iv) = c_zero;
}
// Columns 1:iv of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == nb) || (ki == n-1) ) {
n2 = n-(ki+1)+iv;
blasf77_zgemm( "n", "n", &n, &iv, &n2, &c_one,
VL(0,ki-iv+1), &ldvl,
work(ki-iv+1,1 ), &n, &c_zero,
work(0, nb+1), &n );
// normalize vectors
for( k=1; k <= iv; ++k ) {
ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_zlacpy( "F", &n, &iv, work(0,nb+1), &n, VL(0,ki-iv+1), &ldvl );
iv = 1;
}
else {
iv += 1;
}
} // blocked back-transform
// Restore the original diagonal elements of T.
for( k = ki + 1; k < n; ++k ) {
*T(k,k) = *work(k,0);
}
is += 1;
}
}
return *info;
} // End of ZTREVC
extern "C" magma_int_t
magma_dsyevd(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *a, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_queue_t queue,
magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DSYEVD computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i and JOBZ = 'N', then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = 'V', then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
double one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = a[0];
if (wantz) {
a[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, a, &lda, work );
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time;
timer_start( time );
magma_dsytrd(uplo, n, a, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, queue, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
// TTT Possible bug for n < 128
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, queue, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dormtr(MagmaLeft, uplo, MagmaNoTrans, n, n, a, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, queue, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, a, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd */
/**
Purpose
-------
DLAEX3 finds the roots of the secular equation, as defined by the
values in D, W, and RHO, between 1 and K. It makes the
appropriate calls to DLAED4 and then updates the eigenvectors by
multiplying the matrix of eigenvectors of the pair of eigensystems
being combined by the matrix of eigenvectors of the K-by-K system
which is solved here.
It is used in the last step when only a part of the eigenvectors
is required.
It compute only the required part of the eigenvectors and the rest
is not used.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
k INTEGER
The number of terms in the rational function to be solved by
DLAED4. K >= 0.
@param[in]
n INTEGER
The number of rows and columns in the Q matrix.
N >= K (deflation may result in N > K).
@param[in]
n1 INTEGER
The location of the last eigenvalue in the leading submatrix.
min(1,N) <= N1 <= N/2.
@param[out]
d DOUBLE PRECISION array, dimension (N)
D(I) contains the updated eigenvalues for
1 <= I <= K.
@param[out]
Q DOUBLE PRECISION array, dimension (LDQ,N)
Initially the first K columns are used as workspace.
On output the columns ??? to ??? contain
the updated eigenvectors.
@param[in]
ldq INTEGER
The leading dimension of the array Q. LDQ >= max(1,N).
@param[in]
rho DOUBLE PRECISION
The value of the parameter in the rank one update equation.
RHO >= 0 required.
@param[in,out]
dlamda DOUBLE PRECISION array, dimension (K)
The first K elements of this array contain the old roots
of the deflated updating problem. These are the poles
of the secular equation. May be changed on output by
having lowest order bit set to zero on Cray X-MP, Cray Y-MP,
Cray-2, or Cray C-90, as described above.
@param[in]
Q2 DOUBLE PRECISION array, dimension (LDQ2, N)
The first K columns of this matrix contain the non-deflated
eigenvectors for the split problem.
TODO what is LDQ2?
@param[in]
indx INTEGER array, dimension (N)
The permutation used to arrange the columns of the deflated
Q matrix into three groups (see DLAED2).
The rows of the eigenvectors found by DLAED4 must be likewise
permuted before the matrix multiply can take place.
@param[in]
ctot INTEGER array, dimension (4)
A count of the total number of the various types of columns
in Q, as described in INDX. The fourth column type is any
column which has been deflated.
@param[in,out]
w DOUBLE PRECISION array, dimension (K)
The first K elements of this array contain the components
of the deflation-adjusted updating vector. Destroyed on
output.
@param
s (workspace) DOUBLE PRECISION array, dimension (N1 + 1)*K
Will contain the eigenvectors of the repaired matrix which
will be multiplied by the previously accumulated eigenvectors
to update the system.
@param[out]
indxq INTEGER array, dimension (N)
On exit, the permutation which will reintegrate the
subproblems back into sorted order,
i.e. D( INDXQ( I = 1, N ) ) will be in ascending order.
@param
dwork (workspace) DOUBLE PRECISION array, dimension (3*N*N/2+3*N)
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
TODO verify range, vl, vu, il, iu -- copied from dlaex1.
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
if RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
if RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
info INTEGER
- = 0: successful exit.
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = 1, an eigenvalue did not converge
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified by Francoise Tisseur, University of Tennessee.
@ingroup magma_dsyev_aux
********************************************************************/
extern "C" magma_int_t
magma_dlaex3(magma_int_t k, magma_int_t n, magma_int_t n1, double* d,
double* Q, magma_int_t ldq, double rho,
double* dlamda, double* Q2, magma_int_t* indx,
magma_int_t* ctot, double* w, double* s, magma_int_t* indxq,
double* dwork,
magma_range_t range, double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t* info )
{
#define Q(i_,j_) (Q + (i_) + (j_)*ldq)
double d_one = 1.;
double d_zero = 0.;
magma_int_t ione = 1;
magma_int_t ineg_one = -1;
magma_int_t iil, iiu, rk;
double* dq2= dwork;
double* ds = dq2 + n*(n/2+1);
double* dq = ds + n*(n/2+1);
magma_int_t lddq = n/2 + 1;
magma_int_t i, iq2, j, n12, n2, n23, tmp, lq2;
double temp;
magma_int_t alleig, valeig, indeig;
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
*info = 0;
if (k < 0)
*info=-1;
else if (n < k)
*info=-2;
else if (ldq < max(1,n))
*info=-6;
else if (! (alleig || valeig || indeig))
*info = -15;
else {
if (valeig) {
if (n > 0 && vu <= vl)
*info = -17;
}
else if (indeig) {
if (il < 1 || il > max(1,n))
*info = -18;
else if (iu < min(n,il) || iu > n)
*info = -19;
}
}
if (*info != 0) {
magma_xerbla(__func__, -(*info));
return *info;
}
// Quick return if possible
if (k == 0)
return *info;
/*
Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can
be computed with high relative accuracy (barring over/underflow).
This is a problem on machines without a guard digit in
add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I),
which on any of these machines zeros out the bottommost
bit of DLAMDA(I) if it is 1; this makes the subsequent
subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation
occurs. On binary machines with a guard digit (almost all
machines) it does not change DLAMDA(I) at all. On hexadecimal
and decimal machines with a guard digit, it slightly
changes the bottommost bits of DLAMDA(I). It does not account
for hexadecimal or decimal machines without guard digits
(we know of none). We use a subroutine call to compute
2*DLAMBDA(I) to prevent optimizing compilers from eliminating
this code.*/
n2 = n - n1;
n12 = ctot[0] + ctot[1];
n23 = ctot[1] + ctot[2];
iq2 = n1 * n12;
lq2 = iq2 + n2 * n23;
magma_dsetvector_async( lq2, Q2, 1, dq2, 1, NULL );
#ifdef _OPENMP
/////////////////////////////////////////////////////////////////////////////////
//openmp implementation
/////////////////////////////////////////////////////////////////////////////////
magma_timer_t time=0;
timer_start( time );
#pragma omp parallel private(i, j, tmp, temp)
{
magma_int_t id = omp_get_thread_num();
magma_int_t tot = omp_get_num_threads();
magma_int_t ib = ( id * k) / tot; //start index of local loop
magma_int_t ie = ((id+1) * k) / tot; //end index of local loop
magma_int_t ik = ie - ib; //number of local indices
for (i = ib; i < ie; ++i)
dlamda[i]=lapackf77_dlamc3(&dlamda[i], &dlamda[i]) - dlamda[i];
for (j = ib; j < ie; ++j) {
magma_int_t tmpp=j+1;
magma_int_t iinfo = 0;
lapackf77_dlaed4(&k, &tmpp, dlamda, w, Q(0,j), &rho, &d[j], &iinfo);
// If the zero finder fails, the computation is terminated.
if (iinfo != 0) {
#pragma omp critical (info)
*info=iinfo;
break;
}
}
#pragma omp barrier
if (*info == 0) {
#pragma omp single
{
//Prepare the INDXQ sorting permutation.
magma_int_t nk = n - k;
lapackf77_dlamrg( &k, &nk, d, &ione, &ineg_one, indxq);
//compute the lower and upper bound of the non-deflated eigenvectors
if (valeig)
magma_dvrange(k, d, &iil, &iiu, vl, vu);
else if (indeig)
magma_dirange(k, indxq, &iil, &iiu, il, iu);
else {
iil = 1;
iiu = k;
}
rk = iiu - iil + 1;
}
if (k == 2) {
#pragma omp single
{
for (j = 0; j < k; ++j) {
w[0] = *Q(0,j);
w[1] = *Q(1,j);
i = indx[0] - 1;
*Q(0,j) = w[i];
i = indx[1] - 1;
*Q(1,j) = w[i];
}
}
}
else if (k != 1) {
// Compute updated W.
blasf77_dcopy( &ik, &w[ib], &ione, &s[ib], &ione);
// Initialize W(I) = Q(I,I)
tmp = ldq + 1;
blasf77_dcopy( &ik, Q(ib,ib), &tmp, &w[ib], &ione);
for (j = 0; j < k; ++j) {
magma_int_t i_tmp = min(j, ie);
for (i = ib; i < i_tmp; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
i_tmp = max(j+1, ib);
for (i = i_tmp; i < ie; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
}
for (i = ib; i < ie; ++i)
w[i] = copysign( sqrt( -w[i] ), s[i]);
#pragma omp barrier
//reduce the number of used threads to have enough S workspace
tot = min(n1, omp_get_num_threads());
if (id < tot) {
ib = ( id * rk) / tot + iil - 1;
ie = ((id+1) * rk) / tot + iil - 1;
ik = ie - ib;
}
else {
ib = -1;
ie = -1;
ik = -1;
}
// Compute eigenvectors of the modified rank-1 modification.
for (j = ib; j < ie; ++j) {
for (i = 0; i < k; ++i)
s[id*k + i] = w[i] / *Q(i,j);
temp = magma_cblas_dnrm2( k, s+id*k, 1 );
for (i = 0; i < k; ++i) {
magma_int_t iii = indx[i] - 1;
*Q(i,j) = s[id*k + iii] / temp;
}
}
}
}
}
if (*info != 0)
return *info;
timer_stop( time );
timer_printf( "eigenvalues/vector D+zzT = %6.2f\n", time );
#else
/////////////////////////////////////////////////////////////////////////////////
// Non openmp implementation
/////////////////////////////////////////////////////////////////////////////////
magma_timer_t time=0;
timer_start( time );
for (i = 0; i < k; ++i)
dlamda[i]=lapackf77_dlamc3(&dlamda[i], &dlamda[i]) - dlamda[i];
for (j = 0; j < k; ++j) {
magma_int_t tmpp=j+1;
magma_int_t iinfo = 0;
lapackf77_dlaed4(&k, &tmpp, dlamda, w, Q(0,j), &rho, &d[j], &iinfo);
// If the zero finder fails, the computation is terminated.
if (iinfo != 0)
*info=iinfo;
}
if (*info != 0)
return *info;
//Prepare the INDXQ sorting permutation.
magma_int_t nk = n - k;
lapackf77_dlamrg( &k, &nk, d, &ione, &ineg_one, indxq);
//compute the lower and upper bound of the non-deflated eigenvectors
if (valeig)
magma_dvrange(k, d, &iil, &iiu, vl, vu);
else if (indeig)
magma_dirange(k, indxq, &iil, &iiu, il, iu);
else {
iil = 1;
iiu = k;
}
rk = iiu - iil + 1;
if (k == 2) {
for (j = 0; j < k; ++j) {
w[0] = *Q(0,j);
w[1] = *Q(1,j);
i = indx[0] - 1;
*Q(0,j) = w[i];
i = indx[1] - 1;
*Q(1,j) = w[i];
}
}
else if (k != 1) {
// Compute updated W.
blasf77_dcopy( &k, w, &ione, s, &ione);
// Initialize W(I) = Q(I,I)
tmp = ldq + 1;
blasf77_dcopy( &k, Q, &tmp, w, &ione);
for (j = 0; j < k; ++j) {
for (i = 0; i < j; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
for (i = j+1; i < k; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
}
for (i = 0; i < k; ++i)
w[i] = copysign( sqrt( -w[i] ), s[i]);
// Compute eigenvectors of the modified rank-1 modification.
for (j = iil-1; j < iiu; ++j) {
for (i = 0; i < k; ++i)
s[i] = w[i] / *Q(i,j);
temp = magma_cblas_dnrm2( k, s, 1 );
for (i = 0; i < k; ++i) {
magma_int_t iii = indx[i] - 1;
*Q(i,j) = s[iii] / temp;
}
}
}
timer_stop( time );
timer_printf( "eigenvalues/vector D+zzT = %6.2f\n", time );
#endif //_OPENMP
// Compute the updated eigenvectors.
timer_start( time );
magma_queue_sync( NULL );
if (rk != 0) {
if ( n23 != 0 ) {
if (rk < magma_get_dlaed3_k()) {
lapackf77_dlacpy("A", &n23, &rk, Q(ctot[0],iil-1), &ldq, s, &n23);
blasf77_dgemm("N", "N", &n2, &rk, &n23, &d_one, &Q2[iq2], &n2,
s, &n23, &d_zero, Q(n1,iil-1), &ldq );
} else {
magma_dsetmatrix( n23, rk, Q(ctot[0],iil-1), ldq, ds, n23 );
magma_dgemm( MagmaNoTrans, MagmaNoTrans, n2, rk, n23, d_one, &dq2[iq2], n2, ds, n23, d_zero, dq, lddq);
magma_dgetmatrix( n2, rk, dq, lddq, Q(n1,iil-1), ldq );
}
} else
lapackf77_dlaset("A", &n2, &rk, &d_zero, &d_zero, Q(n1,iil-1), &ldq);
if ( n12 != 0 ) {
if (rk < magma_get_dlaed3_k()) {
lapackf77_dlacpy("A", &n12, &rk, Q(0,iil-1), &ldq, s, &n12);
blasf77_dgemm("N", "N", &n1, &rk, &n12, &d_one, Q2, &n1,
s, &n12, &d_zero, Q(0,iil-1), &ldq);
} else {
magma_dsetmatrix( n12, rk, Q(0,iil-1), ldq, ds, n12 );
magma_dgemm( MagmaNoTrans, MagmaNoTrans, n1, rk, n12, d_one, dq2, n1, ds, n12, d_zero, dq, lddq);
magma_dgetmatrix( n1, rk, dq, lddq, Q(0,iil-1), ldq );
}
} else
lapackf77_dlaset("A", &n1, &rk, &d_zero, &d_zero, Q(0,iil-1), &ldq);
}
timer_stop( time );
timer_printf( "gemms = %6.2f\n", time );
return *info;
} /* magma_dlaex3 */
/**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_m(magma_int_t nrgpu, magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = A[0];
if (wantz) {
A[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(nrgpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
#ifdef USE_SINGLE_GPU
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
magma_free( dwork );
#else
magma_dstedx_m(nrgpu, MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
#endif
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dormtr_m(nrgpu, MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */
/**
Purpose
-------
SGEEV computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**T * A = lambda(j) * u(j)**T
where u(j)**T denotes the transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
---------
@param[in]
jobvl magma_vec_t
- = MagmaNoVec: left eigenvectors of A are not computed;
- = MagmaVec: left eigenvectors of are computed.
@param[in]
jobvr magma_vec_t
- = MagmaNoVec: right eigenvectors of A are not computed;
- = MagmaVec: right eigenvectors of A are computed.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
wr REAL array, dimension (N)
@param[out]
wi REAL array, dimension (N)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Complex
conjugate pairs of eigenvalues appear consecutively
with the eigenvalue having the positive imaginary part
first.
@param[out]
VL REAL array, dimension (LDVL,N)
If JOBVL = MagmaVec, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = MagmaNoVec, VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
@param[in]
ldvl INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = MagmaVec, LDVL >= N.
@param[out]
VR REAL array, dimension (LDVR,N)
If JOBVR = MagmaVec, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = MagmaNoVec, VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
@param[in]
ldvr INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = MagmaVec, LDVR >= N.
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= (2 + nb + nb*ngpu)*N.
For optimal performance, LWORK >= (2 + 2*nb + nb*ngpu)*N.
\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.
- > 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
@ingroup magma_sgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_sgeev_m(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
float *A, magma_int_t lda,
#ifdef COMPLEX
float *w,
#else
float *wr, float *wi,
#endif
float *VL, magma_int_t ldvl,
float *VR, magma_int_t ldvr,
float *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork,
#endif
magma_int_t *info )
{
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
const magma_int_t ione = 1;
const magma_int_t izero = 0;
float d__1, d__2;
float r, cs, sn, scl;
float dum[1], eps;
float anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, nb;
magma_int_t scalea, minwrk, optwrk, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
magma_int_t ngpu = magma_num_gpus();
magma_timer_t time_total=0, time_gehrd=0, time_unghr=0, time_hseqr=0, time_trevc=0, time_sum=0;
magma_flops_t flop_total=0, flop_gehrd=0, flop_unghr=0, flop_hseqr=0, flop_trevc=0, flop_sum=0;
timer_start( time_total );
flops_start( flop_total );
*info = 0;
lquery = (lwork == -1);
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -9;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -11;
}
/* Compute workspace */
nb = magma_get_sgehrd_nb( n );
if (*info == 0) {
minwrk = (2 + nb + nb*ngpu)*n;
optwrk = (2 + 2*nb + nb*ngpu)*n;
work[0] = magma_smake_lwork( optwrk );
if (lwork < minwrk && ! lquery) {
*info = -13;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(Version3)
float *dT;
if (MAGMA_SUCCESS != magma_smalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version5)
float *T;
if (MAGMA_SUCCESS != magma_smalloc_cpu( &T, nb*n )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_slamch( "P" );
smlnum = lapackf77_slamch( "S" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum = magma_ssqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_slange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_slascl( "G", &izero, &izero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (Workspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_sgebal( "B", &n, A, &lda, &ilo, &ihi, &work[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (Workspace: need 3*N, prefer 2*N + N*NB + NB*NGPU)
* - added NB*NGPU needed for multi-GPU magma_sgehrd_m
* - including N reserved for gebal/gebak, unused by sgehrd */
itau = ibal + n;
iwrk = itau + n;
liwrk = lwork - iwrk;
timer_start( time_gehrd );
flops_start( flop_gehrd );
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_sgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_sgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_sgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_sgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &ierr );
#endif
time_sum += timer_stop( time_gehrd );
flop_sum += flops_stop( flop_gehrd );
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_slacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate orthogonal matrix in VL
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by sorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_sorghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_sorghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_sorghr_m( n, ilo, ihi, VL, ldvl, &work[itau], T, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
timer_start( time_hseqr );
flops_start( flop_hseqr );
/* Perform QR iteration, accumulating Schur vectors in VL
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
VL, &ldvl, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_slacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_slacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate orthogonal matrix in VR
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by sorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_sorghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_sorghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_sorghr_m( n, ilo, ihi, VR, ldvr, &work[itau], T, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
/* Perform QR iteration, accumulating Schur vectors in VR
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
else {
/* Compute eigenvalues only
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "E", "N", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
/* If INFO > 0 from SHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
timer_start( time_trevc );
flops_start( flop_trevc );
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (Workspace: need 4*N, prefer (2 + 2*nb)*N)
* - including N reserved for gebal/gebak, unused by strevc */
liwrk = lwork - iwrk;
#if TREVC_VERSION == 1
lapackf77_strevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &ierr );
#elif TREVC_VERSION == 2
lapackf77_strevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &ierr );
#elif TREVC_VERSION == 3
magma_strevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 4
magma_strevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 5
magma_strevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#else
#error Unknown TREVC_VERSION
#endif
}
time_sum += timer_stop( time_trevc );
flop_sum += flops_stop( flop_trevc );
if (wantvl) {
/* Undo balancing of left eigenvectors
* (Workspace: need N) */
lapackf77_sgebak( "B", "L", &n, &ilo, &ihi, &work[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_snrm2( n, VL(0,i), 1 );
blasf77_sscal( &n, &scl, VL(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_snrm2( n, VL(0,i), 1 );
d__2 = magma_cblas_snrm2( n, VL(0,i+1), 1 );
scl = 1. / lapackf77_slapy2( &d__1, &d__2 );
blasf77_sscal( &n, &scl, VL(0,i), &ione );
blasf77_sscal( &n, &scl, VL(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VL(k,i);
d__2 = *VL(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_slartg( VL(k,i), VL(k,i+1), &cs, &sn, &r );
blasf77_srot( &n, VL(0,i), &ione, VL(0,i+1), &ione, &cs, &sn );
*VL(k,i+1) = 0.;
}
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (Workspace: need N) */
lapackf77_sgebak( "B", "R", &n, &ilo, &ihi, &work[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_snrm2( n, VR(0,i), 1 );
blasf77_sscal( &n, &scl, VR(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_snrm2( n, VR(0,i), 1 );
d__2 = magma_cblas_snrm2( n, VR(0,i+1), 1 );
scl = 1. / lapackf77_slapy2( &d__1, &d__2 );
blasf77_sscal( &n, &scl, VR(0,i), &ione );
blasf77_sscal( &n, &scl, VR(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VR(k,i);
d__2 = *VR(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_slartg( VR(k,i), VR(k,i+1), &cs, &sn, &r );
blasf77_srot( &n, VR(0,i), &ione, VR(0,i+1), &ione, &cs, &sn );
*VR(k,i+1) = 0.;
}
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
// converged eigenvalues, stored in wr[i+1:n] and wi[i+1:n] for i = INFO
magma_int_t nval = n - (*info);
magma_int_t ld = max( nval, 1 );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr + (*info), &ld, &ierr );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr, &n, &ierr );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi, &n, &ierr );
}
}
#if defined(Version3)
magma_free( dT );
#endif
#if defined(Version5)
magma_free_cpu( T );
#endif
timer_stop( time_total );
flops_stop( flop_total );
timer_printf( "sgeev times n %5d, gehrd %7.3f, unghr %7.3f, hseqr %7.3f, trevc %7.3f, total %7.3f, sum %7.3f\n",
(int) n, time_gehrd, time_unghr, time_hseqr, time_trevc, time_total, time_sum );
timer_printf( "sgeev flops n %5d, gehrd %7lld, unghr %7lld, hseqr %7lld, trevc %7lld, total %7lld, sum %7lld\n",
(int) n, flop_gehrd, flop_unghr, flop_hseqr, flop_trevc, flop_total, flop_sum );
work[0] = magma_smake_lwork( optwrk );
return *info;
} /* magma_sgeev */
/**
Purpose
-------
SSYEVDX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA REAL array on the GPU,
dimension (LDDA, N).
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w REAL array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param
wA (workspace) REAL array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_ssytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_ssyev_driver
********************************************************************/
extern "C" magma_int_t
magma_ssyevdx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
float *dA, magma_int_t ldda,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w,
float *wA, magma_int_t ldwa,
float *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
float d__1;
float eps;
magma_int_t inde;
float anrm;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
float smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
float *dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_ssytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
const char* jobz_ = lapack_vec_const( jobz );
const char* uplo_ = lapack_uplo_const( uplo );
float *A;
magma_smalloc_cpu( &A, n*n );
magma_sgetmatrix(n, n, dA, ldda, A, n);
lapackf77_ssyevd(jobz_, uplo_,
&n, A, &n,
w, work, &lwork,
iwork, &liwork, info);
magma_ssetmatrix( n, n, A, n, dA, ldda);
magma_free_cpu(A);
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// n*lddc for ssytrd2_gpu
// n for slansy
magma_int_t ldwork = n*lddc;
if ( wantz ) {
// need 3n^2/2 for sstedx
ldwork = max( ldwork, 3*n*(n/2 + 1));
}
if (MAGMA_SUCCESS != magma_smalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_slamch("Safe minimum");
eps = lapackf77_slamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_ssqrt(smlnum);
rmax = magma_ssqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_slansy(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_slascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
}
/* Call SSYTRD to reduce symmetric matrix to tridiagonal form. */
// ssytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// sstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_ssytrd2_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, n*lddc, &iinfo);
#else
magma_ssytrd_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo);
#endif
timer_stop( time );
timer_printf( "time ssytrd = %6.2f\n", time );
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call SORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_ssterf(&n, w, &work[inde], info);
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_sstedx(range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
timer_stop( time );
timer_printf( "time sstedx = %6.2f\n", time );
timer_start( time );
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_ssetmatrix( n, *m, &work[indwrk + n* (il-1) ], n, dwork, lddc );
magma_sormtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo);
magma_scopymatrix( n, *m, dwork, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time sormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_sscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_ssyevd_gpu */
/**
Purpose
-------
CHEEVD_GPU computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX array on the GPU,
dimension (LDDA, N).
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param
wA (workspace) COMPLEX array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_chetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) REAL array, dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_cheev_driver
********************************************************************/
extern "C" magma_int_t
magma_cheevd_gpu(magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaFloatComplex *dA, magma_int_t ldda,
float *w,
magmaFloatComplex *wA, magma_int_t ldwa,
magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
float d__1;
float eps;
magma_int_t inde;
float anrm;
magma_int_t imax;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
float smlnum;
magma_int_t lquery;
float *dwork;
magmaFloatComplex *dC;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
} else if (ldwa < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_chetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.);
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -10;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -12;
} else if ((liwork < liwmin) && ! lquery) {
*info = -14;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
magmaFloatComplex *A;
magma_cmalloc_cpu( &A, n*n );
magma_cgetmatrix(n, n, dA, ldda, A, n);
lapackf77_cheevd(jobz_, uplo_,
&n, A, &n,
w, work, &lwork,
rwork, &lrwork,
iwork, &liwork, info);
magma_csetmatrix( n, n, A, n, dA, ldda);
magma_free_cpu(A);
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// dC and dwork are never used together, so use one buffer for both;
// unfortunately they're different types (complex and float).
// (this works better in dsyevd_gpu where they're both float).
// n*lddc for chetrd2_gpu, *2 for complex
// n for clanhe
magma_int_t ldwork = n*lddc*2;
if ( wantz ) {
// need 3n^2/2 for cstedx
ldwork = max( ldwork, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_smalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dC = (magmaFloatComplex*) dwork;
/* Get machine constants. */
safmin = lapackf77_slamch("Safe minimum");
eps = lapackf77_slamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_ssqrt(smlnum);
rmax = magma_ssqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_clanhe(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_clascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
}
/* Call CHETRD to reduce Hermitian matrix to tridiagonal form. */
// chetrd rwork: e (n)
// cstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2
inde = 0;
indrwk = inde + n;
llrwk = lrwork - indrwk;
// chetrd work: tau (n) + llwork (n*nb) ==> n + n*nb
// cstedx work: tau (n) + z (n^2)
// cunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2
indtau = 0;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_HEMV
magma_chetrd2_gpu(uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dC, n*lddc, &iinfo);
#else
magma_chetrd_gpu (uplo, n, dA, ldda, w, &rwork[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork, &iinfo);
#endif
timer_stop( time );
timer_printf( "time chetrd_gpu = %6.2f\n", time );
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
CSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call CUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_ssterf(&n, w, &rwork[inde], info);
}
else {
timer_start( time );
magma_cstedx( MagmaRangeAll, n, 0., 0., 0, 0, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
timer_stop( time );
timer_printf( "time cstedx = %6.2f\n", time );
timer_start( time );
magma_csetmatrix( n, n, &work[indwrk], n, dC, lddc );
magma_cunmtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, n, dA, ldda, &work[indtau],
dC, lddc, wA, ldwa, &iinfo);
magma_ccopymatrix( n, n, dC, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time cunmtr_gpu + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_sscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_cheevd_gpu */
/**
Purpose
-------
SLAEX3 finds the roots of the secular equation, as defined by the
values in D, W, and RHO, between 1 and K. It makes the
appropriate calls to SLAED4 and then updates the eigenvectors by
multiplying the matrix of eigenvectors of the pair of eigensystems
being combined by the matrix of eigenvectors of the K-by-K system
which is solved here.
It is used in the last step when only a part of the eigenvectors
is required.
It compute only the required part of the eigenvectors and the rest
is not used.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
k INTEGER
The number of terms in the rational function to be solved by
SLAED4. K >= 0.
@param[in]
n INTEGER
The number of rows and columns in the Q matrix.
N >= K (deflation may result in N > K).
@param[in]
n1 INTEGER
The location of the last eigenvalue in the leading submatrix.
min(1,N) <= N1 <= N/2.
@param[out]
d REAL array, dimension (N)
D(I) contains the updated eigenvalues for
1 <= I <= K.
@param[out]
Q REAL array, dimension (LDQ,N)
Initially the first K columns are used as workspace.
On output the columns ??? to ??? contain
the updated eigenvectors.
@param[in]
ldq INTEGER
The leading dimension of the array Q. LDQ >= max(1,N).
@param[in]
rho REAL
The value of the parameter in the rank one update equation.
RHO >= 0 required.
@param[in,out]
dlamda REAL array, dimension (K)
The first K elements of this array contain the old roots
of the deflated updating problem. These are the poles
of the secular equation. May be changed on output by
having lowest order bit set to zero on Cray X-MP, Cray Y-MP,
Cray-2, or Cray C-90, as described above.
@param[in]
Q2 REAL array, dimension (LDQ2, N)
The first K columns of this matrix contain the non-deflated
eigenvectors for the split problem.
@param[in]
indx INTEGER array, dimension (N)
The permutation used to arrange the columns of the deflated
Q matrix into three groups (see SLAED2).
The rows of the eigenvectors found by SLAED4 must be likewise
permuted before the matrix multiply can take place.
@param[in]
ctot INTEGER array, dimension (4)
A count of the total number of the various types of columns
in Q, as described in INDX. The fourth column type is any
column which has been deflated.
@param[in,out]
w REAL array, dimension (K)
The first K elements of this array contain the components
of the deflation-adjusted updating vector. Destroyed on
output.
@param
s (workspace) REAL array, dimension (N1 + 1)*K
Will contain the eigenvectors of the repaired matrix which
will be multiplied by the previously accumulated eigenvectors
to update the system.
@param[out]
indxq INTEGER array, dimension (N)
On exit, the permutation which will reintegrate the
subproblems back into sorted order,
i.e. D( INDXQ( I = 1, N ) ) will be in ascending order.
@param
dwork (devices workspaces) REAL array of arrays,
dimension NRGPU.
if NRGPU = 1 the dimension of the first workspace
should be (3*N*N/2+3*N)
otherwise the NRGPU workspaces should have the size
ceil((N-N1) * (N-N1) / floor(ngpu/2)) +
NB * ((N-N1) + (N-N1) / floor(ngpu/2))
@param
queues (device queues) magma_queue_t array,
dimension (MagmaMaxGPUs,2)
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
TODO verify range, vl, vu, il, iu -- copied from slaex1.
@param[in]
vl REAL
@param[in]
vu REAL
if RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
if RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
info INTEGER
- = 0: successful exit.
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = 1, an eigenvalue did not converge
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified by Francoise Tisseur, University of Tennessee.
@ingroup magma_ssyev_aux
********************************************************************/
extern "C" magma_int_t
magma_slaex3_m(
magma_int_t ngpu,
magma_int_t k, magma_int_t n, magma_int_t n1, float *d,
float *Q, magma_int_t ldq, float rho,
float *dlamda, float *Q2, magma_int_t *indx,
magma_int_t *ctot, float *w, float *s, magma_int_t *indxq,
magmaFloat_ptr dwork[],
magma_queue_t queues[MagmaMaxGPUs][2],
magma_range_t range, float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *info )
{
#define Q(i_,j_) (Q + (i_) + (j_)*ldq)
#define dQ2(id) (dwork[id])
#define dS(id, ii) (dwork[id] + n2*n2_loc + (ii)*(n2*nb))
#define dQ(id, ii) (dwork[id] + n2*n2_loc + 2*(n2*nb) + (ii)*(n2_loc*nb))
if (ngpu == 1) {
magma_setdevice(0);
magma_slaex3(k, n, n1, d, Q, ldq, rho,
dlamda, Q2, indx, ctot, w, s, indxq,
*dwork, range, vl, vu, il, iu, info );
return *info;
}
float d_one = 1.;
float d_zero = 0.;
magma_int_t ione = 1;
magma_int_t ineg_one = -1;
magma_int_t iil, iiu, rk;
magma_int_t n1_loc, n2_loc, ib, nb, ib2, igpu;
magma_int_t ni_loc[MagmaMaxGPUs];
magma_int_t i, ind, iq2, j, n12, n2, n23, tmp;
float temp;
magma_int_t alleig, valeig, indeig;
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
*info = 0;
if (k < 0)
*info=-1;
else if (n < k)
*info=-2;
else if (ldq < max(1,n))
*info=-6;
else if (! (alleig || valeig || indeig))
*info = -15;
else {
if (valeig) {
if (n > 0 && vu <= vl)
*info = -17;
}
else if (indeig) {
if (il < 1 || il > max(1,n))
*info = -18;
else if (iu < min(n,il) || iu > n)
*info = -19;
}
}
if (*info != 0) {
magma_xerbla(__func__, -(*info));
return *info;
}
// Quick return if possible
if (k == 0)
return *info;
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
/*
Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can
be computed with high relative accuracy (barring over/underflow).
This is a problem on machines without a guard digit in
add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I),
which on any of these machines zeros out the bottommost
bit of DLAMDA(I) if it is 1; this makes the subsequent
subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation
occurs. On binary machines with a guard digit (almost all
machines) it does not change DLAMDA(I) at all. On hexadecimal
and decimal machines with a guard digit, it slightly
changes the bottommost bits of DLAMDA(I). It does not account
for hexadecimal or decimal machines without guard digits
(we know of none). We use a subroutine call to compute
2*DLAMBDA(I) to prevent optimizing compilers from eliminating
this code.*/
//#define CHECK_CPU
#ifdef CHECK_CPU
float *hwS[2][MagmaMaxGPUs], *hwQ[2][MagmaMaxGPUs], *hwQ2[MagmaMaxGPUs];
#define hQ2(id) (hwQ2[id])
#define hS(id, ii) (hwS[ii][id])
#define hQ(id, ii) (hwQ[ii][id])
#endif
n2 = n - n1;
n12 = ctot[0] + ctot[1];
n23 = ctot[1] + ctot[2];
iq2 = n1 * n12;
//lq2 = iq2 + n2 * n23;
n1_loc = (n1-1) / (ngpu/2) + 1;
n2_loc = (n2-1) / (ngpu/2) + 1;
nb = magma_get_slaex3_m_nb();
if (n1 >= magma_get_slaex3_m_k()) {
#ifdef CHECK_CPU
for (igpu = 0; igpu < ngpu; ++igpu) {
magma_smalloc_pinned( &(hwS[0][igpu]), n2*nb );
magma_smalloc_pinned( &(hwS[1][igpu]), n2*nb );
magma_smalloc_pinned( &(hwQ2[igpu]), n2*n2_loc );
magma_smalloc_pinned( &(hwQ[0][igpu]), n2_loc*nb );
magma_smalloc_pinned( &(hwQ[1][igpu]), n2_loc*nb );
}
#endif
for (igpu = 0; igpu < ngpu-1; igpu += 2) {
ni_loc[igpu] = min(n1_loc, n1 - igpu/2 * n1_loc);
#ifdef CHECK_CPU
lapackf77_slacpy("A", &ni_loc[igpu], &n12, Q2+n1_loc*(igpu/2), &n1, hQ2(igpu), &n1_loc);
#endif
magma_setdevice(igpu);
magma_ssetmatrix_async( ni_loc[igpu], n12,
Q2+n1_loc*(igpu/2), n1,
dQ2(igpu), n1_loc, queues[igpu][0] );
ni_loc[igpu+1] = min(n2_loc, n2 - igpu/2 * n2_loc);
#ifdef CHECK_CPU
lapackf77_slacpy("A", &ni_loc[igpu+1], &n23, Q2+iq2+n2_loc*(igpu/2), &n2, hQ2(igpu+1), &n2_loc);
#endif
magma_setdevice(igpu+1);
magma_ssetmatrix_async( ni_loc[igpu+1], n23,
Q2+iq2+n2_loc*(igpu/2), n2,
dQ2(igpu+1), n2_loc, queues[igpu+1][0] );
}
}
//
#ifdef _OPENMP
/////////////////////////////////////////////////////////////////////////////////
//openmp implementation
/////////////////////////////////////////////////////////////////////////////////
magma_timer_t time=0;
timer_start( time );
#pragma omp parallel private(i, j, tmp, temp)
{
magma_int_t id = omp_get_thread_num();
magma_int_t tot = omp_get_num_threads();
magma_int_t ib = ( id * k) / tot; //start index of local loop
magma_int_t ie = ((id+1) * k) / tot; //end index of local loop
magma_int_t ik = ie - ib; //number of local indices
for (i = ib; i < ie; ++i)
dlamda[i]=lapackf77_slamc3(&dlamda[i], &dlamda[i]) - dlamda[i];
for (j = ib; j < ie; ++j) {
magma_int_t tmpp=j+1;
magma_int_t iinfo = 0;
lapackf77_slaed4(&k, &tmpp, dlamda, w, Q(0,j), &rho, &d[j], &iinfo);
// If the zero finder fails, the computation is terminated.
if (iinfo != 0) {
#pragma omp critical (info)
*info = iinfo;
break;
}
}
#pragma omp barrier
if (*info == 0) {
#pragma omp single
{
//Prepare the INDXQ sorting permutation.
magma_int_t nk = n - k;
lapackf77_slamrg( &k, &nk, d, &ione, &ineg_one, indxq);
//compute the lower and upper bound of the non-deflated eigenvectors
if (valeig)
magma_svrange(k, d, &iil, &iiu, vl, vu);
else if (indeig)
magma_sirange(k, indxq, &iil, &iiu, il, iu);
else {
iil = 1;
iiu = k;
}
rk = iiu - iil + 1;
}
if (k == 2) {
#pragma omp single
{
for (j = 0; j < k; ++j) {
w[0] = *Q(0,j);
w[1] = *Q(1,j);
i = indx[0] - 1;
*Q(0,j) = w[i];
i = indx[1] - 1;
*Q(1,j) = w[i];
}
}
}
else if (k != 1) {
// Compute updated W.
blasf77_scopy( &ik, &w[ib], &ione, &s[ib], &ione);
// Initialize W(I) = Q(I,I)
tmp = ldq + 1;
blasf77_scopy( &ik, Q(ib,ib), &tmp, &w[ib], &ione);
for (j = 0; j < k; ++j) {
magma_int_t i_tmp = min(j, ie);
for (i = ib; i < i_tmp; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
i_tmp = max(j+1, ib);
for (i = i_tmp; i < ie; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
}
for (i = ib; i < ie; ++i)
w[i] = copysign( sqrt( -w[i] ), s[i]);
#pragma omp barrier
//reduce the number of used threads to have enough S workspace
tot = min(n1, omp_get_num_threads());
if (id < tot) {
ib = ( id * rk) / tot + iil - 1;
ie = ((id+1) * rk) / tot + iil - 1;
ik = ie - ib;
}
else {
ib = -1;
ie = -1;
ik = -1;
}
// Compute eigenvectors of the modified rank-1 modification.
for (j = ib; j < ie; ++j) {
for (i = 0; i < k; ++i)
s[id*k + i] = w[i] / *Q(i,j);
temp = magma_cblas_snrm2( k, s+id*k, 1 );
for (i = 0; i < k; ++i) {
magma_int_t iii = indx[i] - 1;
*Q(i,j) = s[id*k + iii] / temp;
}
}
}
}
}
if (*info != 0)
return *info;
timer_stop( time );
timer_printf( "eigenvalues/vector D+zzT = %6.2f\n", time );
#else
/////////////////////////////////////////////////////////////////////////////////
// Non openmp implementation
/////////////////////////////////////////////////////////////////////////////////
magma_timer_t time=0;
timer_start( time );
for (i = 0; i < k; ++i)
dlamda[i]=lapackf77_slamc3(&dlamda[i], &dlamda[i]) - dlamda[i];
for (j = 0; j < k; ++j) {
magma_int_t tmpp=j+1;
magma_int_t iinfo = 0;
lapackf77_slaed4(&k, &tmpp, dlamda, w, Q(0,j), &rho, &d[j], &iinfo);
// If the zero finder fails, the computation is terminated.
if (iinfo != 0)
*info=iinfo;
}
if (*info != 0)
return *info;
//Prepare the INDXQ sorting permutation.
magma_int_t nk = n - k;
lapackf77_slamrg( &k, &nk, d, &ione, &ineg_one, indxq);
//compute the lower and upper bound of the non-deflated eigenvectors
if (valeig)
magma_svrange(k, d, &iil, &iiu, vl, vu);
else if (indeig)
magma_sirange(k, indxq, &iil, &iiu, il, iu);
else {
iil = 1;
iiu = k;
}
rk = iiu - iil + 1;
if (k == 2) {
for (j = 0; j < k; ++j) {
w[0] = *Q(0,j);
w[1] = *Q(1,j);
i = indx[0] - 1;
*Q(0,j) = w[i];
i = indx[1] - 1;
*Q(1,j) = w[i];
}
}
else if (k != 1) {
// Compute updated W.
blasf77_scopy( &k, w, &ione, s, &ione);
// Initialize W(I) = Q(I,I)
tmp = ldq + 1;
blasf77_scopy( &k, Q, &tmp, w, &ione);
for (j = 0; j < k; ++j) {
for (i = 0; i < j; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
for (i = j+1; i < k; ++i)
w[i] = w[i] * ( *Q(i, j) / ( dlamda[i] - dlamda[j] ) );
}
for (i = 0; i < k; ++i)
w[i] = copysign( sqrt( -w[i] ), s[i]);
// Compute eigenvectors of the modified rank-1 modification.
for (j = iil-1; j < iiu; ++j) {
for (i = 0; i < k; ++i)
s[i] = w[i] / *Q(i,j);
temp = magma_cblas_snrm2( k, s, 1 );
for (i = 0; i < k; ++i) {
magma_int_t iii = indx[i] - 1;
*Q(i,j) = s[iii] / temp;
}
}
}
timer_stop( time );
timer_printf( "eigenvalues/vector D+zzT = %6.2f\n", time );
#endif //_OPENMP
// Compute the updated eigenvectors.
timer_start( time );
if (rk > 0) {
if (n1 < magma_get_slaex3_m_k()) {
// stay on the CPU
if ( n23 != 0 ) {
lapackf77_slacpy("A", &n23, &rk, Q(ctot[0],iil-1), &ldq, s, &n23);
blasf77_sgemm("N", "N", &n2, &rk, &n23, &d_one, &Q2[iq2], &n2,
s, &n23, &d_zero, Q(n1,iil-1), &ldq );
}
else
lapackf77_slaset("A", &n2, &rk, &d_zero, &d_zero, Q(n1,iil-1), &ldq);
if ( n12 != 0 ) {
lapackf77_slacpy("A", &n12, &rk, Q(0,iil-1), &ldq, s, &n12);
blasf77_sgemm("N", "N", &n1, &rk, &n12, &d_one, Q2, &n1,
s, &n12, &d_zero, Q(0,iil-1), &ldq);
}
else
lapackf77_slaset("A", &n1, &rk, &d_zero, &d_zero, Q(0,iil-1), &ldq);
}
else {
//use the gpus
ib = min(nb, rk);
for (igpu = 0; igpu < ngpu-1; igpu += 2) {
if (n23 != 0) {
magma_setdevice(igpu+1);
magma_ssetmatrix_async( n23, ib,
Q(ctot[0],iil-1), ldq,
dS(igpu+1,0), n23, queues[igpu+1][0] );
}
if (n12 != 0) {
magma_setdevice(igpu);
magma_ssetmatrix_async( n12, ib,
Q(0,iil-1), ldq,
dS(igpu,0), n12, queues[igpu][0] );
}
}
for (i = 0; i < rk; i += nb) {
ib = min(nb, rk - i);
ind = (i/nb)%2;
if (i+nb < rk) {
ib2 = min(nb, rk - i - nb);
for (igpu = 0; igpu < ngpu-1; igpu += 2) {
if (n23 != 0) {
magma_setdevice(igpu+1);
magma_ssetmatrix_async( n23, ib2,
Q(ctot[0],iil-1+i+nb), ldq,
dS(igpu+1,(ind+1)%2), n23, queues[igpu+1][(ind+1)%2] );
}
if (n12 != 0) {
magma_setdevice(igpu);
magma_ssetmatrix_async( n12, ib2,
Q(0,iil-1+i+nb), ldq,
dS(igpu,(ind+1)%2), n12, queues[igpu][(ind+1)%2] );
}
}
}
// Ensure that the data is copied on gpu since we will overwrite it.
for (igpu = 0; igpu < ngpu-1; igpu += 2) {
if (n23 != 0) {
#ifdef CHECK_CPU
lapackf77_slacpy("A", &n23, &ib, Q(ctot[0],iil-1+i), &ldq, hS(igpu+1,ind), &n23);
#endif
magma_setdevice(igpu+1);
magma_queue_sync( queues[igpu+1][ind] );
}
if (n12 != 0) {
#ifdef CHECK_CPU
lapackf77_slacpy("A", &n12, &ib, Q(0,iil-1+i), &ldq, hS(igpu,ind), &n12);
#endif
magma_setdevice(igpu);
magma_queue_sync( queues[igpu][ind] );
}
}
for (igpu = 0; igpu < ngpu-1; igpu += 2) {
if (n23 != 0) {
#ifdef CHECK_CPU
blasf77_sgemm("N", "N", &ni_loc[igpu+1], &ib, &n23, &d_one, hQ2(igpu+1), &n2_loc,
hS(igpu+1,ind), &n23, &d_zero, hQ(igpu+1, ind), &n2_loc);
#endif
magma_setdevice(igpu+1);
magmablasSetKernelStream(queues[igpu+1][ind]);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, ni_loc[igpu+1], ib, n23, d_one, dQ2(igpu+1), n2_loc,
dS(igpu+1, ind), n23, d_zero, dQ(igpu+1, ind), n2_loc);
#ifdef CHECK_CPU
printf("norm Q %d: %f\n", igpu+1, cpu_gpu_sdiff(ni_loc[igpu+1], ib, hQ(igpu+1, ind), n2_loc, dQ(igpu+1, ind), n2_loc));
#endif
}
if (n12 != 0) {
#ifdef CHECK_CPU
blasf77_sgemm("N", "N", &ni_loc[igpu], &ib, &n12, &d_one, hQ2(igpu), &n1_loc,
hS(igpu,ind%2), &n12, &d_zero, hQ(igpu, ind%2), &n1_loc);
#endif
magma_setdevice(igpu);
magmablasSetKernelStream(queues[igpu][ind]);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, ni_loc[igpu], ib, n12, d_one, dQ2(igpu), n1_loc,
dS(igpu, ind), n12, d_zero, dQ(igpu, ind), n1_loc);
#ifdef CHECK_CPU
printf("norm Q %d: %f\n", igpu, cpu_gpu_sdiff(ni_loc[igpu], ib, hQ(igpu, ind), n1_loc, dQ(igpu, ind), n1_loc));
#endif
}
}
for (igpu = 0; igpu < ngpu-1; igpu += 2) {
if (n23 != 0) {
magma_setdevice(igpu+1);
magma_sgetmatrix( ni_loc[igpu+1], ib, dQ(igpu+1, ind), n2_loc,
Q(n1+n2_loc*(igpu/2),iil-1+i), ldq );
// magma_sgetmatrix_async( ni_loc[igpu+1], ib, dQ(igpu+1, ind), n2_loc,
// Q(n1+n2_loc*(igpu/2),iil-1+i), ldq, queues[igpu+1][ind] );
}
if (n12 != 0) {
magma_setdevice(igpu);
magma_sgetmatrix( ni_loc[igpu], ib, dQ(igpu, ind), n1_loc,
Q(n1_loc*(igpu/2),iil-1+i), ldq );
// magma_sgetmatrix_async( ni_loc[igpu], ib, dQ(igpu, ind), n1_loc,
// Q(n1_loc*(igpu/2),iil-1+i), ldq, queues[igpu][ind] );
}
}
}
for (igpu = 0; igpu < ngpu; ++igpu) {
#ifdef CHECK_CPU
magma_free_pinned( hwS[1][igpu] );
magma_free_pinned( hwS[0][igpu] );
magma_free_pinned( hwQ2[igpu] );
magma_free_pinned( hwQ[1][igpu] );
magma_free_pinned( hwQ[0][igpu] );
#endif
magma_setdevice(igpu);
magma_queue_sync( queues[igpu][0] );
magma_queue_sync( queues[igpu][1] );
}
if ( n23 == 0 )
lapackf77_slaset("A", &n2, &rk, &d_zero, &d_zero, Q(n1,iil-1), &ldq);
if ( n12 == 0 )
lapackf77_slaset("A", &n1, &rk, &d_zero, &d_zero, Q(0,iil-1), &ldq);
}
}
timer_stop( time );
timer_printf( "gemms = %6.2f\n", time );
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
return *info;
} /* magma_slaed3_m */
/**
Purpose
-------
ZHEGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
of a complex generalized Hermitian-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be Hermitian and B is also positive definite.
It uses a two-stage algorithm for the tridiagonalization.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**H*B*Z = I;
if ITYPE = 3, Z**H*inv(B)*Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B COMPLEX_16 array, dimension (LDB, N)
On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**H*U or B = L*L**H.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + N * (NB + 1).
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 2*N + N**2.
where LQ2 is the size needed to store the Q2 matrix
and is returned by magma_bulge_get_lq2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: ZPOTRF or ZHEEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if ZHEEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_zhegv_driver
********************************************************************/
extern "C" magma_int_t
magma_zhegvdx_2stage(magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t lrwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex *dA;
magmaDoubleComplex *dB;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
magma_int_t lrwmin;
magma_queue_t stream;
magma_queue_create( &stream );
/* determine the number of threads */
magma_int_t parallel_threads = magma_get_parallel_numthreads();
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_zbulge_nb(n, parallel_threads);
magma_int_t lq2 = magma_zbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 2 * n + n * n;
lrwmin = 1 + 5 * n + 2 * n * n;
liwmin = 5 * n + 3;
} else {
lwmin = lq2 + n * (nb + 1);
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (lrwork < lrwmin && ! lquery) {
*info = -19;
} else if (liwork < liwmin && ! lquery) {
*info = -21;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_zhegvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
*m = n;
return *info;
}
// TODO: fix memory leak
if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
magma_zsetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_zpotrf_gpu(uplo, n, dB, lddb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time zpotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_zgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
/* Transform problem to standard eigenvalue problem and solve. */
timer_start( time );
magma_zhegst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info);
timer_stop( time );
timer_printf( "time zhegst_gpu = %6.2f\n", time );
magma_zgetmatrix( n, n, dA, ldda, A, lda );
magma_queue_sync( stream );
magma_free( dA );
magma_free( dB );
timer_start( time );
magma_zheevdx_2stage(jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time zheevdx_2stage = %6.2f\n", time );
if (wantz && *info == 0) {
// TODO fix memory leak
if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
timer_start( time );
magma_zsetmatrix( n, *m, A, lda, dA, ldda );
magma_zsetmatrix( n, n, B, ldb, dB, lddb );
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaConjTrans;
} else {
trans = MagmaNoTrans;
}
magma_ztrsm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_one, dB, lddb, dA, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaConjTrans;
}
magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_one, dB, lddb, dA, ldda);
}
magma_zgetmatrix( n, *m, dA, ldda, A, lda );
timer_stop( time );
timer_printf( "time trsm/mm + getmatrix = %6.2f\n", time );
magma_free( dA );
magma_free( dB );
}
magma_queue_destroy( stream );
work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_zhegvdx_2stage */
/**
Purpose
-------
ZGEEV computes for an N-by-N complex nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
---------
@param[in]
jobvl magma_vec_t
- = MagmaNoVec: left eigenvectors of A are not computed;
- = MagmaVec: left eigenvectors of are computed.
@param[in]
jobvr magma_vec_t
- = MagmaNoVec: right eigenvectors of A are not computed;
- = MagmaVec: right eigenvectors of A are computed.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
w COMPLEX_16 array, dimension (N)
w contains the computed eigenvalues.
@param[out]
VL COMPLEX_16 array, dimension (LDVL,N)
If JOBVL = MagmaVec, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = MagmaNoVec, VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
@param[in]
ldvl INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = MagmaVec, LDVL >= N.
@param[out]
VR COMPLEX_16 array, dimension (LDVR,N)
If JOBVR = MagmaVec, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = MagmaNoVec, VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
@param[in]
ldvr INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = MagmaVec, LDVR >= N.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= (1+nb)*N.
For optimal performance, LWORK >= (1+2*nb)*N.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param
rwork (workspace) DOUBLE PRECISION array, dimension (2*N)
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of w contain eigenvalues which have
converged.
@ingroup magma_zgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_zgeev(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
#ifdef COMPLEX
magmaDoubleComplex *w,
#else
double *wr, double *wi,
#endif
magmaDoubleComplex *VL, magma_int_t ldvl,
magmaDoubleComplex *VR, magma_int_t ldvr,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork,
#endif
magma_int_t *info )
{
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
const magma_int_t ione = 1;
const magma_int_t izero = 0;
double d__1, d__2;
magmaDoubleComplex tmp;
double scl;
double dum[1], eps;
double anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, nb;
magma_int_t scalea, minwrk, optwrk, irwork, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
magma_timer_t time_total=0, time_gehrd=0, time_unghr=0, time_hseqr=0, time_trevc=0, time_sum=0;
magma_flops_t flop_total=0, flop_gehrd=0, flop_unghr=0, flop_hseqr=0, flop_trevc=0, flop_sum=0;
timer_start( time_total );
flops_start( flop_total );
irwork = 0;
*info = 0;
lquery = (lwork == -1);
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -8;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -10;
}
/* Compute workspace */
nb = magma_get_zgehrd_nb( n );
if (*info == 0) {
minwrk = (1+ nb)*n;
optwrk = (1+2*nb)*n;
work[0] = MAGMA_Z_MAKE( optwrk, 0 );
if (lwork < minwrk && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(VERSION3)
magmaDoubleComplex_ptr dT;
if (MAGMA_SUCCESS != magma_zmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_dlamch( "P" );
smlnum = lapackf77_dlamch( "S" );
bignum = 1. / smlnum;
lapackf77_dlabad( &smlnum, &bignum );
smlnum = magma_dsqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_zlange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_zlascl( "G", &izero, &izero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (CWorkspace: none)
* (RWorkspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_zgebal( "B", &n, A, &lda, &ilo, &ihi, &rwork[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (CWorkspace: need 2*N, prefer N + N*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zgehrd */
itau = 0;
iwrk = itau + n;
liwrk = lwork - iwrk;
timer_start( time_gehrd );
flops_start( flop_gehrd );
#if defined(VERSION1)
// Version 1 - LAPACK
lapackf77_zgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(VERSION2)
// Version 2 - LAPACK consistent HRD
magma_zgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_zgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#endif
time_sum += timer_stop( time_gehrd );
flop_sum += flops_stop( flop_gehrd );
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_zlacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate unitary matrix in VL
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zunghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_zunghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_zunghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
timer_start( time_hseqr );
flops_start( flop_hseqr );
/* Perform QR iteration, accumulating Schur vectors in VL
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zhseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VL, &ldvl, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_zlacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_zlacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate unitary matrix in VR
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zunghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_zunghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_zunghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
/* Perform QR iteration, accumulating Schur vectors in VR
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
else {
/* Compute eigenvalues only
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "E", "N", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
/* If INFO > 0 from ZHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
timer_start( time_trevc );
flops_start( flop_trevc );
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (CWorkspace: need 2*N)
* (RWorkspace: need 2*N)
* - including N reserved for gebal/gebak, unused by ztrevc */
irwork = ibal + n;
#if TREVC_VERSION == 1
lapackf77_ztrevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &rwork[irwork], &ierr );
#elif TREVC_VERSION == 2
liwrk = lwork - iwrk;
lapackf77_ztrevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 3
magma_ztrevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 4
magma_ztrevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 5
magma_ztrevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#else
#error Unknown TREVC_VERSION
#endif
}
time_sum += timer_stop( time_trevc );
flop_sum += flops_stop( flop_trevc );
if (wantvl) {
/* Undo balancing of left eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_zgebak( "B", "L", &n, &ilo, &ihi, &rwork[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / magma_cblas_dznrm2( n, VL(0,i), 1 );
blasf77_zdscal( &n, &scl, VL(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL( *VL(k,i) );
d__2 = MAGMA_Z_IMAG( *VL(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_idamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_Z_CNJG( *VL(k,i) ) / magma_dsqrt( rwork[irwork + k] );
blasf77_zscal( &n, &tmp, VL(0,i), &ione );
*VL(k,i) = MAGMA_Z_MAKE( MAGMA_Z_REAL( *VL(k,i) ), 0 );
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_zgebak( "B", "R", &n, &ilo, &ihi, &rwork[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / magma_cblas_dznrm2( n, VR(0,i), 1 );
blasf77_zdscal( &n, &scl, VR(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL( *VR(k,i) );
d__2 = MAGMA_Z_IMAG( *VR(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_idamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_Z_CNJG( *VR(k,i) ) / magma_dsqrt( rwork[irwork + k] );
blasf77_zscal( &n, &tmp, VR(0,i), &ione );
*VR(k,i) = MAGMA_Z_MAKE( MAGMA_Z_REAL( *VR(k,i) ), 0 );
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
// converged eigenvalues, stored in WR[i+1:n] and WI[i+1:n] for i = INFO
magma_int_t nval = n - (*info);
magma_int_t ld = max( nval, 1 );
lapackf77_zlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, w + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_zlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, w, &n, &ierr );
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
timer_stop( time_total );
flops_stop( flop_total );
timer_printf( "dgeev times n %5d, gehrd %7.3f, unghr %7.3f, hseqr %7.3f, trevc %7.3f, total %7.3f, sum %7.3f\n",
(int) n, time_gehrd, time_unghr, time_hseqr, time_trevc, time_total, time_sum );
timer_printf( "dgeev flops n %5d, gehrd %7lld, unghr %7lld, hseqr %7lld, trevc %7lld, total %7lld, sum %7lld\n",
(int) n, flop_gehrd, flop_unghr, flop_hseqr, flop_trevc, flop_total, flop_sum );
work[0] = MAGMA_Z_MAKE( (double) optwrk, 0. );
return *info;
} /* magma_zgeev */
/***************************************************************************//**
Purpose
-------
CHEEVD computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
- If N <= 1, LWORK >= 1.
- If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB.
- If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
NB can be obtained through magma_get_chetrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) REAL array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
- If N <= 1, LRWORK >= 1.
- If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
- If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
- If N <= 1, LIWORK >= 1.
- If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
- If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_heevdx
*******************************************************************************/
extern "C" magma_int_t
magma_cheevdx_m(
magma_int_t ngpu,
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w,
magmaFloatComplex *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
float d_one = 1.;
float d__1;
float eps;
magma_int_t inde;
float anrm;
magma_int_t imax;
float rmin, rmax;
float sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t llrwk;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
float safmin;
float bignum;
magma_int_t indtau;
magma_int_t indrwk, indwrk, liwmin;
magma_int_t lrwmin, llwork;
float smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_chetrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
lrwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( n + n*nb, 2*n + n*n );
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = n + n*nb;
lrwmin = n;
liwmin = 1;
}
work[0] = magma_cmake_lwork( lwmin );
rwork[0] = magma_smake_lwork( lrwmin );
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_C_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_C_ONE;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%lld NB=%lld, calling lapack on CPU\n", (long long) n, (long long) nb );
printf("--------------------------------------------------------------\n");
#endif
lapackf77_cheevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
#ifdef COMPLEX
rwork, &lrwork,
#endif
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_slamch("Safe minimum");
eps = lapackf77_slamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_ssqrt(smlnum);
rmax = magma_ssqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_clanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_clascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call CHETRD to reduce Hermitian matrix to tridiagonal form. */
inde = 0;
indtau = 0;
indwrk = indtau + n;
indrwk = inde + n;
indwk2 = indwrk + n * n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
llrwk = lrwork - indrwk;
magma_timer_t time=0;
timer_start( time );
magma_chetrd_mgpu(ngpu, 1, uplo, n, A, lda, w, &rwork[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time chetrd = %6.2f\n", time );
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
CSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call CUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_ssterf(&n, w, &rwork[inde], info);
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_cstedx_m(ngpu, range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, info);
timer_stop( time );
timer_printf( "time cstedc = %6.2f\n", time );
timer_start( time );
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_cunmtr_m(ngpu, MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1)], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_clacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time cunmtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_sscal(&imax, &d__1, w, &ione);
}
work[0] = magma_cmake_lwork( lwmin );
rwork[0] = magma_smake_lwork( lrwmin );
iwork[0] = liwmin;
return *info;
} /* magma_cheevd_m */