/**
Purpose
-------
CGEQRF computes a QR factorization of a complex M-by-N matrix A:
A = Q * R.
This version stores the triangular dT matrices used in
the block QR factorization so that they can be applied directly (i.e.,
without being recomputed) later. As a result, the application
of Q is much faster. Also, the upper triangular matrices for V have 0s
in them. The corresponding parts of the upper triangular R are inverted
and stored separately in dT.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX array on the GPU, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, the elements on and above the diagonal of the array
contain the min(M,N)-by-N upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the orthogonal matrix Q as a
product of min(m,n) elementary reflectors (see Further
Details).
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param[out]
tau COMPLEX array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
dT (workspace) COMPLEX array on the GPU,
dimension (2*MIN(M, N) + (N+31)/32*32 )*NB,
where NB can be obtained through magma_get_cgeqrf_nb(M).
It starts with MIN(M,N)*NB block that store the triangular T
matrices, followed by the MIN(M,N)*NB block of the diagonal
inverses for the R matrix. The rest of the array is used as workspace.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
or another error occured, such as memory allocation failed.
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_cgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_cgeqrf_gpu( magma_int_t m, magma_int_t n,
magmaFloatComplex *dA, magma_int_t ldda,
magmaFloatComplex *tau, magmaFloatComplex *dT,
magma_int_t *info )
{
#define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
#define dT(a_1) (dT + (a_1)*nb)
#define d_ref(a_1) (dT + ( minmn+(a_1))*nb)
#define dd_ref(a_1) (dT + (2*minmn+(a_1))*nb)
#define work(a_1) (work + (a_1))
#define hwork (work + (nb)*(m))
magma_int_t i, k, minmn, old_i, old_ib, rows, cols;
magma_int_t ib, nb;
magma_int_t ldwork, lddwork, lwork, lhwork;
magmaFloatComplex *work, *ut;
/* check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
k = minmn = min(m,n);
if (k == 0)
return *info;
nb = magma_get_cgeqrf_nb(m);
lwork = (m + n + nb)*nb;
lhwork = lwork - m*nb;
if (MAGMA_SUCCESS != magma_cmalloc_pinned( &work, lwork )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
ut = hwork+nb*(n);
memset( ut, 0, nb*nb*sizeof(magmaFloatComplex));
magma_queue_t stream[2];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
ldwork = m;
lddwork= n;
if ( (nb > 1) && (nb < k) ) {
/* Use blocked code initially */
old_i = 0; old_ib = nb;
for (i = 0; i < k-nb; i += nb) {
ib = min(k-i, nb);
rows = m -i;
magma_cgetmatrix_async( rows, ib,
dA(i,i), ldda,
work(i), ldwork, stream[1] );
if (i > 0) {
/* Apply H' to A(i:m,i+2*ib:n) from the left */
cols = n-old_i-2*old_ib;
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
m-old_i, cols, old_ib,
dA(old_i, old_i ), ldda, dT(old_i), nb,
dA(old_i, old_i+2*old_ib), ldda, dd_ref(0), lddwork);
/* store the diagonal */
magma_csetmatrix_async( old_ib, old_ib,
ut, old_ib,
d_ref(old_i), old_ib, stream[0] );
}
magma_queue_sync( stream[1] );
lapackf77_cgeqrf(&rows, &ib, work(i), &ldwork, tau+i, hwork, &lhwork, info);
/* Form the triangular factor of the block reflector
H = H(i) H(i+1) . . . H(i+ib-1) */
lapackf77_clarft( MagmaForwardStr, MagmaColumnwiseStr,
&rows, &ib,
work(i), &ldwork, tau+i, hwork, &ib);
/* Put 0s in the upper triangular part of a panel (and 1s on the
diagonal); copy the upper triangular in ut and invert it. */
magma_queue_sync( stream[0] );
csplit_diag_block(ib, work(i), ldwork, ut);
magma_csetmatrix( rows, ib, work(i), ldwork, dA(i,i), ldda );
if (i + ib < n) {
/* Send the triangular factor T to the GPU */
magma_csetmatrix( ib, ib, hwork, ib, dT(i), nb );
if (i+nb < k-nb) {
/* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, ib, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
}
else {
cols = n-i-ib;
magma_clarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
rows, cols, ib,
dA(i, i ), ldda, dT(i), nb,
dA(i, i+ib), ldda, dd_ref(0), lddwork);
/* Fix the diagonal block */
magma_csetmatrix( ib, ib, ut, ib, d_ref(i), ib );
}
old_i = i;
old_ib = ib;
}
}
} else {
i = 0;
}
/* Use unblocked code to factor the last or only block. */
if (i < k) {
ib = n-i;
rows = m-i;
magma_cgetmatrix( rows, ib, dA(i, i), ldda, work, rows );
lhwork = lwork - rows*ib;
lapackf77_cgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
magma_csetmatrix( rows, ib, work, rows, dA(i, i), ldda );
}
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free_pinned( work );
return *info;
} /* magma_cgeqrf_gpu */
/**
Purpose
-------
DORMLQ overwrites the general real M-by-N matrix C with
@verbatim
SIDE = MagmaLeft SIDE = MagmaRight
TRANS = MagmaNoTrans: Q * C C * Q
TRANS = MagmaTrans: Q**H * C C * Q**H
@endverbatim
where Q is a realunitary matrix defined as the product of k
elementary reflectors
Q = H(k)**H . . . H(2)**H H(1)**H
as returned by DGELQF. Q is of order M if SIDE = MagmaLeft and of order N
if SIDE = MagmaRight.
Arguments
---------
@param[in]
side magma_side_t
- = MagmaLeft: apply Q or Q**H from the Left;
- = MagmaRight: apply Q or Q**H from the Right.
@param[in]
trans magma_trans_t
- = MagmaNoTrans: No transpose, apply Q;
- = MagmaTrans: Conjugate transpose, apply Q**H.
@param[in]
m INTEGER
The number of rows of the matrix C. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix C. N >= 0.
@param[in]
k INTEGER
The number of elementary reflectors whose product defines
the matrix Q.
If SIDE = MagmaLeft, M >= K >= 0;
if SIDE = MagmaRight, N >= K >= 0.
@param[in]
A DOUBLE_PRECISION array, dimension
(LDA,M) if SIDE = MagmaLeft,
(LDA,N) if SIDE = MagmaRight.
The i-th row must contain the vector which defines the
elementary reflector H(i), for i = 1,2,...,k, as returned by
DGELQF in the first k rows of its array argument A.
A is modified by the routine but restored on exit.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,K).
@param[in]
tau DOUBLE_PRECISION array, dimension (K)
TAU(i) must contain the scalar factor of the elementary
reflector H(i), as returned by DGELQF.
@param[in,out]
C DOUBLE_PRECISION array, dimension (LDC,N)
On entry, the M-by-N matrix C.
On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.
@param[in]
ldc INTEGER
The leading dimension of the array C. LDC >= max(1,M).
@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 dimension of the array WORK.
If SIDE = MagmaLeft, LWORK >= max(1,N);
if SIDE = MagmaRight, LWORK >= max(1,M).
For optimum performance
if SIDE = MagmaLeft, LWORK >= N*NB;
if SIDE = MagmaRight, LWORK >= M*NB,
where NB is the optimal blocksize.
\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
@ingroup magma_dgelqf_comp
********************************************************************/
extern "C" magma_int_t
magma_dormlq(
magma_side_t side, magma_trans_t trans,
magma_int_t m, magma_int_t n, magma_int_t k,
double *A, magma_int_t lda,
double *tau,
double *C, magma_int_t ldc,
double *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define dC(i_,j_) (dC + (i_) + (j_)*lddc)
#define dV(i_,j_) (dV + (i_) + (j_)*ib)
#define dT(i_,j_) (dT + (i_) + (j_)*ib)
#define dwork(i_) (dwork + (i_))
double *T, *T2;
magma_int_t i, i1, i2, ib, ic, jc, nb, mi, ni, nq, nq_i, nw, step;
magma_int_t iinfo, ldwork, lwkopt;
magma_int_t left, notran, lquery;
magma_trans_t transt;
*info = 0;
left = (side == MagmaLeft);
notran = (trans == MagmaNoTrans);
lquery = (lwork == -1);
/* NQ is the order of Q and NW is the minimum dimension of WORK */
if (left) {
nq = m;
nw = n;
} else {
nq = n;
nw = m;
}
/* Test the input arguments */
if (! left && side != MagmaRight) {
*info = -1;
} else if (! notran && trans != MagmaTrans) {
*info = -2;
} else if (m < 0) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (k < 0 || k > nq) {
*info = -5;
} else if (lda < max(1,k)) {
*info = -7;
} else if (ldc < max(1,m)) {
*info = -10;
} else if (lwork < max(1,nw) && ! lquery) {
*info = -12;
}
if (*info == 0) {
nb = magma_get_dgelqf_nb( min( m, n ));
lwkopt = max(1,nw)*nb;
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (m == 0 || n == 0 || k == 0) {
work[0] = MAGMA_D_ONE;
return *info;
}
ldwork = nw;
if (nb >= k) {
/* Use CPU code */
lapackf77_dormlq( lapack_side_const(side), lapack_trans_const(trans),
&m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &iinfo);
}
else {
/* Use hybrid CPU-GPU code */
/* Allocate work space on the GPU.
* nw*nb for dwork (m or n) by nb
* nq*nb for dV (n or m) by nb
* nb*nb for dT
* lddc*n for dC.
*/
magma_int_t lddc = ((m+31)/32)*32;
magmaDouble_ptr dwork, dV, dT, dC;
magma_dmalloc( &dwork, (nw + nq + nb)*nb + lddc*n );
if ( dwork == NULL ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dV = dwork + nw*nb;
dT = dV + nq*nb;
dC = dT + nb*nb;
/* work space on CPU.
* nb*nb for T
* nb*nb for T2, used to save and restore diagonal block of panel */
magma_dmalloc_cpu( &T, 2*nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
T2 = T + nb*nb;
/* Copy matrix C from the CPU to the GPU */
magma_dsetmatrix( m, n, C, ldc, dC(0,0), lddc );
if ( (left && notran) || (! left && ! notran) ) {
i1 = 0;
i2 = k;
step = nb;
} else {
i1 = ((k - 1) / nb)*nb;
i2 = 0;
step = -nb;
}
// silence "uninitialized" warnings
mi = 0;
ni = 0;
if (left) {
ni = n;
jc = 0;
} else {
mi = m;
ic = 0;
}
if (notran) {
transt = MagmaTrans;
} else {
transt = MagmaNoTrans;
}
for (i = i1; (step < 0 ? i >= i2 : i < i2); i += step) {
ib = min(nb, k - i);
/* Form the triangular factor of the block reflector
H = H(i) H(i + 1) . . . H(i + ib-1) */
nq_i = nq - i;
lapackf77_dlarft("Forward", "Rowwise", &nq_i, &ib,
A(i,i), &lda, &tau[i], T, &ib);
/* 1) set upper triangle of panel in A to identity,
2) copy the panel from A to the GPU, and
3) restore A */
dpanel_to_q( MagmaLower, ib, A(i,i), lda, T2 );
magma_dsetmatrix( ib, nq_i, A(i,i), lda, dV(0,0), ib );
dq_to_panel( MagmaLower, ib, A(i,i), lda, T2 );
if (left) {
/* H or H**H is applied to C(i:m,1:n) */
mi = m - i;
ic = i;
}
else {
/* H or H**H is applied to C(1:m,i:n) */
ni = n - i;
jc = i;
}
/* Apply H or H**H; First copy T to the GPU */
magma_dsetmatrix( ib, ib, T, ib, dT(0,0), ib );
magma_dlarfb_gpu( side, transt, MagmaForward, MagmaRowwise,
mi, ni, ib,
dV(0,0), ib,
dT(0,0), ib,
dC(ic,jc), lddc,
dwork(0), ldwork );
}
magma_dgetmatrix( m, n, dC(0,0), lddc, C, ldc );
magma_free( dwork );
magma_free_cpu( T );
}
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
return *info;
} /* magma_dormlq */
/**
Purpose
-------
CGEHRD2 reduces a COMPLEX general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H .
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to CGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A COMPLEX array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau COMPLEX array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@param[out]
work (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\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.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
@ingroup magma_cgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_cgehrd2(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *tau,
magmaFloatComplex *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#ifdef HAVE_clBLAS
#define dA(i_,j_) dwork, ((i_) + (j_)*ldda + nb*ldda*2)
#define dT(i_,j_) dT, ((i_) + (j_)*nb + dT_offset)
#define dV(i_,j_) dwork, ((i_) + (j_)*ldda + nb*ldda)
#define dwork(i_) dwork, ((i_))
#else
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dT(i_,j_) (dT + (i_) + (j_)*nb)
#define dV(i_,j_) (dV + (i_) + (j_)*ldda)
#define dwork(i_) (dwork + (i_))
#endif
// Constants
const magmaFloatComplex c_one = MAGMA_C_ONE;
const magmaFloatComplex c_zero = MAGMA_C_ZERO;
// Local variables
magma_int_t nb = magma_get_cgehrd_nb( n );
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t i, nh, iws;
magma_int_t iinfo;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = magma_cmake_lwork( iws );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
// GPU workspace is:
// nb*ldda for dwork for clahru
// nb*ldda for dV
// n*ldda for dA
// nb*nb for dT
magmaFloatComplex_ptr dwork;
if (MAGMA_SUCCESS != magma_cmalloc( &dwork, 2*nb*ldda + n*ldda + nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magmaFloatComplex *dV = dwork + nb*ldda;
magmaFloatComplex *dA = dwork + nb*ldda*2;
magmaFloatComplex *dT = dwork + nb*ldda*2 + n*ldda;
magmaFloatComplex *T;
magma_cmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
magmablas_claset( MagmaFull, nb, nb, c_zero, c_zero, dV(0,0), ldda, queue );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
assert( nb % 4 == 0 );
for (i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
// Copy the matrix to the GPU
magma_csetmatrix( n, n-ilo, A(0,ilo), lda, dA(0,0), ldda, queue );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_cgetmatrix( ihi-i, nb,
dA(i,i-ilo), ldda,
A(i,i), lda, queue );
// add 1 to i for 1-based index
magma_clahr2( ihi, i+1, nb,
dA(0,i-ilo), ldda,
dV(0,0), ldda,
A(0,i), lda,
&tau[i], T, nb, work, n, queue );
// Copy T from the CPU to dT on the GPU
magma_csetmatrix( nb, nb, T, nb, dT(0,0), nb, queue );
magma_clahru( n, ihi, i, nb,
A(0,i), lda,
dA(0,i-ilo), ldda, // dA
dA(i,i-ilo), ldda, // dY, stored over current panel
dV(0,0), ldda,
dT(0,0), dwork, queue );
}
// Copy remainder to host
magma_cgetmatrix( n, n-i,
dA(0,i-ilo), ldda,
A(0,i), lda, queue );
magma_free( dwork );
magma_free_cpu( T );
magma_queue_destroy( queue );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_cgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = magma_cmake_lwork( iws );
return *info;
} /* magma_cgehrd2 */
/**
Purpose
-------
CHETRD_HE2HB reduces a complex Hermitian matrix A to real symmetric
band-diagonal form T by an orthogonal similarity transformation:
Q**H * A * Q = T.
This version stores the triangular matrices T used in the accumulated
Householder transformations (I - V T V').
Arguments
---------
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,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, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if UPLO = MagmaUpper, the Upper band-diagonal of A is
overwritten by the corresponding elements of the
band-diagonal matrix T, and the elements above the band
diagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= MagmaLower, the the Lower band-diagonal of A is overwritten by
the corresponding elements of the band-diagonal
matrix T, and the elements below the band-diagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau COMPLEX array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
@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 dimension of the array WORK. LWORK >= 1.
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\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]
dT COMPLEX array on the GPU, dimension N*NB,
where NB is the optimal blocksize.
On exit dT holds the upper triangular matrices T from the
accumulated Householder transformations (I - V T V') used
in the factorization. The nb x nb matrices T are ordered
consecutively in memory one after another.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).
The contents of A on exit are illustrated by the following examples
with n = 5:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
@ingroup magma_cheev_2stage
********************************************************************/
extern "C" magma_int_t
magma_chetrd_he2hb( magma_uplo_t uplo, magma_int_t n, magma_int_t nb,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *tau,
magmaFloatComplex *work, magma_int_t lwork,
magmaFloatComplex *dT,
magma_int_t *info)
{
#define A(a_1,a_2) ( A + ((a_2)-1)*( lda) + (a_1)-1)
#define dA(a_1,a_2) (dA + ((a_2)-1)*(ldda) + (a_1)-1)
#define tau_ref(a_1) (tau + (a_1)-1)
#define dT(a_1) (dT + ((a_1)-1)*(lddt))
int ldda = ((n+31)/32)*32;
int lddt = nb;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magmaFloatComplex c_neg_half = MAGMA_C_NEG_HALF;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_zero = MAGMA_C_ZERO;
float d_one = MAGMA_D_ONE;
magma_int_t pm, pn, indi, indj, pk;
magma_int_t pm_old=0, pn_old=0, indi_old=0, indj_old=0;
int i;
int lwkopt;
int lquery;
*info = 0;
int upper = (uplo == MagmaUpper);
lquery = (lwork == -1);
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
} else if (lwork < 1 && ! lquery) {
*info = -9;
}
/* Determine the block size. */
lwkopt = n * nb;
if (*info == 0) {
work[0] = MAGMA_C_MAKE( lwkopt, 0 );
}
if (*info != 0)
return *info;
else if (lquery)
return *info;
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
magmaFloatComplex *dA;
if (MAGMA_SUCCESS != magma_cmalloc( &dA, (n + 2*nb)*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_int_t threads = magma_get_lapack_numthreads();
magma_int_t mklth = min(threads,16);
magma_set_lapack_numthreads(mklth);
/* Use the first panel of dA as work space */
magmaFloatComplex *dwork = dA + n*ldda;
magmaFloatComplex *dW = dwork + nb*ldda;
#ifdef TRACING
char buf[80];
#endif
magma_queue_t stream[3];
magma_queue_create( &stream[0] );
magma_queue_create( &stream[1] );
stream[2] = 0; // default stream
trace_init( 1, 1, 3, stream );
magmaFloatComplex *hT = work + lwork - nb*nb;
lwork -= nb*nb;
memset( hT, 0, nb*nb*sizeof(magmaFloatComplex));
magmablasSetKernelStream( stream[0] );
magma_event_t Pupdate_event;
cudaEventCreateWithFlags(&Pupdate_event,cudaEventDisableTiming);
//cudaEventCreate(&Pupdate_event);
if (upper) {
printf("CHETRD_HE2HB is not yet implemented for upper matrix storage. Exit.\n");
exit(1);
} else {
/* Copy the matrix to the GPU */
if (1 <= n-nb) {
trace_gpu_start( 0, 0, "set", "set A" );
magma_csetmatrix_async( (n-nb), (n-nb),
A(nb+1, nb+1), lda,
dA(nb+1, nb+1), ldda, stream[0] );
trace_gpu_end( 0, 0 );
}
/* Reduce the lower triangle of A */
for (i = 1; i <= n-nb; i += nb) {
indi = i+nb;
indj = i;
pm = n - i - nb + 1;
//pn = min(i+nb-1, n-nb) -i + 1;
pn = nb;
/* Get the current panel (no need for the 1st iteration) */
if (i > 1 ) {
// cpanel_to_q copy the upper oof diagonal part of
// the matrix to work to be restored later. acctually
// the zero's and one's putted are not used this is only
// because we don't have a function that copy only the
// upper part of A to be restored after copying the
// lookahead panel that has been computted from GPU to CPU.
cpanel_to_q(MagmaUpper, pn-1, A(i, i+1), lda, work);
trace_gpu_start( 0, 1, "get", "get panel" );
//magma_queue_sync( stream[0] );
cudaStreamWaitEvent(stream[1], Pupdate_event, 0);
magma_cgetmatrix_async( (pm+pn), pn,
dA( i, i), ldda,
A ( i, i), lda, stream[1] );
trace_gpu_end( 0, 1 );
trace_gpu_start( 0, 2, "her2k", "her2k" );
magma_cher2k(MagmaLower, MagmaNoTrans, pm_old-pn_old, pn_old, c_neg_one,
dA(indi_old+pn_old, indj_old), ldda,
dW + pn_old, pm_old, d_one,
dA(indi_old+pn_old, indi_old+pn_old), ldda);
trace_gpu_end( 0, 2 );
trace_cpu_start( 0, "sync", "sync on 1" );
magma_queue_sync( stream[1] );
trace_cpu_end( 0 );
cq_to_panel(MagmaUpper, pn-1, A(i, i+1), lda, work);
}
/* ==========================================================
QR factorization on a panel starting nb off of the diagonal.
Prepare the V and T matrices.
========================================================== */
#ifdef TRACING
snprintf( buf, sizeof(buf), "panel %d", i );
#endif
trace_cpu_start( 0, "geqrf", buf );
lapackf77_cgeqrf(&pm, &pn, A(indi, indj), &lda,
tau_ref(i), work, &lwork, info);
/* Form the matrix T */
pk=min(pm,pn);
lapackf77_clarft( MagmaForwardStr, MagmaColumnwiseStr,
&pm, &pk, A(indi, indj), &lda,
tau_ref(i), hT, &nb);
/* Prepare V - put 0s in the upper triangular part of the panel
(and 1s on the diagonal), temporaly storing the original in work */
cpanel_to_q(MagmaUpper, pk, A(indi, indj), lda, work);
trace_cpu_end( 0 );
/* Send V from the CPU to the GPU */
trace_gpu_start( 0, 0, "set", "set V and T" );
magma_csetmatrix_async( pm, pk,
A(indi, indj), lda,
dA(indi, indj), ldda, stream[0] );
/* Send the triangular factor T to the GPU */
magma_csetmatrix_async( pk, pk,
hT, nb,
dT(i), lddt, stream[0] );
trace_gpu_end( 0, 0 );
/* ==========================================================
Compute W:
1. X = A (V T)
2. W = X - 0.5* V * (T' * (V' * X))
========================================================== */
/* dwork = V T */
trace_cpu_start( 0, "sync", "sync on 0" );
// this sync is done here to be sure that the copy has been finished
// because below we made a restore cq_to_panel and this restore need
// to ensure that the copy has been finished. we did it here to allow
// overlapp of restore with next gemm and symm.
magma_queue_sync( stream[0] );
trace_cpu_end( 0 );
trace_gpu_start( 0, 2, "gemm", "work = V*T" );
magma_cgemm(MagmaNoTrans, MagmaNoTrans, pm, pk, pk,
c_one, dA(indi, indj), ldda,
dT(i), lddt,
c_zero, dwork, pm);
trace_gpu_end( 0, 2 );
/* dW = X = A*V*T. dW = A*dwork */
trace_gpu_start( 0, 2, "hemm", "X = A*work" );
magma_chemm(MagmaLeft, uplo, pm, pk,
c_one, dA(indi, indi), ldda,
dwork, pm,
c_zero, dW, pm);
trace_gpu_end( 0, 2 );
/* restore the panel */
cq_to_panel(MagmaUpper, pk, A(indi, indj), lda, work);
/* dwork = V*T already ==> dwork' = T'*V'
* compute T'*V'*X ==> dwork'*W ==>
* dwork + pm*nb = ((T' * V') * X) = dwork' * X = dwork' * W */
trace_gpu_start( 0, 2, "gemm", "work = T'*V'*X" );
magma_cgemm(MagmaConjTrans, MagmaNoTrans, pk, pk, pm,
c_one, dwork, pm,
dW, pm,
c_zero, dwork + pm*nb, nb);
trace_gpu_end( 0, 2 );
/* W = X - 0.5 * V * T'*V'*X
* = X - 0.5 * V * (dwork + pm*nb) = W - 0.5 * V * (dwork + pm*nb) */
trace_gpu_start( 0, 2, "gemm", "W = X - 0.5*V*(T'*V'*X)" );
magma_cgemm(MagmaNoTrans, MagmaNoTrans, pm, pk, pk,
c_neg_half, dA(indi, indj), ldda,
dwork + pm*nb, nb,
c_one, dW, pm);
trace_gpu_end( 0, 2 );
/* ==========================================================
Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V'
========================================================== */
if (i + nb <= n-nb) {
/* There would be next iteration;
do lookahead - update the next panel */
trace_gpu_start( 0, 2, "gemm", "gemm 4 next panel left" );
magma_cgemm(MagmaNoTrans, MagmaConjTrans, pm, pn, pn, c_neg_one,
dA(indi, indj), ldda,
dW, pm, c_one,
dA(indi, indi), ldda);
trace_gpu_end( 0, 2 );
trace_gpu_start( 0, 2, "gemm", "gemm 5 next panel right" );
magma_cgemm(MagmaNoTrans, MagmaConjTrans, pm, pn, pn, c_neg_one,
dW, pm,
dA(indi, indj), ldda, c_one,
dA(indi, indi), ldda);
trace_gpu_end( 0, 2 );
cudaEventRecord(Pupdate_event, stream[0]);
}
else {
/* no look-ahead as this is last iteration */
trace_gpu_start( 0, 2, "her2k", "her2k last iteration" );
magma_cher2k(MagmaLower, MagmaNoTrans, pk, pk, c_neg_one,
dA(indi, indj), ldda,
dW, pm, d_one,
dA(indi, indi), ldda);
trace_gpu_end( 0, 2 );
}
indi_old = indi;
indj_old = indj;
pm_old = pm;
pn_old = pn;
} // end loop for (i)
/* Send the last block to the CPU */
pk = min(pm,pn);
if (1 <= n-nb) {
cpanel_to_q(MagmaUpper, pk-1, A(n-pk+1, n-pk+2), lda, work);
trace_gpu_start( 0, 2, "get", "get last block" );
magma_cgetmatrix( pk, pk,
dA(n-pk+1, n-pk+1), ldda,
A(n-pk+1, n-pk+1), lda );
trace_gpu_end( 0, 2 );
cq_to_panel(MagmaUpper, pk-1, A(n-pk+1, n-pk+2), lda, work);
}
}// end of LOWER
trace_finalize( "chetrd_he2hb.svg", "trace.css" );
cudaEventDestroy(Pupdate_event);
magma_queue_destroy( stream[0] );
magma_queue_destroy( stream[1] );
magma_free( dA );
work[0] = MAGMA_C_MAKE( lwkopt, 0 );
magmablasSetKernelStream( 0 );
magma_set_lapack_numthreads(threads);
return *info;
} /* magma_chetrd_he2hb */
