예제 #1
0
magma_int_t magma_ztrevc3_mt(
    magma_side_t side, magma_vec_t howmany,
    magma_int_t *select,  // logical in Fortran
    magma_int_t n,
    magmaDoubleComplex *T,  magma_int_t ldt,
    magmaDoubleComplex *VL, magma_int_t ldvl,
    magmaDoubleComplex *VR, magma_int_t ldvr,
    magma_int_t mm, magma_int_t *mout,
    magmaDoubleComplex *work, magma_int_t lwork,
    #ifdef COMPLEX
    double *rwork,
    #endif
    magma_int_t *info )
{
    #define  T(i,j)  ( T + (i) + (j)*ldt )
    #define VL(i,j)  (VL + (i) + (j)*ldvl)
    #define VR(i,j)  (VR + (i) + (j)*ldvr)
    #define work(i,j) (work + (i) + (j)*n)

    // .. Parameters ..
    const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
    const magmaDoubleComplex c_one  = MAGMA_Z_ONE;
    const magma_int_t  nbmin = 16, nbmax = 128;
    const magma_int_t  ione = 1;
    
    // .. Local Scalars ..
    magma_int_t            allv, bothv, leftv, over, rightv, somev;
    magma_int_t            i, ii, is, j, k, ki, iv, n2, nb, nb2, version;
    double                 ovfl, remax, unfl;  //smlnum, smin, ulp
    
    // Decode and test the input parameters
    bothv  = (side == MagmaBothSides);
    rightv = (side == MagmaRight) || bothv;
    leftv  = (side == MagmaLeft ) || bothv;

    allv  = (howmany == MagmaAllVec);
    over  = (howmany == MagmaBacktransVec);
    somev = (howmany == MagmaSomeVec);

    // Set mout to the number of columns required to store the selected
    // eigenvectors.
    if ( somev ) {
        *mout = 0;
        for( j=0; j < n; ++j ) {
            if ( select[j] ) {
                *mout += 1;
            }
        }
    }
    else {
        *mout = n;
    }

    *info = 0;
    if ( ! rightv && ! leftv )
        *info = -1;
    else if ( ! allv && ! over && ! somev )
        *info = -2;
    else if ( n < 0 )
        *info = -4;
    else if ( ldt < max( 1, n ) )
        *info = -6;
    else if ( ldvl < 1 || ( leftv && ldvl < n ) )
        *info = -8;
    else if ( ldvr < 1 || ( rightv && ldvr < n ) )
        *info = -10;
    else if ( mm < *mout )
        *info = -11;
    else if ( lwork < max( 1, 2*n ) )
        *info = -14;
    
    if ( *info != 0 ) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    // Quick return if possible.
    if ( n == 0 ) {
        return *info;
    }
    
    // Use blocked version (2) if sufficient workspace.
    // Requires 1 vector to save diagonal elements, and 2*nb vectors for x and Q*x.
    // (Compared to dtrevc3, rwork stores 1-norms.)
    // Zero-out the workspace to avoid potential NaN propagation.
    nb = 2;
    if ( lwork >= n + 2*n*nbmin ) {
        version = 2;
        nb = (lwork - n) / (2*n);
        nb = min( nb, nbmax );
        nb2 = 1 + 2*nb;
        lapackf77_zlaset( "F", &n, &nb2, &c_zero, &c_zero, work, &n );
    }
    else {
        version = 1;
    }

    // Set the constants to control overflow.
    unfl = lapackf77_dlamch( "Safe minimum" );
    ovfl = 1. / unfl;
    lapackf77_dlabad( &unfl, &ovfl );
    //ulp = lapackf77_dlamch( "Precision" );
    //smlnum = unfl*( n / ulp );

    // Store the diagonal elements of T in working array work.
    for( i=0; i < n; ++i ) {
        *work(i,0) = *T(i,i);
    }

    // Compute 1-norm of each column of strictly upper triangular
    // part of T to control overflow in triangular solver.
    rwork[0] = 0.;
    for( j=1; j < n; ++j ) {
        rwork[j] = magma_cblas_dzasum( j, T(0,j), ione );
    }

    // launch threads -- each single-threaded MKL
    magma_int_t nthread = magma_get_parallel_numthreads();
    magma_int_t lapack_nthread = magma_get_lapack_numthreads();
    magma_set_lapack_numthreads( 1 );
    magma_thread_queue queue;
    queue.launch( nthread );
    //printf( "nthread %d, %d\n", nthread, lapack_nthread );
    
    // gemm_nb = N/thread, rounded up to multiple of 16,
    // but avoid multiples of page size, e.g., 512*8 bytes = 4096.
    magma_int_t gemm_nb = magma_int_t( ceil( ceil( ((double)n) / nthread ) / 16. ) * 16. );
    if ( gemm_nb % 512 == 0 ) {
        gemm_nb += 32;
    }
    
    magma_timer_t time_total=0, time_trsv=0, time_gemm=0, time_gemv=0, time_trsv_sum=0, time_gemm_sum=0, time_gemv_sum=0;
    timer_start( time_total );

    if ( rightv ) {
        // ============================================================
        // Compute right eigenvectors.
        // iv is index of column in current block.
        // Non-blocked version always uses iv=1;
        // blocked     version starts with iv=nb, goes down to 1.
        // (Note the "0-th" column is used to store the original diagonal.)
        iv = 1;
        if ( version == 2 ) {
            iv = nb;
        }
        
        timer_start( time_trsv );
        is = *mout - 1;
        for( ki=n-1; ki >= 0; --ki ) {
            if ( somev ) {
                if ( ! select[ki] ) {
                    continue;
                }
            }
            //smin = max( ulp*MAGMA_Z_ABS1( *T(ki,ki) ), smlnum );

            // --------------------------------------------------------
            // Complex right eigenvector
            *work(ki,iv) = c_one;

            // Form right-hand side.
            for( k=0; k < ki; ++k ) {
                *work(k,iv) = -(*T(k,ki));
            }

            // Solve upper triangular system:
            // [ T(1:ki-1,1:ki-1) - T(ki,ki) ]*X = scale*work.
            if ( ki > 0 ) {
                queue.push_task( new magma_zlatrsd_task(
                    MagmaUpper, MagmaNoTrans, MagmaNonUnit, MagmaTrue,
                    ki, T, ldt, *T(ki,ki),
                    work(0,iv), work(ki,iv), rwork ));
            }

            // Copy the vector x or Q*x to VR and normalize.
            if ( ! over ) {
                // ------------------------------
                // no back-transform: copy x to VR and normalize
                queue.sync();
                n2 = ki+1;
                blasf77_zcopy( &n2, work(0,iv), &ione, VR(0,is), &ione );

                ii = blasf77_izamax( &n2, VR(0,is), &ione ) - 1;
                remax = 1. / MAGMA_Z_ABS1( *VR(ii,is) );
                blasf77_zdscal( &n2, &remax, VR(0,is), &ione );

                for( k=ki+1; k < n; ++k ) {
                    *VR(k,is) = c_zero;
                }
            }
            else if ( version == 1 ) {
                // ------------------------------
                // version 1: back-transform each vector with GEMV, Q*x.
                queue.sync();
                time_trsv_sum += timer_stop( time_trsv );
                timer_start( time_gemv );
                if ( ki > 0 ) {
                    blasf77_zgemv( "n", &n, &ki, &c_one,
                                   VR, &ldvr,
                                   work(0, iv), &ione,
                                   work(ki,iv), VR(0,ki), &ione );
                }
                time_gemv_sum += timer_stop( time_gemv );
                ii = blasf77_izamax( &n, VR(0,ki), &ione ) - 1;
                remax = 1. / MAGMA_Z_ABS1( *VR(ii,ki) );
                blasf77_zdscal( &n, &remax, VR(0,ki), &ione );
                timer_start( time_trsv );
            }
            else if ( version == 2 ) {
                // ------------------------------
                // version 2: back-transform block of vectors with GEMM
                // zero out below vector
                for( k=ki+1; k < n; ++k ) {
                    *work(k,iv) = c_zero;
                }

                // Columns iv:nb of work are valid vectors.
                // When the number of vectors stored reaches nb,
                // or if this was last vector, do the GEMM
                if ( (iv == 1) || (ki == 0) ) {
                    queue.sync();
                    time_trsv_sum += timer_stop( time_trsv );
                    timer_start( time_gemm );
                    nb2 = nb-iv+1;
                    n2  = ki+nb-iv+1;
                    
                    // split gemm into multiple tasks, each doing one block row
                    for( i=0; i < n; i += gemm_nb ) {
                        magma_int_t ib = min( gemm_nb, n-i );
                        queue.push_task( new zgemm_task(
                            MagmaNoTrans, MagmaNoTrans, ib, nb2, n2, c_one,
                            VR(i,0), ldvr,
                            work(0,iv   ), n, c_zero,
                            work(i,nb+iv), n ));
                    }
                    queue.sync();
                    time_gemm_sum += timer_stop( time_gemm );
                    
                    // normalize vectors
                    // TODO if somev, should copy vectors individually to correct location.
                    for( k = iv; k <= nb; ++k ) {
                        ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
                        remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
                        blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
                    }
                    lapackf77_zlacpy( "F", &n, &nb2, work(0,nb+iv), &n, VR(0,ki), &ldvr );
                    iv = nb;
                    timer_start( time_trsv );
                }
                else {
                    iv -= 1;
                }
            } // blocked back-transform

            is -= 1;
        }
    }
    timer_stop( time_trsv );
    
    timer_stop( time_total );
    timer_printf( "trevc trsv %.4f, gemm %.4f, gemv %.4f, total %.4f\n",
                  time_trsv_sum, time_gemm_sum, time_gemv_sum, time_total );

    if ( leftv ) {
        // ============================================================
        // Compute left eigenvectors.
        // iv is index of column in current block.
        // Non-blocked version always uses iv=1;
        // blocked     version starts with iv=1, goes up to nb.
        // (Note the "0-th" column is used to store the original diagonal.)
        iv = 1;
        is = 0;
        for( ki=0; ki < n; ++ki ) {
            if ( somev ) {
                if ( ! select[ki] ) {
                    continue;
                }
            }
            //smin = max( ulp*MAGMA_Z_ABS1( *T(ki,ki) ), smlnum );
        
            // --------------------------------------------------------
            // Complex left eigenvector
            *work(ki,iv) = c_one;
        
            // Form right-hand side.
            for( k = ki + 1; k < n; ++k ) {
                *work(k,iv) = -MAGMA_Z_CONJ( *T(ki,k) );
            }
            
            // Solve conjugate-transposed triangular system:
            // [ T(ki+1:n,ki+1:n) - T(ki,ki) ]**H * X = scale*work.
            // TODO what happens with T(k,k) - lambda is small? Used to have < smin test.
            if ( ki < n-1 ) {
                n2 = n-ki-1;
                queue.push_task( new magma_zlatrsd_task(
                    MagmaUpper, MagmaConjTrans, MagmaNonUnit, MagmaTrue,
                    n2, T(ki+1,ki+1), ldt, *T(ki,ki),
                    work(ki+1,iv), work(ki,iv), rwork ));
            }
            
            // Copy the vector x or Q*x to VL and normalize.
            if ( ! over ) {
                // ------------------------------
                // no back-transform: copy x to VL and normalize
                queue.sync();
                n2 = n-ki;
                blasf77_zcopy( &n2, work(ki,iv), &ione, VL(ki,is), &ione );
        
                ii = blasf77_izamax( &n2, VL(ki,is), &ione ) + ki - 1;
                remax = 1. / MAGMA_Z_ABS1( *VL(ii,is) );
                blasf77_zdscal( &n2, &remax, VL(ki,is), &ione );
        
                for( k=0; k < ki; ++k ) {
                    *VL(k,is) = c_zero;
                }
            }
            else if ( version == 1 ) {
                // ------------------------------
                // version 1: back-transform each vector with GEMV, Q*x.
                queue.sync();
                if ( ki < n-1 ) {
                    n2 = n-ki-1;
                    blasf77_zgemv( "n", &n, &n2, &c_one,
                                   VL(0,ki+1), &ldvl,
                                   work(ki+1,iv), &ione,
                                   work(ki,  iv), VL(0,ki), &ione );
                }
                ii = blasf77_izamax( &n, VL(0,ki), &ione ) - 1;
                remax = 1. / MAGMA_Z_ABS1( *VL(ii,ki) );
                blasf77_zdscal( &n, &remax, VL(0,ki), &ione );
            }
            else if ( version == 2 ) {
                // ------------------------------
                // version 2: back-transform block of vectors with GEMM
                // zero out above vector
                // could go from (ki+1)-NV+1 to ki
                for( k=0; k < ki; ++k ) {
                    *work(k,iv) = c_zero;
                }
        
                // Columns 1:iv of work are valid vectors.
                // When the number of vectors stored reaches nb,
                // or if this was last vector, do the GEMM
                if ( (iv == nb) || (ki == n-1) ) {
                    queue.sync();
                    n2 = n-(ki+1)+iv;
                    
                    // split gemm into multiple tasks, each doing one block row
                    for( i=0; i < n; i += gemm_nb ) {
                        magma_int_t ib = min( gemm_nb, n-i );
                        queue.push_task( new zgemm_task(
                            MagmaNoTrans, MagmaNoTrans, ib, iv, n2, c_one,
                            VL(i,ki-iv+1), ldvl,
                            work(ki-iv+1,1), n, c_zero,
                            work(i,nb+1), n ));
                    }
                    queue.sync();
                    // normalize vectors
                    for( k=1; k <= iv; ++k ) {
                        ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
                        remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
                        blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
                    }
                    lapackf77_zlacpy( "F", &n, &iv, work(0,nb+1), &n, VL(0,ki-iv+1), &ldvl );
                    iv = 1;
                }
                else {
                    iv += 1;
                }
            } // blocked back-transform
        
            is += 1;
        }
    }
    
    // close down threads
    queue.quit();
    magma_set_lapack_numthreads( lapack_nthread );
    
    return *info;
}  // End of ZTREVC
예제 #2
0
magma_int_t magma_ztrevc3(
    magma_side_t side, magma_vec_t howmany,
    magma_int_t *select,  // logical in Fortran
    magma_int_t n,
    magmaDoubleComplex *T,  magma_int_t ldt,
    magmaDoubleComplex *VL, magma_int_t ldvl,
    magmaDoubleComplex *VR, magma_int_t ldvr,
    magma_int_t mm, magma_int_t *mout,
    magmaDoubleComplex *work, magma_int_t lwork,
    double *rwork, magma_int_t *info )
{
    #define  T(i,j)  ( T + (i) + (j)*ldt )
    #define VL(i,j)  (VL + (i) + (j)*ldvl)
    #define VR(i,j)  (VR + (i) + (j)*ldvr)
    #define work(i,j) (work + (i) + (j)*n)

    // .. Parameters ..
    const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
    const magmaDoubleComplex c_one  = MAGMA_Z_ONE;
    const magma_int_t  nbmin = 16, nbmax = 128;
    const magma_int_t  ione = 1;
    
    // .. Local Scalars ..
    magma_int_t            allv, bothv, leftv, over, rightv, somev;
    magma_int_t            i, ii, is, j, k, ki, iv, n2, nb, nb2, version;
    double                 ovfl, remax, scale, smin, smlnum, ulp, unfl;
    
    // Decode and test the input parameters
    bothv  = (side == MagmaBothSides);
    rightv = (side == MagmaRight) || bothv;
    leftv  = (side == MagmaLeft ) || bothv;

    allv  = (howmany == MagmaAllVec);
    over  = (howmany == MagmaBacktransVec);
    somev = (howmany == MagmaSomeVec);

    // Set mout to the number of columns required to store the selected
    // eigenvectors.
    if ( somev ) {
        *mout = 0;
        for( j=0; j < n; ++j ) {
            if ( select[j] ) {
                *mout += 1;
            }
        }
    }
    else {
        *mout = n;
    }

    *info = 0;
    if ( ! rightv && ! leftv )
        *info = -1;
    else if ( ! allv && ! over && ! somev )
        *info = -2;
    else if ( n < 0 )
        *info = -4;
    else if ( ldt < max( 1, n ) )
        *info = -6;
    else if ( ldvl < 1 || ( leftv && ldvl < n ) )
        *info = -8;
    else if ( ldvr < 1 || ( rightv && ldvr < n ) )
        *info = -10;
    else if ( mm < *mout )
        *info = -11;
    else if ( lwork < max( 1, 2*n ) )
        *info = -14;
    
    if ( *info != 0 ) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    // Quick return if possible.
    if ( n == 0 ) {
        return *info;
    }
    
    // Use blocked version (2) if sufficient workspace.
    // Requires 1 vector to save diagonal elements, and 2*nb vectors for x and Q*x.
    // (Compared to dtrevc3, rwork stores 1-norms.)
    // Zero-out the workspace to avoid potential NaN propagation.
    nb = 2;
    if ( lwork >= n + 2*n*nbmin ) {
        version = 2;
        nb = (lwork - n) / (2*n);
        nb = min( nb, nbmax );
        nb2 = 1 + 2*nb;
        lapackf77_zlaset( "F", &n, &nb2, &c_zero, &c_zero, work, &n );
    }
    else {
        version = 1;
    }

    // Set the constants to control overflow.
    unfl = lapackf77_dlamch( "Safe minimum" );
    ovfl = 1. / unfl;
    lapackf77_dlabad( &unfl, &ovfl );
    ulp = lapackf77_dlamch( "Precision" );
    smlnum = unfl*( n / ulp );

    // Store the diagonal elements of T in working array work.
    for( i=0; i < n; ++i ) {
        *work(i,0) = *T(i,i);
    }

    // Compute 1-norm of each column of strictly upper triangular
    // part of T to control overflow in triangular solver.
    rwork[0] = 0.;
    for( j=1; j < n; ++j ) {
        rwork[j] = cblas_dzasum( j, T(0,j), ione );
    }

    magma_timer_t time_total=0, time_trsv=0, time_gemm=0, time_gemv=0, time_trsv_sum=0, time_gemm_sum=0, time_gemv_sum=0;
    timer_start( time_total );

    if ( rightv ) {
        // ============================================================
        // Compute right eigenvectors.
        // iv is index of column in current block.
        // Non-blocked version always uses iv=1;
        // blocked     version starts with iv=nb, goes down to 1.
        // (Note the "0-th" column is used to store the original diagonal.)
        iv = 1;
        if ( version == 2 ) {
            iv = nb;
        }
        
        timer_start( time_trsv );
        is = *mout - 1;
        for( ki=n-1; ki >= 0; --ki ) {
            if ( somev ) {
                if ( ! select[ki] ) {
                    continue;
                }
            }
            smin = max( ulp*( MAGMA_Z_ABS1( *T(ki,ki) ) ), smlnum );

            // --------------------------------------------------------
            // Complex right eigenvector
            *work(ki,iv) = c_one;

            // Form right-hand side.
            for( k=0; k < ki; ++k ) {
                *work(k,iv) = -(*T(k,ki));
            }

            // Solve upper triangular system:
            // [ T(1:ki-1,1:ki-1) - T(ki,ki) ]*X = scale*work.
            for( k=0; k < ki; ++k ) {
                *T(k,k) -= *T(ki,ki);
                if ( MAGMA_Z_ABS1( *T(k,k) ) < smin ) {
                    *T(k,k) = MAGMA_Z_MAKE( smin, 0. );
                }
            }

            if ( ki > 0 ) {
                lapackf77_zlatrs( "Upper", "No transpose", "Non-unit", "Y",
                                  &ki, T, &ldt,
                                  work(0,iv), &scale, rwork, info );
                *work(ki,iv) = MAGMA_Z_MAKE( scale, 0. );
            }

            // Copy the vector x or Q*x to VR and normalize.
            if ( ! over ) {
                // ------------------------------
                // no back-transform: copy x to VR and normalize
                n2 = ki+1;
                blasf77_zcopy( &n2, work(0,iv), &ione, VR(0,is), &ione );

                ii = blasf77_izamax( &n2, VR(0,is), &ione ) - 1;
                remax = 1. / MAGMA_Z_ABS1( *VR(ii,is) );
                blasf77_zdscal( &n2, &remax, VR(0,is), &ione );

                for( k=ki+1; k < n; ++k ) {
                    *VR(k,is) = c_zero;
                }
            }
            else if ( version == 1 ) {
                // ------------------------------
                // version 1: back-transform each vector with GEMV, Q*x.
                time_trsv_sum += timer_stop( time_trsv );
                timer_start( time_gemv );
                if ( ki > 0 ) {
                    blasf77_zgemv( "n", &n, &ki, &c_one,
                                   VR, &ldvr,
                                   work(0, iv), &ione,
                                   work(ki,iv), VR(0,ki), &ione );
                }
                time_gemv_sum += timer_stop( time_gemv );
                ii = blasf77_izamax( &n, VR(0,ki), &ione ) - 1;
                remax = 1. / MAGMA_Z_ABS1( *VR(ii,ki) );
                blasf77_zdscal( &n, &remax, VR(0,ki), &ione );
                timer_start( time_trsv );
            }
            else if ( version == 2 ) {
                // ------------------------------
                // version 2: back-transform block of vectors with GEMM
                // zero out below vector
                for( k=ki+1; k < n; ++k ) {
                    *work(k,iv) = c_zero;
                }

                // Columns iv:nb of work are valid vectors.
                // When the number of vectors stored reaches nb,
                // or if this was last vector, do the GEMM
                if ( (iv == 1) || (ki == 0) ) {
                    time_trsv_sum += timer_stop( time_trsv );
                    timer_start( time_gemm );
                    nb2 = nb-iv+1;
                    n2  = ki+nb-iv+1;
                    blasf77_zgemm( "n", "n", &n, &nb2, &n2, &c_one,
                                   VR, &ldvr,
                                   work(0,iv   ), &n, &c_zero,
                                   work(0,nb+iv), &n );
                    time_gemm_sum += timer_stop( time_gemm );
                    
                    // normalize vectors
                    // TODO if somev, should copy vectors individually to correct location.
                    for( k = iv; k <= nb; ++k ) {
                        ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
                        remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
                        blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
                    }
                    lapackf77_zlacpy( "F", &n, &nb2, work(0,nb+iv), &n, VR(0,ki), &ldvr );
                    iv = nb;
                    timer_start( time_trsv );
                }
                else {
                    iv -= 1;
                }
            } // blocked back-transform

            // Restore the original diagonal elements of T.
            for( k=0; k <= ki - 1; ++k ) {
                *T(k,k) = *work(k,0);
            }

            is -= 1;
        }
    }
    timer_stop( time_trsv );

    timer_stop( time_total );
    timer_printf( "trevc trsv %.4f, gemm %.4f, gemv %.4f, total %.4f\n",
                  time_trsv_sum, time_gemm_sum, time_gemv_sum, time_total );

    if ( leftv ) {
        // ============================================================
        // Compute left eigenvectors.
        // iv is index of column in current block.
        // Non-blocked version always uses iv=1;
        // blocked     version starts with iv=1, goes up to nb.
        // (Note the "0-th" column is used to store the original diagonal.)
        iv = 1;
        is = 0;
        for( ki=0; ki < n; ++ki ) {
            if ( somev ) {
                if ( ! select[ki] ) {
                    continue;
                }
            }
            smin = max( ulp*MAGMA_Z_ABS1( *T(ki,ki) ), smlnum );

            // --------------------------------------------------------
            // Complex left eigenvector
            *work(ki,iv) = c_one;

            // Form right-hand side.
            for( k = ki + 1; k < n; ++k ) {
                *work(k,iv) = -MAGMA_Z_CNJG( *T(ki,k) );
            }

            // Solve conjugate-transposed triangular system:
            // [ T(ki+1:n,ki+1:n) - T(ki,ki) ]**H * X = scale*work.
            for( k = ki + 1; k < n; ++k ) {
                *T(k,k) -= *T(ki,ki);
                if ( MAGMA_Z_ABS1( *T(k,k) ) < smin ) {
                    *T(k,k) = MAGMA_Z_MAKE( smin, 0. );
                }
            }

            if ( ki < n-1 ) {
                n2 = n-ki-1;
                lapackf77_zlatrs( "Upper", "Conjugate transpose", "Non-unit", "Y",
                                  &n2, T(ki+1,ki+1), &ldt,
                                  work(ki+1,iv), &scale, rwork, info );
                *work(ki,iv) = MAGMA_Z_MAKE( scale, 0. );
            }

            // Copy the vector x or Q*x to VL and normalize.
            if ( ! over ) {
                // ------------------------------
                // no back-transform: copy x to VL and normalize
                n2 = n-ki;
                blasf77_zcopy( &n2, work(ki,iv), &ione, VL(ki,is), &ione );

                ii = blasf77_izamax( &n2, VL(ki,is), &ione ) + ki - 1;
                remax = 1. / MAGMA_Z_ABS1( *VL(ii,is) );
                blasf77_zdscal( &n2, &remax, VL(ki,is), &ione );

                for( k=0; k < ki; ++k ) {
                    *VL(k,is) = c_zero;
                }
            }
            else if ( version == 1 ) {
                // ------------------------------
                // version 1: back-transform each vector with GEMV, Q*x.
                if ( ki < n-1 ) {
                    n2 = n-ki-1;
                    blasf77_zgemv( "n", &n, &n2, &c_one,
                                   VL(0,ki+1), &ldvl,
                                   work(ki+1,iv), &ione,
                                   work(ki,  iv), VL(0,ki), &ione );
                }
                ii = blasf77_izamax( &n, VL(0,ki), &ione ) - 1;
                remax = 1. / MAGMA_Z_ABS1( *VL(ii,ki) );
                blasf77_zdscal( &n, &remax, VL(0,ki), &ione );
            }
            else if ( version == 2 ) {
                // ------------------------------
                // version 2: back-transform block of vectors with GEMM
                // zero out above vector
                // could go from (ki+1)-NV+1 to ki
                for( k=0; k < ki; ++k ) {
                    *work(k,iv) = c_zero;
                }

                // Columns 1:iv of work are valid vectors.
                // When the number of vectors stored reaches nb,
                // or if this was last vector, do the GEMM
                if ( (iv == nb) || (ki == n-1) ) {
                    n2 = n-(ki+1)+iv;
                    blasf77_zgemm( "n", "n", &n, &iv, &n2, &c_one,
                                   VL(0,ki-iv+1), &ldvl,
                                   work(ki-iv+1,1   ), &n, &c_zero,
                                   work(0,      nb+1), &n );
                    // normalize vectors
                    for( k=1; k <= iv; ++k ) {
                        ii = blasf77_izamax( &n, work(0,nb+k), &ione ) - 1;
                        remax = 1. / MAGMA_Z_ABS1( *work(ii,nb+k) );
                        blasf77_zdscal( &n, &remax, work(0,nb+k), &ione );
                    }
                    lapackf77_zlacpy( "F", &n, &iv, work(0,nb+1), &n, VL(0,ki-iv+1), &ldvl );
                    iv = 1;
                }
                else {
                    iv += 1;
                }
            } // blocked back-transform

            // Restore the original diagonal elements of T.
            for( k = ki + 1; k < n; ++k ) {
                *T(k,k) = *work(k,0);
            }

            is += 1;
        }
    }
    
    return *info;
}  // End of ZTREVC
예제 #3
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing zhegvdx
*/
int main( int argc, char** argv)
{

    TESTING_INIT();

    real_Double_t gpu_time;

    magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;

    #if defined(PRECISION_z) || defined(PRECISION_c)
    double *rwork;
    magma_int_t lrwork;
    #endif

    /* Matrix size */
    double *w1, *w2, result[2]={0,0};
    magma_int_t *iwork;
    magma_int_t N, n2, info, lwork, liwork;
    magmaDoubleComplex c_zero    = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t status = 0;

    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    double tol    = opts.tolerance * lapackf77_dlamch("E");
    double tolulp = opts.tolerance * lapackf77_dlamch("P");

    magma_range_t range = MagmaRangeAll;
    if (opts.fraction != 1)
        range = MagmaRangeI;

    if ( opts.check && opts.jobz == MagmaNoVec ) {
        fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
        opts.jobz = MagmaVec;
    }

    printf("using: itype = %d, jobz = %s, range = %s, uplo = %s, opts.check = %d, fraction = %6.4f\n",
           (int) opts.itype, lapack_vec_const(opts.jobz), lapack_range_const(range), lapack_uplo_const(opts.uplo),
           (int) opts.check, opts.fraction);

    printf("    N     M   GPU Time (sec)\n");
    printf("============================\n");
    magma_int_t threads = magma_get_parallel_numthreads();
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[itest];
            n2     = N*N;
            #if defined(PRECISION_z) || defined(PRECISION_c)
            lwork  = magma_zbulge_get_lq2(N, threads) + 2*N + N*N;
            lrwork = 1 + 5*N +2*N*N;
            #else
            lwork  = magma_zbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N;
            #endif
            liwork = 3 + 5*N;

            /* Allocate host memory for the matrix */
            TESTING_MALLOC_CPU( h_A,    magmaDoubleComplex, n2 );
            TESTING_MALLOC_CPU( h_B,    magmaDoubleComplex, n2 );
            TESTING_MALLOC_CPU( w1,     double, N );
            TESTING_MALLOC_CPU( w2,     double, N );
            TESTING_MALLOC_CPU( iwork,  magma_int_t, liwork );
            
            TESTING_MALLOC_PIN( h_R,    magmaDoubleComplex, n2 );
            TESTING_MALLOC_PIN( h_S,    magmaDoubleComplex, n2 );
            TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork );
            #if defined(PRECISION_z) || defined(PRECISION_c)
            TESTING_MALLOC_PIN( rwork,  double, lrwork);
            #endif

            /* Initialize the matrix */
            lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
            lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
            magma_zmake_hpd( N, h_B, N );
            magma_zmake_hermitian( N, h_A, N );

            magma_int_t m1 = 0;
            double vl = 0;
            double vu = 0;
            magma_int_t il = 0;
            magma_int_t iu = 0;

            if (range == MagmaRangeI) {
                il = 1;
                iu = (int) (opts.fraction*N);
            }

            // ==================================================================
            // Warmup using MAGMA
            // ==================================================================
            if (opts.warmup) {
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );

                magma_zhegvdx_2stage(opts.itype, opts.jobz, range, opts.uplo,
                                     N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                                     h_work, lwork,
                                     #if defined(PRECISION_z) || defined(PRECISION_c)
                                     rwork, lrwork,
                                     #endif
                                     iwork, liwork,
                                     &info);
            }
            // ===================================================================
            // Performs operation using MAGMA
            // ===================================================================
            lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
            lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );

            gpu_time = magma_wtime();
            magma_zhegvdx_2stage(opts.itype, opts.jobz, range, opts.uplo,
                                 N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                                 h_work, lwork,
                                 #if defined(PRECISION_z) || defined(PRECISION_c)
                                 rwork, lrwork,
                                 #endif
                                 iwork, liwork,
                                 &info);
            gpu_time = magma_wtime() - gpu_time;


            if ( opts.check && opts.jobz != MagmaNoVec ) {
                /* =====================================================================
                   Check the results following the LAPACK's [zc]hegvdx routine.
                   A x = lambda B x is solved
                   and the following 3 tests computed:
                   (1)    | A Z - B Z D | / ( |A||Z| N )  (itype = 1)
                          | A B Z - Z D | / ( |A||Z| N )  (itype = 2)
                          | B A Z - Z D | / ( |A||Z| N )  (itype = 3)
                   (2)    | S(with V) - S(w/o V) | / | S |
                   =================================================================== */
                #if defined(PRECISION_d) || defined(PRECISION_s)
                double *rwork = h_work + N*N;
                #endif

                result[0] = 1.;
                result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &N, rwork);
                result[0] /= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork);

                if (opts.itype == 1) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
                    for(int i=0; i<m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
                    result[0] *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N;
                }
                else if (opts.itype == 2) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
                    for(int i=0; i<m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
                    result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
                }
                else if (opts.itype == 3) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
                    for(int i=0; i<m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
                    result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
                }

                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );

                magma_int_t m2 = m1;
                lapackf77_zhegvd(&opts.itype, "N", lapack_uplo_const(opts.uplo), &N,
                              h_R, &N, h_S, &N, w2,
                              h_work, &lwork,
                              #if defined(PRECISION_z) || defined(PRECISION_c)
                              rwork, &lrwork,
                              #endif
                              iwork, &liwork,
                              &info);

                double maxw=0, diff=0;
                for(int j=0; j<m2; j++) {
                    maxw = max(maxw, fabs(w1[j]));
                    maxw = max(maxw, fabs(w2[j]));
                    diff = max(diff, fabs(w1[j] - w2[j]));
                }
                result[1] = diff / (m2*maxw);
            }


            /* =====================================================================
               Print execution time
               =================================================================== */
            printf("%5d %5d   %7.2f\n",
                   (int) N, (int) m1, gpu_time);
            if ( opts.check && opts.jobz != MagmaNoVec ) {
                printf("Testing the eigenvalues and eigenvectors for correctness:\n");
                if (opts.itype==1) {
                    printf("    | A Z - B Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed"));
                }
                else if (opts.itype==2) {
                    printf("    | A B Z - Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed"));
                }
                else if (opts.itype==3) {
                    printf("    | B A Z - Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed"));
                }
                printf(    "    | D(w/ Z) - D(w/o Z) | / |D|  = %8.2e   %s\n\n", result[1], (result[1] < tolulp ? "ok" : "failed"));
                status += ! (result[0] < tol && result[1] < tolulp);
            }

            TESTING_FREE_CPU( h_A   );
            TESTING_FREE_CPU( h_B   );
            TESTING_FREE_CPU( w1    );
            TESTING_FREE_CPU( w2    );
            TESTING_FREE_CPU( iwork );
            
            TESTING_FREE_PIN( h_R );
            TESTING_FREE_PIN( h_S );
            TESTING_FREE_PIN( h_work );
            #if defined(PRECISION_z) || defined(PRECISION_c)
            TESTING_FREE_PIN( rwork );
            #endif
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    /* Shutdown */
    TESTING_FINALIZE();
    return status;
}
예제 #4
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing zhegvdx
*/
int main( int argc, char** argv)
{

//#define USE_MGPU
#ifdef USE_MGPU
    TESTING_CUDA_INIT_MGPU();
#else
    TESTING_CUDA_INIT();
#endif
    magma_int_t nrgpu =1;

    cuDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
    double *rwork, *w1, *w2;
    magma_int_t *iwork;
    double gpu_time, cpu_time;

    magma_timestr_t start, end;

    /* Matrix size */
    magma_int_t N=0, n2;
    magma_int_t size[4] = {1024,2048,4100,6001};

    magma_int_t i, itype, info;
    magma_int_t ione = 1, izero = 0;
    magma_int_t five = 5;

    cuDoubleComplex c_zero    = MAGMA_Z_ZERO;
    cuDoubleComplex c_one     = MAGMA_Z_ONE;
    cuDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    double d_one     =  1.;
    double d_neg_one = -1.;
    double d_ten     = 10.;
    magma_int_t ISEED[4] = {0,0,0,1};

    magma_int_t il,iu,m1,m2;
    double vl,vu;

    double fraction_ev = 0;

    //const char *uplo = MagmaLowerStr;
    char *uplo = (char*)MagmaLowerStr;
    //char *uplo = (char*)MagmaUpperStr;
    char *jobz = (char*)MagmaVectorsStr;
    char range = 'A';
    itype = 1;

    magma_int_t checkres;
    double result[2];

    int flagN = 0;

    if (argc != 1){
        for(i = 1; i<argc; i++){
            if (strcmp("-N", argv[i])==0){
                N = atoi(argv[++i]);
                if (N>0){
                   printf("  testing_zhegvdx -N %d\n\n", (int) N);
                   flagN=1;
                }
                else {
                   printf("\nUsage: \n");
                   printf("  testing_zhegvdx -N %d\n\n", (int) N);
                   exit(1);
                }
            }
            if (strcmp("-ngpu", argv[i])==0){
                nrgpu = atoi(argv[++i]);
                if (nrgpu>0){
                   printf("  testing_zhegvdx -ngpu %d\n\n", (int) nrgpu);
                }
                else {
                   printf("\nUsage: \n");
                   printf("  testing_zhegvdx -ngpu %d\n\n", (int) nrgpu);
                   exit(1);
                }
            }
            if (strcmp("-itype", argv[i])==0){
                itype = atoi(argv[++i]);
                if (itype>0 && itype <= 3){
                   printf("  testing_zhegvdx -itype %d\n\n", (int) itype);
                }
                else {
                   printf("\nUsage: \n");
                   printf("  testing_zhegvdx -itype %d\n\n", (int) itype);
                   exit(1);
                }
            }
            if (strcmp("-FE", argv[i])==0){
                fraction_ev = atof(argv[++i]);
                if (fraction_ev > 0 && fraction_ev <= 1){
                    printf("  testing_zhegvdx -FE %f\n\n", fraction_ev);
                }
                else {
                    fraction_ev = 0;
                }
            }
            if (strcmp("-L", argv[i])==0){
              uplo = (char*)MagmaLowerStr;
              printf("  testing_zhegvdx -L");
            }
            if (strcmp("-U", argv[i])==0){
              uplo = (char*)MagmaUpperStr;
              printf("  testing_zhegvdx -U");
            }

        }

    } else {
        printf("\nUsage: \n");
        printf("  testing_zhegvdx -L/U -N %d -itype %d\n\n", 1024, 1);
    }

    if(!flagN)
        N = size[3];

    checkres  = getenv("MAGMA_TESTINGS_CHECK") != NULL;

    n2  = N * N;

    /* Allocate host memory for the matrix */
    TESTING_MALLOC(   h_A, cuDoubleComplex, n2);
    TESTING_MALLOC(   h_B, cuDoubleComplex, n2);
    TESTING_MALLOC(    w1, double         ,  N);
    TESTING_MALLOC(    w2, double         ,  N);
    TESTING_HOSTALLOC(h_R, cuDoubleComplex, n2);
    TESTING_HOSTALLOC(h_S, cuDoubleComplex, n2);

    magma_int_t nb = magma_get_zhetrd_nb(N);
    magma_int_t lwork = magma_zbulge_get_lq2(N) + 2*N + N*N;
    magma_int_t lrwork = 1 + 5*N +2*N*N;
    magma_int_t liwork = 3 + 5*N;

    TESTING_HOSTALLOC(h_work, cuDoubleComplex,  lwork);
    TESTING_HOSTALLOC( rwork,          double, lrwork);
    TESTING_MALLOC(    iwork,     magma_int_t, liwork);

    printf("  N     M     GPU Time(s) \n");
    printf("==========================\n");
    for(i=0; i<4; i++){
        if (!flagN){
            N = size[i];
            n2 = N*N;
        }
        if (fraction_ev == 0){
            il = N / 10;
            iu = N / 5+il;
        }
        else {
            il = 1;
            iu = (int)(fraction_ev*N);
            if (iu < 1) iu = 1;
        }

        /* Initialize the matrix */
        lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
        //lapackf77_zlatms( &N, &N, "U", ISEED, "P", w1, &five, &d_ten,
        //                 &d_one, &N, &N, uplo, h_B, &N, h_work, &info);
        //lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_B, &N);
        lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
        /* increase the diagonal */
        {
          magma_int_t i, j;
          for(i=0; i<N; i++) {
            MAGMA_Z_SET2REAL( h_B[i*N+i], ( MAGMA_Z_REAL(h_B[i*N+i]) + 1.*N ) );
          }
        }
        lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
        lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );

#ifdef USE_MGPU
        magma_zhegvdx_2stage_m(nrgpu, itype, jobz[0], range, uplo[0],
                               N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                               h_work, lwork,
                               rwork, lrwork,
                               iwork, liwork,
                               &info);
#else
        magma_zhegvdx_2stage(itype, jobz[0], range, uplo[0],
                             N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                             h_work, lwork,
                             rwork, lrwork,
                             iwork, liwork,
                             &info);
#endif

        lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
        lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );


        /* ====================================================================
           Performs operation using MAGMA
           =================================================================== */
        start = get_current_time();
#ifdef USE_MGPU
        magma_zhegvdx_2stage_m(nrgpu, itype, jobz[0], range, uplo[0],
                               N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                               h_work, lwork,
                               rwork, lrwork,
                               iwork, liwork,
                               &info);
#else
        magma_zhegvdx_2stage(itype, jobz[0], range, uplo[0],
                             N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                             h_work, lwork,
                             rwork, lrwork,
                             iwork, liwork,
                             &info);
#endif
        end = get_current_time();

        gpu_time = GetTimerValue(start,end)/1000.;

        if ( checkres ) {
          /* =====================================================================
             Check the results following the LAPACK's [zc]hegvdx routine.
             A x = lambda B x is solved
             and the following 3 tests computed:
             (1)    | A Z - B Z D | / ( |A||Z| N )  (itype = 1)
                    | A B Z - Z D | / ( |A||Z| N )  (itype = 2)
                    | B A Z - Z D | / ( |A||Z| N )  (itype = 3)
             (2)    | S(with V) - S(w/o V) | / | S |
             =================================================================== */
          double temp1, temp2;
          cuDoubleComplex *tau;

          result[0] = 1.;
          result[0] /= lapackf77_zlanhe("1",uplo, &N, h_A, &N, rwork);
          result[0] /= lapackf77_zlange("1",&N , &m1, h_R, &N, rwork);

          if (itype == 1){
            blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
            for(int i=0; i<m1; ++i)
              blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
            blasf77_zhemm("L", uplo, &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
            result[0] *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N;
          }
          else if (itype == 2){
            blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
            for(int i=0; i<m1; ++i)
              blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
            blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
            result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
          }
          else if (itype == 3){
            blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
            for(int i=0; i<m1; ++i)
              blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
            blasf77_zhemm("L", uplo, &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
            result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
          }


          lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
          lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );

          magma_zhegvdx(itype, 'N', range, uplo[0],
                       N, h_R, N, h_S, N, vl, vu, il, iu, &m2, w2,
                       h_work, lwork,
                       rwork, lrwork,
                       iwork, liwork,
                       &info);

          temp1 = temp2 = 0;
          for(int j=0; j<m2; j++){
            temp1 = max(temp1, absv(w1[j]));
            temp1 = max(temp1, absv(w2[j]));
            temp2 = max(temp2, absv(w1[j]-w2[j]));
          }
          result[1] = temp2 / temp1;
        }


        /* =====================================================================
           Print execution time
           =================================================================== */
        printf("%5d %5d     %6.2f\n",
               (int) N, (int) m1, gpu_time);
        if ( checkres ){
          printf("Testing the eigenvalues and eigenvectors for correctness:\n");
          if(itype==1)
             printf("(1)    | A Z - B Z D | / (|A| |Z| N) = %e\n", result[0]);
          else if(itype==2)
             printf("(1)    | A B Z - Z D | / (|A| |Z| N) = %e\n", result[0]);
          else if(itype==3)
             printf("(1)    | B A Z - Z D | / (|A| |Z| N) = %e\n", result[0]);

          printf("(2)    | D(w/ Z)-D(w/o Z)|/ |D| = %e\n\n", result[1]);
        }

        if (flagN)
            break;
    }

    cudaSetDevice(0);
    /* Memory clean up */
    TESTING_FREE(       h_A);
    TESTING_FREE(       h_B);
    TESTING_FREE(        w1);
    TESTING_FREE(        w2);
    TESTING_HOSTFREE( rwork);
    TESTING_FREE(     iwork);
    TESTING_HOSTFREE(h_work);
    TESTING_HOSTFREE(   h_R);
    TESTING_HOSTFREE(   h_S);

    /* Shutdown */
#ifdef USE_MGPU
    TESTING_CUDA_FINALIZE_MGPU();
#else
     TESTING_CUDA_FINALIZE();
#endif
}
예제 #5
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing zhegvdx
*/
int main( int argc, char** argv)
{

    TESTING_INIT_MGPU();

    real_Double_t   mgpu_time;
    magmaDoubleComplex *h_A, *h_Ainit, *h_B, *h_Binit, *h_work;

#if defined(PRECISION_z) || defined(PRECISION_c)
    double *rwork;
    magma_int_t lrwork;
#endif

    double *w1, result;
    magma_int_t *iwork;
    magma_int_t N, n2, info, lwork, liwork;
    magmaDoubleComplex c_zero    = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};

    magma_timestr_t start, end;

    magma_opts opts;
    parse_opts( argc, argv, &opts );
    double tol = opts.tolerance * lapackf77_dlamch("E");

    char jobz = opts.jobz;
    int checkres = opts.check;

    char range = 'A';
    char uplo = opts.uplo;
    magma_int_t itype = opts.itype;

    double f = opts.fraction;

    if (f != 1)
        range='I';

    if ( checkres && jobz == MagmaNoVec ) {
        fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
        jobz = MagmaVec;
    }

    printf("using: nrgpu = %d, itype = %d, jobz = %c, range = %c, uplo = %c, checkres = %d, fraction = %6.4f\n",
           (int) opts.ngpu, (int) itype, jobz, range, uplo, (int) checkres, f);
    
    printf("  N     M   nr GPU     MGPU Time(s) \n");
    printf("====================================\n");
    magma_int_t threads = magma_get_numthreads();
    for( int i = 0; i < opts.ntest; ++i ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[i];
            n2     = N*N;
#if defined(PRECISION_z) || defined(PRECISION_c)
            lwork  = magma_zbulge_get_lq2(N, threads) + 2*N + N*N;
            lrwork = 1 + 5*N +2*N*N;
#else
            lwork  = magma_zbulge_get_lq2(N, threads) + 1 + 6*N + 2*N*N;
#endif
            liwork = 3 + 5*N;


            //magma_int_t NB = 96;//magma_bulge_get_nb(N);
            //magma_int_t sizvblg = magma_zbulge_get_lq2(N, threads);        
            //magma_int_t siz = max(sizvblg,n2)+2*(N*NB+N)+24*N; 
            /* Allocate host memory for the matrix */
            TESTING_HOSTALLOC(   h_A, magmaDoubleComplex, n2);
            TESTING_HOSTALLOC(   h_B, magmaDoubleComplex, n2);
            TESTING_MALLOC(    w1, double         ,  N);
            TESTING_HOSTALLOC(h_work, magmaDoubleComplex,  lwork);
#if defined(PRECISION_z) || defined(PRECISION_c)
            TESTING_HOSTALLOC( rwork,          double, lrwork);
#endif
            TESTING_MALLOC(    iwork,     magma_int_t, liwork);

            /* Initialize the matrix */
            lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
            lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
            /* increase the diagonal */
            {
                for(int i=0; i<N; i++) {
                    MAGMA_Z_SET2REAL( h_B[i*N+i], ( MAGMA_Z_REAL(h_B[i*N+i]) + 1.*N ) );
                    MAGMA_Z_SET2REAL( h_A[i*N+i], MAGMA_Z_REAL(h_A[i*N+i]) );
                }
            }

            if((opts.warmup)||( checkres )){
                TESTING_MALLOC(h_Ainit, magmaDoubleComplex, n2);
                TESTING_MALLOC(h_Binit, magmaDoubleComplex, n2);
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_Ainit, &N );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_Binit, &N );
            }



            magma_int_t m1 = 0;
            double vl = 0;
            double vu = 0;
            magma_int_t il = 0;
            magma_int_t iu = 0;

            if (range == 'I'){
                il = 1;
                iu = (int) (f*N);
            }

            if(opts.warmup){

                // ==================================================================
                // Warmup using MAGMA. I prefer to use smalltest to warmup A-
                // ==================================================================
                magma_zhegvdx_2stage_m(opts.ngpu, itype, jobz, range, uplo,
                                       N, h_A, N, h_B, N, vl, vu, il, iu, &m1, w1,
                                       h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                                       rwork, lrwork,
#endif
                                       iwork, liwork,
                                       &info);
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_Ainit, &N, h_A, &N );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_Binit, &N, h_B, &N );
            }

            // ===================================================================
            // Performs operation using MAGMA
            // ===================================================================

            start = get_current_time();
            magma_zhegvdx_2stage_m(opts.ngpu, itype, jobz, range, uplo,
                                   N, h_A, N, h_B, N, vl, vu, il, iu, &m1, w1,
                                   h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                                   rwork, lrwork,
#endif
                                   iwork, liwork,
                                   &info);
            end = get_current_time();

            mgpu_time = GetTimerValue(start,end)/1000.;

            if ( checkres ) {
                // ===================================================================
                // Check the results following the LAPACK's [zc]hegvdx routine.
                // A x = lambda B x is solved
                // and the following 3 tests computed:
                // (1)    | A Z - B Z D | / ( |A||Z| N )  (itype = 1)
                // | A B Z - Z D | / ( |A||Z| N )  (itype = 2)
                // | B A Z - Z D | / ( |A||Z| N )  (itype = 3)
                // ===================================================================
#if defined(PRECISION_d) || defined(PRECISION_s)
                double *rwork = h_work + N*N;
#endif
                result = 1.;
                result /= lapackf77_zlanhe("1",&uplo, &N, h_Ainit, &N, rwork);
                result /= lapackf77_zlange("1",&N , &m1, h_A, &N, rwork);

                if (itype == 1){
                    blasf77_zhemm("L", &uplo, &N, &m1, &c_one, h_Ainit, &N, h_A, &N, &c_zero, h_work, &N);
                    for(int i=0; i<m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_A[i*N], &ione);
                    blasf77_zhemm("L", &uplo, &N, &m1, &c_neg_one, h_Binit, &N, h_A, &N, &c_one, h_work, &N);
                    result *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N;
                }
                else if (itype == 2){
                    blasf77_zhemm("L", &uplo, &N, &m1, &c_one, h_Binit, &N, h_A, &N, &c_zero, h_work, &N);
                    for(int i=0; i<m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_A[i*N], &ione);
                    blasf77_zhemm("L", &uplo, &N, &m1, &c_one, h_Ainit, &N, h_work, &N, &c_neg_one, h_A, &N);
                    result *= lapackf77_zlange("1", &N, &m1, h_A, &N, rwork)/N;
                }
                else if (itype == 3){
                    blasf77_zhemm("L", &uplo, &N, &m1, &c_one, h_Ainit, &N, h_A, &N, &c_zero, h_work, &N);
                    for(int i=0; i<m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_A[i*N], &ione);
                    blasf77_zhemm("L", &uplo, &N, &m1, &c_one, h_Binit, &N, h_work, &N, &c_neg_one, h_A, &N);
                    result *= lapackf77_zlange("1", &N, &m1, h_A, &N, rwork)/N;
                }
            }

            // ===================================================================
            // Print execution time
            // ===================================================================
            printf("%5d %5d %2d    %6.2f\n",
                   (int) N, (int) m1, (int) opts.ngpu, mgpu_time);
            if ( checkres ){
                printf("Testing the eigenvalues and eigenvectors for correctness:\n");
                if(itype==1)
                    printf("(1)    | A Z - B Z D | / (|A| |Z| N) = %8.2e%s\n", result, (result < tol ? "" : "  failed") );
                else if(itype==2)
                    printf("(1)    | A B Z - Z D | / (|A| |Z| N) = %8.2e%s\n", result, (result < tol ? "" : "  failed") );
                else if(itype==3)
                    printf("(1)    | B A Z - Z D | / (|A| |Z| N) = %8.2e%s\n", result, (result < tol ? "" : "  failed") );
            }

            TESTING_HOSTFREE(       h_A);
            TESTING_HOSTFREE(       h_B);
            TESTING_FREE(        w1);
#if defined(PRECISION_z) || defined(PRECISION_c)
            TESTING_HOSTFREE( rwork);
#endif
            TESTING_FREE(     iwork);
            TESTING_HOSTFREE(h_work);
            if((opts.warmup)||( checkres )){
                TESTING_FREE(   h_Ainit);
                TESTING_FREE(   h_Binit);
            }
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    /* Shutdown */
    TESTING_FINALIZE_MGPU();

    return 0;
}
예제 #6
0
파일: zlatrsd.cpp 프로젝트: xulunfan/magma
magma_int_t magma_zlatrsd(
    magma_uplo_t uplo, magma_trans_t trans, magma_diag_t diag, magma_bool_t normin,
    magma_int_t n, const magmaDoubleComplex *A, magma_int_t lda,
    magmaDoubleComplex lambda,
    magmaDoubleComplex *x,
    double *scale, double *cnorm,
    magma_int_t *info)
{
#define A(i,j) (A + (i) + (j)*lda)

    /* constants */
    const magma_int_t ione = 1;
    const double d_half = 0.5;
    const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
    const magmaDoubleComplex c_one  = MAGMA_Z_ONE;

    /* System generated locals */
    magma_int_t len;
    magmaDoubleComplex ztmp;

    /* Local variables */
    magma_int_t i, j;
    double xj, rec, tjj;
    magma_int_t jinc;
    double xbnd;
    magma_int_t imax;
    double tmax;
    magmaDoubleComplex tjjs;
    double xmax, grow;

    double tscal;
    magmaDoubleComplex uscal;
    magma_int_t jlast;
    magmaDoubleComplex csumj;

    double bignum;
    magma_int_t jfirst;
    double smlnum;

    /* Function Body */
    *info = 0;
    magma_int_t upper  = (uplo  == MagmaUpper);
    magma_int_t notran = (trans == MagmaNoTrans);
    magma_int_t nounit = (diag  == MagmaNonUnit);

    /* Test the input parameters. */
    if ( ! upper && uplo != MagmaLower ) {
        *info = -1;
    }
    else if (! notran &&
             trans != MagmaTrans &&
             trans != MagmaConjTrans) {
        *info = -2;
    }
    else if ( ! nounit && diag != MagmaUnit ) {
        *info = -3;
    }
    else if ( ! (normin == MagmaTrue) &&
              ! (normin == MagmaFalse) ) {
        *info = -4;
    }
    else if ( n < 0 ) {
        *info = -5;
    }
    else if ( lda < max(1,n) ) {
        *info = -7;
    }
    if ( *info != 0 ) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if ( n == 0 ) {
        return *info;
    }

    /* Determine machine dependent parameters to control overflow. */
    smlnum = lapackf77_dlamch( "Safe minimum" );
    bignum = 1. / smlnum;
    lapackf77_dlabad( &smlnum, &bignum );
    smlnum /= lapackf77_dlamch( "Precision" );
    bignum = 1. / smlnum;
    *scale = 1.;

    if ( normin == MagmaFalse ) {
        /* Compute the 1-norm of each column, not including the diagonal. */
        if ( upper ) {
            /* A is upper triangular. */
            cnorm[0] = 0.;
            for( j = 1; j < n; ++j ) {
                cnorm[j] = magma_cblas_dzasum( j, A(0,j), ione );
            }
        }
        else {
            /* A is lower triangular. */
            for( j = 0; j < n-1; ++j ) {
                cnorm[j] = magma_cblas_dzasum( n-(j+1), A(j+1,j), ione );
            }
            cnorm[n-1] = 0.;
        }
    }

    /* Scale the column norms by TSCAL if the maximum element in CNORM is */
    /* greater than BIGNUM/2. */
    imax = blasf77_idamax( &n, &cnorm[0], &ione ) - 1;
    tmax = cnorm[imax];
    if ( tmax <= bignum * 0.5 ) {
        tscal = 1.;
    }
    else {
        tscal = 0.5 / (smlnum * tmax);
        blasf77_dscal( &n, &tscal, &cnorm[0], &ione );
    }

    /* ================================================================= */
    /* Compute a bound on the computed solution vector to see if the */
    /* Level 2 BLAS routine ZTRSV can be used. */
    xmax = 0.;
    for( j = 0; j < n; ++j ) {
        xmax = max( xmax, 0.5*MAGMA_Z_ABS1( x[j] ));
    }
    xbnd = xmax;

    if ( notran ) {
        /* ---------------------------------------- */
        /* Compute the growth in A * x = b. */
        if ( upper ) {
            jfirst = n-1;
            jlast  = 0;
            jinc   = -1;
        }
        else {
            jfirst = 0;
            jlast  = n;
            jinc   = 1;
        }

        if ( tscal != 1. ) {
            grow = 0.;
            goto L60;
        }

        /* A is non-unit triangular. */
        /* Compute GROW = 1/G(j) and XBND = 1/M(j). */
        /* Initially, G(0) = max{x(i), i=1,...,n}. */
        grow = 0.5 / max( xbnd, smlnum );
        xbnd = grow;
        for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
            /* Exit the loop if the growth factor is too small. */
            if ( grow <= smlnum ) {
                goto L60;
            }

            if ( nounit ) {
                tjjs = *A(j,j) - lambda;
            }
            else {
                tjjs = c_one - lambda;
            }
            tjj = MAGMA_Z_ABS1( tjjs );

            if ( tjj >= smlnum ) {
                /* M(j) = G(j-1) / abs(A(j,j)) */
                xbnd = min( xbnd, min(1.,tjj)*grow );
            }
            else {
                /* M(j) could overflow, set XBND to 0. */
                xbnd = 0.;
            }

            if ( tjj + cnorm[j] >= smlnum ) {
                /* G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) ) */
                grow *= (tjj / (tjj + cnorm[j]));
            }
            else {
                /* G(j) could overflow, set GROW to 0. */
                grow = 0.;
            }
        }
        grow = xbnd;
L60:
        ;
    }
    else {
        /* ---------------------------------------- */
        /* Compute the growth in A**T * x = b  or  A**H * x = b. */
        if ( upper ) {
            jfirst = 0;
            jlast  = n;
            jinc   = 1;
        }
        else {
            jfirst = n-1;
            jlast  = 0;
            jinc   = -1;
        }

        if ( tscal != 1. ) {
            grow = 0.;
            goto L90;
        }

        /* A is non-unit triangular. */
        /* Compute GROW = 1/G(j) and XBND = 1/M(j). */
        /* Initially, M(0) = max{x(i), i=1,...,n}. */
        grow = 0.5 / max( xbnd, smlnum );
        xbnd = grow;
        for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
            /* Exit the loop if the growth factor is too small. */
            if ( grow <= smlnum ) {
                goto L90;
            }

            /* G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) ) */
            xj = 1. + cnorm[j];
            grow = min( grow, xbnd / xj );

            if ( nounit ) {
                tjjs = *A(j,j) - lambda;
            }
            else {
                tjjs = c_one - lambda;
            }
            tjj = MAGMA_Z_ABS1( tjjs );

            if ( tjj >= smlnum ) {
                /* M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(j,j)) */
                if ( xj > tjj ) {
                    xbnd *= (tjj / xj);
                }
            }
            else {
                /* M(j) could overflow, set XBND to 0. */
                xbnd = 0.;
            }
        }
        grow = min( grow, xbnd );
L90:
        ;
    }
        
    /* ================================================================= */
    /* Due to modified diagonal, we can't use regular BLAS ztrsv. */
    
    /* Use a Level 1 BLAS solve, scaling intermediate results. */
    if ( xmax > bignum * 0.5 ) {
        /* Scale X so that its components are less than or equal to */
        /* BIGNUM in absolute value. */
        *scale = (bignum * 0.5) / xmax;
        blasf77_zdscal( &n, scale, &x[0], &ione );
        xmax = bignum;
    }
    else {
        xmax *= 2.;
    }

    if ( notran ) {
        /* ---------------------------------------- */
        /* Solve A * x = b */
        for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
            /* Compute x(j) = b(j) / A(j,j), scaling x if necessary. */
            xj = MAGMA_Z_ABS1( x[j] );
            if ( nounit ) {
                tjjs = (*A(j,j) - lambda ) * tscal;
            }
            else {
                tjjs = (c_one - lambda) * tscal;
                if ( tscal == 1. ) {
                    goto L110;
                }
            }
            tjj = MAGMA_Z_ABS1( tjjs );
            if ( tjj > smlnum ) {
                /* abs(A(j,j)) > SMLNUM: */
                if ( tjj < 1. ) {
                    if ( xj > tjj * bignum ) {
                        /* Scale x by 1/b(j). */
                        rec = 1. / xj;
                        blasf77_zdscal( &n, &rec, &x[0], &ione );
                        *scale *= rec;
                        xmax *= rec;
                    }
                }
                x[j] = x[j] / tjjs;
                xj   = MAGMA_Z_ABS1( x[j] );
            }
            else if ( tjj > 0. ) {
                /* 0 < abs(A(j,j)) <= SMLNUM: */
                if ( xj > tjj * bignum ) {
                    /* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM */
                    /* to avoid overflow when dividing by A(j,j). */
                    rec = (tjj * bignum) / xj;
                    if ( cnorm[j] > 1. ) {
                        /* Scale by 1/CNORM(j) to avoid overflow when */
                        /* multiplying x(j) times column j. */
                        rec /= cnorm[j];
                    }
                    blasf77_zdscal( &n, &rec, &x[0], &ione );
                    *scale *= rec;
                    xmax *= rec;
                }
                x[j] = x[j] / tjjs;
                xj   = MAGMA_Z_ABS1( x[j] );
            }
            else {
                /* A(j,j) = 0:  Set x(1:n) = 0, x(j) = 1, and */
                /* scale = 0, and compute a solution to A*x = 0. */
                for( i = 0; i < n; ++i ) {
                    x[i] = c_zero;
                }
                x[j]   = c_one;
                xj     = 1.;
                *scale = 0.;
                xmax   = 0.;
            }
L110:

            /* Scale x if necessary to avoid overflow when adding a */
            /* multiple of column j of A. */
            if ( xj > 1. ) {
                rec = 1. / xj;
                if ( cnorm[j] > (bignum - xmax) * rec ) {
                    /* Scale x by 1/(2*abs(x(j))). */
                    rec *= 0.5;
                    blasf77_zdscal( &n, &rec, &x[0], &ione );
                    *scale *= rec;
                }
            }
            else if ( xj * cnorm[j] > bignum - xmax ) {
                /* Scale x by 1/2. */
                blasf77_zdscal( &n, &d_half, &x[0], &ione );
                *scale *= 0.5;
            }

            if ( upper ) {
                if ( j > 0 ) {
                    /* Compute the update */
                    /* x(1:j-1) := x(1:j-1) - x(j) * A(1:j-1,j) */
                    len = j;
                    ztmp = -tscal * x[j];
                    blasf77_zaxpy( &len, &ztmp, A(0,j), &ione, &x[0], &ione );
                    i = blasf77_izamax( &len, &x[0], &ione ) - 1;
                    xmax = MAGMA_Z_ABS1( x[i] );
                }
            }
            else {
                if ( j < n-1 ) {
                    /* Compute the update */
                    /* x(j+1:n) := x(j+1:n) - x(j) * A(j+1:n,j) */
                    len = n - (j+1);
                    ztmp = -tscal * x[j];
                    blasf77_zaxpy( &len, &ztmp, A(j+1,j), &ione, &x[j + 1], &ione );
                    i = j + blasf77_izamax( &len, &x[j + 1], &ione );
                    xmax = MAGMA_Z_ABS1( x[i] );
                }
            }
        }
    }
    else if ( trans == MagmaTrans ) {
        /* ---------------------------------------- */
        /* Solve A**T * x = b */
        for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
            /* Compute x(j) = b(j) - sum A(k,j)*x(k). */
            /*                       k<>j             */
            xj = MAGMA_Z_ABS1( x[j] );
            uscal = MAGMA_Z_MAKE( tscal, 0. );
            rec = 1. / max( xmax, 1. );
            if ( cnorm[j] > (bignum - xj) * rec ) {
                /* If x(j) could overflow, scale x by 1/(2*XMAX). */
                rec *= 0.5;
                if ( nounit ) {
                    tjjs = (*A(j,j) - lambda) * tscal;
                }
                else {
                    tjjs = (c_one - lambda) * tscal;
                }
                tjj = MAGMA_Z_ABS1( tjjs );
                if ( tjj > 1. ) {
                    /* Divide by A(j,j) when scaling x if A(j,j) > 1. */
                    rec = min( 1., rec * tjj );
                    uscal = uscal / tjjs;
                }
                if ( rec < 1. ) {
                    blasf77_zdscal( &n, &rec, &x[0], &ione );
                    *scale *= rec;
                    xmax *= rec;
                }
            }

            csumj = c_zero;
            if ( uscal == c_one ) {
                /* If the scaling needed for A in the dot product is 1, */
                /* call ZDOTU to perform the dot product. */
                if ( upper ) {
                    csumj = magma_cblas_zdotu( j, A(0,j), ione, &x[0], ione );
                }
                else if ( j < n-1 ) {
                    csumj = magma_cblas_zdotu( n-(j+1), A(j+1,j), ione, &x[j+1], ione );
                }
            }
            else {
                /* Otherwise, use in-line code for the dot product. */
                if ( upper ) {
                    for( i = 0; i < j; ++i ) {
                        csumj += (*A(i,j) * uscal) * x[i];
                    }
                }
                else if ( j < n-1 ) {
                    for( i = j+1; i < n; ++i ) {
                        csumj += (*A(i,j) * uscal) * x[i];
                    }
                }
            }

            if ( uscal == MAGMA_Z_MAKE( tscal, 0. )) {
                /* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
                /* was not used to scale the dotproduct. */
                x[j] -= csumj;
                xj = MAGMA_Z_ABS1( x[j] );
                if ( nounit ) {
                    tjjs = (*A(j,j) - lambda) * tscal;
                }
                else {
                    tjjs = (c_one - lambda) * tscal;
                    if ( tscal == 1. ) {
                        goto L160;
                    }
                }

                /* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
                tjj = MAGMA_Z_ABS1( tjjs );
                if ( tjj > smlnum ) {
                    /* abs(A(j,j)) > SMLNUM: */
                    if ( tjj < 1. ) {
                        if ( xj > tjj * bignum ) {
                            /* Scale X by 1/abs(x(j)). */
                            rec = 1. / xj;
                            blasf77_zdscal( &n, &rec, &x[0], &ione );
                            *scale *= rec;
                            xmax   *= rec;
                        }
                    }
                    x[j] = x[j] / tjjs;
                }
                else if ( tjj > 0. ) {
                    /* 0 < abs(A(j,j)) <= SMLNUM: */
                    if ( xj > tjj * bignum ) {
                        /* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
                        rec = (tjj * bignum) / xj;
                        blasf77_zdscal( &n, &rec, &x[0], &ione );
                        *scale *= rec;
                        xmax   *= rec;
                    }
                    x[j] = x[j] / tjjs;
                }
                else {
                    /* A(j,j) = 0:  Set x(1:n) = 0, x(j) = 1, and */
                    /* scale = 0 and compute a solution to A**T *x = 0. */
                    for( i = 0; i < n; ++i ) {
                        x[i] = c_zero;
                    }
                    x[j]   = c_one;
                    *scale = 0.;
                    xmax   = 0.;
                }
L160:
                ;
            }
            else {
                /* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
                /* product has already been divided by 1/A(j,j). */
                x[j] = (x[j] / tjjs) - csumj;
            }
            xmax = max( xmax, MAGMA_Z_ABS1( x[j] ));
        }
    }
    else {
        /* ---------------------------------------- */
        /* Solve A**H * x = b */
        for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
            /* Compute x(j) = b(j) - sum A(k,j)*x(k). */
            /*                       k<>j             */
            xj = MAGMA_Z_ABS1( x[j] );
            uscal = MAGMA_Z_MAKE( tscal, 0. );
            rec = 1. / max(xmax, 1.);
            if ( cnorm[j] > (bignum - xj) * rec ) {
                /* If x(j) could overflow, scale x by 1/(2*XMAX). */
                rec *= 0.5;
                if ( nounit ) {
                    tjjs = MAGMA_Z_CONJ( *A(j,j) - lambda ) * tscal;
                }
                else {
                    tjjs = (c_one - lambda) * tscal;
                }
                tjj = MAGMA_Z_ABS1( tjjs );
                if ( tjj > 1. ) {
                    /* Divide by A(j,j) when scaling x if A(j,j) > 1. */
                    rec = min( 1., rec * tjj );
                    uscal = uscal / tjjs;
                }
                if ( rec < 1. ) {
                    blasf77_zdscal( &n, &rec, &x[0], &ione );
                    *scale *= rec;
                    xmax   *= rec;
                }
            }

            csumj = c_zero;
            if ( uscal == c_one ) {
                /* If the scaling needed for A in the dot product is 1, */
                /* call ZDOTC to perform the dot product. */
                if ( upper ) {
                    csumj = magma_cblas_zdotc( j, A(0,j), ione, &x[0], ione );
                }
                else if ( j < n-1 ) {
                    csumj = magma_cblas_zdotc( n-(j+1), A(j+1,j), ione, &x[j+1], ione );
                }
            }
            else {
                /* Otherwise, use in-line code for the dot product. */
                if ( upper ) {
                    for( i = 0; i < j; ++i ) {
                        csumj += (MAGMA_Z_CONJ( *A(i,j) ) * uscal) * x[i];
                    }
                }
                else if ( j < n-1 ) {
                    for( i = j + 1; i < n; ++i ) {
                        csumj += (MAGMA_Z_CONJ( *A(i,j) ) * uscal) * x[i];
                    }
                }
            }

            if ( uscal == tscal ) {
                /* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
                /* was not used to scale the dotproduct. */
                x[j] -= csumj;
                xj = MAGMA_Z_ABS1( x[j] );
                if ( nounit ) {
                    tjjs = MAGMA_Z_CONJ( *A(j,j) - lambda ) * tscal;
                }
                else {
                    tjjs = (c_one - lambda) * tscal;
                    if ( tscal == 1. ) {
                        goto L210;
                    }
                }

                /* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
                tjj = MAGMA_Z_ABS1( tjjs );
                if ( tjj > smlnum ) {
                    /* abs(A(j,j)) > SMLNUM: */
                    if ( tjj < 1. ) {
                        if ( xj > tjj * bignum ) {
                            /* Scale X by 1/abs(x(j)). */
                            rec = 1. / xj;
                            blasf77_zdscal( &n, &rec, &x[0], &ione );
                            *scale *= rec;
                            xmax   *= rec;
                        }
                    }
                    x[j] = x[j] / tjjs;
                }
                else if ( tjj > 0. ) {
                    /* 0 < abs(A(j,j)) <= SMLNUM: */
                    if ( xj > tjj * bignum ) {
                        /* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
                        rec = (tjj * bignum) / xj;
                        blasf77_zdscal( &n, &rec, &x[0], &ione );
                        *scale *= rec;
                        xmax   *= rec;
                    }
                    x[j] = x[j] / tjjs;
                }
                else {
                    /* A(j,j) = 0:  Set x(1:n) = 0, x(j) = 1, and */
                    /* scale = 0 and compute a solution to A**H *x = 0. */
                    for( i = 0; i < n; ++i ) {
                        x[i] = c_zero;
                    }
                    x[j] = c_one;
                    *scale = 0.;
                    xmax   = 0.;
                }
L210:
                ;
            }
            else {
                /* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
                /* product has already been divided by 1/A(j,j). */
                x[j] = (x[j] / tjjs) - csumj;
            }
            xmax = max( xmax, MAGMA_Z_ABS1( x[j] ));
        }
    }
    *scale /= tscal;
    
    /* Scale the column norms by 1/TSCAL for return. */
    if ( tscal != 1. ) {
        double d = 1. / tscal;
        blasf77_dscal( &n, &d, &cnorm[0], &ione );
    }

    return *info;
} /* end zlatrsd */
예제 #7
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing zhegvd
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gpu_time, cpu_time;
    magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
    double *rwork, *w1, *w2;
    double result[4] = {0};
    magma_int_t *iwork;
    magma_int_t N, n2, info, nb, lwork, liwork, lda, lrwork;
    magmaDoubleComplex c_zero    = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    double d_one         =  1.;
    double d_neg_one     = -1.;
    //double d_ten         = 10.;
    //magma_int_t izero    = 0;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t status = 0;

    magma_opts opts;
    parse_opts( argc, argv, &opts );

    double tol    = opts.tolerance * lapackf77_dlamch("E");
    double tolulp = opts.tolerance * lapackf77_dlamch("P");
    
    if ( opts.check && opts.jobz == MagmaNoVec ) {
        fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
        opts.jobz = MagmaVec;
    }
    
    printf("using: itype = %d, jobz = %s, uplo = %s\n",
           (int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo));

    printf("    N   CPU Time (sec)   GPU Time(sec)\n");
    printf("======================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[itest];
            lda    = N;
            n2     = N*lda;
            nb     = magma_get_zhetrd_nb(N);
            lwork  = 2*N*nb + N*N;
            lrwork = 1 + 5*N +2*N*N;
            liwork = 3 + 5*N;

            TESTING_MALLOC_CPU( h_A,    magmaDoubleComplex,  n2     );
            TESTING_MALLOC_CPU( h_B,    magmaDoubleComplex,  n2     );
            TESTING_MALLOC_CPU( w1,     double,              N      );
            TESTING_MALLOC_CPU( w2,     double,              N      );
            TESTING_MALLOC_CPU( rwork,  double,              lrwork );
            TESTING_MALLOC_CPU( iwork,  magma_int_t,         liwork );
            
            TESTING_MALLOC_PIN( h_R,    magmaDoubleComplex,  n2     );
            TESTING_MALLOC_PIN( h_S,    magmaDoubleComplex,  n2     );
            TESTING_MALLOC_PIN( h_work, magmaDoubleComplex,  lwork  );
            
            /* Initialize the matrix */
            lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
            //lapackf77_zlatms( &N, &N, "U", ISEED, "P", w1, &five, &d_ten,
            //                 &d_one, &N, &N, lapack_uplo_const(opts.uplo), h_B, &lda, h_work, &info);
            //lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_B, &lda);
            lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
            magma_zmake_hpd( N, h_B, lda );
            lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
            lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
            
            /* warmup */
            if ( opts.warmup ) {
                magma_zhegvd( opts.itype, opts.jobz, opts.uplo,
                              N, h_R, lda, h_S, lda, w1,
                              h_work, lwork,
                              rwork, lrwork,
                              iwork, liwork,
                              &info );
                if (info != 0)
                    printf("magma_zhegvd returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
                
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
            }
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            gpu_time = magma_wtime();
            magma_zhegvd( opts.itype, opts.jobz, opts.uplo,
                          N, h_R, lda, h_S, lda, w1,
                          h_work, lwork,
                          rwork, lrwork,
                          iwork, liwork,
                          &info );
            gpu_time = magma_wtime() - gpu_time;
            if (info != 0)
                printf("magma_zhegvd returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            if ( opts.check ) {
                /* =====================================================================
                   Check the results following the LAPACK's [zc]hegvd routine.
                   A x = lambda B x is solved
                   and the following 3 tests computed:
                   (1)    | A Z - B Z D | / ( |A||Z| N )   (itype = 1)
                          | A B Z - Z D | / ( |A||Z| N )   (itype = 2)
                          | B A Z - Z D | / ( |A||Z| N )   (itype = 3)
                   (2)    | I - V V' B | / ( N )           (itype = 1,2)
                          | B - V V' | / ( |B| N )         (itype = 3)
                   (3)    | S(with V) - S(w/o V) | / | S |
                   =================================================================== */
                double temp1, temp2;
                //magmaDoubleComplex *tau;
                
                if ( opts.itype == 1 || opts.itype == 2 ) {
                    lapackf77_zlaset( "A", &N, &N, &c_zero, &c_one, h_S, &lda);
                    blasf77_zgemm("N", "C", &N, &N, &N, &c_one, h_R, &lda, h_R, &lda, &c_zero, h_work, &N);
                    blasf77_zhemm("R", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_work, &N, &c_one, h_S, &lda);
                    result[1] = lapackf77_zlange("1", &N, &N, h_S, &lda, rwork) / N;
                }
                else if ( opts.itype == 3 ) {
                    lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda);
                    blasf77_zherk(lapack_uplo_const(opts.uplo), "N", &N, &N, &d_neg_one, h_R, &lda, &d_one, h_S, &lda);
                    result[1] = lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_S, &lda, rwork) / N
                              / lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_B, &lda, rwork);
                }
                
                result[0] = 1.;
                result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &lda, rwork);
                result[0] /= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork);
                
                if ( opts.itype == 1 ) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
                    for(int i=0; i<N; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_R, &lda, &c_one, h_work, &N);
                    result[0] *= lapackf77_zlange("1", &N, &N, h_work, &lda, rwork)/N;
                }
                else if ( opts.itype == 2 ) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_R, &lda, &c_zero, h_work, &N);
                    for(int i=0; i<N; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_work, &N, &c_neg_one, h_R, &lda);
                    result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N;
                }
                else if ( opts.itype == 3 ) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &c_zero, h_work, &N);
                    for(int i=0; i<N; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_work, &N, &c_neg_one, h_R, &lda);
                    result[0] *= lapackf77_zlange("1", &N, &N, h_R, &lda, rwork)/N;
                }
                
                /*
                lapackf77_zhet21( &ione, lapack_uplo_const(opts.uplo), &N, &izero,
                                  h_A, &lda,
                                  w1, w1,
                                  h_R, &lda,
                                  h_R, &lda,
                                  tau, h_work, rwork, &result[0] );
                */
                
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
                
                magma_zhegvd( opts.itype, MagmaNoVec, opts.uplo,
                              N, h_R, lda, h_S, lda, w2,
                              h_work, lwork,
                              rwork, lrwork,
                              iwork, liwork,
                              &info );
                if (info != 0)
                    printf("magma_zhegvd returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
                
                temp1 = temp2 = 0;
                for(int j=0; j<N; j++) {
                    temp1 = max(temp1, absv(w1[j]));
                    temp1 = max(temp1, absv(w2[j]));
                    temp2 = max(temp2, absv(w1[j]-w2[j]));
                }
                result[2] = temp2 / (((double)N)*temp1);
            }
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            if ( opts.lapack ) {
                cpu_time = magma_wtime();
                lapackf77_zhegvd( &opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
                                  &N, h_A, &lda, h_B, &lda, w2,
                                  h_work, &lwork,
                                  rwork, &lrwork,
                                  iwork, &liwork,
                                  &info );
                cpu_time = magma_wtime() - cpu_time;
                if (info != 0)
                    printf("lapackf77_zhegvd returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
                
                printf("%5d     %7.2f         %7.2f\n",
                       (int) N, cpu_time, gpu_time);
            }
            else {
                printf("%5d       ---           %7.2f\n",
                       (int) N, gpu_time);
            }
            
            /* =====================================================================
               Print execution time
               =================================================================== */
            if ( opts.check ) {
                printf("Testing the eigenvalues and eigenvectors for correctness:\n");
                if ( opts.itype==1 ) {
                    printf("(1)    | A Z - B Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed") );
                }
                else if ( opts.itype==2 ) {
                    printf("(1)    | A B Z - Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed") );
                }
                else if ( opts.itype==3 ) {
                    printf("(1)    | B A Z - Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed") );
                }
                if ( opts.itype==1 || opts.itype==2 ) {
                    printf("(2)    | I -   Z Z' B | /  N         = %8.2e   %s\n",   result[1], (result[1] < tol    ? "ok" : "failed") );
                }
                else {
                    printf("(2)    | B -  Z Z' | / (|B| N)       = %8.2e   %s\n",   result[1], (result[1] < tol    ? "ok" : "failed") );
                }
                printf(    "(3)    | D(w/ Z) - D(w/o Z) | / |D|  = %8.2e   %s\n\n", result[2], (result[2] < tolulp ? "ok" : "failed") );
                status += ! (result[0] < tol && result[1] < tol && result[2] < tolulp);
            }
            
            TESTING_FREE_CPU( h_A    );
            TESTING_FREE_CPU( h_B    );
            TESTING_FREE_CPU( w1     );
            TESTING_FREE_CPU( w2     );
            TESTING_FREE_CPU( rwork  );
            TESTING_FREE_CPU( iwork  );
            
            TESTING_FREE_PIN( h_R    );
            TESTING_FREE_PIN( h_S    );
            TESTING_FREE_PIN( h_work );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }
    
    TESTING_FINALIZE();
    return status;
}
예제 #8
0
파일: zgeev.cpp 프로젝트: cjy7117/FT-MAGMA
/**
    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 */
예제 #9
0
파일: zgeev.cpp 프로젝트: kjbartel/clmagma
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_queue_t queue,
    magma_int_t *info)
{
/*  -- clMAGMA (version 1.3.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       @date November 2014

    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 ione = 1;
    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;

    const char* side_ = NULL;

    *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   */
    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_zmalloc( &dT, nb*n )) {
        *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, queue, &ierr);
#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_ = "Left";
        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, queue, &ierr);
#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_ = "Both";
            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_ = "Right";
        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, queue, &ierr);
#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. / magma_cblas_dznrm2(n, &vl[i__ * vl_dim1 + 1], 1);
            blasf77_zdscal( &n, &scl, &vl[i__ * vl_dim1 + 1], &ione );
            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 = blasf77_idamax( &n, &rwork[irwork], &ione );  //+1;
            tmp = MAGMA_Z_CNJG( vl[k + i__ * vl_dim1] / magma_dsqrt(rwork[irwork + k - 1]) );
            blasf77_zscal( &n, &tmp, &vl[i__ * vl_dim1 + 1], &ione );
            i__2 = k + i__ * vl_dim1;
            i__3 = k + i__ * vl_dim1;
            d__1 = MAGMA_Z_REAL(vl[i__3]);
            z__1 = MAGMA_Z_MAKE( d__1, 0 );
            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. / magma_cblas_dznrm2(n, &vr[i__ * vr_dim1 + 1], 1);
            blasf77_zdscal( &n, &scl, &vr[i__ * vr_dim1 + 1], &ione );
            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 = blasf77_idamax( &n, &rwork[irwork], &ione );  //+1;
            tmp = MAGMA_Z_CNJG( vr[k + i__ * vr_dim1] / magma_dsqrt(rwork[irwork + k - 1]) );
            blasf77_zscal( &n, &tmp, &vr[i__ * vr_dim1 + 1], &ione );
            i__2 = k + i__ * vr_dim1;
            i__3 = k + i__ * vr_dim1;
            d__1 = MAGMA_Z_REAL(vr[i__3]);
            z__1 = MAGMA_Z_MAKE( d__1, 0 );
            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 */
예제 #10
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing zhegvdx
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gpu_time /*cpu_time*/;
    magmaDoubleComplex *h_A, *h_R, *h_B, *h_S, *h_work;
    double *w1, *w2, vl=0, vu=0;
    double result[2] = {0};
    magma_int_t *iwork;
    magma_int_t N, n2, info, il, iu, m1, m2, nb, lwork, liwork;
    magmaDoubleComplex c_zero    = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    #if defined(PRECISION_z) || defined(PRECISION_c)
    double *rwork;
    magma_int_t lrwork;
    #endif
    //double d_one         =  1.;
    //double d_ten         = 10.;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t status = 0;

    magma_opts opts;
    parse_opts( argc, argv, &opts );

    double tol    = opts.tolerance * lapackf77_dlamch("E");
    double tolulp = opts.tolerance * lapackf77_dlamch("P");
    
    if ( opts.check && opts.jobz == MagmaNoVec ) {
        fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
        opts.jobz = MagmaVec;
    }
    
    printf("using: itype = %d, jobz = %s, uplo = %s, check = %d, fraction = %6.4f\n",
           (int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
           (int) opts.check, opts.fraction);

    printf("    N     M   GPU Time (sec)\n");
    printf("============================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[itest];
            n2     = N*N;
            nb     = magma_get_zhetrd_nb(N);
            #if defined(PRECISION_z) || defined(PRECISION_c)
            lwork  = 2*N*nb + N*N;
            lrwork = 1 + 5*N +2*N*N;
            #else
            lwork  = 1 + 6*N*nb + 2* N*N;
            #endif
            liwork = 3 + 5*N;

            if ( opts.fraction == 0 ) {
                il = N / 10;
                iu = N / 5+il;
            }
            else {
                il = 1;
                iu = (int) (opts.fraction*N);
                if (iu < 1) iu = 1;
            }

            TESTING_MALLOC_CPU( h_A,    magmaDoubleComplex, n2     );
            TESTING_MALLOC_CPU( h_B,    magmaDoubleComplex, n2     );
            TESTING_MALLOC_CPU( w1,     double,             N      );
            TESTING_MALLOC_CPU( w2,     double,             N      );
            TESTING_MALLOC_CPU( iwork,  magma_int_t,        liwork );
            
            TESTING_MALLOC_PIN( h_R,    magmaDoubleComplex, n2     );
            TESTING_MALLOC_PIN( h_S,    magmaDoubleComplex, n2     );
            TESTING_MALLOC_PIN( h_work, magmaDoubleComplex, lwork  );
            #if defined(PRECISION_z) || defined(PRECISION_c)
            TESTING_MALLOC_PIN( rwork, double, lrwork);
            #endif
            
            /* Initialize the matrix */
            lapackf77_zlarnv( &ione, ISEED, &n2, h_A );
            lapackf77_zlarnv( &ione, ISEED, &n2, h_B );
            magma_zmake_hpd( N, h_B, N );
            magma_zmake_hermitian( N, h_A, N );

            // ==================================================================
            // Warmup using MAGMA
            // ==================================================================
            if(opts.warmup){
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
                
                magma_zhegvdx( opts.itype, opts.jobz, MagmaRangeI, opts.uplo,
                               N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                               h_work, lwork,
                               #if defined(PRECISION_z) || defined(PRECISION_c)
                               rwork, lrwork,
                               #endif      
                               iwork, liwork,
                               &info );
                if (info != 0)
                    printf("magma_zhegvdx returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
            }
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
            lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );

            gpu_time = magma_wtime();
            magma_zhegvdx( opts.itype, opts.jobz, MagmaRangeI, opts.uplo,
                           N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
                           h_work, lwork,
                           #if defined(PRECISION_z) || defined(PRECISION_c)
                           rwork, lrwork,
                           #endif
                           iwork, liwork,
                           &info );
            gpu_time = magma_wtime() - gpu_time;
            if (info != 0)
                printf("magma_zhegvdx returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            if ( opts.check ) {
                /* =====================================================================
                   Check the results following the LAPACK's [zc]hegvdx routine.
                   A x = lambda B x is solved
                   and the following 3 tests computed:
                   (1)    | A Z - B Z D | / ( |A||Z| N )  (itype = 1)
                          | A B Z - Z D | / ( |A||Z| N )  (itype = 2)
                          | B A Z - Z D | / ( |A||Z| N )  (itype = 3)
                   (2)    | S(with V) - S(w/o V) | / | S |
                   =================================================================== */
                #if defined(PRECISION_d) || defined(PRECISION_s)
                double *rwork = h_work + N*N;
                #endif
                double temp1, temp2;
                
                result[0] = 1.;
                result[0] /= lapackf77_zlanhe("1", lapack_uplo_const(opts.uplo), &N, h_A, &N, rwork);
                result[0] /= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork);
                
                if (opts.itype == 1) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
                    for(int i=0; i < m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
                    result[0] *= lapackf77_zlange("1", &N, &m1, h_work, &N, rwork)/N;
                }
                else if (opts.itype == 2) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
                    for(int i=0; i < m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
                    result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
                }
                else if (opts.itype == 3) {
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
                    for(int i=0; i < m1; ++i)
                        blasf77_zdscal(&N, &w1[i], &h_R[i*N], &ione);
                    blasf77_zhemm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
                    result[0] *= lapackf77_zlange("1", &N, &m1, h_R, &N, rwork)/N;
                }
                
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
                lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
                
                magma_zhegvdx( opts.itype, MagmaNoVec, MagmaRangeI, opts.uplo,
                               N, h_R, N, h_S, N, vl, vu, il, iu, &m2, w2,
                               h_work, lwork,
                               #if defined(PRECISION_z) || defined(PRECISION_c)
                               rwork, lrwork,
                               #endif
                               iwork, liwork,
                               &info );
                if (info != 0)
                    printf("magma_zhegvdx returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
                
                temp1 = temp2 = 0;
                for(int j=0; j < m2; j++) {
                    temp1 = max(temp1, absv(w1[j]));
                    temp1 = max(temp1, absv(w2[j]));
                    temp2 = max(temp2, absv(w1[j]-w2[j]));
                }
                result[1] = temp2 / (((double)m2)*temp1);
            }
            
            /* =====================================================================
               Print execution time
               =================================================================== */
            printf("%5d %5d   %7.2f\n",
                   (int) N, (int) m1, gpu_time);
            if ( opts.check ) {
                printf("Testing the eigenvalues and eigenvectors for correctness:\n");
                if (opts.itype == 1) {
                    printf("(1)    | A Z - B Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed"));
                }
                else if (opts.itype == 2) {
                    printf("(1)    | A B Z - Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed"));
                }
                else if (opts.itype == 3) {
                    printf("(1)    | B A Z - Z D | / (|A| |Z| N) = %8.2e   %s\n",   result[0], (result[0] < tol    ? "ok" : "failed"));
                }
                printf(    "(2)    | D(w/ Z) - D(w/o Z) | / |D|  = %8.2e   %s\n\n", result[1], (result[1] < tolulp ? "ok" : "failed"));
                status += ! (result[0] < tol && result[1] < tolulp);
            }
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_B );
            TESTING_FREE_CPU( w1  );
            TESTING_FREE_CPU( w2  );
            TESTING_FREE_CPU( iwork );
            
            TESTING_FREE_PIN( h_R    );
            TESTING_FREE_PIN( h_S    );
            TESTING_FREE_PIN( h_work );
            #if defined(PRECISION_z) || defined(PRECISION_c)
            TESTING_FREE_PIN( rwork );
            #endif
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    TESTING_FINALIZE();
    return status;
}