/**
Purpose
-------
SGEEV computes for an N-by-N real 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)**T * A = lambda(j) * u(j)**T
where u(j)**T denotes the 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 REAL 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]
wr REAL array, dimension (N)
@param[out]
wi REAL array, dimension (N)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Complex
conjugate pairs of eigenvalues appear consecutively
with the eigenvalue having the positive imaginary part
first.
@param[out]
VL REAL 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 REAL 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) REAL 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 >= (2 + nb + nb*ngpu)*N.
For optimal performance, LWORK >= (2 + 2*nb + nb*ngpu)*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[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_sgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_sgeev_m(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
float *A, magma_int_t lda,
#ifdef COMPLEX
float *w,
#else
float *wr, float *wi,
#endif
float *VL, magma_int_t ldvl,
float *VR, magma_int_t ldvr,
float *work, magma_int_t lwork,
#ifdef COMPLEX
float *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;
float d__1, d__2;
float r, cs, sn, scl;
float dum[1], eps;
float 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, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
magma_int_t ngpu = magma_num_gpus();
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 );
*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 = -9;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -11;
}
/* Compute workspace */
nb = magma_get_sgehrd_nb( n );
if (*info == 0) {
minwrk = (2 + nb + nb*ngpu)*n;
optwrk = (2 + 2*nb + nb*ngpu)*n;
work[0] = magma_smake_lwork( optwrk );
if (lwork < minwrk && ! lquery) {
*info = -13;
}
}
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)
float *dT;
if (MAGMA_SUCCESS != magma_smalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version5)
float *T;
if (MAGMA_SUCCESS != magma_smalloc_cpu( &T, nb*n )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_slamch( "P" );
smlnum = lapackf77_slamch( "S" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum = magma_ssqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_slange( "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_slascl( "G", &izero, &izero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (Workspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_sgebal( "B", &n, A, &lda, &ilo, &ihi, &work[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (Workspace: need 3*N, prefer 2*N + N*NB + NB*NGPU)
* - added NB*NGPU needed for multi-GPU magma_sgehrd_m
* - including N reserved for gebal/gebak, unused by sgehrd */
itau = ibal + n;
iwrk = itau + n;
liwrk = lwork - iwrk;
timer_start( time_gehrd );
flops_start( flop_gehrd );
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_sgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_sgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_sgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_sgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &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_slacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate orthogonal matrix in VL
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by sorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_sorghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_sorghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_sorghr_m( n, ilo, ihi, VL, ldvl, &work[itau], T, 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
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
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_slacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_slacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate orthogonal matrix in VR
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by sorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_sorghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_sorghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_sorghr_m( n, ilo, ihi, VR, ldvr, &work[itau], T, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
/* Perform QR iteration, accumulating Schur vectors in VR
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
else {
/* Compute eigenvalues only
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "E", "N", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
/* If INFO > 0 from SHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
timer_start( time_trevc );
flops_start( flop_trevc );
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (Workspace: need 4*N, prefer (2 + 2*nb)*N)
* - including N reserved for gebal/gebak, unused by strevc */
liwrk = lwork - iwrk;
#if TREVC_VERSION == 1
lapackf77_strevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &ierr );
#elif TREVC_VERSION == 2
lapackf77_strevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &ierr );
#elif TREVC_VERSION == 3
magma_strevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 4
magma_strevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 5
magma_strevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &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
* (Workspace: need N) */
lapackf77_sgebak( "B", "L", &n, &ilo, &ihi, &work[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_snrm2( n, VL(0,i), 1 );
blasf77_sscal( &n, &scl, VL(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_snrm2( n, VL(0,i), 1 );
d__2 = magma_cblas_snrm2( n, VL(0,i+1), 1 );
scl = 1. / lapackf77_slapy2( &d__1, &d__2 );
blasf77_sscal( &n, &scl, VL(0,i), &ione );
blasf77_sscal( &n, &scl, VL(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VL(k,i);
d__2 = *VL(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_slartg( VL(k,i), VL(k,i+1), &cs, &sn, &r );
blasf77_srot( &n, VL(0,i), &ione, VL(0,i+1), &ione, &cs, &sn );
*VL(k,i+1) = 0.;
}
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (Workspace: need N) */
lapackf77_sgebak( "B", "R", &n, &ilo, &ihi, &work[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_snrm2( n, VR(0,i), 1 );
blasf77_sscal( &n, &scl, VR(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_snrm2( n, VR(0,i), 1 );
d__2 = magma_cblas_snrm2( n, VR(0,i+1), 1 );
scl = 1. / lapackf77_slapy2( &d__1, &d__2 );
blasf77_sscal( &n, &scl, VR(0,i), &ione );
blasf77_sscal( &n, &scl, VR(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VR(k,i);
d__2 = *VR(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_slartg( VR(k,i), VR(k,i+1), &cs, &sn, &r );
blasf77_srot( &n, VR(0,i), &ione, VR(0,i+1), &ione, &cs, &sn );
*VR(k,i+1) = 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_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr + (*info), &ld, &ierr );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr, &n, &ierr );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi, &n, &ierr );
}
}
#if defined(Version3)
magma_free( dT );
#endif
#if defined(Version5)
magma_free_cpu( T );
#endif
timer_stop( time_total );
flops_stop( flop_total );
timer_printf( "sgeev 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( "sgeev 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_smake_lwork( optwrk );
return *info;
} /* magma_sgeev */
magma_int_t magma_clatrsd(
magma_uplo_t uplo, magma_trans_t trans, magma_diag_t diag, magma_bool_t normin,
magma_int_t n, const magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex lambda,
magmaFloatComplex *x,
float *scale, float *cnorm,
magma_int_t *info)
{
#define A(i,j) (A + (i) + (j)*lda)
/* constants */
const magma_int_t ione = 1;
const float d_half = 0.5;
const magmaFloatComplex c_zero = MAGMA_C_ZERO;
const magmaFloatComplex c_one = MAGMA_C_ONE;
/* System generated locals */
magma_int_t len;
magmaFloatComplex ztmp;
/* Local variables */
magma_int_t i, j;
float xj, rec, tjj;
magma_int_t jinc;
float xbnd;
magma_int_t imax;
float tmax;
magmaFloatComplex tjjs;
float xmax, grow;
float tscal;
magmaFloatComplex uscal;
magma_int_t jlast;
magmaFloatComplex csumj;
float bignum;
magma_int_t jfirst;
float 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_slamch( "Safe minimum" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum /= lapackf77_slamch( "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_scasum( j, A(0,j), ione );
}
}
else {
/* A is lower triangular. */
for( j = 0; j < n-1; ++j ) {
cnorm[j] = magma_cblas_scasum( 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_isamax( &n, &cnorm[0], &ione ) - 1;
tmax = cnorm[imax];
if ( tmax <= bignum * 0.5 ) {
tscal = 1.;
}
else {
tscal = 0.5 / (smlnum * tmax);
blasf77_sscal( &n, &tscal, &cnorm[0], &ione );
}
/* ================================================================= */
/* Compute a bound on the computed solution vector to see if the */
/* Level 2 BLAS routine CTRSV can be used. */
xmax = 0.;
for( j = 0; j < n; ++j ) {
xmax = max( xmax, 0.5*MAGMA_C_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_C_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_C_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 ctrsv. */
/* 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_csscal( &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_C_ABS1( x[j] );
if ( nounit ) {
tjjs = (*A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
if ( tscal == 1. ) {
goto L110;
}
}
tjj = MAGMA_C_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_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
x[j] = x[j] / tjjs;
xj = MAGMA_C_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_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
x[j] = x[j] / tjjs;
xj = MAGMA_C_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_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
}
}
else if ( xj * cnorm[j] > bignum - xmax ) {
/* Scale x by 1/2. */
blasf77_csscal( &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_caxpy( &len, &ztmp, A(0,j), &ione, &x[0], &ione );
i = blasf77_icamax( &len, &x[0], &ione ) - 1;
xmax = MAGMA_C_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_caxpy( &len, &ztmp, A(j+1,j), &ione, &x[j + 1], &ione );
i = j + blasf77_icamax( &len, &x[j + 1], &ione );
xmax = MAGMA_C_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_C_ABS1( x[j] );
uscal = MAGMA_C_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_C_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_csscal( &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 CDOTU to perform the dot product. */
if ( upper ) {
csumj = magma_cblas_cdotu( j, A(0,j), ione, &x[0], ione );
}
else if ( j < n-1 ) {
csumj = magma_cblas_cdotu( 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_C_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_C_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_C_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_csscal( &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_csscal( &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_C_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_C_ABS1( x[j] );
uscal = MAGMA_C_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_C_CONJ( *A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
}
tjj = MAGMA_C_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_csscal( &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 CDOTC to perform the dot product. */
if ( upper ) {
csumj = magma_cblas_cdotc( j, A(0,j), ione, &x[0], ione );
}
else if ( j < n-1 ) {
csumj = magma_cblas_cdotc( 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_C_CONJ( *A(i,j) ) * uscal) * x[i];
}
}
else if ( j < n-1 ) {
for( i = j + 1; i < n; ++i ) {
csumj += (MAGMA_C_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_C_ABS1( x[j] );
if ( nounit ) {
tjjs = MAGMA_C_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_C_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_csscal( &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_csscal( &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_C_ABS1( x[j] ));
}
}
*scale /= tscal;
/* Scale the column norms by 1/TSCAL for return. */
if ( tscal != 1. ) {
float d = 1. / tscal;
blasf77_sscal( &n, &d, &cnorm[0], &ione );
}
return *info;
} /* end clatrsd */
/***************************************************************************//**
Purpose
-------
CGEEV 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 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 array, dimension (N)
W contains the computed eigenvalues.
@param[out]
VL COMPLEX 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 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 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 + nb*ngpu)*N.
For optimal performance, LWORK >= (1 + 2*nb + nb*ngpu)*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) REAL 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_geev
*******************************************************************************/
extern "C" magma_int_t
magma_cgeev_m(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
#ifdef COMPLEX
magmaFloatComplex *w,
#else
float *wr, float *wi,
#endif
magmaFloatComplex *VL, magma_int_t ldvl,
magmaFloatComplex *VR, magma_int_t ldvr,
magmaFloatComplex *work, magma_int_t lwork,
#ifdef COMPLEX
float *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;
float d__1, d__2;
magmaFloatComplex tmp;
float scl;
float dum[1], eps;
float 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_int_t ngpu = magma_num_gpus();
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_cgehrd_nb( n );
if (*info == 0) {
minwrk = (1 + nb + nb*ngpu)*n;
optwrk = (1 + 2*nb + nb*ngpu)*n;
work[0] = magma_cmake_lwork( optwrk );
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)
magmaFloatComplex *dT;
if (MAGMA_SUCCESS != magma_cmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version5)
magmaFloatComplex *T;
if (MAGMA_SUCCESS != magma_cmalloc_cpu( &T, nb*n )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_slamch( "P" );
smlnum = lapackf77_slamch( "S" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum = magma_ssqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_clange( "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_clascl( "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_cgebal( "B", &n, A, &lda, &ilo, &ihi, &rwork[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (CWorkspace: need 2*N, prefer N + N*NB + NB*NGPU)
* (RWorkspace: N)
* - added NB*NGPU needed for multi-GPU magma_cgehrd_m
* - including N reserved for gebal/gebak, unused by cgehrd */
itau = 0;
iwrk = itau + n;
liwrk = lwork - iwrk;
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_cgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_cgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_cgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_cgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &ierr );
#endif
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_clacpy( 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 cunghr */
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_cunghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_cunghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_cunghr_m( n, ilo, ihi, VL, ldvl, &work[itau], T, nb, &ierr );
#endif
/* 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 chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VL, &ldvl, &work[iwrk], &liwrk, info );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_clacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_clacpy( "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 cunghr */
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_cunghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_cunghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_cunghr_m( n, ilo, ihi, VR, ldvr, &work[itau], T, nb, &ierr );
#endif
/* 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 chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
}
else {
/* Compute eigenvalues only
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "E", "N", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
}
/* If INFO > 0 from CHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
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 ctrevc */
irwork = ibal + n;
#if TREVC_VERSION == 1
lapackf77_ctrevc( 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_ctrevc3( 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_ctrevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 4
magma_ctrevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 5
magma_ctrevc3_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
}
if (wantvl) {
/* Undo balancing of left eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_cgebak( "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_scnrm2( n, VL(0,i), 1 );
blasf77_csscal( &n, &scl, VL(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_C_REAL( *VL(k,i) );
d__2 = MAGMA_C_IMAG( *VL(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_C_CONJ( *VL(k,i) ) / magma_ssqrt( rwork[irwork + k] );
blasf77_cscal( &n, &tmp, VL(0,i), &ione );
*VL(k,i) = MAGMA_C_MAKE( MAGMA_C_REAL( *VL(k,i) ), 0 );
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_cgebak( "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_scnrm2( n, VR(0,i), 1 );
blasf77_csscal( &n, &scl, VR(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_C_REAL( *VR(k,i) );
d__2 = MAGMA_C_IMAG( *VR(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_C_CONJ( *VR(k,i) ) / magma_ssqrt( rwork[irwork + k] );
blasf77_cscal( &n, &tmp, VR(0,i), &ione );
*VR(k,i) = MAGMA_C_MAKE( MAGMA_C_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_clascl( "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_clascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, w, &n, &ierr );
}
}
#if defined(Version3)
magma_free( dT );
#endif
#if defined(Version5)
magma_free_cpu( T );
#endif
work[0] = magma_cmake_lwork( minwrk ); // TODO use optwrk as in dgeev
return *info;
} /* magma_cgeev */
/**
Purpose
-------
SLAQPS computes a step of QR factorization with column pivoting
of a real M-by-N matrix A by using Blas-3. It tries to factorize
NB columns from A starting from the row OFFSET+1, and updates all
of the matrix with Blas-3 xGEMM.
In some cases, due to catastrophic cancellations, it cannot
factorize NB columns. Hence, the actual number of factorized
columns is returned in KB.
Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
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]
offset INTEGER
The number of rows of A that have been factorized in
previous steps.
@param[in]
nb INTEGER
The number of columns to factorize.
@param[out]
kb INTEGER
The number of columns actually factorized.
@param[in,out]
A REAL array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, block A(OFFSET+1:M,1:KB) is the triangular
factor obtained and block A(1:OFFSET,1:N) has been
accordingly pivoted, but no factorized.
The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
been updated.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[in,out]
jpvt INTEGER array, dimension (N)
JPVT(I) = K <==> Column K of the full matrix A has been
permuted into position I in AP.
@param[out]
tau REAL array, dimension (KB)
The scalar factors of the elementary reflectors.
@param[in,out]
vn1 REAL array, dimension (N)
The vector with the partial column norms.
@param[in,out]
vn2 REAL array, dimension (N)
The vector with the exact column norms.
@param[in,out]
auxv REAL array, dimension (NB)
Auxiliar vector.
@param[in,out]
F REAL array, dimension (LDF,NB)
Matrix F' = L*Y'*A.
@param[in]
ldf INTEGER
The leading dimension of the array F. LDF >= max(1,N).
@ingroup magma_sgeqp3_aux
********************************************************************/
extern "C" magma_int_t
magma_slaqps(magma_int_t m, magma_int_t n, magma_int_t offset,
magma_int_t nb, magma_int_t *kb,
float *A, magma_int_t lda,
float *dA, magma_int_t ldda,
magma_int_t *jpvt, float *tau, float *vn1, float *vn2,
float *auxv,
float *F, magma_int_t ldf,
float *dF, magma_int_t lddf)
{
#define A(i, j) (A + (i) + (j)*(lda ))
#define dA(i, j) (dA + (i) + (j)*(ldda))
#define F(i, j) (F + (i) + (j)*(ldf ))
#define dF(i, j) (dF + (i) + (j)*(lddf))
float c_zero = MAGMA_S_MAKE( 0.,0.);
float c_one = MAGMA_S_MAKE( 1.,0.);
float c_neg_one = MAGMA_S_MAKE(-1.,0.);
magma_int_t ione = 1;
magma_int_t i__1, i__2;
float d__1;
float z__1;
magma_int_t j, k, rk;
float Akk;
magma_int_t pvt;
float temp, temp2, tol3z;
magma_int_t itemp;
magma_int_t lsticc;
magma_int_t lastrk;
lastrk = min( m, n + offset );
tol3z = magma_ssqrt( lapackf77_slamch("Epsilon"));
magma_queue_t stream;
magma_queue_create( &stream );
lsticc = 0;
k = 0;
while( k < nb && lsticc == 0 ) {
rk = offset + k;
/* Determine ith pivot column and swap if necessary */
// subtract 1 from Fortran isamax; pvt, k are 0-based.
i__1 = n-k;
pvt = k + blasf77_isamax( &i__1, &vn1[k], &ione ) - 1;
if (pvt != k) {
if (pvt >= nb) {
/* 1. Start copy from GPU */
magma_sgetmatrix_async( m - offset - nb, 1,
dA(offset + nb, pvt), ldda,
A (offset + nb, pvt), lda, stream );
}
/* F gets swapped so F must be sent at the end to GPU */
i__1 = k;
blasf77_sswap( &i__1, F(pvt,0), &ldf, F(k,0), &ldf );
itemp = jpvt[pvt];
jpvt[pvt] = jpvt[k];
jpvt[k] = itemp;
vn1[pvt] = vn1[k];
vn2[pvt] = vn2[k];
if (pvt < nb) {
/* no need of transfer if pivot is within the panel */
blasf77_sswap( &m, A(0, pvt), &ione, A(0, k), &ione );
}
else {
/* 1. Finish copy from GPU */
magma_queue_sync( stream );
/* 2. Swap as usual on CPU */
blasf77_sswap(&m, A(0, pvt), &ione, A(0, k), &ione);
/* 3. Restore the GPU */
magma_ssetmatrix_async( m - offset - nb, 1,
A (offset + nb, pvt), lda,
dA(offset + nb, pvt), ldda, stream);
}
}
/* Apply previous Householder reflectors to column K:
A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
Optimization: multiply with beta=0; wait for vector and subtract */
if (k > 0) {
#if defined(PRECISION_c) || defined(PRECISION_z)
for (j = 0; j < k; ++j) {
*F(k,j) = MAGMA_S_CNJG( *F(k,j) );
}
#endif
i__1 = m - rk;
i__2 = k;
blasf77_sgemv( MagmaNoTransStr, &i__1, &i__2,
&c_neg_one, A(rk, 0), &lda,
F(k, 0), &ldf,
&c_one, A(rk, k), &ione );
#if defined(PRECISION_c) || defined(PRECISION_z)
for (j = 0; j < k; ++j) {
*F(k,j) = MAGMA_S_CNJG( *F(k,j) );
}
#endif
}
/* Generate elementary reflector H(k). */
if (rk < m-1) {
i__1 = m - rk;
lapackf77_slarfg( &i__1, A(rk, k), A(rk + 1, k), &ione, &tau[k] );
} else {
lapackf77_slarfg( &ione, A(rk, k), A(rk, k), &ione, &tau[k] );
}
Akk = *A(rk, k);
*A(rk, k) = c_one;
/* Compute Kth column of F:
Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K) on the GPU */
if (k < n-1) {
i__1 = m - rk;
i__2 = n - k - 1;
/* Send the vector to the GPU */
magma_ssetmatrix( i__1, 1, A(rk, k), lda, dA(rk,k), ldda );
/* Multiply on GPU */
// was CALL SGEMV( 'Conjugate transpose', M-RK+1, N-K,
// TAU( K ), A( RK, K+1 ), LDA,
// A( RK, K ), 1,
// CZERO, F( K+1, K ), 1 )
magma_int_t i__3 = nb-k-1;
magma_int_t i__4 = i__2 - i__3;
magma_int_t i__5 = nb-k;
magma_sgemv( MagmaConjTrans, i__1 - i__5, i__2 - i__3,
tau[k], dA(rk +i__5, k+1+i__3), ldda,
dA(rk +i__5, k ), ione,
c_zero, dF(k+1+i__3, k ), ione );
magma_sgetmatrix_async( i__2-i__3, 1,
dF(k + 1 +i__3, k), i__2,
F (k + 1 +i__3, k), i__2, stream );
blasf77_sgemv( MagmaConjTransStr, &i__1, &i__3,
&tau[k], A(rk, k+1), &lda,
A(rk, k ), &ione,
&c_zero, F(k+1, k ), &ione );
magma_queue_sync( stream );
blasf77_sgemv( MagmaConjTransStr, &i__5, &i__4,
&tau[k], A(rk, k+1+i__3), &lda,
A(rk, k ), &ione,
&c_one, F(k+1+i__3, k ), &ione );
}
/* Padding F(1:K,K) with zeros. */
for (j = 0; j < k; ++j) {
*F(j, k) = c_zero;
}
/* Incremental updating of F:
F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'*A(RK:M,K). */
if (k > 0) {
i__1 = m - rk;
i__2 = k;
z__1 = MAGMA_S_NEGATE( tau[k] );
blasf77_sgemv( MagmaConjTransStr, &i__1, &i__2,
&z__1, A(rk, 0), &lda,
A(rk, k), &ione,
&c_zero, auxv, &ione );
i__1 = k;
blasf77_sgemv( MagmaNoTransStr, &n, &i__1,
&c_one, F(0,0), &ldf,
auxv, &ione,
&c_one, F(0,k), &ione );
}
/* Optimization: On the last iteration start sending F back to the GPU */
/* Update the current row of A:
A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'. */
if (k < n-1) {
i__1 = n - k - 1;
i__2 = k + 1;
blasf77_sgemm( MagmaNoTransStr, MagmaConjTransStr, &ione, &i__1, &i__2,
&c_neg_one, A(rk, 0 ), &lda,
F(k+1,0 ), &ldf,
&c_one, A(rk, k+1), &lda );
}
/* Update partial column norms. */
if (rk < lastrk) {
for (j = k + 1; j < n; ++j) {
if (vn1[j] != 0.) {
/* NOTE: The following 4 lines follow from the analysis in
Lapack Working Note 176. */
temp = MAGMA_S_ABS( *A(rk,j) ) / vn1[j];
temp = max( 0., ((1. + temp) * (1. - temp)) );
d__1 = vn1[j] / vn2[j];
temp2 = temp * (d__1 * d__1);
if (temp2 <= tol3z) {
vn2[j] = (float) lsticc;
lsticc = j;
} else {
vn1[j] *= magma_ssqrt(temp);
}
}
}
}
*A(rk, k) = Akk;
++k;
}
// leave k as the last column done
--k;
*kb = k + 1;
rk = offset + *kb - 1;
/* Apply the block reflector to the rest of the matrix:
A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) - A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)' */
if (*kb < min(n, m - offset)) {
i__1 = m - rk - 1;
i__2 = n - *kb;
/* Send F to the GPU */
magma_ssetmatrix( i__2, *kb,
F (*kb, 0), ldf,
dF(*kb, 0), i__2 );
magma_sgemm( MagmaNoTrans, MagmaConjTrans, i__1, i__2, *kb,
c_neg_one, dA(rk+1, 0 ), ldda,
dF(*kb, 0 ), i__2,
c_one, dA(rk+1, *kb), ldda );
}
/* Recomputation of difficult columns. */
while( lsticc > 0 ) {
itemp = (magma_int_t)(vn2[lsticc] >= 0. ? floor(vn2[lsticc] + .5) : -floor(.5 - vn2[lsticc]));
i__1 = m - rk - 1;
if (lsticc <= nb)
vn1[lsticc] = magma_cblas_snrm2( i__1, A(rk+1,lsticc), ione );
else {
/* Where is the data, CPU or GPU ? */
float r1, r2;
r1 = magma_cblas_snrm2( nb-k, A(rk+1,lsticc), ione );
r2 = magma_snrm2(m-offset-nb, dA(offset + nb + 1, lsticc), ione);
//vn1[lsticc] = magma_snrm2(i__1, dA(rk + 1, lsticc), ione);
vn1[lsticc] = magma_ssqrt(r1*r1 + r2*r2);
}
/* NOTE: The computation of VN1( LSTICC ) relies on the fact that
SNRM2 does not fail on vectors with norm below the value of SQRT(SLAMCH('S')) */
vn2[lsticc] = vn1[lsticc];
lsticc = itemp;
}
magma_queue_destroy( stream );
return MAGMA_SUCCESS;
} /* magma_slaqps */
magma_int_t magma_strevc3(
magma_side_t side, magma_vec_t howmany,
magma_int_t *select, // logical in fortran
magma_int_t n,
float *T, magma_int_t ldt,
float *VL, magma_int_t ldvl,
float *VR, magma_int_t ldvr,
magma_int_t mm, magma_int_t *mout,
float *work, magma_int_t lwork,
#ifdef COMPLEX
float *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 X(i,j) (X + (i)-1 + ((j)-1)*2) // still as 1-based indices
#define work(i,j) (work + (i) + (j)*n)
// constants
const magma_int_t ione = 1;
const float c_zero = 0;
const float c_one = 1;
const magma_int_t nbmin = 16, nbmax = 256;
// .. Local Scalars ..
magma_int_t allv, bothv, leftv, over, pair, rightv, somev;
magma_int_t i, ierr, ii, ip, is, j, k, ki, ki2,
iv, n2, nb, nb2, version;
float emax, remax;
// .. Local Arrays ..
// since iv is a 1-based index, allocate one extra here
magma_int_t iscomplex[ nbmax+1 ];
// 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);
*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 ( lwork < max( 1, 3*n ) )
*info = -14;
else {
// Set mout to the number of columns required to store the selected
// eigenvectors, standardize the array select if necessary, and
// test mm.
if ( somev ) {
*mout = 0;
pair = false;
for( j=0; j < n; ++j ) {
if ( pair ) {
pair = false;
select[j] = false;
}
else {
if ( j < n-1 ) {
if ( *T(j+1,j) == c_zero ) {
if ( select[j] ) {
*mout += 1;
}
}
else {
pair = true;
if ( select[j] || select[j+1] ) {
select[j] = true;
*mout += 2;
}
}
}
else if ( select[n-1] ) {
*mout += 1;
}
}
}
}
else {
*mout = n;
}
if ( mm < *mout ) {
*info = -11;
}
}
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 for 1-norms, and 2*nb vectors for x and Q*x.
// 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_slaset( "F", &n, &nb2, &c_zero, &c_zero, work, &n );
}
else {
version = 1;
}
// Compute 1-norm of each column of strictly upper triangular
// part of T to control overflow in triangular solver.
*work(0,0) = c_zero;
for( j=1; j < n; ++j ) {
*work(j,0) = c_zero;
for( i=0; i < j; ++i ) {
*work(j,0) += fabsf( *T(i,j) );
}
}
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 );
// Index ip is used to specify the real or complex eigenvalue:
// ip = 0, real eigenvalue (wr),
// = 1, first of conjugate complex pair: (wr,wi)
// = -1, second of conjugate complex pair: (wr,wi)
// iscomplex array stores ip for each column in current block.
if ( rightv ) {
// ============================================================
// Compute right eigenvectors.
// iv is index of column in current block (1-based).
// For complex right vector, uses iv-1 for real part and iv for complex part.
// Non-blocked version always uses iv=2;
// blocked version starts with iv=nb, goes down to 1 or 2.
// (Note the "0-th" column is used for 1-norms computed above.)
iv = 2;
if ( version == 2 ) {
iv = nb;
}
timer_start( time_trsv );
ip = 0;
is = *mout - 1;
for( ki=n-1; ki >= 0; --ki ) {
if ( ip == -1 ) {
// previous iteration (ki+1) was second of conjugate pair,
// so this ki is first of conjugate pair; skip to end of loop
ip = 1;
continue;
}
else if ( ki == 0 ) {
// last column, so this ki must be real eigenvalue
ip = 0;
}
else if ( *T(ki,ki-1) == c_zero ) {
// zero on sub-diagonal, so this ki is real eigenvalue
ip = 0;
}
else {
// non-zero on sub-diagonal, so this ki is second of conjugate pair
ip = -1;
}
if ( somev ) {
if ( ip == 0 ) {
if ( ! select[ki] ) {
continue;
}
}
else {
if ( ! select[ki-1] ) {
continue;
}
}
}
if ( ip == 0 ) {
// ------------------------------------------------------------
// Real right eigenvector
// Solve upper quasi-triangular system:
// [ T(0:ki-1,0:ki-1) - wr ]*X = -T(0:ki-1,ki)
magma_slaqtrsd( MagmaNoTrans, ki+1, T(0,0), ldt,
work(0,iv), n, work(0,0), &ierr );
// 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_scopy( &n2, work(0,iv), &ione, VR(0,is), &ione );
ii = blasf77_isamax( &n2, VR(0,is), &ione ) - 1; // subtract 1; ii is 0-based
remax = c_one / fabsf( *VR(ii,is) );
blasf77_sscal( &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 ) {
n2 = ki;
blasf77_sgemv( "n", &n, &n2, &c_one,
VR, &ldvr,
work(0, iv), &ione,
work(ki,iv), VR(0,ki), &ione );
}
time_gemv_sum += timer_stop( time_gemv );
ii = blasf77_isamax( &n, VR(0,ki), &ione ) - 1; // subtract 1; ii is 0-based
remax = c_one / fabsf( *VR(ii,ki) );
blasf77_sscal( &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;
}
iscomplex[ iv ] = ip;
// back-transform and normalization is done below
}
} // end real eigenvector
else {
// ------------------------------------------------------------
// Complex right eigenvector
// Solve upper quasi-triangular system:
// [ T(0:ki-2,0:ki-2) - (wr+i*wi) ]*x = u
magma_slaqtrsd( MagmaNoTrans, ki+1, T(0,0), ldt,
work(0,iv-1), n, work(0,0), &ierr );
// 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_scopy( &n2, work(0,iv-1), &ione, VR(0,is-1), &ione );
blasf77_scopy( &n2, work(0,iv ), &ione, VR(0,is ), &ione );
emax = c_zero;
for( k=0; k <= ki; ++k ) {
emax = max( emax, fabsf(*VR(k,is-1)) + fabsf(*VR(k,is)) );
}
remax = c_one / emax;
blasf77_sscal( &n2, &remax, VR(0,is-1), &ione );
blasf77_sscal( &n2, &remax, VR(0,is ), &ione );
for( k=ki + 1; k < n; ++k ) {
*VR(k,is-1) = c_zero;
*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 > 1 ) {
n2 = ki-1;
blasf77_sgemv( "n", &n, &n2, &c_one,
VR, &ldvr,
work(0, iv-1), &ione,
work(ki-1,iv-1), VR(0,ki-1), &ione );
blasf77_sgemv( "n", &n, &n2, &c_one,
VR, &ldvr,
work(0, iv), &ione,
work(ki,iv), VR(0,ki), &ione );
}
else {
blasf77_sscal( &n, work(ki-1,iv-1), VR(0,ki-1), &ione );
blasf77_sscal( &n, work(ki, iv ), VR(0,ki ), &ione );
}
time_gemv_sum += timer_stop( time_gemv );
emax = c_zero;
for( k=0; k < n; ++k ) {
emax = max( emax, fabsf(*VR(k,ki-1)) + fabsf(*VR(k,ki)) );
}
remax = c_one / emax;
blasf77_sscal( &n, &remax, VR(0,ki-1), &ione );
blasf77_sscal( &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-1) = c_zero;
*work(k,iv ) = c_zero;
}
iscomplex[ iv-1 ] = -ip;
iscomplex[ iv ] = ip;
iv -= 1;
// back-transform and normalization is done below
}
} // end real or complex vector
if ( version == 2 ) {
// ------------------------------------------------------------
// Blocked version of back-transform
// For complex case, ki2 includes both vectors (ki-1 and ki)
if ( ip == 0 ) {
ki2 = ki;
}
else {
ki2 = ki - 1;
}
// Columns iv:nb of work are valid vectors.
// When the number of vectors stored reaches nb-1 or nb,
// or if this was last vector, do the GEMM
if ( (iv <= 2) || (ki2 == 0) ) {
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemm );
nb2 = nb-iv+1;
n2 = ki2+nb-iv+1;
blasf77_sgemm( "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 ) {
if ( iscomplex[k] == 0 ) {
// real eigenvector
ii = blasf77_isamax( &n, work(0,nb+k), &ione ) - 1; // subtract 1; ii is 0-based
remax = c_one / fabsf( *work(ii,nb+k) );
}
else if ( iscomplex[k] == 1 ) {
// first eigenvector of conjugate pair
emax = c_zero;
for( ii=0; ii < n; ++ii ) {
emax = max( emax, fabsf( *work(ii,nb+k ) )
+ fabsf( *work(ii,nb+k+1) ) );
}
remax = c_one / emax;
// else if iscomplex[k] == -1
// second eigenvector of conjugate pair
// reuse same remax as previous k
}
blasf77_sscal( &n, &remax, work(0,nb+k), &ione );
}
nb2 = nb-iv+1;
lapackf77_slacpy( "F", &n, &nb2,
work(0,nb+iv), &n,
VR(0,ki2), &ldvr );
iv = nb;
timer_start( time_trsv );
}
else {
iv -= 1;
}
} // end blocked back-transform
is -= 1;
if ( ip != 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 (1-based).
// For complex left vector, uses iv for real part and iv+1 for complex part.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=1, goes up to nb-1 or nb.
// (Note the "0-th" column is used for 1-norms computed above.)
iv = 1;
ip = 0;
is = 0;
for( ki=0; ki < n; ++ki ) {
if ( ip == 1 ) {
// previous iteration (ki-1) was first of conjugate pair,
// so this ki is second of conjugate pair; skip to end of loop
ip = -1;
continue;
}
else if ( ki == n-1 ) {
// last column, so this ki must be real eigenvalue
ip = 0;
}
else if ( *T(ki+1,ki) == c_zero ) {
// zero on sub-diagonal, so this ki is real eigenvalue
ip = 0;
}
else {
// non-zero on sub-diagonal, so this ki is first of conjugate pair
ip = 1;
}
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
if ( ip == 0 ) {
// ------------------------------------------------------------
// Real left eigenvector
// Solve transposed quasi-triangular system:
// [ T(ki+1:n,ki+1:n) - wr ]**T * X = -T(ki+1:n,ki)
magma_slaqtrsd( MagmaTrans, n-ki, T(ki,ki), ldt,
work(ki,iv), n, work(ki,0), &ierr );
// 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_scopy( &n2, work(ki,iv), &ione, VL(ki,is), &ione );
ii = blasf77_isamax( &n2, VL(ki,is), &ione ) + ki - 1; // subtract 1; ii is 0-based
remax = c_one / fabsf( *VL(ii,is) );
blasf77_sscal( &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_sgemv( "n", &n, &n2, &c_one,
VL(0,ki+1), &ldvl,
work(ki+1,iv), &ione,
work(ki, iv), VL(0,ki), &ione );
}
ii = blasf77_isamax( &n, VL(0,ki), &ione ) - 1; // subtract 1; ii is 0-based
remax = c_one / fabsf( *VL(ii,ki) );
blasf77_sscal( &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;
}
iscomplex[ iv ] = ip;
// back-transform and normalization is done below
}
} // end real eigenvector
else {
// ------------------------------------------------------------
// Complex left eigenvector
// Solve transposed quasi-triangular system:
// [ T(ki+2:n,ki+2:n)**T - (wr-i*wi) ]*X = V
magma_slaqtrsd( MagmaTrans, n-ki, T(ki,ki), ldt,
work(ki,iv), n, work(ki,0), &ierr );
// 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_scopy( &n2, work(ki,iv ), &ione, VL(ki,is ), &ione );
blasf77_scopy( &n2, work(ki,iv+1), &ione, VL(ki,is+1), &ione );
emax = c_zero;
for( k=ki; k < n; ++k ) {
emax = max( emax, fabsf(*VL(k,is))+ fabsf(*VL(k,is+1)) );
}
remax = c_one / emax;
blasf77_sscal( &n2, &remax, VL(ki,is ), &ione );
blasf77_sscal( &n2, &remax, VL(ki,is+1), &ione );
for( k=0; k < ki; ++k ) {
*VL(k,is ) = c_zero;
*VL(k,is+1) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
if ( ki < n-2 ) {
n2 = n-ki-2;
blasf77_sgemv( "n", &n, &n2, &c_one,
VL(0,ki+2), &ldvl,
work(ki+2,iv), &ione,
work(ki, iv), VL(0,ki), &ione );
blasf77_sgemv( "n", &n, &n2, &c_one,
VL(0,ki+2), &ldvl,
work(ki+2,iv+1), &ione,
work(ki+1,iv+1), VL(0,ki+1), &ione );
}
else {
blasf77_sscal( &n, work(ki, iv ), VL(0, ki ), &ione );
blasf77_sscal( &n, work(ki+1,iv+1), VL(0, ki+1), &ione );
}
emax = c_zero;
for( k=0; k < n; ++k ) {
emax = max( emax, fabsf(*VL(k,ki))+ fabsf(*VL(k,ki+1)) );
}
remax = c_one / emax;
blasf77_sscal( &n, &remax, VL(0,ki ), &ione );
blasf77_sscal( &n, &remax, VL(0,ki+1), &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;
*work(k,iv+1) = c_zero;
}
iscomplex[ iv ] = ip;
iscomplex[ iv+1 ] = -ip;
iv += 1;
// back-transform and normalization is done below
}
} // end real or complex eigenvector
if ( version == 2 ) {
// -------------------------------------------------
// Blocked version of back-transform
// For complex case, (ki2+1) includes both vectors (ki+1) and (ki+2)
if ( ip == 0 ) {
ki2 = ki;
}
else {
ki2 = ki + 1;
}
// Columns 1:iv of work are valid vectors.
// When the number of vectors stored reaches nb-1 or nb,
// or if this was last vector, do the GEMM
if ( (iv >= nb-1) || (ki2 == n-1) ) {
n2 = n-(ki2+1)+iv;
blasf77_sgemm( "n", "n", &n, &iv, &n2, &c_one,
VL(0,ki2-iv+1), &ldvl,
work(ki2-iv+1,1), &n,
&c_zero,
work(0,nb+1), &n );
// normalize vectors
for( k=1; k <= iv; ++k ) {
if ( iscomplex[k] == 0 ) {
// real eigenvector
ii = blasf77_isamax( &n, work(0,nb+k), &ione ) - 1; // subtract 1; ii is 0-based
remax = c_one / fabsf( *work(ii,nb+k) );
}
else if ( iscomplex[k] == 1) {
// first eigenvector of conjugate pair
emax = c_zero;
for( ii=0; ii < n; ++ii ) {
emax = max( emax, fabsf( *work(ii,nb+k ) )
+ fabsf( *work(ii,nb+k+1) ) );
}
remax = c_one / emax;
// else if iscomplex[k] == -1
// second eigenvector of conjugate pair
// reuse same remax as previous k
}
blasf77_sscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_slacpy( "F", &n, &iv,
work(0,nb+1), &n,
VL(0,ki2-iv+1), &ldvl );
iv = 1;
}
else {
iv += 1;
}
} // blocked back-transform
is += 1;
if ( ip != 0 ) {
is += 1;
}
}
}
return *info;
} // end of STREVC3
