/**
Purpose
-------
DGEBRD reduces a general real M-by-N matrix A to upper or lower
bidiagonal form B by an orthogonal transformation: Q**H * A * P = B.
If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
Arguments
---------
@param[in]
m INTEGER
The number of rows in the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns in the matrix A. N >= 0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the M-by-N general matrix to be reduced.
On exit,
if m >= n, the diagonal and the first superdiagonal are
overwritten with the upper bidiagonal matrix B; the
elements below the diagonal, with the array TAUQ, represent
the orthogonal matrix Q as a product of elementary
reflectors, and the elements above the first superdiagonal,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors;
\n
if m < n, the diagonal and the first subdiagonal are
overwritten with the lower bidiagonal matrix B; the
elements below the first subdiagonal, with the array TAUQ,
represent the orthogonal matrix Q as a product of
elementary reflectors, and the elements above the diagonal,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors.
See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[out]
d double precision array, dimension (min(M,N))
The diagonal elements of the bidiagonal matrix B:
D(i) = A(i,i).
@param[out]
e double precision array, dimension (min(M,N)-1)
The off-diagonal elements of the bidiagonal matrix B:
if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
@param[out]
tauq DOUBLE_PRECISION array dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Q. See Further Details.
@param[out]
taup DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix P. See Further Details.
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= (M+N)*NB, where NB
is the optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrices Q and P are represented as products of elementary
reflectors:
If m >= n,
Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors;
v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
tauq is stored in TAUQ(i) and taup in TAUP(i).
If m < n,
Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors;
v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
tauq is stored in TAUQ(i) and taup in TAUP(i).
The contents of A on exit are illustrated by the following examples:
@verbatim
m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
( v1 v2 v3 v4 v5 )
@endverbatim
where d and e denote diagonal and off-diagonal elements of B, vi
denotes an element of the vector defining H(i), and ui an element of
the vector defining G(i).
@ingroup magma_dgesvd_comp
********************************************************************/
extern "C" magma_int_t
magma_dgebrd(magma_int_t m, magma_int_t n,
double *A, magma_int_t lda, double *d, double *e,
double *tauq, double *taup,
double *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i, j) (A + (j)*lda + (i))
#define dA(i, j) (dA + (j)*ldda + (i))
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
double *dA, *dwork;
magma_int_t ncol, nrow, jmax, nb, ldda;
magma_int_t i, j, nx;
magma_int_t iinfo;
magma_int_t minmn;
magma_int_t ldwrkx, ldwrky, lwkopt;
magma_int_t lquery;
nb = magma_get_dgebrd_nb(n);
ldda = m;
lwkopt = (m + n) * nb;
work[0] = MAGMA_D_MAKE( lwkopt, 0. );
lquery = (lwork == -1);
/* Check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
} else if (lwork < lwkopt && (! lquery) ) {
*info = -10;
}
if (*info < 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
minmn = min(m,n);
if (minmn == 0) {
work[0] = c_one;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda + (m + n)*nb )) {
fprintf (stderr, "!!!! device memory allocation error in dgebrd\n" );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dwork = dA + n*ldda;
ldwrkx = m;
ldwrky = n;
/* Set the block/unblock crossover point NX. */
nx = 128;
/* Copy the matrix to the GPU */
if (minmn - nx >= 1) {
magma_dsetmatrix( m, n, A, lda, dA, ldda );
}
for (i=0; i < (minmn - nx); i += nb) {
/* Reduce rows and columns i:i+nb-1 to bidiagonal form and return
the matrices X and Y which are needed to update the unreduced
part of the matrix */
nrow = m - i;
ncol = n - i;
/* Get the current panel (no need for the 1st iteration) */
if ( i > 0 ) {
magma_dgetmatrix( nrow, nb, dA(i, i), ldda, A( i, i), lda );
magma_dgetmatrix( nb, ncol - nb,
dA(i, i+nb), ldda,
A( i, i+nb), lda );
}
magma_dlabrd_gpu(nrow, ncol, nb,
A(i, i), lda, dA(i, i), ldda,
d+i, e+i, tauq+i, taup+i,
work, ldwrkx, dwork, ldwrkx, // x, dx
work+(ldwrkx*nb), ldwrky, dwork+(ldwrkx*nb), ldwrky); // y, dy
/* Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
of the form A := A - V*Y' - X*U' */
nrow = m - i - nb;
ncol = n - i - nb;
// Send Y back to the GPU
magma_dsetmatrix( nrow, nb, work + nb, ldwrkx, dwork + nb, ldwrkx );
magma_dsetmatrix( ncol, nb,
work + (ldwrkx+1)*nb, ldwrky,
dwork + (ldwrkx+1)*nb, ldwrky );
magma_dgemm( MagmaNoTrans, MagmaConjTrans,
nrow, ncol, nb,
c_neg_one, dA(i+nb, i ), ldda,
dwork+(ldwrkx+1)*nb, ldwrky,
c_one, dA(i+nb, i+nb), ldda);
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
nrow, ncol, nb,
c_neg_one, dwork+nb, ldwrkx,
dA( i, i+nb ), ldda,
c_one, dA( i+nb, i+nb ), ldda);
/* Copy diagonal and off-diagonal elements of B back into A */
if (m >= n) {
jmax = i + nb;
for (j = i; j < jmax; ++j) {
*A(j, j ) = MAGMA_D_MAKE( d[j], 0. );
*A(j, j+1) = MAGMA_D_MAKE( e[j], 0. );
}
} else {
jmax = i + nb;
for (j = i; j < jmax; ++j) {
*A(j, j ) = MAGMA_D_MAKE( d[j], 0. );
*A(j+1, j ) = MAGMA_D_MAKE( e[j], 0. );
}
}
}
/* Use unblocked code to reduce the remainder of the matrix */
nrow = m - i;
ncol = n - i;
if ( 0 < minmn - nx ) {
magma_dgetmatrix( nrow, ncol, dA(i, i), ldda, A(i, i), lda );
}
lapackf77_dgebrd( &nrow, &ncol,
A(i, i), &lda, d+i, e+i,
tauq+i, taup+i, work, &lwork, &iinfo);
work[0] = MAGMA_D_MAKE( lwkopt, 0. );
magma_free( dA );
return *info;
} /* magma_dgebrd */
extern "C" magma_int_t
magma_dgebrd(magma_int_t m, magma_int_t n,
double *a, magma_int_t lda, double *d, double *e,
double *tauq, double *taup,
double *work, magma_int_t lwork,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEBRD reduces a general real M-by-N matrix A to upper or lower
bidiagonal form B by an orthogonal transformation: Q**T * A * P = B.
If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.
Arguments
=========
M (input) INTEGER
The number of rows in the matrix A. M >= 0.
N (input) INTEGER
The number of columns in the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the M-by-N general matrix to be reduced.
On exit,
if m >= n, the diagonal and the first superdiagonal are
overwritten with the upper bidiagonal matrix B; the
elements below the diagonal, with the array TAUQ, represent
the orthogonal matrix Q as a product of elementary
reflectors, and the elements above the first superdiagonal,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors;
if m < n, the diagonal and the first subdiagonal are
overwritten with the lower bidiagonal matrix B; the
elements below the first subdiagonal, with the array TAUQ,
represent the orthogonal matrix Q as a product of
elementary reflectors, and the elements above the diagonal,
with the array TAUP, represent the orthogonal matrix P as
a product of elementary reflectors.
See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
D (output) double precision array, dimension (min(M,N))
The diagonal elements of the bidiagonal matrix B:
D(i) = A(i,i).
E (output) double precision array, dimension (min(M,N)-1)
The off-diagonal elements of the bidiagonal matrix B:
if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.
TAUQ (output) DOUBLE_PRECISION array dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix Q. See Further Details.
TAUP (output) DOUBLE_PRECISION array, dimension (min(M,N))
The scalar factors of the elementary reflectors which
represent the orthogonal matrix P. See Further Details.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= (M+N)*NB, where NB
is the optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrices Q and P are represented as products of elementary
reflectors:
If m >= n,
Q = H(1) H(2) . . . H(n) and P = G(1) G(2) . . . G(n-1)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors;
v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
tauq is stored in TAUQ(i) and taup in TAUP(i).
If m < n,
Q = H(1) H(2) . . . H(m-1) and P = G(1) G(2) . . . G(m)
Each H(i) and G(i) has the form:
H(i) = I - tauq * v * v' and G(i) = I - taup * u * u'
where tauq and taup are real scalars, and v and u are real vectors;
v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
tauq is stored in TAUQ(i) and taup in TAUP(i).
The contents of A on exit are illustrated by the following examples:
m = 6 and n = 5 (m > n): m = 5 and n = 6 (m < n):
( d e u1 u1 u1 ) ( d u1 u1 u1 u1 u1 )
( v1 d e u2 u2 ) ( e d u2 u2 u2 u2 )
( v1 v2 d e u3 ) ( v1 e d u3 u3 u3 )
( v1 v2 v3 d e ) ( v1 v2 e d u4 u4 )
( v1 v2 v3 v4 d ) ( v1 v2 v3 e d u5 )
( v1 v2 v3 v4 v5 )
where d and e denote diagonal and off-diagonal elements of B, vi
denotes an element of the vector defining H(i), and ui an element of
the vector defining G(i).
===================================================================== */
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
double *da, *dwork;
magma_int_t ncol, nrow, jmax, nb, ldda;
magma_int_t i, j, nx;
magma_int_t iinfo;
magma_int_t minmn;
magma_int_t ldwrkx, ldwrky, lwkopt;
magma_int_t lquery;
nb = magma_get_dgebrd_nb(n);
ldda = m;
lwkopt = (m + n) * nb;
work[0] = MAGMA_D_MAKE( lwkopt, 0. );
lquery = (lwork == -1);
/* Check arguments */
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,m)) {
*info = -4;
} else if (lwork < lwkopt && (! lquery) ) {
*info = -10;
}
if (*info < 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
minmn = min(m,n);
if (minmn == 0) {
work[0] = c_one;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &da, n*ldda + (m + n)*nb )) {
fprintf (stderr, "!!!! device memory allocation error in dgebrd\n" );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dwork = da + (n)*ldda;
ldwrkx = m;
ldwrky = n;
/* Set the block/unblock crossover point NX. */
nx = 128;
/* Copy the matrix to the GPU */
if (minmn - nx >= 1) {
magma_dsetmatrix( m, n, a, lda, da, ldda );
}
for (i=0; i< (minmn - nx); i += nb) {
/* Reduce rows and columns i:i+nb-1 to bidiagonal form and return
the matrices X and Y which are needed to update the unreduced
part of the matrix */
nrow = m - i;
ncol = n - i;
/* Get the current panel (no need for the 1st iteration) */
if ( i > 0 ) {
magma_dgetmatrix( nrow, nb, dA(i, i), ldda, A( i, i), lda );
magma_dgetmatrix( nb, ncol - nb,
dA(i, i+nb), ldda,
A( i, i+nb), lda );
}
magma_dlabrd_gpu(nrow, ncol, nb,
A(i, i), lda, dA(i, i), ldda,
d+i, e+i, tauq+i, taup+i,
work, ldwrkx, dwork, ldwrkx, // x, dx
work+(ldwrkx*nb), ldwrky, dwork+(ldwrkx*nb), ldwrky); // y, dy
/* Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
of the form A := A - V*Y' - X*U' */
nrow = m - i - nb;
ncol = n - i - nb;
// Send Y back to the GPU
magma_dsetmatrix( nrow, nb, work + nb, ldwrkx, dwork + nb, ldwrkx );
magma_dsetmatrix( ncol, nb,
work + (ldwrkx+1)*nb, ldwrky,
dwork + (ldwrkx+1)*nb, ldwrky );
magma_dgemm( MagmaNoTrans, MagmaTrans,
nrow, ncol, nb,
c_neg_one, dA(i+nb, i ), ldda,
dwork+(ldwrkx+1)*nb, ldwrky,
c_one, dA(i+nb, i+nb), ldda);
magma_dgemm( MagmaNoTrans, MagmaNoTrans,
nrow, ncol, nb,
c_neg_one, dwork+nb, ldwrkx,
dA( i, i+nb ), ldda,
c_one, dA( i+nb, i+nb ), ldda);
/* Copy diagonal and off-diagonal elements of B back into A */
if (m >= n) {
jmax = i + nb;
for (j = i; j < jmax; ++j) {
*A(j, j ) = MAGMA_D_MAKE( d[j], 0. );
*A(j, j+1) = MAGMA_D_MAKE( e[j], 0. );
}
} else {
jmax = i + nb;
for (j = i; j < jmax; ++j) {
*A(j, j ) = MAGMA_D_MAKE( d[j], 0. );
*A(j+1, j ) = MAGMA_D_MAKE( e[j], 0. );
}
}
}
/* Use unblocked code to reduce the remainder of the matrix */
nrow = m - i;
ncol = n - i;
if ( 0 < minmn - nx ) {
magma_dgetmatrix( nrow, ncol, dA(i, i), ldda, A(i, i), lda );
}
lapackf77_dgebrd( &nrow, &ncol,
A(i, i), &lda, d+i, e+i,
tauq+i, taup+i, work, &lwork, &iinfo);
work[0] = MAGMA_D_MAKE( lwkopt, 0. );
magma_free( da );
return *info;
} /* dgebrd */