예제 #1
0
/**
    Purpose
    -------
    CPOTRI computes the inverse of a real symmetric positive definite
    matrix A using the Cholesky factorization A = U**T*U or A = L*L**T
    computed by CPOTRF.

    Arguments
    ---------
    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  Upper triangle of A is stored;
      -     = MagmaLower:  Lower triangle of A is stored.

    @param[in]
    n       INTEGER
            The order of the matrix A.  N >= 0.

    @param[in,out]
    dA      COMPLEX array on the GPU, dimension (LDA,N)
            On entry, the triangular factor U or L from the Cholesky
            factorization A = U**T*U or A = L*L**T, as computed by
            CPOTRF.
            On exit, the upper or lower triangle of the (symmetric)
            inverse of A, overwriting the input factor U or L.

    @param[in]
    ldda    INTEGER
            The leading dimension of the array dA.  LDDA >= max(1,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 (i,i) element of the factor U or L is
                  zero, and the inverse could not be computed.

    @ingroup magma_cposv_comp
    ********************************************************************/
extern "C" magma_int_t
magma_cpotri_gpu(
    magma_uplo_t uplo, magma_int_t n,
    magmaFloatComplex_ptr dA, magma_int_t ldda,
    magma_int_t *info)
{
    /* Local variables */
    *info = 0;
    if ((uplo != MagmaUpper) && (uplo != MagmaLower))
        *info = -1;
    else if (n < 0)
        *info = -2;
    else if (ldda < max(1,n))
        *info = -4;

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if ( n == 0 )
        return *info;
    
    /* Invert the triangular Cholesky factor U or L */
    magma_ctrtri_gpu( uplo, MagmaNonUnit, n, dA, ldda, info );
    if ( *info == 0 ) {
        /* Form inv(U) * inv(U)**T or inv(L)**T * inv(L) */
        magma_clauum_gpu( uplo, n, dA, ldda, info );
    }
    
    return *info;
} /* magma_cpotri */
예제 #2
0
/**
    Purpose
    -------
    CGETRI computes the inverse of a matrix using the LU factorization
    computed by CGETRF. This method inverts U and then computes inv(A) by
    solving the system inv(A)*L = inv(U) for inv(A).
    
    Note that it is generally both faster and more accurate to use CGESV,
    or CGETRF and CGETRS, to solve the system AX = B, rather than inverting
    the matrix and multiplying to form X = inv(A)*B. Only in special
    instances should an explicit inverse be computed with this routine.

    Arguments
    ---------
    @param[in]
    n       INTEGER
            The order of the matrix A.  N >= 0.

    @param[in,out]
    dA      COMPLEX array on the GPU, dimension (LDDA,N)
            On entry, the factors L and U from the factorization
            A = P*L*U as computed by CGETRF_GPU.
            On exit, if INFO = 0, the inverse of the original matrix A.

    @param[in]
    ldda    INTEGER
            The leading dimension of the array A.  LDDA >= max(1,N).

    @param[in]
    ipiv    INTEGER array, dimension (N)
            The pivot indices from CGETRF; for 1 <= i <= N, row i of the
            matrix was interchanged with row IPIV(i).

    @param[out]
    dwork   (workspace) COMPLEX array on the GPU, dimension (MAX(1,LWORK))
  
    @param[in]
    lwork   INTEGER
            The dimension of the array DWORK.  LWORK >= N*NB, where NB is
            the optimal blocksize returned by magma_get_cgetri_nb(n).
    \n
            Unlike LAPACK, this version does not currently support a
            workspace query, because the workspace is on the GPU.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
      -     > 0:  if INFO = i, U(i,i) is exactly zero; the matrix is
                  singular and its cannot be computed.

    @ingroup magma_cgesv_comp
    ********************************************************************/
extern "C" magma_int_t
magma_cgetri_gpu( magma_int_t n, magmaFloatComplex *dA, magma_int_t ldda,
                  magma_int_t *ipiv, magmaFloatComplex *dwork, magma_int_t lwork,
                  magma_int_t *info )
{
    #define dA(i, j)  (dA + (i) + (j)*ldda)
    #define dL(i, j)  (dL + (i) + (j)*lddl)
    
    /* Local variables */
    magmaFloatComplex c_zero    = MAGMA_C_ZERO;
    magmaFloatComplex c_one     = MAGMA_C_ONE;
    magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
    magmaFloatComplex *dL = dwork;
    magma_int_t lddl = n;
    magma_int_t nb   = magma_get_cgetri_nb(n);
    magma_int_t j, jmax, jb, jp;
    
    *info = 0;
    if (n < 0)
        *info = -1;
    else if (ldda < max(1,n))
        *info = -3;
    else if ( lwork < n*nb )
        *info = -6;

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if ( n == 0 )
        return *info;
    
    /* Invert the triangular factor U */
    magma_ctrtri_gpu( MagmaUpper, MagmaNonUnit, n, dA, ldda, info );
    if ( *info != 0 )
        return *info;
    
    jmax = ((n-1) / nb)*nb;
    for( j = jmax; j >= 0; j -= nb ) {
        jb = min( nb, n-j );
        
        // copy current block column of A to work space dL
        // (only needs lower trapezoid, but we also copy upper triangle),
        // then zero the strictly lower trapezoid block column of A.
        magmablas_clacpy( MagmaFull, n-j, jb,
                          dA(j,j), ldda,
                          dL(j,0), lddl );
        magmablas_claset( MagmaLower, n-j-1, jb, c_zero, c_zero, dA(j+1,j), ldda );
        
        // compute current block column of Ainv
        // Ainv(:, j:j+jb-1)
        //   = ( U(:, j:j+jb-1) - Ainv(:, j+jb:n) L(j+jb:n, j:j+jb-1) )
        //   * L(j:j+jb-1, j:j+jb-1)^{-1}
        // where L(:, j:j+jb-1) is stored in dL.
        if ( j+jb < n ) {
            magma_cgemm( MagmaNoTrans, MagmaNoTrans, n, jb, n-j-jb,
                         c_neg_one, dA(0,j+jb), ldda,
                                    dL(j+jb,0), lddl,
                         c_one,     dA(0,j),    ldda );
        }
        // TODO use magmablas work interface
        magma_ctrsm( MagmaRight, MagmaLower, MagmaNoTrans, MagmaUnit,
                     n, jb, c_one,
                     dL(j,0), lddl,
                     dA(0,j), ldda );
    }

    // Apply column interchanges
    for( j = n-2; j >= 0; --j ) {
        jp = ipiv[j] - 1;
        if ( jp != j ) {
            magmablas_cswap( n, dA(0,j), 1, dA(0,jp), 1 );
        }
    }
    
    return *info;
}
예제 #3
0
extern "C" magma_int_t
magma_cpotri_gpu(magma_uplo_t uplo, magma_int_t n,
        magmaFloatComplex_ptr a, size_t offset_a, magma_int_t lda, magma_int_t *info, magma_queue_t queue)
{
/*  -- MAGMA (version 1.1.0) --
    Univ. of Tennessee, Knoxville
    Univ. of California, Berkeley
    Univ. of Colorado, Denver
    @date January 2014

    Purpose
    =======

    CPOTRI computes the inverse of a real symmetric positive definite
    matrix A using the Cholesky factorization A = U**T*U or A = L*L**T
    computed by CPOTRF.

    Arguments
    =========

    UPLO    (input) CHARACTER*1
    = 'U':  Upper triangle of A is stored;
    = 'L':  Lower triangle of A is stored.

    N       (input) INTEGER
    The order of the matrix A.  N >= 0.

    A       (input/output) COMPLEX array, dimension (LDA,N)
    On entry, the triangular factor U or L from the Cholesky
    factorization A = U**T*U or A = L*L**T, as computed by
    CPOTRF.
    On exit, the upper or lower triangle of the (symmetric)
    inverse of A, overwriting the input factor U or L.

    LDA     (input) INTEGER
    The leading dimension of the array A.  LDA >= max(1,N).
    INFO    (output) INTEGER
    = 0:  successful exit
    < 0:  if INFO = -i, the i-th argument had an illegal value
    > 0:  if INFO = i, the (i,i) element of the factor U or L is
    zero, and the inverse could not be computed.

    ===================================================================== */

    /* Local variables */
    magma_uplo_t uplo_ = uplo;

    *info = 0;
    if ((! lapackf77_lsame(lapack_const(uplo_), lapack_const(MagmaUpper))) && (! lapackf77_lsame(lapack_const(uplo_), lapack_const(MagmaLower))))
        *info = -1;
    else if (n < 0)
        *info = -2;
    else if (lda < max(1,n))
        *info = -4;

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

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

    /* Invert the triangular Cholesky factor U or L */
    magma_ctrtri_gpu( uplo, MagmaNonUnit, n, a, offset_a, lda, info );
    
    if ( *info == 0 ) {
        /* Form inv(U) * inv(U)**T or inv(L)**T * inv(L) */
        magma_clauum_gpu( uplo, n, a, offset_a, lda, info, queue );
    }

    return *info;
} /* magma_cpotri */