/**
Purpose
-------
ZPOSV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite matrix and X and B
are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as
A = U**H * U, if UPLO = MagmaUpper, or
A = L * L**H, if UPLO = MagmaLower,
where U is an upper triangular matrix and L is a lower triangular
matrix. The factored form of A is then used to solve the system of
equations A * X = B.
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]
nrhs INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
@param[in,out]
dA COMPLEX_16 array on the GPU, dimension (LDDA,N)
On entry, the Hermitian matrix dA. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of dA contains the upper
triangular part of the matrix dA, and the strictly lower
triangular part of dA is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of dA contains the lower
triangular part of the matrix dA, and the strictly upper
triangular part of dA is not referenced.
\n
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization dA = U**H*U or dA = L*L**H.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
dB COMPLEX_16 array on the GPU, dimension (LDB,NRHS)
On entry, the right hand side matrix B.
On exit, the solution matrix X.
@param[in]
lddb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
@ingroup magma_zposv_driver
********************************************************************/
extern "C" magma_int_t
magma_zposv_gpu(
magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
magmaDoubleComplex_ptr dB, magma_int_t lddb,
magma_int_t *info )
{
*info = 0;
if ( uplo != MagmaUpper && uplo != MagmaLower )
*info = -1;
if ( n < 0 )
*info = -2;
if ( nrhs < 0 )
*info = -3;
if ( ldda < max(1, n) )
*info = -5;
if ( lddb < max(1, n) )
*info = -7;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if ( (n == 0) || (nrhs == 0) ) {
return *info;
}
magma_zpotrf_gpu( uplo, n, dA, ldda, info );
if ( *info == 0 ) {
magma_zpotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info );
}
return *info;
}
void MAGMAF_ZPOTRS_GPU( char *uplo, magma_int_t *n, magma_int_t *nrhs,
devptr_t *dA, magma_int_t *ldda,
devptr_t *dB, magma_int_t *lddb, magma_int_t *info)
{
magma_zpotrs_gpu( uplo[0], *n, *nrhs,
DEVPTR(dA), *ldda,
DEVPTR(dB), *lddb, info);
}
extern "C" magma_int_t
magma_zcposv_gpu(char uplo, magma_int_t n, magma_int_t nrhs,
magmaDoubleComplex *dA, magma_int_t ldda,
magmaDoubleComplex *dB, magma_int_t lddb,
magmaDoubleComplex *dX, magma_int_t lddx,
magmaDoubleComplex *dworkd, magmaFloatComplex *dworks,
magma_int_t *iter, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
ZCPOSV computes the solution to a complex system of linear equations
A * X = B,
where A is an N-by-N Hermitian positive definite matrix and X and B
are N-by-NRHS matrices.
ZCPOSV first attempts to factorize the matrix in complex SINGLE PRECISION
and use this factorization within an iterative refinement procedure
to produce a solution with complex DOUBLE PRECISION norm-wise backward error
quality (see below). If the approach fails the method switches to a
complex DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio complex SINGLE PRECISION performance over complex DOUBLE PRECISION
performance is too small. A reasonable strategy should take the
number of right-hand sides and the size of the matrix into account.
This might be done with a call to ILAENV in the future. Up to now, we
always try iterative refinement.
The iterative refinement process is stopped if
ITER > ITERMAX
or for all the RHS we have:
RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX
where
o ITER is the number of the current iteration in the iterative
refinement process
o RNRM is the infinity-norm of the residual
o XNRM is the infinity-norm of the solution
o ANRM is the infinity-operator-norm of the matrix A
o EPS is the machine epsilon returned by DLAMCH('Epsilon')
The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.
Arguments
=========
UPLO (input) CHARACTER
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
dA (input or input/output) COMPLEX_16 array on the GPU, dimension (LDDA,N)
On entry, the Hermitian matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if iterative refinement has been successfully used
(INFO.EQ.0 and ITER.GE.0, see description below), then A is
unchanged, if double factorization has been used
(INFO.EQ.0 and ITER.LT.0, see description below), then the
array dA contains the factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T.
LDDA (input) INTEGER
The leading dimension of the array dA. LDDA >= max(1,N).
dB (input) COMPLEX_16 array on the GPU, dimension (LDDB,NRHS)
The N-by-NRHS right hand side matrix B.
LDDB (input) INTEGER
The leading dimension of the array dB. LDDB >= max(1,N).
dX (output) COMPLEX_16 array on the GPU, dimension (LDDX,NRHS)
If INFO = 0, the N-by-NRHS solution matrix X.
LDDX (input) INTEGER
The leading dimension of the array dX. LDDX >= max(1,N).
dworkd (workspace) COMPLEX_16 array on the GPU, dimension (N*NRHS)
This array is used to hold the residual vectors.
dworks (workspace) COMPLEX array on the GPU, dimension (N*(N+NRHS))
This array is used to store the complex single precision matrix
and the right-hand sides or solutions in single precision.
ITER (output) INTEGER
< 0: iterative refinement has failed, double precision
factorization has been performed
-1 : the routine fell back to full precision for
implementation- or machine-specific reasons
-2 : narrowing the precision induced an overflow,
the routine fell back to full precision
-3 : failure of SPOTRF
-31: stop the iterative refinement after the 30th iteration
> 0: iterative refinement has been successfully used.
Returns the number of iterations
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i of (DOUBLE
PRECISION) A is not positive definite, so the
factorization could not be completed, and the solution
has not been computed.
===================================================================== */
#define dB(i,j) (dB + (i) + (j)*lddb)
#define dX(i,j) (dX + (i) + (j)*lddx)
#define dR(i,j) (dR + (i) + (j)*lddr)
#define dSX(i,j) (dSX + (i) + (j)*lddsx)
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t ione = 1;
magmaDoubleComplex *dR;
magmaFloatComplex *dSA, *dSX;
magmaDoubleComplex Xnrmv, Rnrmv;
double Anrm, Xnrm, Rnrm, cte, eps;
magma_int_t i, j, iiter, lddsa, lddsx, lddr;
/* Check arguments */
*iter = 0;
*info = 0;
if ( n < 0 )
*info = -1;
else if ( nrhs < 0 )
*info = -2;
else if ( ldda < max(1,n))
*info = -4;
else if ( lddb < max(1,n))
*info = -7;
else if ( lddx < max(1,n))
*info = -9;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if ( n == 0 || nrhs == 0 )
return *info;
lddsa = n;
lddsx = n;
lddr = n;
dSA = dworks;
dSX = dSA + lddsa*n;
dR = dworkd;
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_zlanhe('I', uplo, n, dA, ldda, (double*)dworkd );
cte = Anrm * eps * pow((double)n, 0.5) * BWDMAX;
/*
* Convert to single precision
*/
magmablas_zlag2c( n, nrhs, dB, lddb, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
magmablas_zlat2c( uplo, n, dA, ldda, dSA, lddsa, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// factor dSA in single precision
magma_cpotrf_gpu( uplo, n, dSA, lddsa, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// solve dSA*dSX = dB in single precision
magma_cpotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info );
// residual dR = dB - dA*dX in double precision
magmablas_clag2z( n, nrhs, dSX, lddsx, dX, lddx, info );
magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dR, lddr );
if ( nrhs == 1 ) {
magma_zhemv( uplo, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zhemm( MagmaLeft, uplo, n, nrhs,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr );
}
// TODO: use MAGMA_Z_ABS( dX(i,j) ) instead of zlange?
for( j=0; j < nrhs; j++ ) {
i = magma_izamax( n, dX(0,j), 1) - 1;
magma_zgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_izamax ( n, dR(0,j), 1 ) - 1;
magma_zgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
Rnrm = lapackf77_zlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
if ( Rnrm > Xnrm*cte ) {
goto REFINEMENT;
}
}
*iter = 0;
return *info;
REFINEMENT:
for( iiter=1; iiter < ITERMAX; ) {
*info = 0;
// convert residual dR to single precision dSX
magmablas_zlag2c( n, nrhs, dR, lddr, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// solve dSA*dSX = R in single precision
magma_cpotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info );
// Add correction and setup residual
// dX += dSX [including conversion] --and--
// dR = dB
for( j=0; j < nrhs; j++ ) {
magmablas_zcaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j) );
}
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_zhemv( uplo, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zhemm( MagmaLeft, uplo, n, nrhs,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, lddr );
}
/* Check whether the nrhs normwise backward errors satisfy the
* stopping criterion. If yes, set ITER=IITER>0 and return. */
for( j=0; j < nrhs; j++ ) {
i = magma_izamax( n, dX(0,j), 1) - 1;
magma_zgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 );
Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
i = magma_izamax ( n, dR(0,j), 1 ) - 1;
magma_zgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 );
Rnrm = lapackf77_zlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
if ( Rnrm > Xnrm*cte ) {
goto L20;
}
}
/* If we are here, the nrhs normwise backward errors satisfy
* the stopping criterion, we are good to exit. */
*iter = iiter;
return *info;
L20:
iiter++;
}
/* If we are at this place of the code, this is because we have
* performed ITER=ITERMAX iterations and never satisified the
* stopping criterion. Set up the ITER flag accordingly and follow
* up on double precision routine. */
*iter = -ITERMAX - 1;
FALLBACK:
/* Single-precision iterative refinement failed to converge to a
* satisfactory solution, so we resort to double precision. */
magma_zpotrf_gpu( uplo, n, dA, ldda, info );
if (*info == 0) {
magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx );
magma_zpotrs_gpu( uplo, n, nrhs, dA, ldda, dX, lddx, info );
}
return *info;
}
int main(int argc, char **argv)
{
TESTING_INIT();
real_Double_t gflopsF, gflopsS, gpu_perf, gpu_time /*cpu_perf, cpu_time*/;
real_Double_t gpu_perfdf, gpu_perfds;
real_Double_t gpu_perfsf, gpu_perfss;
double error, Rnorm, Anorm;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magmaDoubleComplex *h_A, *h_B, *h_X;
magmaDoubleComplex *d_A, *d_B, *d_X, *d_workd;
magmaFloatComplex *d_As, *d_Bs, *d_works;
double *h_workd;
magma_int_t lda, ldb, ldx;
magma_int_t N, nrhs, posv_iter, info, size;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
printf("Epsilon(double): %8.6e\n"
"Epsilon(single): %8.6e\n\n",
lapackf77_dlamch("Epsilon"), lapackf77_slamch("Epsilon") );
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
nrhs = opts.nrhs;
printf("using: uplo = %s\n",
lapack_uplo_const(opts.uplo));
printf(" N NRHS DP-Factor DP-Solve SP-Factor SP-Solve MP-Solve Iter |b-Ax|/|A|\n");
printf("=====================================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
ldb = ldx = lda = N;
gflopsF = FLOPS_ZPOTRF( N ) / 1e9;
gflopsS = gflopsF + FLOPS_ZPOTRS( N, nrhs ) / 1e9;
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, lda*N );
TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, ldb*nrhs );
TESTING_MALLOC_CPU( h_X, magmaDoubleComplex, ldx*nrhs );
TESTING_MALLOC_CPU( h_workd, double, N );
TESTING_MALLOC_DEV( d_A, magmaDoubleComplex, lda*N );
TESTING_MALLOC_DEV( d_B, magmaDoubleComplex, ldb*nrhs );
TESTING_MALLOC_DEV( d_X, magmaDoubleComplex, ldx*nrhs );
TESTING_MALLOC_DEV( d_works, magmaFloatComplex, lda*(N+nrhs) );
TESTING_MALLOC_DEV( d_workd, magmaDoubleComplex, N*nrhs );
/* Initialize the matrix */
size = lda * N ;
lapackf77_zlarnv( &ione, ISEED, &size, h_A );
magma_zmake_hpd( N, h_A, lda );
size = ldb * nrhs ;
lapackf77_zlarnv( &ione, ISEED, &size, h_B );
magma_zsetmatrix( N, N, h_A, lda, d_A, lda );
magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb );
//=====================================================================
// Mixed Precision Iterative Refinement - GPU
//=====================================================================
gpu_time = magma_wtime();
magma_zcposv_gpu(opts.uplo, N, nrhs, d_A, lda, d_B, ldb, d_X, ldx,
d_workd, d_works, &posv_iter, &info);
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflopsS / gpu_time;
if (info != 0)
printf("magma_zcposv returned error %d: %s.\n",
(int) info, magma_strerror( info ));
//=====================================================================
// Error Computation
//=====================================================================
magma_zgetmatrix( N, nrhs, d_X, ldx, h_X, ldx ) ;
Anorm = lapackf77_zlanhe( "I", lapack_uplo_const(opts.uplo), &N, h_A, &N, h_workd);
blasf77_zhemm( "L", lapack_uplo_const(opts.uplo), &N, &nrhs,
&c_one, h_A, &lda,
h_X, &ldx,
&c_neg_one, h_B, &ldb);
Rnorm = lapackf77_zlange( "I", &N, &nrhs, h_B, &ldb, h_workd);
error = Rnorm / Anorm;
//=====================================================================
// Double Precision Factor
//=====================================================================
magma_zsetmatrix( N, N, h_A, lda, d_A, lda );
gpu_time = magma_wtime();
magma_zpotrf_gpu(opts.uplo, N, d_A, lda, &info);
gpu_time = magma_wtime() - gpu_time;
gpu_perfdf = gflopsF / gpu_time;
if (info != 0)
printf("magma_zpotrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
//=====================================================================
// Double Precision Solve
//=====================================================================
magma_zsetmatrix( N, N, h_A, lda, d_A, lda );
magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb );
gpu_time = magma_wtime();
magma_zpotrf_gpu(opts.uplo, N, d_A, lda, &info);
magma_zpotrs_gpu(opts.uplo, N, nrhs, d_A, lda, d_B, ldb, &info);
gpu_time = magma_wtime() - gpu_time;
gpu_perfds = gflopsS / gpu_time;
if (info != 0)
printf("magma_zpotrs returned error %d: %s.\n",
(int) info, magma_strerror( info ));
//=====================================================================
// Single Precision Factor
//=====================================================================
d_As = d_works;
d_Bs = d_works + lda*N;
magma_zsetmatrix( N, N, h_A, lda, d_A, lda );
magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb );
magmablas_zlag2c( N, N, d_A, lda, d_As, N, &info );
magmablas_zlag2c( N, nrhs, d_B, ldb, d_Bs, N, &info );
gpu_time = magma_wtime();
magma_cpotrf_gpu(opts.uplo, N, d_As, N, &info);
gpu_time = magma_wtime() - gpu_time;
gpu_perfsf = gflopsF / gpu_time;
if (info != 0)
printf("magma_cpotrf returned error %d: %s.\n",
(int) info, magma_strerror( info ));
//=====================================================================
// Single Precision Solve
//=====================================================================
magmablas_zlag2c(N, N, d_A, lda, d_As, N, &info );
magmablas_zlag2c(N, nrhs, d_B, ldb, d_Bs, N, &info );
gpu_time = magma_wtime();
magma_cpotrf_gpu(opts.uplo, N, d_As, lda, &info);
magma_cpotrs_gpu(opts.uplo, N, nrhs, d_As, N, d_Bs, N, &info);
gpu_time = magma_wtime() - gpu_time;
gpu_perfss = gflopsS / gpu_time;
if (info != 0)
printf("magma_cpotrs returned error %d: %s.\n",
(int) info, magma_strerror( info ));
printf("%5d %5d %7.2f %7.2f %7.2f %7.2f %7.2f %4d %8.2e %s\n",
(int) N, (int) nrhs,
gpu_perfdf, gpu_perfds, gpu_perfsf, gpu_perfss, gpu_perf,
(int) posv_iter, error, (error < tol ? "ok" : "failed"));
status += ! (error < tol);
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( h_X );
TESTING_FREE_CPU( h_workd );
TESTING_FREE_DEV( d_A );
TESTING_FREE_DEV( d_B );
TESTING_FREE_DEV( d_X );
TESTING_FREE_DEV( d_works );
TESTING_FREE_DEV( d_workd );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
void MAGMA_ZPOTRS_GPU( char *uplo, magma_int_t *n, magma_int_t *nrhs, double2 *A, magma_int_t *lda, double2 *b, magma_int_t *ldb, magma_int_t *info)
{ magma_zpotrs_gpu( uplo[0], *n, *nrhs, A, *lda, b, *ldb, info); }