/* //////////////////////////////////////////////////////////////////////////// -- Testing zhegvdx */ int main( int argc, char** argv) { TESTING_INIT(); real_Double_t gpu_time; magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work; #if defined(PRECISION_z) || defined(PRECISION_c) double *rwork; magma_int_t lrwork; #endif /* Matrix size */ double *w1, *w2, result[2]={0,0}; magma_int_t *iwork; magma_int_t N, n2, info, lwork, liwork; magmaDoubleComplex c_zero = MAGMA_Z_ZERO; magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE; magma_int_t ione = 1; magma_int_t ISEED[4] = {0,0,0,1}; magma_int_t status = 0; magma_opts opts; parse_opts( argc, argv, &opts ); double tol = opts.tolerance * lapackf77_dlamch("E"); double tolulp = opts.tolerance * lapackf77_dlamch("P"); magma_range_t range = MagmaRangeAll; if (opts.fraction != 1) range = MagmaRangeI; if ( opts.check && opts.jobz == MagmaNoVec ) { fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" ); opts.jobz = MagmaVec; } printf("using: itype = %d, jobz = %s, range = %s, uplo = %s, opts.check = %d, fraction = %6.4f\n", (int) opts.itype, lapack_vec_const(opts.jobz), lapack_range_const(range), lapack_uplo_const(opts.uplo), (int) opts.check, opts.fraction); printf(" N M GPU Time (sec)\n"); printf("============================\n"); magma_int_t threads = magma_get_parallel_numthreads(); for( int itest = 0; itest < opts.ntest; ++itest ) { for( int iter = 0; iter < opts.niter; ++iter ) { N = opts.nsize[itest]; n2 = N*N; #if defined(PRECISION_z) || defined(PRECISION_c) lwork = magma_zbulge_get_lq2(N, threads) + 2*N + N*N; lrwork = 1 + 5*N +2*N*N; #else lwork = magma_zbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N; #endif liwork = 3 + 5*N; /* Allocate host memory for the matrix */ TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 ); TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, n2 ); TESTING_MALLOC_CPU( w1, double, N ); TESTING_MALLOC_CPU( w2, double, N ); TESTING_MALLOC_CPU( iwork, magma_int_t, liwork ); TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, n2 ); TESTING_MALLOC_PIN( h_S, magmaDoubleComplex, n2 ); TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork ); #if defined(PRECISION_z) || defined(PRECISION_c) TESTING_MALLOC_PIN( rwork, double, lrwork); #endif /* Initialize the matrix */ lapackf77_zlarnv( &ione, ISEED, &n2, h_A ); lapackf77_zlarnv( &ione, ISEED, &n2, h_B ); magma_zmake_hpd( N, h_B, N ); magma_zmake_hermitian( N, h_A, N ); magma_int_t m1 = 0; double vl = 0; double vu = 0; magma_int_t il = 0; magma_int_t iu = 0; if (range == MagmaRangeI) { il = 1; iu = (int) (opts.fraction*N); } // ================================================================== // Warmup using MAGMA // ================================================================== if (opts.warmup) { lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N ); magma_zhegvdx_2stage(opts.itype, opts.jobz, range, opts.uplo, N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1, h_work, lwork, #if defined(PRECISION_z) || defined(PRECISION_c) rwork, lrwork, #endif iwork, liwork, &info); } // =================================================================== // Performs operation using MAGMA // =================================================================== lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N ); gpu_time = magma_wtime(); magma_zhegvdx_2stage(opts.itype, opts.jobz, range, opts.uplo, N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1, h_work, lwork, #if defined(PRECISION_z) || defined(PRECISION_c) rwork, lrwork, #endif iwork, liwork, &info); gpu_time = magma_wtime() - gpu_time; if ( opts.check && opts.jobz != MagmaNoVec ) { /* ===================================================================== Check the results following the LAPACK's [zc]hegvdx routine. A x = lambda B x is solved and the following 3 tests computed: (1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1) | A B Z - Z D | / ( |A||Z| N ) (itype = 2) | B A Z - Z D | / ( |A||Z| N ) (itype = 3) (2) | S(with V) - S(w/o V) | / | S | =================================================================== */ #if defined(PRECISION_d) || defined(PRECISION_s) double *rwork = h_work + N*N; #endif result[0] = 1.; result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &N, rwork); result[0] /= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork); if (opts.itype == 1) { blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N); for(int i=0; i<m1; ++i) blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione); blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N); result[0] *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N; } else if (opts.itype == 2) { blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N); for(int i=0; i<m1; ++i) blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione); blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N); result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N; } else if (opts.itype == 3) { blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N); for(int i=0; i<m1; ++i) blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione); blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N); result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N; } lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N ); magma_int_t m2 = m1; lapackf77_zhegvd(&opts.itype, "N", lapack_uplo_const(opts.uplo), &N, h_R, &N, h_S, &N, w2, h_work, &lwork, #if defined(PRECISION_z) || defined(PRECISION_c) rwork, &lrwork, #endif iwork, &liwork, &info); double maxw=0, diff=0; for(int j=0; j<m2; j++) { maxw = max(maxw, fabs(w1[j])); maxw = max(maxw, fabs(w2[j])); diff = max(diff, fabs(w1[j] - w2[j])); } result[1] = diff / (m2*maxw); } /* ===================================================================== Print execution time =================================================================== */ printf("%5d %5d %7.2f\n", (int) N, (int) m1, gpu_time); if ( opts.check && opts.jobz != MagmaNoVec ) { printf("Testing the eigenvalues and eigenvectors for correctness:\n"); if (opts.itype==1) { printf(" | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed")); } else if (opts.itype==2) { printf(" | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed")); } else if (opts.itype==3) { printf(" | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed")); } printf( " | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[1], (result[1] < tolulp ? "ok" : "failed")); status += ! (result[0] < tol && result[1] < tolulp); } TESTING_FREE_CPU( h_A ); TESTING_FREE_CPU( h_B ); TESTING_FREE_CPU( w1 ); TESTING_FREE_CPU( w2 ); TESTING_FREE_CPU( iwork ); TESTING_FREE_PIN( h_R ); TESTING_FREE_PIN( h_S ); TESTING_FREE_PIN( h_work ); #if defined(PRECISION_z) || defined(PRECISION_c) TESTING_FREE_PIN( rwork ); #endif fflush( stdout ); } if ( opts.niter > 1 ) { printf( "\n" ); } } /* Shutdown */ TESTING_FINALIZE(); return status; }
extern "C" magma_int_t magma_zlobpcg( magma_z_matrix A, magma_z_solver_par *solver_par, magma_z_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = 0; #define residualNorms(i,iter) ( residualNorms + (i) + (iter)*n ) #define SWAP(x, y) { pointer = x; x = y; y = pointer; } #define hresidualNorms(i,iter) (hresidualNorms + (i) + (iter)*n ) #define gramA( m, n) (gramA + (m) + (n)*ldgram) #define gramB( m, n) (gramB + (m) + (n)*ldgram) #define gevectors(m, n) (gevectors + (m) + (n)*ldgram) #define h_gramB( m, n) (h_gramB + (m) + (n)*ldgram) #define magma_z_bspmv_tuned(m, n, alpha, A, X, beta, AX, queue) { \ magma_z_matrix x={Magma_CSR}, ax={Magma_CSR}; \ x.memory_location = Magma_DEV; x.num_rows = m; x.num_cols = n; x.major = MagmaColMajor; x.nnz = m*n; x.dval = X; x.storage_type = Magma_DENSE; \ ax.memory_location= Magma_DEV; ax.num_rows = m; ax.num_cols = n; ax.major = MagmaColMajor; ax.nnz = m*n; ax.dval = AX; ax.storage_type = Magma_DENSE; \ CHECK( magma_z_spmv(alpha, A, x, beta, ax, queue )); \ } //************************************************************** // Memory allocation for the eigenvectors, eigenvalues, and workspace solver_par->solver = Magma_LOBPCG; magma_int_t m = A.num_rows; magma_int_t n = (solver_par->num_eigenvalues); magmaDoubleComplex *blockX = solver_par->eigenvectors; double *evalues = solver_par->eigenvalues; solver_par->numiter = 0; solver_par->spmv_count = 0; magmaDoubleComplex *dwork=NULL, *hwork=NULL; magmaDoubleComplex *blockP=NULL, *blockAP=NULL, *blockR=NULL, *blockAR=NULL, *blockAX=NULL, *blockW=NULL; magmaDoubleComplex *gramA=NULL, *gramB=NULL, *gramM=NULL; magmaDoubleComplex *gevectors=NULL, *h_gramB=NULL; dwork = NULL; hwork = NULL; blockP = NULL; blockR = NULL; blockAP = NULL; blockAR = NULL; blockAX = NULL; blockW = NULL; gramA = NULL; gramB = NULL; gramM = NULL; gevectors = NULL; h_gramB = NULL; magmaDoubleComplex *pointer, *origX = blockX; double *eval_gpu=NULL; magma_int_t iterationNumber, cBlockSize, restart = 1, iter; //Chronometry real_Double_t tempo1, tempo2, tempop1, tempop2; magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n), 1 + 6*3*n + 2* 3*n* 3*n); magma_int_t *iwork={0}, liwork = 15*n+9; magma_int_t gramDim, ldgram = 3*n, ikind = 3; magmaDoubleComplex *hW={0}; // === Set solver parameters === double residualTolerance = solver_par->rtol; magma_int_t maxIterations = solver_par->maxiter; double tmp; double r0=0; // set in 1st iteration // === Set some constants & defaults === magmaDoubleComplex c_zero = MAGMA_Z_ZERO; magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE; double *residualNorms={0}, *condestGhistory={0}, condestG={0}; double *gevalues={0}; magma_int_t *activeMask={0}; double *hresidualNorms={0}; #ifdef COMPLEX double *rwork={0}; magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n); CHECK( magma_dmalloc_cpu(&rwork, lrwork)); #endif CHECK( magma_zmalloc_pinned( &hwork , lwork )); CHECK( magma_zmalloc( &blockAX , m*n )); CHECK( magma_zmalloc( &blockAR , m*n )); CHECK( magma_zmalloc( &blockAP , m*n )); CHECK( magma_zmalloc( &blockR , m*n )); CHECK( magma_zmalloc( &blockP , m*n )); CHECK( magma_zmalloc( &blockW , m*n )); CHECK( magma_zmalloc( &dwork , m*n )); CHECK( magma_dmalloc( &eval_gpu , 3*n )); //**********************************************************+ // === Check some parameters for possible quick exit === solver_par->info = MAGMA_SUCCESS; if (m < 2) info = MAGMA_DIVERGENCE; else if (n > m) info = MAGMA_SLOW_CONVERGENCE; if (solver_par->info != 0) { magma_xerbla( __func__, -(info) ); goto cleanup; } solver_par->info = info; // local info variable; // === Allocate GPU memory for the residual norms' history === CHECK( magma_dmalloc(&residualNorms, (maxIterations+1) * n)); CHECK( magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) )); // === Allocate CPU work space === CHECK( magma_dmalloc_cpu(&condestGhistory, maxIterations+1)); CHECK( magma_dmalloc_cpu(&gevalues, 3 * n)); CHECK( magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t))); CHECK( magma_zmalloc_pinned(&hW, n*n)); CHECK( magma_zmalloc_pinned(&gevectors, 9*n*n)); CHECK( magma_zmalloc_pinned(&h_gramB , 9*n*n)); // === Allocate GPU workspace === CHECK( magma_zmalloc(&gramM, n * n)); CHECK( magma_zmalloc(&gramA, 9 * n * n)); CHECK( magma_zmalloc(&gramB, 9 * n * n)); // === Set activemask to one === for(magma_int_t k =0; k<n; k++){ iwork[k]=1; } magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n , activeMask, n, queue); #if defined(PRECISION_s) ikind = 3; #endif // === Make the initial vectors orthonormal === magma_zgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, &info ); //magma_zorthomgs( m, n, blockX, queue ); magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue ); solver_par->spmv_count++; // === Compute the Gram matrix = (X, AX) & its eigenstates === magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m, c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue ); magma_zheevd_gpu( MagmaVec, MagmaUpper, n, gramM, n, evalues, hW, n, hwork, lwork, #ifdef COMPLEX rwork, lrwork, #endif iwork, liwork, &info ); // === Update X = X * evectors === magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n, c_one, blockX, m, gramM, n, c_zero, blockW, m, queue ); SWAP(blockW, blockX); // === Update AX = AX * evectors === magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n, c_one, blockAX, m, gramM, n, c_zero, blockW, m, queue ); SWAP(blockW, blockAX); condestGhistory[1] = 7.82; tempo1 = magma_sync_wtime( queue ); // === Main LOBPCG loop ============================================================ for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++) { // === compute the residuals (R = Ax - x evalues ) magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue ); /* for(magma_int_t i=0; i<n; i++) { magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1, queue ); } */ magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n, queue ); CHECK( magma_zlobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu, queue )); magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue ); // === remove the residuals corresponding to already converged evectors CHECK( magma_zcompact(m, n, blockR, m, residualNorms(0, iterationNumber), residualTolerance, activeMask, &cBlockSize, queue )); if (cBlockSize == 0) break; // === apply a preconditioner P to the active residulas: R_new = P R_old // === for now set P to be identity (no preconditioner => nothing to be done ) //magmablas_zlacpy( MagmaFull, m, cBlockSize, blockR, m, blockW, m, queue ); //SWAP(blockW, blockR); // preconditioner magma_z_matrix bWv={Magma_CSR}, bRv={Magma_CSR}; bWv.memory_location = Magma_DEV; bWv.num_rows = m; bWv.num_cols = cBlockSize; bWv.major = MagmaColMajor; bWv.nnz = m*cBlockSize; bWv.dval = blockW; bRv.memory_location = Magma_DEV; bRv.num_rows = m; bRv.num_cols = cBlockSize; bRv.major = MagmaColMajor; bRv.nnz = m*cBlockSize; bRv.dval = blockR; tempop1 = magma_sync_wtime( queue ); CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, bRv, &bWv, precond_par, queue )); CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, bWv, &bRv, precond_par, queue )); tempop2 = magma_sync_wtime( queue ); precond_par->runtime += tempop2-tempop1; // === make the preconditioned residuals orthogonal to X if( precond_par->solver != Magma_NONE){ magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m, c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram, queue ); magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n, c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockR, m, queue ); } // === make the active preconditioned residuals orthonormal magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info ); #if defined(PRECISION_s) // re-orthogonalization SWAP(blockX, dwork); magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info ); #endif //magma_zorthomgs( m, cBlockSize, blockR, queue ); // === compute AR magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR, queue ); solver_par->spmv_count++; if (!restart) { // === compact P & AP as well CHECK( magma_zcompactActive(m, n, blockP, m, activeMask, queue )); CHECK( magma_zcompactActive(m, n, blockAP, m, activeMask, queue )); /* // === make P orthogonal to X ? magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m, c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram, queue ); magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n, c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockP, m, queue ); // === make P orthogonal to R ? magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram, queue ); magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize, c_neg_one, blockR, m, gramB(0,0), ldgram, c_one, blockP, m, queue ); */ // === Make P orthonormal & properly change AP (without multiplication by A) magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info ); #if defined(PRECISION_s) // re-orthogonalization SWAP(blockX, dwork); magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info ); #endif //magma_zorthomgs( m, cBlockSize, blockP, queue ); //magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP, queue ); magma_zsetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize, queue ); // replacement according to Stan #if defined(PRECISION_s) || defined(PRECISION_d) magmablas_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue ); #else magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue ); #endif } iter = max( 1, iterationNumber - 10 - int(log(1.*cBlockSize)) ); double condestGmean = 0.; for(magma_int_t i = 0; i<iterationNumber-iter+1; i++){ condestGmean += condestGhistory[i]; } condestGmean = condestGmean / (iterationNumber-iter+1); if (restart) gramDim = n+cBlockSize; else gramDim = n+2*cBlockSize; /* --- The Raileight-Ritz method for [X R P] ----------------------- [ X R P ]' [AX AR AP] y = evalues [ X R P ]' [ X R P ], i.e., GramA GramB / X'AX X'AR X'AP \ / X'X X'R X'P \ | R'AX R'AR R'AP | y = evalues | R'X R'R R'P | \ P'AX P'AR P'AP / \ P'X P'R P'P / ----------------------------------------------------------------- */ // === assemble GramB; first, set it to I magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram, queue ); // identity if (!restart) { magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m, c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram, queue ); magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram, queue ); } magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m, c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram, queue ); // === get GramB from the GPU to the CPU and compute its eigenvalues only magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue ); lapackf77_zheev("N", "L", &gramDim, h_gramB, &ldgram, gevalues, hwork, &lwork, #ifdef COMPLEX rwork, #endif &info); // === check stability criteria if we need to restart condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.; if ((condestG/condestGmean>2 && condestG>2) || condestG>8) { // Steepest descent restart for stability restart=1; printf("restart at step #%d\n", int(iterationNumber)); } // === assemble GramA; first, set it to I magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram, queue ); // identity magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m, c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram, queue ); magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram, queue ); if (!restart) { magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m, c_one, blockP, m, blockAX, m, c_zero, gramA(n+cBlockSize,0), ldgram, queue ); magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, c_one, blockP, m, blockAR, m, c_zero, gramA(n+cBlockSize,n), ldgram, queue ); magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, c_one, blockP, m, blockAP, m, c_zero, gramA(n+cBlockSize,n+cBlockSize), ldgram, queue ); } /* // === Compute X' AX or just use the eigenvalues below ? magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m, c_one, blockX, m, blockAX, m, c_zero, gramA(0,0), ldgram, queue ); */ if (restart==0) { magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue ); } else { gramDim = n+cBlockSize; magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue ); } for(magma_int_t k=0; k<n; k++) *gevectors(k,k) = MAGMA_Z_MAKE(evalues[k], 0); // === the previous eigensolver destroyed what is in h_gramB => must copy it again magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue ); magma_int_t itype = 1; lapackf77_zhegvd(&itype, "V", "L", &gramDim, gevectors, &ldgram, h_gramB, &ldgram, gevalues, hwork, &lwork, #ifdef COMPLEX rwork, &lrwork, #endif iwork, &liwork, &info); for(magma_int_t k =0; k<n; k++) evalues[k] = gevalues[k]; // === copy back the result to gramA on the GPU and use it for the updates magma_zsetmatrix( gramDim, gramDim, gevectors, ldgram, gramA, ldgram, queue ); if (restart == 0) { // === contribution from P to the new X (in new search direction P) magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize, c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue ); SWAP(dwork, blockP); // === contribution from R to the new X (in new search direction P) magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize, c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m, queue ); // === corresponding contribution from AP to the new AX (in AP) magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize, c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue ); SWAP(dwork, blockAP); // === corresponding contribution from AR to the new AX (in AP) magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize, c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m, queue ); } else { // === contribution from R (only) to the new X magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize, c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m, queue ); // === corresponding contribution from AR (only) to the new AX magma_zgemm( MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize, c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m, queue ); } // === contribution from old X to the new X + the new search direction P magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n, c_one, blockX, m, gramA, ldgram, c_zero, dwork, m, queue ); SWAP(dwork, blockX); //magma_zaxpy( m*n, c_one, blockP, 1, blockX, 1, queue ); CHECK( magma_zlobpcg_maxpy( m, n, blockP, blockX, queue )); // === corresponding contribution from old AX to new AX + AP magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n, c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m, queue ); SWAP(dwork, blockAX); //magma_zaxpy( m*n, c_one, blockAP, 1, blockAX, 1, queue ); CHECK( magma_zlobpcg_maxpy( m, n, blockAP, blockAX, queue )); condestGhistory[iterationNumber+1]=condestG; magma_dgetmatrix( 1, 1, residualNorms(0, iterationNumber), 1, &tmp, 1, queue ); if ( iterationNumber == 1 ) { solver_par->init_res = tmp; r0 = tmp * solver_par->rtol; if ( r0 < ATOLERANCE ) r0 = ATOLERANCE; } solver_par->final_res = tmp; if ( tmp < r0 ) { break; } if (cBlockSize == 0) { break; } if ( solver_par->verbose!=0 ) { if ( iterationNumber%solver_par->verbose == 0 ) { // double res; // magma_zgetmatrix( 1, 1, // (magmaDoubleComplex*)residualNorms(0, iterationNumber), 1, // (magmaDoubleComplex*)&res, 1, queue ); // // printf("Iteration %4d, CBS %4d, Residual: %10.7f\n", // iterationNumber, cBlockSize, res); printf("%4d-%2d ", int(iterationNumber), int(cBlockSize)); magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1); } } restart = 0; } // === end for iterationNumber = 1,maxIterations ======================= // fill solver info tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; solver_par->numiter = iterationNumber; if ( solver_par->numiter < solver_par->maxiter) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) info = MAGMA_SLOW_CONVERGENCE; else info = MAGMA_DIVERGENCE; // ============================================================================= // === postprocessing; // ============================================================================= // === compute the real AX and corresponding eigenvalues magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue ); magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m, c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue ); magma_zheevd_gpu( MagmaVec, MagmaUpper, n, gramM, n, gevalues, dwork, n, hwork, lwork, #ifdef COMPLEX rwork, lrwork, #endif iwork, liwork, &info ); for(magma_int_t k =0; k<n; k++) evalues[k] = gevalues[k]; // === update X = X * evectors SWAP(blockX, dwork); magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n, c_one, dwork, m, gramM, n, c_zero, blockX, m, queue ); // === update AX = AX * evectors to compute the final residual SWAP(blockAX, dwork); magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n, c_one, dwork, m, gramM, n, c_zero, blockAX, m, queue ); // === compute R = AX - evalues X magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue ); for(magma_int_t i=0; i<n; i++) magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1, queue ); // === residualNorms[iterationNumber] = || R || magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue ); // === restore blockX if needed if (blockX != origX) magmablas_zlacpy( MagmaFull, m, n, blockX, m, origX, m, queue ); printf("Eigenvalues:\n"); for(magma_int_t i =0; i<n; i++) printf("%e ", evalues[i]); printf("\n\n"); printf("Final residuals:\n"); magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1); printf("\n\n"); //=== Prmagma_int_t residual history in a file for plotting ==== CHECK( magma_dmalloc_cpu(&hresidualNorms, (iterationNumber+1) * n)); magma_dgetmatrix( n, iterationNumber, residualNorms, n, hresidualNorms, n, queue ); solver_par->iter_res = *hresidualNorms(0, iterationNumber-1); printf("Residuals are stored in file residualNorms\n"); printf("Plot the residuals using: myplot \n"); FILE *residuals_file; residuals_file = fopen("residualNorms", "w"); for(magma_int_t i =1; i<iterationNumber; i++) { for(magma_int_t j = 0; j<n; j++) fprintf(residuals_file, "%f ", *hresidualNorms(j,i)); fprintf(residuals_file, "\n"); } fclose(residuals_file); cleanup: magma_free_cpu(hresidualNorms); // === free work space magma_free( residualNorms ); magma_free_cpu( condestGhistory ); magma_free_cpu( gevalues ); magma_free_cpu( iwork ); magma_free_pinned( hW ); magma_free_pinned( gevectors ); magma_free_pinned( h_gramB ); magma_free( gramM ); magma_free( gramA ); magma_free( gramB ); magma_free( activeMask ); if (blockX != (solver_par->eigenvectors)) magma_free( blockX ); if (blockAX != (solver_par->eigenvectors)) magma_free( blockAX ); if (blockAR != (solver_par->eigenvectors)) magma_free( blockAR ); if (blockAP != (solver_par->eigenvectors)) magma_free( blockAP ); if (blockR != (solver_par->eigenvectors)) magma_free( blockR ); if (blockP != (solver_par->eigenvectors)) magma_free( blockP ); if (blockW != (solver_par->eigenvectors)) magma_free( blockW ); if (dwork != (solver_par->eigenvectors)) magma_free( dwork ); magma_free( eval_gpu ); magma_free_pinned( hwork ); #ifdef COMPLEX magma_free_cpu( rwork ); rwork = NULL; #endif return info; }
/** Purpose ------- ZHEGVD 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_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 >= 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) 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_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, 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; 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_zhetrd_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_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; } magma_timer_t time=0; timer_start( time ); magma_zpotrf_m(nrgpu, uplo, n, B, ldb, info); if (*info != 0) { *info = n + *info; return *info; } timer_stop( time ); timer_printf("time zpotrf = %6.2f\n", time ); timer_start( time ); /* Transform problem to standard eigenvalue problem and solve. */ magma_zhegst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info); timer_stop( time ); timer_printf( "time zhegst = %6.2f\n", time ); timer_start( time ); magma_zheevdx_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 zheevd = %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_ztrsm_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_ztrmm(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_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; return *info; } /* magma_zhegvd_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 */
/* //////////////////////////////////////////////////////////////////////////// -- Testing zhegvd */ int main( int argc, char** argv) { TESTING_INIT(); real_Double_t gpu_time, cpu_time; magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work; double *rwork, *w1, *w2; double result[4] = {0}; magma_int_t *iwork; magma_int_t N, n2, info, nb, lwork, liwork, lda, lrwork; magmaDoubleComplex c_zero = MAGMA_Z_ZERO; magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE; double d_one = 1.; double d_neg_one = -1.; //double d_ten = 10.; //magma_int_t izero = 0; magma_int_t ione = 1; magma_int_t ISEED[4] = {0,0,0,1}; magma_int_t status = 0; magma_opts opts; parse_opts( argc, argv, &opts ); double tol = opts.tolerance * lapackf77_dlamch("E"); double tolulp = opts.tolerance * lapackf77_dlamch("P"); if ( opts.check && opts.jobz == MagmaNoVec ) { fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" ); opts.jobz = MagmaVec; } printf("using: itype = %d, jobz = %s, uplo = %s\n", (int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo)); printf(" N CPU Time (sec) GPU Time(sec)\n"); printf("======================================\n"); for( int itest = 0; itest < opts.ntest; ++itest ) { for( int iter = 0; iter < opts.niter; ++iter ) { N = opts.nsize[itest]; lda = N; n2 = N*lda; nb = magma_get_zhetrd_nb(N); lwork = 2*N*nb + N*N; lrwork = 1 + 5*N +2*N*N; liwork = 3 + 5*N; TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 ); TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, n2 ); TESTING_MALLOC_CPU( w1, double, N ); TESTING_MALLOC_CPU( w2, double, N ); TESTING_MALLOC_CPU( rwork, double, lrwork ); TESTING_MALLOC_CPU( iwork, magma_int_t, liwork ); TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, n2 ); TESTING_MALLOC_PIN( h_S, magmaDoubleComplex, n2 ); TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork ); /* Initialize the matrix */ lapackf77_zlarnv( &ione, ISEED, &n2, h_A ); //lapackf77_zlatms( &N, &N, "U", ISEED, "P", w1, &five, &d_ten, // &d_one, &N, &N, lapack_uplo_const(opts.uplo), h_B, &lda, h_work, &info); //lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_B, &lda); lapackf77_zlarnv( &ione, ISEED, &n2, h_B ); magma_zmake_hpd( N, h_B, lda ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda ); /* warmup */ if ( opts.warmup ) { magma_zhegvd( opts.itype, opts.jobz, opts.uplo, N, h_R, lda, h_S, lda, w1, h_work, lwork, rwork, lrwork, iwork, liwork, &info ); if (info != 0) printf("magma_zhegvd returned error %d: %s.\n", (int) info, magma_strerror( info )); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda ); } /* ==================================================================== Performs operation using MAGMA =================================================================== */ gpu_time = magma_wtime(); magma_zhegvd( opts.itype, opts.jobz, opts.uplo, N, h_R, lda, h_S, lda, w1, h_work, lwork, rwork, lrwork, iwork, liwork, &info ); gpu_time = magma_wtime() - gpu_time; if (info != 0) printf("magma_zhegvd returned error %d: %s.\n", (int) info, magma_strerror( info )); if ( opts.check ) { /* ===================================================================== Check the results following the LAPACK's [zc]hegvd routine. A x = lambda B x is solved and the following 3 tests computed: (1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1) | A B Z - Z D | / ( |A||Z| N ) (itype = 2) | B A Z - Z D | / ( |A||Z| N ) (itype = 3) (2) | I - V V' B | / ( N ) (itype = 1,2) | B - V V' | / ( |B| N ) (itype = 3) (3) | S(with V) - S(w/o V) | / | S | =================================================================== */ double temp1, temp2; //magmaDoubleComplex *tau; if ( opts.itype == 1 || opts.itype == 2 ) { lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_S, &lda); blasf77_zgemm("N", "C", &N, &N, &N, &c_one, h_R, &lda, h_R, &lda, &c_zero, h_work, &N); blasf77_zhemm("R", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_work, &N, &c_one, h_S, &lda); result[1] = lapackf77_zlange("1", &N, &N, h_S, &lda, rwork) / N; } else if ( opts.itype == 3 ) { lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda); blasf77_zherk(lapack_uplo_const(opts.uplo), "N", &N, &N, &d_neg_one, h_R, &lda, &d_one, h_S, &lda); result[1] = lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_S, &lda, rwork) / N / lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_B, &lda, rwork); } result[0] = 1.; result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &lda, rwork); result[0] /= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork); if ( opts.itype == 1 ) { blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N); for(int i=0; i<N; ++i) blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione); blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_R, &lda, &c_one, h_work, &N); result[0] *= lapackf77_zlange("1", &N, &N, h_work, &lda, rwork)/N; } else if ( opts.itype == 2 ) { blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_R, &lda, &c_zero, h_work, &N); for(int i=0; i<N; ++i) blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione); blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_work, &N, &c_neg_one, h_R, &lda); result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N; } else if ( opts.itype == 3 ) { blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N); for(int i=0; i<N; ++i) blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione); blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_work, &N, &c_neg_one, h_R, &lda); result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N; } /* lapackf77_zhet21( &ione, lapack_uplo_const(opts.uplo), &N, &izero, h_A, &lda, w1, w1, h_R, &lda, h_R, &lda, tau, h_work, rwork, &result[0] ); */ lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda ); magma_zhegvd( opts.itype, MagmaNoVec, opts.uplo, N, h_R, lda, h_S, lda, w2, h_work, lwork, rwork, lrwork, iwork, liwork, &info ); if (info != 0) printf("magma_zhegvd returned error %d: %s.\n", (int) info, magma_strerror( info )); temp1 = temp2 = 0; for(int j=0; j<N; j++) { temp1 = max(temp1, absv(w1[j])); temp1 = max(temp1, absv(w2[j])); temp2 = max(temp2, absv(w1[j]-w2[j])); } result[2] = temp2 / (((double)N)*temp1); } /* ===================================================================== Performs operation using LAPACK =================================================================== */ if ( opts.lapack ) { cpu_time = magma_wtime(); lapackf77_zhegvd( &opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo), &N, h_A, &lda, h_B, &lda, w2, h_work, &lwork, rwork, &lrwork, iwork, &liwork, &info ); cpu_time = magma_wtime() - cpu_time; if (info != 0) printf("lapackf77_zhegvd returned error %d: %s.\n", (int) info, magma_strerror( info )); printf("%5d %7.2f %7.2f\n", (int) N, cpu_time, gpu_time); } else { printf("%5d --- %7.2f\n", (int) N, gpu_time); } /* ===================================================================== Print execution time =================================================================== */ if ( opts.check ) { printf("Testing the eigenvalues and eigenvectors for correctness:\n"); if ( opts.itype==1 ) { printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") ); } else if ( opts.itype==2 ) { printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") ); } else if ( opts.itype==3 ) { printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") ); } if ( opts.itype==1 || opts.itype==2 ) { printf("(2) | I - Z Z' B | / N = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") ); } else { printf("(2) | B - Z Z' | / (|B| N) = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") ); } printf( "(3) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[2], (result[2] < tolulp ? "ok" : "failed") ); status += ! (result[0] < tol && result[1] < tol && result[2] < tolulp); } TESTING_FREE_CPU( h_A ); TESTING_FREE_CPU( h_B ); TESTING_FREE_CPU( w1 ); TESTING_FREE_CPU( w2 ); TESTING_FREE_CPU( rwork ); TESTING_FREE_CPU( iwork ); TESTING_FREE_PIN( h_R ); TESTING_FREE_PIN( h_S ); TESTING_FREE_PIN( h_work ); fflush( stdout ); } if ( opts.niter > 1 ) { printf( "\n" ); } } TESTING_FINALIZE(); return status; }
extern "C" magma_int_t magma_zhegvdx_2stage(magma_int_t itype, char jobz, char range, char 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) { /* -- MAGMA (version 1.4.1) -- Univ. of Tennessee, Knoxville Univ. of California, Berkeley Univ. of Colorado, Denver December 2013 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 ========= ITYPE (input) 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 RANGE (input) CHARACTER*1 = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the half-open interval (VL,VU] will be found. = 'I': the IL-th through IU-th eigenvalues will be found. JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. UPLO (input) CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian 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 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 = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) COMPLEX_16 array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. 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. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL (input) INTEGER IU (input) INTEGER If RANGE='I', 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 = 'A' or 'V'. M (output) INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) 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 >= LQ2 + N * (NB + 1). If JOBZ = 'V' 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. 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. RWORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. LRWORK (input) INTEGER The dimension of the array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = 'N' and N > 1, LRWORK >= N. If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. 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. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) 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, 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. INFO (output) 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 = '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); > 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. ===================================================================== */ char uplo_[2] = {uplo, 0}; char jobz_[2] = {jobz, 0}; char range_[2] = {range, 0}; magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex *da; magmaDoubleComplex *db; magma_int_t ldda = n; magma_int_t lddb = n; magma_int_t lower; char trans[1]; magma_int_t wantz; magma_int_t lquery; magma_int_t alleig, valeig, indeig; // magma_int_t lopt; magma_int_t lwmin; // magma_int_t liopt; magma_int_t liwmin; // magma_int_t lropt; magma_int_t lrwmin; magma_queue_t stream; magma_queue_create( &stream ); /* determine the number of threads */ magma_int_t threads = magma_get_numthreads(); magma_setlapack_numthreads(threads); wantz = lapackf77_lsame(jobz_, MagmaVecStr); lower = lapackf77_lsame(uplo_, MagmaLowerStr); alleig = lapackf77_lsame(range_, "A"); valeig = lapackf77_lsame(range_, "V"); indeig = lapackf77_lsame(range_, "I"); 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 || lapackf77_lsame(jobz_, MagmaNoVecStr))) { *info = -3; } else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) { *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, threads); magma_int_t lq2 = magma_zbulge_get_lq2(n, 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; } work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon")); 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; } 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 ); #ifdef ENABLE_TIMER magma_timestr_t start, end; start = get_current_time(); #endif magma_zpotrf_gpu(uplo_[0], n, db, lddb, info); if (*info != 0) { *info = n + *info; return *info; } #ifdef ENABLE_TIMER end = get_current_time(); printf("time zpotrf_gpu = %6.2f\n", GetTimerValue(start,end)/1000.); #endif magma_queue_sync( stream ); magma_zgetmatrix_async( n, n, db, lddb, b, ldb, stream ); #ifdef ENABLE_TIMER start = get_current_time(); #endif /* Transform problem to standard eigenvalue problem and solve. */ magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info); #ifdef ENABLE_TIMER end = get_current_time(); printf("time zhegst_gpu = %6.2f\n", GetTimerValue(start,end)/1000.); #endif magma_zgetmatrix( n, n, da, ldda, a, lda ); magma_queue_sync( stream ); magma_free( da ); magma_free( db ); #ifdef ENABLE_TIMER start = get_current_time(); #endif magma_zheevdx_2stage(jobz, range, uplo, n, a, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info); #ifdef ENABLE_TIMER end = get_current_time(); printf("time zheevdx_2stage = %6.2f\n", GetTimerValue(start,end)/1000.); #endif if (wantz && *info == 0) { if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) || MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb )) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } #ifdef ENABLE_TIMER start = get_current_time(); #endif 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) { *(unsigned char *)trans = MagmaConjTrans; } else { *(unsigned char *)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) { *(unsigned char *)trans = MagmaNoTrans; } else { *(unsigned char *)trans = MagmaConjTrans; } magma_ztrmm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, da, ldda); } magma_zgetmatrix( n, *m, da, ldda, a, lda ); #ifdef ENABLE_TIMER end = get_current_time(); printf("time trsm/mm + getmatrix = %6.2f\n", GetTimerValue(start,end)/1000.); #endif magma_free( da ); magma_free( db ); } magma_queue_destroy( stream ); work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon")); iwork[0] = liwmin; return *info; } /* zhegvdx_2stage */
/** Purpose ------- ZHEGVD 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] 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 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[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[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: 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_zhegvd(magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb, 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 lwmin; magma_int_t liwmin; magma_int_t lrwmin; magma_queue_t stream; magma_queue_create( &stream ); wantz = (jobz == MagmaVec); lower = (uplo == MagmaLower); lquery = (lwork == -1 || lrwork == -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_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.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; if (lwork < lwmin && ! lquery) { *info = -11; } else if (lrwork < lrwmin && ! lquery) { *info = -13; } else if (liwork < liwmin && ! lquery) { *info = -15; } 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); 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 ); timer_start( time ); /* Transform problem to standard eigenvalue problem and solve. */ magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info); timer_stop( time ); timer_printf( "time zhegst_gpu = %6.2f\n", time ); /* simple fix to be able to run bigger size. * need to have a dwork here that will be used * a db and then passed to dsyevd. * */ if (n > 5000) { magma_queue_sync( stream ); magma_free( db ); } timer_start( time ); magma_zheevd_gpu(jobz, uplo, n, da, ldda, w, A, lda, work, lwork, rwork, lrwork, iwork, liwork, info); timer_stop( time ); timer_printf( "time zheevd_gpu = %6.2f\n", time ); if (wantz && *info == 0) { timer_start( time ); /* allocate and copy db back */ if (n > 5000) { if (MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb ) ) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } 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, n, 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, n, c_one, db, lddb, da, ldda); } magma_zgetmatrix( n, n, da, ldda, A, lda ); /* free db */ if (n > 5000) { magma_free( db ); } timer_stop( time ); timer_printf( "time ztrsm/mm + getmatrix = %6.2f\n", time ); } magma_queue_sync( stream ); magma_queue_destroy( stream ); work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; magma_free( da ); if (n <= 5000) { magma_free( db ); } return *info; } /* magma_zhegvd */
/** Purpose ------- ZHEGVD 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] 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[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[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 (MAX(1,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: 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_zhegvd_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb, 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; magma_int_t lower; magma_trans_t trans; magma_int_t wantz; magma_int_t lquery; magma_int_t lwmin; magma_int_t liwmin; magma_int_t lrwmin; magma_queue_t stream; magma_queue_create( &stream ); wantz = (jobz == MagmaVec); lower = (uplo == MagmaLower); lquery = (lwork == -1 || lrwork == -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_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.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; if (lwork < lwmin && ! lquery) { *info = -11; } else if (lrwork < lrwmin && ! lquery) { *info = -13; } else if (liwork < liwmin && ! lquery) { *info = -15; } 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); return *info; } magma_timer_t time=0; timer_start( time ); magma_zpotrf_m(nrgpu, uplo, n, B, ldb, info); if (*info != 0) { *info = n + *info; return *info; } timer_stop( time ); timer_printf( "time zpotrf = %6.2f\n", time ); timer_start( time ); /* Transform problem to standard eigenvalue problem and solve. */ magma_zhegst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info); timer_stop( time ); timer_printf( "time zhegst = %6.2f\n", time ); timer_start( time ); magma_zheevd_m(nrgpu, jobz, uplo, n, A, lda, w, work, lwork, rwork, lrwork, iwork, liwork, info); timer_stop( time ); timer_printf( "time zheevd = %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_ztrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit, n, n, 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; } printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n"); magmaDoubleComplex *dA=NULL, *dB=NULL; magma_int_t ldda = n; magma_int_t lddb = n; if (MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb ) ) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } magma_zsetmatrix( n, n, B, ldb, dB, lddb ); magma_zsetmatrix( n, n, A, lda, dA, ldda ); magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit, n, n, c_one, dB, lddb, dA, ldda); magma_zgetmatrix( n, n, dA, ldda, A, lda ); } timer_stop( time ); timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time ); } work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; return *info; } /* magma_zhegvd_m */