/**
Purpose
-------
SGELS solves the overdetermined, least squares problem
min || A*X - C ||
using the QR factorization A.
The underdetermined problem (m < n) is not currently handled.
Arguments
---------
@param[in]
trans magma_trans_t
- = MagmaNoTrans: the linear system involves A.
Only TRANS=MagmaNoTrans is currently handled.
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. M >= N >= 0.
@param[in]
nrhs INTEGER
The number of columns of the matrix C. NRHS >= 0.
@param[in,out]
dA REAL array, dimension (LDDA,N)
On entry, the M-by-N matrix A.
On exit, A is overwritten by details of its QR
factorization as returned by SGEQRF3.
@param[in]
ldda INTEGER
The leading dimension of the array A, LDDA >= M.
@param[in,out]
dB REAL array on the GPU, dimension (LDDB,NRHS)
On entry, the M-by-NRHS matrix C.
On exit, the N-by-NRHS solution matrix X.
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= M.
@param[out]
hwork (workspace) REAL array, dimension MAX(1,LWORK).
On exit, if INFO = 0, HWORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array HWORK,
LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
where NB is the blocksize given by magma_get_sgeqrf_nb( M, N ).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the HWORK array, returns
this value as the first entry of the HWORK array.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_sgels_driver
********************************************************************/
extern "C" magma_int_t
magma_sgels3_gpu(
magma_trans_t trans, magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaFloat_ptr dA, magma_int_t ldda,
magmaFloat_ptr dB, magma_int_t lddb,
float *hwork, magma_int_t lwork,
magma_int_t *info)
{
magmaFloat_ptr dT;
float *tau;
magma_int_t min_mn;
magma_int_t nb = magma_get_sgeqrf_nb( m, n );
magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
bool lquery = (lwork == -1);
hwork[0] = magma_smake_lwork( lwkopt );
*info = 0;
/* For now, N is the only case working */
if ( trans != MagmaNoTrans )
*info = -1;
else if (m < 0)
*info = -2;
else if (n < 0 || m < n) /* LQ is not handle for now*/
*info = -3;
else if (nrhs < 0)
*info = -4;
else if (ldda < max(1,m))
*info = -6;
else if (lddb < max(1,m))
*info = -8;
else if (lwork < lwkopt && ! lquery)
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
min_mn = min(m,n);
if (min_mn == 0) {
hwork[0] = MAGMA_S_ONE;
return *info;
}
/*
* Allocate temporary buffers
*/
magma_int_t ldtwork = ( 2*min_mn + magma_roundup( n, 32 ) )*nb;
if (nb < nrhs)
ldtwork = ( 2*min_mn + magma_roundup( n, 32 ) )*nrhs;
if (MAGMA_SUCCESS != magma_smalloc( &dT, ldtwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_smalloc_cpu( &tau, min_mn );
if ( tau == NULL ) {
magma_free( dT );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_sgeqrf3_gpu( m, n, dA, ldda, tau, dT, info );
if ( *info == 0 ) {
magma_sgeqrs3_gpu( m, n, nrhs,
dA, ldda, tau, dT,
dB, lddb, hwork, lwork, info );
}
magma_free( dT );
magma_free_cpu( tau );
return *info;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing sgeqrf
*/
int main( int argc, char** argv)
{
TESTING_INIT();
const float d_neg_one = MAGMA_D_NEG_ONE;
const float d_one = MAGMA_D_ONE;
const float c_neg_one = MAGMA_S_NEG_ONE;
const float c_one = MAGMA_S_ONE;
const float c_zero = MAGMA_S_ZERO;
const magma_int_t ione = 1;
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf=0, cpu_time=0;
float Anorm, error=0, error2=0;
float *h_A, *h_R, *tau, *h_work, tmp[1];
magmaFloat_ptr d_A, dT;
magma_int_t M, N, n2, lda, ldda, lwork, info, min_mn, nb, size;
magma_int_t ISEED[4] = {0,0,0,1};
magma_opts opts;
opts.parse_opts( argc, argv );
magma_int_t status = 0;
float tol = opts.tolerance * lapackf77_slamch("E");
// version 3 can do either check
if (opts.check == 1 && opts.version == 1) {
opts.check = 2;
printf( "%% version 1 requires check 2 (solve A*x=b)\n" );
}
if (opts.check == 2 && opts.version == 2) {
opts.check = 1;
printf( "%% version 2 requires check 1 (R - Q^H*A)\n" );
}
printf( "%% version %d\n", (int) opts.version );
if ( opts.check == 1 ) {
printf("%% M N CPU Gflop/s (sec) GPU Gflop/s (sec) |R - Q^H*A| |I - Q^H*Q|\n");
printf("%%==============================================================================\n");
}
else {
printf("%% M N CPU Gflop/s (sec) GPU Gflop/s (sec) |b - A*x|\n");
printf("%%===============================================================\n");
}
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
M = opts.msize[itest];
N = opts.nsize[itest];
min_mn = min( M, N );
lda = M;
n2 = lda*N;
ldda = magma_roundup( M, opts.align ); // multiple of 32 by default
nb = magma_get_sgeqrf_nb( M, N );
gflops = FLOPS_SGEQRF( M, N ) / 1e9;
// query for workspace size
lwork = -1;
lapackf77_sgeqrf( &M, &N, NULL, &M, NULL, tmp, &lwork, &info );
lwork = (magma_int_t)MAGMA_S_REAL( tmp[0] );
TESTING_MALLOC_CPU( tau, float, min_mn );
TESTING_MALLOC_CPU( h_A, float, n2 );
TESTING_MALLOC_CPU( h_work, float, lwork );
TESTING_MALLOC_PIN( h_R, float, n2 );
TESTING_MALLOC_DEV( d_A, float, ldda*N );
if ( opts.version == 1 || opts.version == 3 ) {
size = (2*min(M, N) + magma_roundup( N, 32 ) )*nb;
TESTING_MALLOC_DEV( dT, float, size );
magmablas_slaset( MagmaFull, size, 1, c_zero, c_zero, dT, size );
}
/* Initialize the matrix */
lapackf77_slarnv( &ione, ISEED, &n2, h_A );
lapackf77_slacpy( MagmaFullStr, &M, &N, h_A, &lda, h_R, &lda );
magma_ssetmatrix( M, N, h_R, lda, d_A, ldda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
nb = magma_get_sgeqrf_nb( M, N );
gpu_time = magma_wtime();
if ( opts.version == 1 ) {
// stores dT, V blocks have zeros, R blocks inverted & stored in dT
magma_sgeqrf_gpu( M, N, d_A, ldda, tau, dT, &info );
}
else if ( opts.version == 2 ) {
// LAPACK complaint arguments
magma_sgeqrf2_gpu( M, N, d_A, ldda, tau, &info );
}
#ifdef HAVE_CUBLAS
else if ( opts.version == 3 ) {
// stores dT, V blocks have zeros, R blocks stored in dT
magma_sgeqrf3_gpu( M, N, d_A, ldda, tau, dT, &info );
}
#endif
else {
printf( "Unknown version %d\n", (int) opts.version );
return -1;
}
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0) {
printf("magma_sgeqrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
if ( opts.check == 1 && (opts.version == 2 || opts.version == 3) ) {
if ( opts.version == 3 ) {
// copy diagonal blocks of R back to A
for( int i=0; i < min_mn-nb; i += nb ) {
magma_int_t ib = min( min_mn-i, nb );
magmablas_slacpy( MagmaUpper, ib, ib, &dT[min_mn*nb + i*nb], nb, &d_A[ i + i*ldda ], ldda );
}
}
/* =====================================================================
Check the result, following zqrt01 except using the reduced Q.
This works for any M,N (square, tall, wide).
Only for version 2, which has LAPACK complaint output.
Or for version 3, after restoring diagonal blocks of A above.
=================================================================== */
magma_sgetmatrix( M, N, d_A, ldda, h_R, lda );
magma_int_t ldq = M;
magma_int_t ldr = min_mn;
float *Q, *R;
float *work;
TESTING_MALLOC_CPU( Q, float, ldq*min_mn ); // M by K
TESTING_MALLOC_CPU( R, float, ldr*N ); // K by N
TESTING_MALLOC_CPU( work, float, min_mn );
// generate M by K matrix Q, where K = min(M,N)
lapackf77_slacpy( "Lower", &M, &min_mn, h_R, &lda, Q, &ldq );
lapackf77_sorgqr( &M, &min_mn, &min_mn, Q, &ldq, tau, h_work, &lwork, &info );
assert( info == 0 );
// copy K by N matrix R
lapackf77_slaset( "Lower", &min_mn, &N, &c_zero, &c_zero, R, &ldr );
lapackf77_slacpy( "Upper", &min_mn, &N, h_R, &lda, R, &ldr );
// error = || R - Q^H*A || / (N * ||A||)
blasf77_sgemm( "Conj", "NoTrans", &min_mn, &N, &M,
&c_neg_one, Q, &ldq, h_A, &lda, &c_one, R, &ldr );
Anorm = lapackf77_slange( "1", &M, &N, h_A, &lda, work );
error = lapackf77_slange( "1", &min_mn, &N, R, &ldr, work );
if ( N > 0 && Anorm > 0 )
error /= (N*Anorm);
// set R = I (K by K identity), then R = I - Q^H*Q
// error = || I - Q^H*Q || / N
lapackf77_slaset( "Upper", &min_mn, &min_mn, &c_zero, &c_one, R, &ldr );
blasf77_ssyrk( "Upper", "Conj", &min_mn, &M, &d_neg_one, Q, &ldq, &d_one, R, &ldr );
error2 = safe_lapackf77_slansy( "1", "Upper", &min_mn, R, &ldr, work );
if ( N > 0 )
error2 /= N;
TESTING_FREE_CPU( Q ); Q = NULL;
TESTING_FREE_CPU( R ); R = NULL;
TESTING_FREE_CPU( work ); work = NULL;
}
else if ( opts.check == 2 && M >= N && (opts.version == 1 || opts.version == 3) ) {
/* =====================================================================
Check the result by solving consistent linear system, A*x = b.
Only for versions 1 & 3 with M >= N.
=================================================================== */
magma_int_t lwork2;
float *x, *b, *hwork;
magmaFloat_ptr d_B;
// initialize RHS, b = A*random
TESTING_MALLOC_CPU( x, float, N );
TESTING_MALLOC_CPU( b, float, M );
lapackf77_slarnv( &ione, ISEED, &N, x );
blasf77_sgemv( "Notrans", &M, &N, &c_one, h_A, &lda, x, &ione, &c_zero, b, &ione );
// copy to GPU
TESTING_MALLOC_DEV( d_B, float, M );
magma_ssetvector( M, b, 1, d_B, 1 );
if ( opts.version == 1 ) {
// allocate hwork
magma_sgeqrs_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, tmp, -1, &info );
lwork2 = (magma_int_t)MAGMA_S_REAL( tmp[0] );
TESTING_MALLOC_CPU( hwork, float, lwork2 );
// solve linear system
magma_sgeqrs_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, hwork, lwork2, &info );
if (info != 0) {
printf("magma_sgeqrs returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
TESTING_FREE_CPU( hwork );
}
#ifdef HAVE_CUBLAS
else if ( opts.version == 3 ) {
// allocate hwork
magma_sgeqrs3_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, tmp, -1, &info );
lwork2 = (magma_int_t)MAGMA_S_REAL( tmp[0] );
TESTING_MALLOC_CPU( hwork, float, lwork2 );
// solve linear system
magma_sgeqrs3_gpu( M, N, 1,
d_A, ldda, tau, dT,
d_B, M, hwork, lwork2, &info );
if (info != 0) {
printf("magma_sgeqrs3 returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
TESTING_FREE_CPU( hwork );
}
#endif
else {
printf( "Unknown version %d\n", (int) opts.version );
return -1;
}
magma_sgetvector( N, d_B, 1, x, 1 );
// compute r = Ax - b, saved in b
blasf77_sgemv( "Notrans", &M, &N, &c_one, h_A, &lda, x, &ione, &c_neg_one, b, &ione );
// compute residual |Ax - b| / (max(m,n)*|A|*|x|)
float norm_x, norm_A, norm_r, work[1];
norm_A = lapackf77_slange( "F", &M, &N, h_A, &lda, work );
norm_r = lapackf77_slange( "F", &M, &ione, b, &M, work );
norm_x = lapackf77_slange( "F", &N, &ione, x, &N, work );
TESTING_FREE_CPU( x );
TESTING_FREE_CPU( b );
TESTING_FREE_DEV( d_B );
error = norm_r / (max(M,N) * norm_A * norm_x);
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_sgeqrf( &M, &N, h_A, &lda, tau, h_work, &lwork, &info );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0) {
printf("lapackf77_sgeqrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
}
/* =====================================================================
Print performance and error.
=================================================================== */
printf("%5d %5d ", (int) M, (int) N );
if ( opts.lapack ) {
printf( "%7.2f (%7.2f)", cpu_perf, cpu_time );
}
else {
printf(" --- ( --- )" );
}
printf( " %7.2f (%7.2f) ", gpu_perf, gpu_time );
if ( opts.check == 1 ) {
bool okay = (error < tol && error2 < tol);
status += ! okay;
printf( "%11.2e %11.2e %s\n", error, error2, (okay ? "ok" : "failed") );
}
else if ( opts.check == 2 ) {
if ( M >= N ) {
bool okay = (error < tol);
status += ! okay;
printf( "%10.2e %s\n", error, (okay ? "ok" : "failed") );
}
else {
printf( "(error check only for M >= N)\n" );
}
}
else {
printf( " ---\n" );
}
TESTING_FREE_CPU( tau );
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_work );
TESTING_FREE_PIN( h_R );
TESTING_FREE_DEV( d_A );
if ( opts.version == 1 || opts.version == 3 ) {
TESTING_FREE_DEV( dT );
}
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
opts.cleanup();
TESTING_FINALIZE();
return status;
}
