예제 #1
0
void magmaf_sgeqrf(
    magma_int_t *m, magma_int_t *n,
    float *A, magma_int_t *lda,
    float *tau,
    float *work, magma_int_t *lwork,
    magma_int_t *info,
    magma_queue_t *queue )
{
    magma_sgeqrf(
        *m, *n,
        A, *lda,
        tau,
        work, *lwork,
        info,
        queue );
}
예제 #2
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing sormqr
*/
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t   gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
    float error, work[1];
    float c_neg_one = MAGMA_S_NEG_ONE;
    magma_int_t ione = 1;
    magma_int_t mm, m, n, k, size, info;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t nb, ldc, lda, lwork, lwork_max;
    float *C, *R, *A, *W, *tau;
    magma_int_t status = 0;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    // need slightly looser bound (60*eps instead of 30*eps) for some tests
    opts.tolerance = max( 60., opts.tolerance );
    float tol = opts.tolerance * lapackf77_slamch("E");
    
    // test all combinations of input parameters
    magma_side_t  side [] = { MagmaLeft,       MagmaRight   };
    magma_trans_t trans[] = { MagmaTrans, MagmaNoTrans };

    printf("    M     N     K   side   trans   CPU GFlop/s (sec)   GPU GFlop/s (sec)   ||R||_F / ||QC||_F\n");
    printf("===============================================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
      for( int iside = 0; iside < 2; ++iside ) {
      for( int itran = 0; itran < 2; ++itran ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            m = opts.msize[itest];
            n = opts.nsize[itest];
            k = opts.ksize[itest];
            nb  = magma_get_sgeqrf_nb( m );
            ldc = m;
            // A is m x k (left) or n x k (right)
            mm = (side[iside] == MagmaLeft ? m : n);
            lda = mm;
            gflops = FLOPS_SORMQR( m, n, k, side[iside] ) / 1e9;
            
            if ( side[iside] == MagmaLeft && m < k ) {
                printf( "%5d %5d %5d   %4c   %5c   skipping because side=left  and m < k\n",
                        (int) m, (int) n, (int) k,
                        lapacke_side_const( side[iside] ),
                        lapacke_trans_const( trans[itran] ) );
                continue;
            }
            if ( side[iside] == MagmaRight && n < k ) {
                printf( "%5d %5d %5d   %4c   %5c   skipping because side=right and n < k\n",
                        (int) m, (int) n, (int) k,
                        lapacke_side_const( side[iside] ),
                        lapacke_trans_const( trans[itran] ) );
                continue;
            }
            
            // need at least 2*nb*nb for geqrf
            lwork_max = max( max( m*nb, n*nb ), 2*nb*nb );
            
            TESTING_MALLOC_CPU( C,   float, ldc*n );
            TESTING_MALLOC_CPU( R,   float, ldc*n );
            TESTING_MALLOC_CPU( A,   float, lda*k );
            TESTING_MALLOC_CPU( W,   float, lwork_max );
            TESTING_MALLOC_CPU( tau, float, k );
            
            // C is full, m x n
            size = ldc*n;
            lapackf77_slarnv( &ione, ISEED, &size, C );
            lapackf77_slacpy( "Full", &m, &n, C, &ldc, R, &ldc );
            
            size = lda*k;
            lapackf77_slarnv( &ione, ISEED, &size, A );
            
            // compute QR factorization to get Householder vectors in A, tau
            magma_sgeqrf( mm, k, A, lda, tau, W, lwork_max, &info );
            if (info != 0)
                printf("magma_sgeqrf returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* =====================================================================
               Performs operation using LAPACK
               =================================================================== */
            cpu_time = magma_wtime();
            lapackf77_sormqr( lapack_side_const( side[iside] ), lapack_trans_const( trans[itran] ),
                              &m, &n, &k,
                              A, &lda, tau, C, &ldc, W, &lwork_max, &info );
            cpu_time = magma_wtime() - cpu_time;
            cpu_perf = gflops / cpu_time;
            if (info != 0)
                printf("lapackf77_sormqr returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            // query for workspace size
            lwork = -1;
            magma_sormqr( side[iside], trans[itran],
                          m, n, k,
                          A, lda, tau, R, ldc, W, lwork, &info );
            if (info != 0)
                printf("magma_sormqr (lwork query) returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            lwork = (magma_int_t) MAGMA_S_REAL( W[0] );
            if ( lwork < 0 || lwork > lwork_max ) {
                printf("optimal lwork %d > lwork_max %d\n", (int) lwork, (int) lwork_max );
                lwork = lwork_max;
            }
            
            gpu_time = magma_wtime();
            magma_sormqr( side[iside], trans[itran],
                          m, n, k,
                          A, lda, tau, R, ldc, W, lwork, &info );
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0)
                printf("magma_sormqr returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
                        
            /* =====================================================================
               compute relative error |QC_magma - QC_lapack| / |QC_lapack|
               =================================================================== */
            error = lapackf77_slange( "Fro", &m, &n, C, &ldc, work );
            size = ldc*n;
            blasf77_saxpy( &size, &c_neg_one, C, &ione, R, &ione );
            error = lapackf77_slange( "Fro", &m, &n, R, &ldc, work ) / error;
            
            printf( "%5d %5d %5d   %4c   %5c   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e   %s\n",
                    (int) m, (int) n, (int) k,
                    lapacke_side_const( side[iside] ),
                    lapacke_trans_const( trans[itran] ),
                    cpu_perf, cpu_time, gpu_perf, gpu_time,
                    error, (error < tol ? "ok" : "failed") );
            status += ! (error < tol);
            
            TESTING_FREE_CPU( C );
            TESTING_FREE_CPU( R );
            TESTING_FREE_CPU( A );
            TESTING_FREE_CPU( W );
            TESTING_FREE_CPU( tau );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
      }}  // end iside, itran
      printf( "\n" );
    }
    
    TESTING_FINALIZE();
    return status;
}
예제 #3
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing sgeqrf
*/
int main( int argc, char** argv)
{
    real_Double_t    gflops, gpu_perf, gpu_time, cpu_perf=0, cpu_time=0;
    float           error, work[1];
    float  c_neg_one = MAGMA_S_NEG_ONE;
    float *h_A, *h_R, *tau, *h_work, tmp[1];
    magma_int_t M, N, n2, lda, lwork, info, min_mn, nb;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1}, ISEED2[4];
    
    /* Initialize */
    magma_queue_t  queue[2];
    magma_device_t devices[MagmaMaxGPUs];
    int num = 0;
    magma_err_t err;
    magma_init();

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

    magma_int_t status = 0;
    float tol, eps = lapackf77_slamch("E");
    tol = opts.tolerance * eps;

    opts.lapack |= ( opts.check == 2 );  // check (-c2) implies lapack (-l)

    err = magma_get_devices( devices, MagmaMaxGPUs, &num );
    if ( err != 0 || num < 1 ) {
      fprintf( stderr, "magma_get_devices failed: %d\n", err );
      exit(-1);
    }

    // Create two queues on device opts.device
    err = magma_queue_create( devices[opts.device], &queue[0] );
    if ( err != 0 ) {
      fprintf( stderr, "magma_queue_create failed: %d\n", err );
      exit(-1);
    }
    err = magma_queue_create( devices[opts.device], &queue[1] );
    if ( err != 0 ) {
      fprintf( stderr, "magma_queue_create failed: %d\n", err );
      exit(-1);
    }
    
    printf("ngpu %d\n", (int) opts.ngpu );
    if ( opts.check == 1 ) {
        printf("  M     N     CPU GFlop/s (sec)   GPU GFlop/s (sec)   ||R-Q'A||_1 / (M*||A||_1) ||I-Q'Q||_1 / M\n");
        printf("===============================================================================================\n");
    } else {
        printf("  M     N     CPU GFlop/s (sec)   GPU GFlop/s (sec)   ||R||_F / ||A||_F\n");
        printf("=======================================================================\n");
    }
    for( int i = 0; i < opts.ntest; ++i ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M = opts.msize[i];
            N = opts.nsize[i];
            min_mn = min(M, N);
            lda    = M;
            n2     = lda*N;
            nb     = magma_get_sgeqrf_nb(M);
            gflops = FLOPS_SGEQRF( M, N ) / 1e9;
            
            lwork = -1;
            lapackf77_sgeqrf(&M, &N, h_A, &M, tau, tmp, &lwork, &info);
            lwork = (magma_int_t)MAGMA_S_REAL( tmp[0] );
            lwork = max( lwork, max( N*nb, 2*nb*nb ));
            
            TESTING_MALLOC_CPU( tau,    float, min_mn );
            TESTING_MALLOC_CPU( h_A,    float, n2     );
            TESTING_MALLOC_PIN( h_R,    float, n2     );
            TESTING_MALLOC_CPU( h_work, float, lwork  );
            
            /* Initialize the matrix */
            for ( int j=0; j<4; j++ ) ISEED2[j] = ISEED[j]; // saving seeds
            lapackf77_slarnv( &ione, ISEED, &n2, h_A );
            lapackf77_slacpy( MagmaUpperLowerStr, &M, &N, h_A, &lda, h_R, &lda );
            
            /* ====================================================================
               Performs operation using MAGMA
               =================================================================== */
            gpu_time = magma_wtime();
            magma_sgeqrf(M, N, h_R, lda, tau, h_work, lwork, &info, queue);
            gpu_time = magma_wtime() - gpu_time;
            gpu_perf = gflops / gpu_time;
            if (info != 0)
                printf("magma_sgeqrf returned error %d: %s.\n",
                       (int) info, magma_strerror( info ));
            
            if ( opts.lapack ) {
                /* =====================================================================
                   Performs operation using LAPACK
                   =================================================================== */
                float *tau;
                TESTING_MALLOC_CPU( tau, float, min_mn );
                cpu_time = magma_wtime();
                lapackf77_sgeqrf(&M, &N, h_A, &lda, tau, h_work, &lwork, &info);
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
                if (info != 0)
                    printf("lapackf77_sgeqrf returned error %d: %s.\n",
                           (int) info, magma_strerror( info ));
                TESTING_FREE_CPU( tau );
            }

            if ( opts.check == 1 ) {
                /* =====================================================================
                   Check the result 
                   =================================================================== */
                magma_int_t lwork = n2+N;
                float *h_W1, *h_W2, *h_W3;
                float *h_RW, results[2];

                TESTING_MALLOC_CPU( h_W1, float, n2 ); // Q
                TESTING_MALLOC_CPU( h_W2, float, n2 ); // R
                TESTING_MALLOC_CPU( h_W3, float, lwork ); // WORK
                TESTING_MALLOC_CPU( h_RW, float, M );  // RWORK
                lapackf77_slarnv( &ione, ISEED2, &n2, h_A );
                lapackf77_sqrt02( &M, &N, &min_mn, h_A, h_R, h_W1, h_W2, &lda, tau, h_W3, &lwork,
                                  h_RW, results );
                results[0] *= eps;
                results[1] *= eps;

                if ( opts.lapack ) {
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e                  %8.2e",
                           (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, results[0],results[1] );
                    printf("%s\n", (results[0] < tol ? "" : "  failed"));
                } else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)    %8.2e                  %8.2e",
                           (int) M, (int) N, gpu_perf, gpu_time, results[0],results[1] );
                    printf("%s\n", (results[0] < tol ? "" : "  failed"));
                }
                status |= ! (results[0] < tol);

                TESTING_FREE_CPU( h_W1 );
                TESTING_FREE_CPU( h_W2 );
                TESTING_FREE_CPU( h_W3 );
                TESTING_FREE_CPU( h_RW );
            } else if ( opts.check == 2 ) {
                /* =====================================================================
                   Check the result compared to LAPACK
                   =================================================================== */
                error = lapackf77_slange("f", &M, &N, h_A, &lda, work);
                blasf77_saxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione);
                error = lapackf77_slange("f", &M, &N, h_R, &lda, work) / error;
                
                if ( opts.lapack ) {
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e",
                           (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, error );
                } else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)    %8.2e",
                           (int) M, (int) N, gpu_perf, gpu_time, error );
                }
                printf("%s\n", (error < tol ? "" : "  failed"));
                status |= ! (error < tol);
            }
            else {
                if ( opts.lapack ) {
                    printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)   ---\n",
                           (int) M, (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time );
                } else {
                    printf("%5d %5d     ---   (  ---  )   %7.2f (%7.2f)     ---  \n",
                           (int) M, (int) N, gpu_perf, gpu_time);
                }
            }
            
            TESTING_FREE_CPU( tau );
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_work );
            TESTING_FREE_PIN( h_R );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    magma_queue_destroy( queue[0] );
    magma_queue_destroy( queue[1] );
    magma_finalize();

    return status;
}
예제 #4
0
/**
    Purpose
    -------
    SGEQRF_OOC computes a QR factorization of a REAL M-by-N matrix A:
    A = Q * R. This version does not require work space on the GPU
    passed as input. GPU memory is allocated in the routine.
    This is an out-of-core (ooc) version that is similar to magma_sgeqrf but
    the difference is that this version can use a GPU even if the matrix
    does not fit into the GPU memory at once.

    Arguments
    ---------
    @param[in]
    m       INTEGER
            The number of rows of the matrix A.  M >= 0.

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

    @param[in,out]
    A       REAL array, dimension (LDA,N)
            On entry, the M-by-N matrix A.
            On exit, the elements on and above the diagonal of the array
            contain the min(M,N)-by-N upper trapezoidal matrix R (R is
            upper triangular if m >= n); the elements below the diagonal,
            with the array TAU, represent the orthogonal matrix Q as a
            product of min(m,n) elementary reflectors (see Further
            Details).
    \n
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.  LDA >= max(1,M).

    @param[out]
    tau     REAL array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    @param[out]
    work    (workspace) REAL array, dimension (MAX(1,LWORK))
            On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
    \n
            Higher performance is achieved if WORK is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK.  LWORK >= N*NB,
            where NB can be obtained through magma_get_sgeqrf_nb(M).
    \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.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
                  or another error occured, such as memory allocation failed.

    Further Details
    ---------------
    The matrix Q is represented as a product of elementary reflectors

       Q = H(1) H(2) . . . H(k), where k = min(m,n).

    Each H(i) has the form

       H(i) = I - tau * v * v'

    where tau is a real scalar, and v is a real vector with
    v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
    and tau in TAU(i).

    @ingroup magma_sgeqrf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_sgeqrf_ooc(
    magma_int_t m, magma_int_t n,
    float *A,    magma_int_t lda, float *tau,
    float *work, magma_int_t lwork,
    magma_int_t *info )
{
    #define  A(a_1,a_2) ( A + (a_2)*(lda) + (a_1))
    #define dA(a_1,a_2) (dA + (a_2)*ldda  + (a_1))

    float *dA, *dwork;
    float c_one = MAGMA_S_ONE;

    int  k, lddwork, ldda;

    *info = 0;
    int nb = magma_get_sgeqrf_nb(min(m, n));

    int lwkopt = n * nb;
    work[0] = MAGMA_S_MAKE( (float)lwkopt, 0 );
    int lquery = (lwork == -1);
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    } else if (lwork < max(1,n) && ! lquery) {
        *info = -7;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery) {
        return *info;
    }

    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );
    
    /* Check how much memory do we have */
    size_t freeMem, totalMem;
    cudaMemGetInfo( &freeMem, &totalMem );
    freeMem /= sizeof(float);
    
    magma_int_t IB, NB = (magma_int_t)(0.8*freeMem/m);
    NB = (NB / nb) * nb;

    if (NB >= n)
        return magma_sgeqrf(m, n, A, lda, tau, work, lwork, info);

    k = min(m,n);
    if (k == 0) {
        work[0] = c_one;
        return *info;
    }

    lddwork = ((NB+31)/32)*32+nb;
    ldda    = ((m+31)/32)*32;

    if (MAGMA_SUCCESS != magma_smalloc( &dA, (NB + nb)*ldda + nb*lddwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

    magma_queue_t stream[2];
    magma_queue_create( &stream[0] );
    magma_queue_create( &stream[1] );

    //   magmablasSetKernelStream(stream[1]);

    float *ptr = dA + ldda * NB;
    dwork = dA + ldda*(NB + nb);

    /* start the main loop over the blocks that fit in the GPU memory */
    for (int i=0; i < n; i += NB) {
        IB = min(n-i, NB);
        //printf("Processing %5d columns -- %5d to %5d ... \n", IB, i, i+IB);

        /* 1. Copy the next part of the matrix to the GPU */
        magma_ssetmatrix_async( (m), IB,
                                A(0,i),  lda,
                                dA(0,0), ldda, stream[0] );
        magma_queue_sync( stream[0] );

        /* 2. Update it with the previous transformations */
        for (int j=0; j < min(i,k); j += nb) {
            magma_int_t ib = min(k-j, nb);

            /* Get a panel in ptr.                                           */
            //   1. Form the triangular factor of the block reflector
            //   2. Send it to the GPU.
            //   3. Put 0s in the upper triangular part of V.
            //   4. Send V to the GPU in ptr.
            //   5. Update the matrix.
            //   6. Restore the upper part of V.
            magma_int_t rows = m-j;
            lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                              &rows, &ib, A(j,j), &lda, tau+j, work, &ib);
            magma_ssetmatrix_async( ib, ib,
                                    work,  ib,
                                    dwork, lddwork, stream[1] );

            spanel_to_q(MagmaUpper, ib, A(j,j), lda, work+ib*ib);
            magma_ssetmatrix_async( rows, ib,
                                    A(j,j), lda,
                                    ptr,        rows, stream[1] );
            magma_queue_sync( stream[1] );

            magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                              rows, IB, ib,
                              ptr, rows, dwork,    lddwork,
                              dA(j, 0), ldda, dwork+ib, lddwork);

            sq_to_panel(MagmaUpper, ib, A(j,j), lda, work+ib*ib);
        }

        /* 3. Do a QR on the current part */
        if (i < k)
            magma_sgeqrf2_gpu(m-i, IB, dA(i,0), ldda, tau+i, info);

        /* 4. Copy the current part back to the CPU */
        magma_sgetmatrix_async( (m), IB,
                                dA(0,0), ldda,
                                A(0,i),  lda, stream[0] );
    }

    magma_queue_sync( stream[0] );

    magma_queue_destroy( stream[0] );
    magma_queue_destroy( stream[1] );
    magma_free( dA );

    magmablasSetKernelStream( orig_stream );
    
    return *info;
} /* magma_sgeqrf_ooc */