extern "C" magma_int_t
magma_zgeev(magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
magmaDoubleComplex *a, magma_int_t lda,
magmaDoubleComplex *geev_w_array,
magmaDoubleComplex *vl, magma_int_t ldvl,
magmaDoubleComplex *vr, magma_int_t ldvr,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *info, magma_queue_t queue)
{
/* -- clMAGMA (version 1.0.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
September 2012
Purpose
=======
ZGEEV computes for an N-by-N complex nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
=========
JOBVL (input) CHARACTER*1
= 'N': left eigenvectors of A are not computed;
= 'V': left eigenvectors of are computed.
JOBVR (input) CHARACTER*1
= 'N': right eigenvectors of A are not computed;
= 'V': right eigenvectors of A are computed.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) COMPLEX*16 array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) COMPLEX*16 array, dimension (N)
W contains the computed eigenvalues.
VL (output) COMPLEX*16 array, dimension (LDVL,N)
If JOBVL = 'V', the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = 'N', VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = 'V', LDVL >= N.
VR (output) COMPLEX*16 array, dimension (LDVR,N)
If JOBVR = 'V', the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = 'N', VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = 'V', LDVR >= N.
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 dimension of the array WORK. LWORK >= (1+nb)*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.
RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
===================================================================== */
magma_int_t c__1 = 1;
magma_int_t c__0 = 0;
magma_int_t a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2, i__3;
double d__1, d__2;
magmaDoubleComplex z__1, z__2;
magma_int_t i__, k, ihi;
double scl;
magma_int_t ilo;
double dum[1], eps;
magmaDoubleComplex tmp;
magma_int_t ibal;
double anrm;
magma_int_t ierr, itau, iwrk, nout;
magma_int_t scalea;
double cscale;
magma_int_t select[1];
double bignum;
magma_int_t minwrk;
magma_int_t wantvl;
double smlnum;
magma_int_t irwork;
magma_int_t lquery, wantvr;
magma_int_t nb = 0;
magmaDoubleComplex_ptr dT;
//magma_timestr_t start, end;
char side[2] = {0, 0};
magma_vec_t jobvl_ = jobvl;
magma_vec_t jobvr_ = jobvr;
*info = 0;
lquery = lwork == -1;
wantvl = lapackf77_lsame(lapack_const(jobvl_), "V");
wantvr = lapackf77_lsame(lapack_const(jobvr_), "V");
if (! wantvl && ! lapackf77_lsame(lapack_const(jobvl_), "N")) {
*info = -1;
} else if (! wantvr && ! lapackf77_lsame(lapack_const(jobvr_), "N")) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -8;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -10;
}
/* Compute workspace */
if (*info == 0) {
nb = magma_get_zgehrd_nb(n);
minwrk = (1+nb)*n;
work[0] = MAGMA_Z_MAKE((double) minwrk, 0.);
if (lwork < minwrk && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
// if eigenvectors are needed
#if defined(VERSION3)
if (MAGMA_SUCCESS != magma_malloc(&dT, nb*n*sizeof(magmaDoubleComplex) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
a_dim1 = lda;
a_offset = 1 + a_dim1;
a -= a_offset;
vl_dim1 = ldvl;
vl_offset = 1 + vl_dim1;
vl -= vl_offset;
vr_dim1 = ldvr;
vr_offset = 1 + vr_dim1;
vr -= vr_offset;
--work;
--rwork;
/* Get machine constants */
eps = lapackf77_dlamch("P");
smlnum = lapackf77_dlamch("S");
bignum = 1. / smlnum;
lapackf77_dlabad(&smlnum, &bignum);
smlnum = magma_dsqrt(smlnum) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_zlange("M", &n, &n, &a[a_offset], &lda, dum);
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_zlascl("G", &c__0, &c__0, &anrm, &cscale, &n, &n, &a[a_offset], &lda, &
ierr);
}
/* Balance the matrix
(CWorkspace: none)
(RWorkspace: need N) */
ibal = 1;
lapackf77_zgebal("B", &n, &a[a_offset], &lda, &ilo, &ihi, &rwork[ibal], &ierr);
/* Reduce to upper Hessenberg form
(CWorkspace: need 2*N, prefer N+N*NB)
(RWorkspace: none) */
itau = 1;
iwrk = itau + n;
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1)
/*
* Version 1 - LAPACK
*/
lapackf77_zgehrd(&n, &ilo, &ihi, &a[a_offset], &lda,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION2)
/*
* Version 2 - LAPACK consistent HRD
*/
magma_zgehrd2(n, ilo, ihi, &a[a_offset], lda,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored,
*/
magma_zgehrd(n, ilo, ihi, &a[a_offset], lda,
&work[itau], &work[iwrk], i__1, dT, 0, &ierr, queue);
#endif
//end = get_current_time();
//printf(" Time for zgehrd = %5.2f sec\n", GetTimerValue(start,end)/1000.);
if (wantvl) {
/* Want left eigenvectors
Copy Householder vectors to VL */
side[0] = 'L';
lapackf77_zlacpy(MagmaLowerStr, &n, &n,
&a[a_offset], &lda, &vl[vl_offset], &ldvl);
/* Generate unitary matrix in VL
(CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
(RWorkspace: none) */
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1) || defined(VERSION2)
/*
* Version 1 & 2 - LAPACK
*/
lapackf77_zunghr(&n, &ilo, &ihi, &vl[vl_offset], &ldvl,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
*/
magma_zunghr(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau],
dT, 0, nb, &ierr, queue);
#endif
//end = get_current_time();
//printf(" Time for zunghr = %5.2f sec\n", GetTimerValue(start,end)/1000.);
/* Perform QR iteration, accumulating Schur vectors in VL
(CWorkspace: need 1, prefer HSWORK (see comments) )
(RWorkspace: none) */
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_zhseqr("S", "V", &n, &ilo, &ihi, &a[a_offset], &lda, geev_w_array,
&vl[vl_offset], &ldvl, &work[iwrk], &i__1, info);
if (wantvr)
{
/* Want left and right eigenvectors
Copy Schur vectors to VR */
side[0] = 'B';
lapackf77_zlacpy("F", &n, &n, &vl[vl_offset], &ldvl, &vr[vr_offset], &ldvr);
}
} else if (wantvr) {
/* Want right eigenvectors
Copy Householder vectors to VR */
side[0] = 'R';
lapackf77_zlacpy("L", &n, &n, &a[a_offset], &lda, &vr[vr_offset], &ldvr);
/* Generate unitary matrix in VR
(CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
(RWorkspace: none) */
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1) || defined(VERSION2)
/*
* Version 1 & 2 - LAPACK
*/
lapackf77_zunghr(&n, &ilo, &ihi, &vr[vr_offset], &ldvr,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
*/
magma_zunghr(n, ilo, ihi, &vr[vr_offset], ldvr,
&work[itau], dT, 0, nb, &ierr, queue);
#endif
//end = get_current_time();
//printf(" Time for zunghr = %5.2f sec\n", GetTimerValue(start,end)/1000.);
/* Perform QR iteration, accumulating Schur vectors in VR
(CWorkspace: need 1, prefer HSWORK (see comments) )
(RWorkspace: none) */
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_zhseqr("S", "V", &n, &ilo, &ihi, &a[a_offset], &lda, geev_w_array,
&vr[vr_offset], &ldvr, &work[iwrk], &i__1, info);
} else {
/* Compute eigenvalues only
(CWorkspace: need 1, prefer HSWORK (see comments) )
(RWorkspace: none) */
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_zhseqr("E", "N", &n, &ilo, &ihi, &a[a_offset], &lda, geev_w_array,
&vr[vr_offset], &ldvr, &work[iwrk], &i__1, info);
}
/* If INFO > 0 from ZHSEQR, then quit */
if (*info > 0) {
goto L50;
}
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
(CWorkspace: need 2*N)
(RWorkspace: need 2*N) */
irwork = ibal + n;
lapackf77_ztrevc(side, "B", select, &n, &a[a_offset], &lda, &vl[vl_offset], &ldvl,
&vr[vr_offset], &ldvr, &n, &nout, &work[iwrk], &rwork[irwork],
&ierr);
}
if (wantvl) {
/* Undo balancing of left eigenvectors
(CWorkspace: none)
(RWorkspace: need N) */
lapackf77_zgebak("B", "L", &n, &ilo, &ihi, &rwork[ibal], &n,
&vl[vl_offset], &ldvl, &ierr);
/* Normalize left eigenvectors and make largest component real */
for (i__ = 1; i__ <= n; ++i__) {
scl = 1. / cblas_dznrm2(n, &vl[i__ * vl_dim1 + 1], 1);
cblas_zdscal(n, scl, &vl[i__ * vl_dim1 + 1], 1);
i__2 = n;
for (k = 1; k <= i__2; ++k)
{
i__3 = k + i__ * vl_dim1;
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL(vl[i__3]);
/* Computing 2nd power */
d__2 = MAGMA_Z_IMAG(vl[k + i__ * vl_dim1]);
rwork[irwork + k - 1] = d__1 * d__1 + d__2 * d__2;
}
/* Comment:
Fortran BLAS does not have to add 1
C BLAS must add one to cblas_idamax */
k = cblas_idamax(n, &rwork[irwork], 1)+1;
z__2 = MAGMA_Z_CNJG(vl[k + i__ * vl_dim1]);
d__1 = magma_dsqrt(rwork[irwork + k - 1]);
MAGMA_Z_DSCALE(z__1, z__2, d__1);
tmp = z__1;
cblas_zscal(n, CBLAS_SADDR(tmp), &vl[i__ * vl_dim1 + 1], 1);
i__2 = k + i__ * vl_dim1;
i__3 = k + i__ * vl_dim1;
d__1 = MAGMA_Z_REAL(vl[i__3]);
MAGMA_Z_SET2REAL(z__1, d__1);
vl[i__2] = z__1;
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
(CWorkspace: none)
(RWorkspace: need N) */
lapackf77_zgebak("B", "R", &n, &ilo, &ihi, &rwork[ibal], &n,
&vr[vr_offset], &ldvr, &ierr);
/* Normalize right eigenvectors and make largest component real */
for (i__ = 1; i__ <= n; ++i__) {
scl = 1. / cblas_dznrm2(n, &vr[i__ * vr_dim1 + 1], 1);
cblas_zdscal(n, scl, &vr[i__ * vr_dim1 + 1], 1);
i__2 = n;
for (k = 1; k <= i__2; ++k) {
i__3 = k + i__ * vr_dim1;
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL(vr[i__3]);
/* Computing 2nd power */
d__2 = MAGMA_Z_IMAG(vr[k + i__ * vr_dim1]);
rwork[irwork + k - 1] = d__1 * d__1 + d__2 * d__2;
}
/* Comment:
Fortran BLAS does not have to add 1
C BLAS must add one to cblas_idamax */
k = cblas_idamax(n, &rwork[irwork], 1)+1;
z__2 = MAGMA_Z_CNJG(vr[k + i__ * vr_dim1]);
d__1 = magma_dsqrt(rwork[irwork + k - 1]);
MAGMA_Z_DSCALE(z__1, z__2, d__1);
tmp = z__1;
cblas_zscal(n, CBLAS_SADDR(tmp), &vr[i__ * vr_dim1 + 1], 1);
i__2 = k + i__ * vr_dim1;
i__3 = k + i__ * vr_dim1;
d__1 = MAGMA_Z_REAL(vr[i__3]);
MAGMA_Z_SET2REAL(z__1, d__1);
vr[i__2] = z__1;
}
}
/* Undo scaling if necessary */
L50:
if (scalea) {
i__1 = n - *info;
/* Computing MAX */
i__3 = n - *info;
i__2 = max(i__3,1);
lapackf77_zlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
geev_w_array + *info, &i__2, &ierr);
if (*info > 0) {
i__1 = ilo - 1;
lapackf77_zlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
geev_w_array, &n, &ierr);
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
return *info;
} /* magma_zgeev */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zgehrd2
*/
int main( int argc, char** argv)
{
real_Double_t gflops, gpu_perf, cpu_perf, gpu_time, cpu_time;
//*h_R1 is used for warm-up
magmaDoubleComplex *h_A, *h_R, *h_Q, *h_work, *tau, *twork, *h_R1;
magmaDoubleComplex_ptr dT;
double *rwork;
double result[2] = {0., 0.};
double eps;
int checkres;
checkres = getenv("MAGMA_TESTINGS_CHECK") != NULL;
/* Matrix size */
int N=0, n2, lda, nb, lwork, ltwork, once = 0;
#if defined (PRECISION_z)
magma_int_t size[10] = {1024,2048,3072,4032,5184,6016,7000,7000,7000,7000};
#else
magma_int_t size[10] = {1024,2048,3072,4032,5184,6016,7040,8064,9088,9900};
#endif
int i, info;
int ione = 1;
int ISEED[4] = {0,0,0,1};
if (argc != 1){
for(i = 1; i<argc; i++){
if (strcmp("-N", argv[i])==0)
N = atoi(argv[++i]);
}
if ( N > 0 ){
printf(" testing_zgehrd -N %d\n\n", N);
once = 1;
}
else
{
printf("\nUsage: \n");
printf(" testing_zgehrd -N %d\n\n", 1024);
exit(1);
}
}
else {
printf("\nUsage: \n");
printf(" testing_zgehrd -N %d\n\n", 1024);
N = size[9];
}
/* Initialize */
magma_queue_t queue;
magma_device_t device;
int num = 0;
magma_err_t err;
magma_init();
err = magma_get_devices( &device, 1, &num );
if ( err != 0 || num < 1 ) {
fprintf( stderr, "magma_get_devices failed: %d\n", err );
exit(-1);
}
err = magma_queue_create( device, &queue );
if ( err != 0 ) {
fprintf( stderr, "magma_queue_create failed: %d\n", err );
exit(-1);
}
eps = lapackf77_dlamch( "E" );
lda = N;
n2 = N*lda;
nb = magma_get_zgehrd_nb(N);
/* We suppose the magma nb is bigger than lapack nb */
lwork = N*nb;
TESTING_MALLOC_HOST( h_A , magmaDoubleComplex, n2 );
TESTING_MALLOC_HOST( tau , magmaDoubleComplex, N );
TESTING_MALLOC_HOST( h_R , magmaDoubleComplex, n2 );
TESTING_MALLOC_HOST( h_R1 , magmaDoubleComplex, n2 );
TESTING_MALLOC_HOST( h_work, magmaDoubleComplex, lwork );
TESTING_MALLOC_DEV ( dT , magmaDoubleComplex, nb*N );
/* To avoid uninitialized variable warning */
h_Q = NULL;
twork = NULL;
rwork = NULL;
if ( checkres ) {
ltwork = 2*(N*N);
TESTING_MALLOC_HOST( h_Q, magmaDoubleComplex, lda*N );
TESTING_MALLOC_HOST( twork, magmaDoubleComplex, ltwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_HOST( rwork, double, N );
#endif
}
printf("\n\n");
printf(" N CPU GFlop/s GPU GFlop/s |A-QHQ'|/N|A| |I-QQ'|/N \n");
printf("=============================================================\n");
for(i=0; i<10; i++){
if ( !once ) {
N = size[i];
}
lda = N;
n2 = lda*N;
gflops = FLOPS( (double)N ) / 1e9;
/* Initialize the matrices */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R1, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
magma_zgehrd ( N, ione, N, h_R1, lda, tau, h_work, lwork, dT, 0, &info, queue);
if ( info < 0 )
printf("Argument %d of magma_zgehrd had an illegal value\n", -info);
clFinish(queue);
gpu_time = get_time();
magma_zgehrd ( N, ione, N, h_R, lda, tau, h_work, lwork, dT, 0, &info, queue);
gpu_time = get_time() - gpu_time;
if ( info < 0 )
printf("Argument %d of magma_zgehrd had an illegal value\n", -info);
gpu_perf = gflops / gpu_time;
/* =====================================================================
Check the factorization
=================================================================== */
if ( checkres ) {
lapackf77_zlacpy(MagmaUpperLowerStr, &N, &N, h_R, &lda, h_Q, &lda);
{
int i, j;
for(j=0; j<N-1; j++)
for(i=j+2; i<lda; i++)
h_R[i+j*lda] = MAGMA_Z_ZERO;
}
nb = magma_get_zgehrd_nb(N);
magma_zunghr(N, ione, N, h_Q, lda, tau, dT, 0, nb, &info, queue);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_zhst01(&N, &ione, &N, h_A, &lda, h_R, &lda, h_Q, &lda, twork, <work, rwork, result);
#else
lapackf77_zhst01(&N, &ione, &N, h_A, &lda, h_R, &lda, h_Q, &lda, twork, <work, result);
#endif
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = get_time();
lapackf77_zgehrd(&N, &ione, &N, h_A, &lda, tau, h_work, &lwork, &info);
cpu_time = get_time() - cpu_time;
if (info < 0)
printf("Argument %d of lapack_zgehrd had an illegal value.\n", -info);
cpu_perf = gflops / cpu_time;
/* =====================================================================
Print performance and error.
=================================================================== */
if ( checkres ) {
printf("%5d %6.2f %6.2f %e %e\n",
N, cpu_perf, gpu_perf,
result[0]*eps, result[1]*eps );
} else {
printf("%5d %6.2f %6.2f\n",
N, cpu_perf, gpu_perf );
}
if ( once )
break;
}
/* Memory clean up */
TESTING_FREE ( h_A );
TESTING_FREE ( tau );
TESTING_FREE_HOST( h_work);
TESTING_FREE_HOST( h_R );
TESTING_FREE_HOST( h_R1 );
TESTING_FREE_DEV ( dT );
if ( checkres ) {
TESTING_FREE_HOST( h_Q );
TESTING_FREE( twork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE( rwork );
#endif
}
/* Shutdown */
magma_queue_destroy( queue );
magma_finalize();
return EXIT_SUCCESS;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zgehrd
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
magmaDoubleComplex *h_A, *h_R, *h_Q, *h_work, *tau, *twork;
magmaDoubleComplex_ptr dT;
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
#endif
double eps, result[2];
magma_int_t N, n2, lda, nb, lwork, ltwork, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
eps = lapackf77_dlamch( "E" );
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
printf(" N CPU GFlop/s (sec) GPU GFlop/s (sec) |A-QHQ'|/N|A| |I-QQ'|/N\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 = lda*N;
nb = magma_get_zgehrd_nb(N);
/* We suppose the magma nb is bigger than lapack nb */
lwork = N*nb;
gflops = FLOPS_ZGEHRD( N ) / 1e9;
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( tau, magmaDoubleComplex, N );
TESTING_MALLOC_PIN( h_R, magmaDoubleComplex, n2 );
TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork );
TESTING_MALLOC_DEV( dT, magmaDoubleComplex, nb*N );
/* Initialize the matrices */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_zgehrd( N, ione, N, h_R, lda, tau, h_work, lwork, dT, 0, opts.queue, &info );
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0)
printf("magma_zgehrd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Check the factorization
=================================================================== */
if ( opts.check ) {
ltwork = 2*(N*N);
TESTING_MALLOC_PIN( h_Q, magmaDoubleComplex, lda*N );
TESTING_MALLOC_CPU( twork, magmaDoubleComplex, ltwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_CPU( rwork, double, N );
#endif
lapackf77_zlacpy(MagmaUpperLowerStr, &N, &N, h_R, &lda, h_Q, &lda);
for( int j = 0; j < N-1; ++j )
for( int i = j+2; i < N; ++i )
h_R[i+j*lda] = MAGMA_Z_ZERO;
magma_zunghr( N, ione, N, h_Q, lda, tau, dT, 0, nb, opts.queue, &info );
if (info != 0) {
printf("magma_zunghr returned error %d: %s.\n",
(int) info, magma_strerror( info ));
exit(1);
}
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_zhst01(&N, &ione, &N,
h_A, &lda, h_R, &lda,
h_Q, &lda, twork, <work, rwork, result);
#else
lapackf77_zhst01(&N, &ione, &N,
h_A, &lda, h_R, &lda,
h_Q, &lda, twork, <work, result);
#endif
TESTING_FREE_PIN( h_Q );
TESTING_FREE_CPU( twork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_CPU( rwork );
#endif
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_zgehrd(&N, &ione, &N, h_R, &lda, tau, h_work, &lwork, &info);
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0)
printf("lapackf77_zgehrd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* =====================================================================
Print performance and error.
=================================================================== */
if ( opts.lapack ) {
printf("%5d %7.2f (%7.2f) %7.2f (%7.2f)",
(int) N, cpu_perf, cpu_time, gpu_perf, gpu_time );
}
else {
printf("%5d --- ( --- ) %7.2f (%7.2f)",
(int) N, gpu_perf, gpu_time );
}
if ( opts.check ) {
printf(" %8.2e %8.2e %s\n",
result[0]*eps, result[1]*eps,
( ( (result[0]*eps < tol) && (result[1]*eps < tol) ) ? "ok" : "failed") );
status += ! (result[0]*eps < tol);
status += ! (result[1]*eps < tol);
}
else {
printf(" --- ---\n");
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( tau );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
TESTING_FREE_DEV( dT );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
extern "C" magma_int_t
magma_zgeev_m(
char jobvl, char jobvr, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex *W,
magmaDoubleComplex *vl, magma_int_t ldvl,
magmaDoubleComplex *vr, magma_int_t ldvr,
magmaDoubleComplex *work, magma_int_t lwork,
double *rwork, magma_int_t *info )
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZGEEV computes for an N-by-N complex nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
=========
JOBVL (input) CHARACTER*1
= 'N': left eigenvectors of A are not computed;
= 'V': left eigenvectors of are computed.
JOBVR (input) CHARACTER*1
= 'N': right eigenvectors of A are not computed;
= 'V': right eigenvectors of A are computed.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) COMPLEX*16 array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) COMPLEX*16 array, dimension (N)
W contains the computed eigenvalues.
VL (output) COMPLEX*16 array, dimension (LDVL,N)
If JOBVL = 'V', the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = 'N', VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = 'V', LDVL >= N.
VR (output) COMPLEX*16 array, dimension (LDVR,N)
If JOBVR = 'V', the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = 'N', VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = 'V', LDVR >= N.
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 dimension of the array WORK. LWORK >= (1+nb)*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.
RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
===================================================================== */
#define vl(i,j) (vl + (i) + (j)*ldvl)
#define vr(i,j) (vr + (i) + (j)*ldvr)
magma_int_t c_one = 1;
magma_int_t c_zero = 0;
double d__1, d__2;
magmaDoubleComplex z__1, z__2;
magmaDoubleComplex tmp;
double scl;
double dum[1], eps;
double anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, i__1, i__2, nb;
magma_int_t scalea, minwrk, irwork, lquery, wantvl, wantvr, select[1];
char side[2] = {0, 0};
char jobvl_[2] = {jobvl, 0};
char jobvr_[2] = {jobvr, 0};
irwork = 0;
*info = 0;
lquery = lwork == -1;
wantvl = lapackf77_lsame( jobvl_, "V" );
wantvr = lapackf77_lsame( jobvr_, "V" );
if (! wantvl && ! lapackf77_lsame( jobvl_, "N" )) {
*info = -1;
} else if (! wantvr && ! lapackf77_lsame( jobvr_, "N" )) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -8;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -10;
}
/* Compute workspace */
nb = magma_get_zgehrd_nb( n );
if (*info == 0) {
minwrk = (1+nb)*n;
work[0] = MAGMA_Z_MAKE( minwrk, 0 );
if (lwork < minwrk && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(Version3) || defined(Version4) || defined(Version5)
magmaDoubleComplex *dT;
if (MAGMA_SUCCESS != magma_zmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version4) || defined(Version5)
magmaDoubleComplex *T;
if (MAGMA_SUCCESS != magma_zmalloc_cpu( &T, nb*n )) {
magma_free( dT );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_dlamch( "P" );
smlnum = lapackf77_dlamch( "S" );
bignum = 1. / smlnum;
lapackf77_dlabad( &smlnum, &bignum );
smlnum = magma_dsqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_zlange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_zlascl( "G", &c_zero, &c_zero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (CWorkspace: none)
* (RWorkspace: need N) */
ibal = 0;
lapackf77_zgebal( "B", &n, A, &lda, &ilo, &ihi, &rwork[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (CWorkspace: need 2*N, prefer N + N*NB)
* (RWorkspace: none) */
itau = 0;
iwrk = itau + n;
liwrk = lwork - iwrk;
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_zgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_zgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + matrices T stored,
magma_zgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version4) || defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_zgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &ierr );
magma_zsetmatrix( nb, n, T, nb, dT, nb );
#endif
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side[0] = 'L';
lapackf77_zlacpy( MagmaLowerStr, &n, &n, A, &lda, vl, &ldvl );
/* Generate unitary matrix in VL
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: none) */
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_zunghr( &n, &ilo, &ihi, vl, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3) || defined(Version4)
// Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
magma_zunghr( n, ilo, ihi, vl, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_zunghr_m( n, ilo, ihi, vl, ldvl, &work[itau], T, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VL
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: none) */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, W,
vl, &ldvl, &work[iwrk], &liwrk, info );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side[0] = 'B';
lapackf77_zlacpy( "F", &n, &n, vl, &ldvl, vr, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side[0] = 'R';
lapackf77_zlacpy( "L", &n, &n, A, &lda, vr, &ldvr );
/* Generate unitary matrix in VR
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: none) */
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_zunghr( &n, &ilo, &ihi, vr, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3) || defined(Version4)
// Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
magma_zunghr( n, ilo, ihi, vr, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_zunghr_m( n, ilo, ihi, vr, ldvr, &work[itau], T, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VR
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: none) */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, W,
vr, &ldvr, &work[iwrk], &liwrk, info );
}
else {
/* Compute eigenvalues only
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: none) */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "E", "N", &n, &ilo, &ihi, A, &lda, W,
vr, &ldvr, &work[iwrk], &liwrk, info );
}
/* If INFO > 0 from ZHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (CWorkspace: need 2*N)
* (RWorkspace: need 2*N) */
irwork = ibal + n;
lapackf77_ztrevc( side, "B", select, &n, A, &lda, vl, &ldvl,
vr, &ldvr, &n, &nout, &work[iwrk], &rwork[irwork], &ierr );
}
if (wantvl) {
/* Undo balancing of left eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_zgebak( "B", "L", &n, &ilo, &ihi, &rwork[ibal], &n,
vl, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / cblas_dznrm2( n, vl(0,i), 1 );
cblas_zdscal( n, scl, vl(0,i), 1 );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL( *vl(k,i) );
d__2 = MAGMA_Z_IMAG( *vl(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = cblas_idamax( n, &rwork[irwork], 1 );
z__2 = MAGMA_Z_CNJG( *vl(k,i) );
d__1 = magma_dsqrt( rwork[irwork + k] );
MAGMA_Z_DSCALE( z__1, z__2, d__1 );
tmp = z__1;
cblas_zscal( n, CBLAS_SADDR(tmp), vl(0,i), 1 );
d__1 = MAGMA_Z_REAL( *vl(k,i) );
z__1 = MAGMA_Z_MAKE( d__1, 0 );
*vl(k,i) = z__1;
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_zgebak( "B", "R", &n, &ilo, &ihi, &rwork[ibal], &n,
vr, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / cblas_dznrm2( n, vr(0,i), 1 );
cblas_zdscal( n, scl, vr(0,i), 1 );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL( *vr(k,i) );
d__2 = MAGMA_Z_IMAG( *vr(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = cblas_idamax( n, &rwork[irwork], 1 );
z__2 = MAGMA_Z_CNJG( *vr(k,i) );
d__1 = magma_dsqrt( rwork[irwork + k] );
MAGMA_Z_DSCALE( z__1, z__2, d__1 );
tmp = z__1;
cblas_zscal( n, CBLAS_SADDR(tmp), vr(0,i), 1 );
d__1 = MAGMA_Z_REAL( *vr(k,i) );
z__1 = MAGMA_Z_MAKE( d__1, 0 );
*vr(k,i) = z__1;
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
i__1 = n - (*info);
i__2 = max( n - (*info), 1 );
lapackf77_zlascl( "G", &c_zero, &c_zero, &cscale, &anrm, &i__1, &c_one,
W + (*info), &i__2, &ierr );
if (*info > 0) {
i__1 = ilo - 1;
lapackf77_zlascl( "G", &c_zero, &c_zero, &cscale, &anrm, &i__1, &c_one,
W, &n, &ierr );
}
}
#if defined(Version3) || defined(Version4) || defined(Version5)
magma_free( dT );
#endif
#if defined(Version4) || defined(Version5)
magma_free_cpu( T );
#endif
return *info;
} /* magma_zgeev */
/**
Purpose
-------
ZGEHRD reduces a COMPLEX_16 general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to ZGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau COMPLEX_16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
T COMPLEX_16 array, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices, for later use in magma_zunghr.
@ingroup magma_zgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_zgehrd_m(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex *tau,
magmaDoubleComplex *work, magma_int_t lwork,
magmaDoubleComplex *T,
magma_int_t *info)
{
#define A( i, j ) (A + (i) + (j)*lda)
#define dA( d, i, j ) (data.A[d] + (i) + (j)*ldda)
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magma_int_t nb = magma_get_zgehrd_nb(n);
magma_int_t nh, iws, ldda, min_lblocks, max_lblocks, last_dev, d;
magma_int_t dpanel, di, nlocal, i, i2, ib, ldwork;
magma_int_t iinfo;
magma_int_t lquery;
struct zgehrd_data data;
int ngpu = magma_num_gpus();
*info = 0;
iws = n*(nb + nb*ngpu);
work[0] = MAGMA_Z_MAKE( iws, 0 );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
// set T to zero
lapackf77_zlaset( "Full", &nb, &n, &c_zero, &c_zero, T, &nb );
// set to null, to simplify cleanup code
for( d = 0; d < ngpu; ++d ) {
data.A[d] = NULL;
data.streams[d] = NULL;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb >= nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// allocate memory on GPUs for A and workspaces
ldda = ((n+31)/32)*32;
min_lblocks = (n / nb) / ngpu;
max_lblocks = ((n-1) / nb) / ngpu + 1;
last_dev = (n / nb) % ngpu;
// V and Vd need to be padded for copying in mzlahr2
data.ngpu = ngpu;
data.ldda = ldda;
data.ldv = nb*max_lblocks*ngpu;
data.ldvd = nb*max_lblocks;
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
nlocal = min_lblocks*nb;
if ( d < last_dev ) {
nlocal += nb;
}
else if ( d == last_dev ) {
nlocal += (n % nb);
}
ldwork = nlocal*ldda // A
+ nb*data.ldv // V
+ nb*data.ldvd // Vd
+ nb*ldda // Y
+ nb*ldda // W
+ nb*nb; // Ti
if ( MAGMA_SUCCESS != magma_zmalloc( &data.A[d], ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
goto CLEANUP;
}
data.V [d] = data.A [d] + nlocal*ldda;
data.Vd[d] = data.V [d] + nb*data.ldv;
data.Y [d] = data.Vd[d] + nb*data.ldvd;
data.W [d] = data.Y [d] + nb*ldda;
data.Ti[d] = data.W [d] + nb*ldda;
magma_queue_create( &data.streams[d] );
}
// Copy the matrix to GPUs
magma_zsetmatrix_1D_col_bcyclic( n, n, A, lda, data.A, ldda, ngpu, nb );
// round ilo down to block boundary
ilo = (ilo/nb)*nb;
for (i = ilo; i < ihi - 1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
dpanel = (i / nb) % ngpu;
di = ((i / nb) / ngpu) * nb;
if ( i > ilo ) {
magma_setdevice( dpanel );
magma_zgetmatrix( ihi-i, nb,
dA(dpanel, i, di), ldda,
A(i,i), lda );
}
// add 1 to i for 1-based index
magma_zlahr2_m( ihi, i+1, nb, A(0,i), lda,
&tau[i], &T[i*nb], nb, work, n, &data );
magma_zlahru_m( n, ihi, i, nb, A, lda, &data );
// copy first i rows above panel to host
magma_setdevice( dpanel );
magma_zgetmatrix_async( i, nb,
dA(dpanel, 0, di), ldda,
A(0,i), lda, data.streams[dpanel] );
}
// Copy remainder to host, block-by-block
for( i2 = i; i2 < n; i2 += nb ) {
ib = min( nb, n-i2 );
d = (i2 / nb) % ngpu;
di = (i2 / nb) / ngpu * nb;
magma_setdevice( d );
magma_zgetmatrix( n, ib,
dA(d, 0, di), ldda,
A(0,i2), lda );
}
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_zgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_Z_MAKE( iws, 0 );
CLEANUP:
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_free( data.A[d] );
magma_queue_destroy( data.streams[d] );
}
magma_setdevice( orig_dev );
return *info;
} /* magma_zgehrd */
/**
Purpose
-------
ZGEHRD reduces a COMPLEX_16 general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to ZGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau COMPLEX_16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@param[out]
work (workspace) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
dT COMPLEX_16 array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_zunghr.
@ingroup magma_zgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_zgehrd(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
magmaDoubleComplex *A, magma_int_t lda,
magmaDoubleComplex *tau,
magmaDoubleComplex *work, magma_int_t lwork,
magmaDoubleComplex_ptr dT,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magma_int_t nb = magma_get_zgehrd_nb(n);
magma_int_t ldda = ((n+31)/32)*32;
magma_int_t i, nh, iws;
magma_int_t iinfo;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = MAGMA_Z_MAKE( iws, 0 );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// GPU workspace is:
// nb*ldda for dwork for zlahru
// nb*ldda for dV
// n*ldda for dA
magmaDoubleComplex *dwork;
if (MAGMA_SUCCESS != magma_zmalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magmaDoubleComplex *dV = dwork + nb*ldda;
magmaDoubleComplex *dA = dwork + nb*ldda*2;
magmaDoubleComplex *dTi;
magmaDoubleComplex *T;
magma_zmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
magmablas_zlaset( MagmaFull, nb, nb, c_zero, c_zero, dV, ldda );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
assert( nb % 4 == 0 );
for (i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_zlaset( MagmaFull, nb, n, c_zero, c_zero, dT, nb );
// Copy the matrix to the GPU
magma_zsetmatrix( n, n-ilo, A(0,ilo), lda, dA, ldda );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_zgetmatrix( ihi-i, nb,
dA(i,i-ilo), ldda,
A(i,i), lda );
// add 1 to i for 1-based index
magma_zlahr2( ihi, i+1, nb,
dA(0,i-ilo), ldda,
dV, ldda,
A(0,i), lda,
&tau[i], T, nb, work, n);
// Copy T from the CPU to dT on the GPU
dTi = dT + (i - ilo)*nb;
magma_zsetmatrix( nb, nb, T, nb, dTi, nb );
magma_zlahru( n, ihi, i, nb,
A(0,i), lda,
dA(0,i-ilo), ldda, // dA
dA(i,i-ilo), ldda, // dY, stored over current panel
dV, ldda,
dTi, dwork );
}
// Copy remainder to host
magma_zgetmatrix( n, n-i,
dA(0,i-ilo), ldda,
A(0,i), lda );
magma_free( dwork );
magma_free_cpu( T );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_zgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_Z_MAKE( iws, 0 );
return *info;
} /* magma_zgehrd */
/**
Purpose
-------
ZGEEV computes for an N-by-N complex nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
---------
@param[in]
jobvl magma_vec_t
- = MagmaNoVec: left eigenvectors of A are not computed;
- = MagmaVec: left eigenvectors of are computed.
@param[in]
jobvr magma_vec_t
- = MagmaNoVec: right eigenvectors of A are not computed;
- = MagmaVec: right eigenvectors of A are computed.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
w COMPLEX_16 array, dimension (N)
w contains the computed eigenvalues.
@param[out]
VL COMPLEX_16 array, dimension (LDVL,N)
If JOBVL = MagmaVec, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = MagmaNoVec, VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
@param[in]
ldvl INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = MagmaVec, LDVL >= N.
@param[out]
VR COMPLEX_16 array, dimension (LDVR,N)
If JOBVR = MagmaVec, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = MagmaNoVec, VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
@param[in]
ldvr INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = MagmaVec, LDVR >= N.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= (1+nb)*N.
For optimal performance, LWORK >= (1+2*nb)*N.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param
rwork (workspace) DOUBLE PRECISION array, dimension (2*N)
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of w contain eigenvalues which have
converged.
@ingroup magma_zgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_zgeev(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
magmaDoubleComplex *A, magma_int_t lda,
#ifdef COMPLEX
magmaDoubleComplex *w,
#else
double *wr, double *wi,
#endif
magmaDoubleComplex *VL, magma_int_t ldvl,
magmaDoubleComplex *VR, magma_int_t ldvr,
magmaDoubleComplex *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork,
#endif
magma_int_t *info )
{
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
const magma_int_t ione = 1;
const magma_int_t izero = 0;
double d__1, d__2;
magmaDoubleComplex tmp;
double scl;
double dum[1], eps;
double anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, nb;
magma_int_t scalea, minwrk, optwrk, irwork, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
magma_timer_t time_total=0, time_gehrd=0, time_unghr=0, time_hseqr=0, time_trevc=0, time_sum=0;
magma_flops_t flop_total=0, flop_gehrd=0, flop_unghr=0, flop_hseqr=0, flop_trevc=0, flop_sum=0;
timer_start( time_total );
flops_start( flop_total );
irwork = 0;
*info = 0;
lquery = (lwork == -1);
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -8;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -10;
}
/* Compute workspace */
nb = magma_get_zgehrd_nb( n );
if (*info == 0) {
minwrk = (1+ nb)*n;
optwrk = (1+2*nb)*n;
work[0] = MAGMA_Z_MAKE( optwrk, 0 );
if (lwork < minwrk && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(VERSION3)
magmaDoubleComplex_ptr dT;
if (MAGMA_SUCCESS != magma_zmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_dlamch( "P" );
smlnum = lapackf77_dlamch( "S" );
bignum = 1. / smlnum;
lapackf77_dlabad( &smlnum, &bignum );
smlnum = magma_dsqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_zlange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_zlascl( "G", &izero, &izero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (CWorkspace: none)
* (RWorkspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_zgebal( "B", &n, A, &lda, &ilo, &ihi, &rwork[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (CWorkspace: need 2*N, prefer N + N*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zgehrd */
itau = 0;
iwrk = itau + n;
liwrk = lwork - iwrk;
timer_start( time_gehrd );
flops_start( flop_gehrd );
#if defined(VERSION1)
// Version 1 - LAPACK
lapackf77_zgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(VERSION2)
// Version 2 - LAPACK consistent HRD
magma_zgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_zgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#endif
time_sum += timer_stop( time_gehrd );
flop_sum += flops_stop( flop_gehrd );
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_zlacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate unitary matrix in VL
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zunghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_zunghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_zunghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
timer_start( time_hseqr );
flops_start( flop_hseqr );
/* Perform QR iteration, accumulating Schur vectors in VL
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zhseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VL, &ldvl, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_zlacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_zlacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate unitary matrix in VR
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zunghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_zunghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_zunghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
/* Perform QR iteration, accumulating Schur vectors in VR
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
else {
/* Compute eigenvalues only
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by zhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_zhseqr( "E", "N", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
/* If INFO > 0 from ZHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
timer_start( time_trevc );
flops_start( flop_trevc );
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (CWorkspace: need 2*N)
* (RWorkspace: need 2*N)
* - including N reserved for gebal/gebak, unused by ztrevc */
irwork = ibal + n;
#if TREVC_VERSION == 1
lapackf77_ztrevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &rwork[irwork], &ierr );
#elif TREVC_VERSION == 2
liwrk = lwork - iwrk;
lapackf77_ztrevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 3
magma_ztrevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 4
magma_ztrevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 5
magma_ztrevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#else
#error Unknown TREVC_VERSION
#endif
}
time_sum += timer_stop( time_trevc );
flop_sum += flops_stop( flop_trevc );
if (wantvl) {
/* Undo balancing of left eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_zgebak( "B", "L", &n, &ilo, &ihi, &rwork[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / magma_cblas_dznrm2( n, VL(0,i), 1 );
blasf77_zdscal( &n, &scl, VL(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL( *VL(k,i) );
d__2 = MAGMA_Z_IMAG( *VL(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_idamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_Z_CNJG( *VL(k,i) ) / magma_dsqrt( rwork[irwork + k] );
blasf77_zscal( &n, &tmp, VL(0,i), &ione );
*VL(k,i) = MAGMA_Z_MAKE( MAGMA_Z_REAL( *VL(k,i) ), 0 );
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_zgebak( "B", "R", &n, &ilo, &ihi, &rwork[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / magma_cblas_dznrm2( n, VR(0,i), 1 );
blasf77_zdscal( &n, &scl, VR(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_Z_REAL( *VR(k,i) );
d__2 = MAGMA_Z_IMAG( *VR(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_idamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_Z_CNJG( *VR(k,i) ) / magma_dsqrt( rwork[irwork + k] );
blasf77_zscal( &n, &tmp, VR(0,i), &ione );
*VR(k,i) = MAGMA_Z_MAKE( MAGMA_Z_REAL( *VR(k,i) ), 0 );
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
// converged eigenvalues, stored in WR[i+1:n] and WI[i+1:n] for i = INFO
magma_int_t nval = n - (*info);
magma_int_t ld = max( nval, 1 );
lapackf77_zlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, w + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_zlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, w, &n, &ierr );
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
timer_stop( time_total );
flops_stop( flop_total );
timer_printf( "dgeev times n %5d, gehrd %7.3f, unghr %7.3f, hseqr %7.3f, trevc %7.3f, total %7.3f, sum %7.3f\n",
(int) n, time_gehrd, time_unghr, time_hseqr, time_trevc, time_total, time_sum );
timer_printf( "dgeev flops n %5d, gehrd %7lld, unghr %7lld, hseqr %7lld, trevc %7lld, total %7lld, sum %7lld\n",
(int) n, flop_gehrd, flop_unghr, flop_hseqr, flop_trevc, flop_total, flop_sum );
work[0] = MAGMA_Z_MAKE( (double) optwrk, 0. );
return *info;
} /* magma_zgeev */
extern "C" magma_int_t
magma_zgehrd(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
cuDoubleComplex *a, magma_int_t lda,
cuDoubleComplex *tau,
cuDoubleComplex *work, magma_int_t lwork,
cuDoubleComplex *dT,
magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
November 2012
Purpose
=======
ZGEHRD reduces a COMPLEX_16 general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
=========
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to ZGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) COMPLEX_16 array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) COMPLEX_16 array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
WORK (workspace/output) COMPLEX_16 array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= 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.
dT (output) COMPLEX_16 array on the GPU, dimension N*NB,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices, used the the reduction.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
===================================================================== */
cuDoubleComplex c_one = MAGMA_Z_ONE;
cuDoubleComplex c_zero = MAGMA_Z_ZERO;
magma_int_t nb = magma_get_zgehrd_nb(n);
magma_int_t N = n, ldda = n;
magma_int_t ib;
magma_int_t nh, iws;
magma_int_t nbmin, iinfo;
magma_int_t ldwork;
magma_int_t lquery;
--tau;
*info = 0;
MAGMA_Z_SET2REAL( work[0], (double) n * nb );
lquery = lwork == -1;
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
nh = ihi - ilo + 1;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
cuDoubleComplex *da;
if (MAGMA_SUCCESS != magma_zmalloc( &da, N*ldda + 2*N*nb + nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
cuDoubleComplex *d_A = da;
cuDoubleComplex *d_work = da + (N+nb)*ldda;
magma_int_t i__;
cuDoubleComplex *t, *d_t;
magma_zmalloc_cpu( &t, nb*nb );
if ( t == NULL ) {
magma_free( da );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
d_t = d_work + nb * ldda;
zzero_nbxnb_block(nb, d_A+N*ldda, ldda);
/* Set elements 1:ILO-1 and IHI:N-1 of TAU to zero */
for (i__ = 1; i__ < ilo; ++i__)
tau[i__] = c_zero;
for (i__ = max(1,ihi); i__ < n; ++i__)
tau[i__] = c_zero;
for(i__=0; i__< nb*nb; i__+=4)
t[i__] = t[i__+1] = t[i__+2] = t[i__+3] = c_zero;
nbmin = 2;
iws = 1;
if (nb > 1 && nb < nh) {
/* Determine when to cross over from blocked to unblocked code
(last block is always handled by unblocked code) */
if (nb < nh) {
/* Determine if workspace is large enough for blocked code */
iws = n * nb;
if (lwork < iws) {
/* Not enough workspace to use optimal NB: determine the
minimum value of NB, and reduce NB or force use of
unblocked code */
nbmin = nb;
if (lwork >= n * nbmin)
nb = lwork / n;
else
nb = 1;
}
}
}
ldwork = n;
if (nb < nbmin || nb >= nh) {
/* Use unblocked code below */
i__ = ilo;
} else {
/* Use blocked code */
/* Copy the matrix to the GPU */
magma_zsetmatrix( N, N-ilo+1, a+(ilo-1)*(lda), lda, d_A, ldda );
for (i__ = ilo; i__ < ihi - nb; i__ += nb) {
/* Computing MIN */
ib = min(nb, ihi - i__);
/* Reduce columns i:i+ib-1 to Hessenberg form, returning the
matrices V and T of the block reflector H = I - V*T*V'
which performs the reduction, and also the matrix Y = A*V*T */
/* Get the current panel (no need for the 1st iteration) */
magma_zgetmatrix( ihi-i__+1, ib,
d_A + (i__ - ilo)*ldda + i__ - 1, ldda,
a + (i__ - 1 )*lda + i__ - 1, lda );
magma_zlahr2(ihi, i__, ib,
d_A + (i__ - ilo)*ldda,
d_A + N*ldda + 1,
a + (i__ - 1 )*(lda) , lda,
&tau[i__], t, nb, work, ldwork);
/* Copy T from the CPU to D_T on the GPU */
d_t = dT + (i__ - ilo)*nb;
magma_zsetmatrix( nb, nb, t, nb, d_t, nb );
magma_zlahru(n, ihi, i__ - 1, ib,
a + (i__ - 1 )*(lda), lda,
d_A + (i__ - ilo)*ldda,
d_A + (i__ - ilo)*ldda + i__ - 1,
d_A + N*ldda, d_t, d_work);
}
}
/* Use unblocked code to reduce the rest of the matrix */
if (!(nb < nbmin || nb >= nh))
magma_zgetmatrix( n, n-i__+1,
d_A+ (i__-ilo)*ldda, ldda,
a + (i__-1)*(lda), lda );
lapackf77_zgehd2(&n, &i__, &ihi, a, &lda, &tau[1], work, &iinfo);
MAGMA_Z_SET2REAL( work[0], (double) iws );
magma_free( da );
magma_free_cpu(t);
return *info;
} /* magma_zgehrd */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zgehrd2
*/
int main( int argc, char** argv)
{
TESTING_CUDA_INIT();
magma_timestr_t start, end;
double eps, flops, gpu_perf, cpu_perf;
cuDoubleComplex *h_A, *h_R, *h_Q, *h_work, *tau, *twork, *dT;
double *rwork;
double result[2] = {0., 0.};
/* Matrix size */
magma_int_t N=0, n2, lda, nb, lwork, ltwork, once = 0;
magma_int_t size[10] = {1024,2048,3072,4032,5184,6016,7040,8064,9088,10112};
magma_int_t i, info, checkres;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
if (argc != 1){
for(i = 1; i<argc; i++){
if (strcmp("-N", argv[i])==0) {
N = atoi(argv[++i]);
once = true;
}
}
if ( N > 0 )
printf(" testing_zgehrd -N %d\n\n", (int) N);
else
{
printf("\nUsage: \n");
printf(" testing_zgehrd -N %d\n\n", 1024);
exit(1);
}
}
else {
printf("\nUsage: \n");
printf(" testing_zgehrd -N %d\n\n", 1024);
N = size[9];
}
checkres = getenv("MAGMA_TESTINGS_CHECK") != NULL;
eps = lapackf77_dlamch( "E" );
lda = N;
n2 = N*lda;
nb = magma_get_zgehrd_nb(N);
/* We suppose the magma nb is bigger than lapack nb */
lwork = N*nb;
TESTING_MALLOC ( h_A , cuDoubleComplex, n2 );
TESTING_MALLOC ( tau , cuDoubleComplex, N );
TESTING_HOSTALLOC( h_R , cuDoubleComplex, n2 );
TESTING_HOSTALLOC( h_work, cuDoubleComplex, lwork );
TESTING_DEVALLOC ( dT , cuDoubleComplex, nb*N );
/* To avoid uninitialized variable warning */
h_Q = NULL;
twork = NULL;
rwork = NULL;
if ( checkres ) {
ltwork = 2*(N*N);
TESTING_HOSTALLOC( h_Q, cuDoubleComplex, lda*N );
TESTING_MALLOC( twork, cuDoubleComplex, ltwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC( rwork, double, N );
#endif
}
printf(" N CPU GFlop/s GPU GFlop/s |A-QHQ'|/N|A| |I-QQ'|/N \n");
printf("=============================================================\n");
for(i=0; i<10; i++){
if ( !once ) {
N = size[i];
}
lda = N;
n2 = lda*N;
flops = FLOPS( (double)N ) / 1e6;
/* Initialize the matrices */
lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
start = get_current_time();
magma_zgehrd ( N, ione, N, h_R, lda, tau, h_work, lwork, dT, &info);
end = get_current_time();
if ( info < 0 )
printf("Argument %d of magma_zgehrd had an illegal value\n", (int) -info);
gpu_perf = flops / GetTimerValue(start,end);
/* =====================================================================
Check the factorization
=================================================================== */
if ( checkres ) {
lapackf77_zlacpy(MagmaUpperLowerStr, &N, &N, h_R, &lda, h_Q, &lda);
{
int i, j;
for(j=0; j<N-1; j++)
for(i=j+2; i<lda; i++)
h_R[i+j*lda] = MAGMA_Z_ZERO;
}
nb = magma_get_zgehrd_nb(N);
magma_zunghr(N, ione, N, h_Q, lda, tau, dT, nb, &info);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_zhst01(&N, &ione, &N,
h_A, &lda, h_R, &lda,
h_Q, &lda, twork, <work, rwork, result);
#else
lapackf77_zhst01(&N, &ione, &N,
h_A, &lda, h_R, &lda,
h_Q, &lda, twork, <work, result);
#endif
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
start = get_current_time();
lapackf77_zgehrd(&N, &ione, &N, h_R, &lda, tau, h_work, &lwork, &info);
end = get_current_time();
if (info < 0)
printf("Argument %d of lapack_zgehrd had an illegal value.\n", (int) -info);
cpu_perf = flops / GetTimerValue(start,end);
/* =====================================================================
Print performance and error.
=================================================================== */
if ( checkres ) {
printf("%5d %6.2f %6.2f %e %e\n",
(int) N, cpu_perf, gpu_perf,
result[0]*eps, result[1]*eps );
} else {
printf("%5d %6.2f %6.2f\n",
(int) N, cpu_perf, gpu_perf );
}
if ( once )
break;
}
/* Memory clean up */
TESTING_FREE ( h_A );
TESTING_FREE ( tau );
TESTING_HOSTFREE( h_work);
TESTING_HOSTFREE( h_R );
TESTING_DEVFREE ( dT );
if ( checkres ) {
TESTING_HOSTFREE( h_Q );
TESTING_FREE( twork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE( rwork );
#endif
}
/* Shutdown */
TESTING_CUDA_FINALIZE();
return EXIT_SUCCESS;
}
