Exemplo n.º 1
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing strmv
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gflops, cublas_perf, cublas_time, cpu_perf, cpu_time;
    float          cublas_error, Cnorm, work[1];
    magma_int_t N;
    magma_int_t Ak;
    magma_int_t sizeA;
    magma_int_t lda, ldda;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    
    float *h_A, *h_x, *h_xcublas;
    magmaFloat_ptr d_A, d_x;
    float c_neg_one = MAGMA_S_NEG_ONE;
    magma_int_t status = 0;
    
    magma_opts opts;
    opts.parse_opts( argc, argv );
    opts.lapack |= opts.check;  // check (-c) implies lapack (-l)
    
    float tol = opts.tolerance * lapackf77_slamch("E");
    
    printf("%% If running lapack (option --lapack), CUBLAS error is computed\n"
           "%% relative to CPU BLAS result.\n\n");
    printf("%% uplo = %s, transA = %s, diag = %s \n",
           lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA),
           lapack_diag_const(opts.diag) );
    printf("%%   N   CUBLAS Gflop/s (ms)   CPU Gflop/s (ms)  CUBLAS error\n");
    printf("%%=================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[itest];
            gflops = FLOPS_STRMM(opts.side, N, 1) / 1e9;

            lda = N;
            Ak = N;
            
            ldda = magma_roundup( lda, opts.align );  // multiple of 32 by default
            
            sizeA = lda*Ak;
            
            TESTING_MALLOC_CPU( h_A,       float, lda*Ak );
            TESTING_MALLOC_CPU( h_x,       float, N      );
            TESTING_MALLOC_CPU( h_xcublas, float, N      );
            
            TESTING_MALLOC_DEV( d_A, float, ldda*Ak );
            TESTING_MALLOC_DEV( d_x, float, N       );
            
            /* Initialize the matrices */
            lapackf77_slarnv( &ione, ISEED, &sizeA, h_A );
            lapackf77_slarnv( &ione, ISEED, &N, h_x );
            
            /* =====================================================================
               Performs operation using CUBLAS
               =================================================================== */
            magma_ssetmatrix( Ak, Ak, h_A, lda, d_A, ldda, opts.queue );
            magma_ssetvector( N, h_x, 1, d_x, 1, opts.queue );
            
            cublas_time = magma_sync_wtime( opts.queue );
            #ifdef HAVE_CUBLAS
                cublasStrmv( opts.handle, cublas_uplo_const(opts.uplo), cublas_trans_const(opts.transA),
                             cublas_diag_const(opts.diag),
                             N,
                             d_A, ldda,
                             d_x, 1 );
            #else
                magma_strmv( opts.uplo, opts.transA, opts.diag,
                             N,
                             d_A, 0, ldda,
                             d_x, 0, 1, opts.queue );
            #endif
            cublas_time = magma_sync_wtime( opts.queue ) - cublas_time;
            cublas_perf = gflops / cublas_time;
            
            magma_sgetvector( N, d_x, 1, h_xcublas, 1, opts.queue );
            
            /* =====================================================================
               Performs operation using CPU BLAS
               =================================================================== */
            if ( opts.lapack ) {
                cpu_time = magma_wtime();
                blasf77_strmv( lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA), lapack_diag_const(opts.diag),
                               &N,
                               h_A, &lda,
                               h_x, &ione );
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
            }
            
            /* =====================================================================
               Check the result
               =================================================================== */
            if ( opts.lapack ) {
                // compute relative error for both magma & cublas, relative to lapack,
                // |C_magma - C_lapack| / |C_lapack|
                Cnorm = lapackf77_slange( "M", &N, &ione, h_x, &N, work );
                
                blasf77_saxpy( &N, &c_neg_one, h_x, &ione, h_xcublas, &ione );
                cublas_error = lapackf77_slange( "M", &N, &ione, h_xcublas, &N, work ) / Cnorm;
                
                printf("%5d   %7.2f (%7.2f)   %7.2f (%7.2f)    %8.2e   %s\n",
                       (int) N,
                       cublas_perf, 1000.*cublas_time,
                       cpu_perf,    1000.*cpu_time,
                       cublas_error, (cublas_error < tol ? "ok" : "failed"));
                status += ! (cublas_error < tol);
            }
            else {
                printf("%5d   %7.2f (%7.2f)    ---   (  ---  )    ---     ---\n",
                       (int) N,
                       cublas_perf, 1000.*cublas_time);
            }
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_x );
            TESTING_FREE_CPU( h_xcublas );
            
            TESTING_FREE_DEV( d_A );
            TESTING_FREE_DEV( d_x );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
Exemplo n.º 2
0
/**
    Purpose
    -------
    SLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
    matrix A so that elements below the k-th subdiagonal are zero. The
    reduction is performed by an orthogonal similarity transformation
    Q' * A * Q. The routine returns the matrices V and T which determine
    Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
    (Note this is different than LAPACK, which computes Y = A * V * T.)

    This is an auxiliary routine called by SGEHRD.

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

    @param[in]
    k       INTEGER
            The offset for the reduction. Elements below the k-th
            subdiagonal in the first NB columns are reduced to zero.
            K < N.

    @param[in]
    nb      INTEGER
            The number of columns to be reduced.

    @param[in,out]
    dA      REAL array on the GPU, dimension (LDDA,N-K+1)
            On entry, the n-by-(n-k+1) general matrix A.
            On exit, the elements in rows K:N of the first NB columns are
            overwritten with the matrix Y.

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

    @param[out]
    dV      REAL array on the GPU, dimension (LDDV, NB)
            On exit this n-by-nb array contains the Householder vectors of the transformation.

    @param[in]
    lddv    INTEGER
            The leading dimension of the array dV.  LDDV >= max(1,N).

    @param[in,out]
    A       REAL array, dimension (LDA,N-K+1)
            On entry, the n-by-(n-k+1) general matrix A.
            On exit, the elements on and above the k-th subdiagonal in
            the first NB columns are overwritten with the corresponding
            elements of the reduced matrix; the elements below the k-th
            subdiagonal, with the array TAU, represent the matrix Q as a
            product of elementary reflectors. The other columns of A are
            unchanged. See Further Details.

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

    @param[out]
    tau     REAL array, dimension (NB)
            The scalar factors of the elementary reflectors. See Further
            Details.

    @param[out]
    T       REAL array, dimension (LDT,NB)
            The upper triangular matrix T.

    @param[in]
    ldt     INTEGER
            The leading dimension of the array T.  LDT >= NB.

    @param[out]
    Y       REAL array, dimension (LDY,NB)
            The n-by-nb matrix Y.

    @param[in]
    ldy     INTEGER
            The leading dimension of the array Y. LDY >= N.

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

       Q = H(1) H(2) . . . H(nb).

    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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
    A(i+k+1:n,i), and tau in TAU(i).

    The elements of the vectors v together form the (n-k+1)-by-nb matrix
    V which is needed, with T and Y, to apply the transformation to the
    unreduced part of the matrix, using an update of the form:
    A := (I - V*T*V') * (A - Y*T*V').

    The contents of A on exit are illustrated by the following example
    with n = 7, k = 3 and nb = 2:

    @verbatim
       ( a   a   a   a   a )
       ( a   a   a   a   a )
       ( a   a   a   a   a )
       ( h   h   a   a   a )
       ( v1  h   a   a   a )
       ( v1  v2  a   a   a )
       ( v1  v2  a   a   a )
    @endverbatim

    where "a" denotes an element of the original matrix A, h denotes a
    modified element of the upper Hessenberg matrix H, and vi denotes an
    element of the vector defining H(i).

    This implementation follows the hybrid algorithm and notations described in

    S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
    form through hybrid GPU-based computing," University of Tennessee Computer
    Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
    May 24, 2009.

    @ingroup magma_sgeev_aux
    ********************************************************************/
extern "C" magma_int_t
magma_slahr2(
    magma_int_t n, magma_int_t k, magma_int_t nb,
    magmaFloat_ptr dA, magma_int_t ldda,
    magmaFloat_ptr dV, magma_int_t lddv,
    float *A,     magma_int_t lda,
    float *tau,
    float *T,     magma_int_t ldt,
    float *Y,     magma_int_t ldy )
{
    #define  A(i_,j_) ( A + (i_) + (j_)*lda)
    #define  Y(i_,j_) ( Y + (i_) + (j_)*ldy)
    #define  T(i_,j_) ( T + (i_) + (j_)*ldt)
    #define dA(i_,j_) (dA + (i_) + (j_)*ldda)
    #define dV(i_,j_) (dV + (i_) + (j_)*lddv)
    
    float c_zero    = MAGMA_S_ZERO;
    float c_one     = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;

    magma_int_t ione = 1;
    
    magma_int_t n_k_i_1, n_k;
    float scale;

    magma_int_t i;
    float ei = MAGMA_S_ZERO;

    magma_int_t info = 0;
    if (n < 0) {
        info = -1;
    } else if (k < 0 || k > n) {
        info = -2;
    } else if (nb < 1 || nb > n) {
        info = -3;
    } else if (ldda < max(1,n)) {
        info = -5;
    } else if (lddv < max(1,n)) {
        info = -7;
    } else if (lda < max(1,n)) {
        info = -9;
    } else if (ldt < max(1,nb)) {
        info = -12;
    } else if (ldy < max(1,n)) {
        info = -13;
    }
    if (info != 0) {
        magma_xerbla( __func__, -(info) );
        return info;
    }

    // adjust from 1-based indexing
    k -= 1;

    if (n <= 1)
        return info;
    
    for (i = 0; i < nb; ++i) {
        n_k_i_1 = n - k - i - 1;
        n_k     = n - k;
        
        if (i > 0) {
            // Update A(k:n-1,i); Update i-th column of A - Y * T * V'
            // This updates one more row than LAPACK does (row k),
            // making the block above the panel an even multiple of nb.
            // Use last column of T as workspace, w.
            // w(0:i-1, nb-1) = VA(k+i, 0:i-1)'
            blasf77_scopy( &i,
                           A(k+i,0),  &lda,
                           T(0,nb-1), &ione );
            #if defined(PRECISION_z) || defined(PRECISION_c)
            // If real, conjugate row of V.
            lapackf77_slacgv(&i, T(0,nb-1), &ione);
            #endif
            
            // w = T(0:i-1, 0:i-1) * w
            blasf77_strmv( "Upper", "No trans", "No trans", &i,
                           T(0,0),    &ldt,
                           T(0,nb-1), &ione );
            
            // A(k:n-1, i) -= Y(k:n-1, 0:i-1) * w
            blasf77_sgemv( "No trans", &n_k, &i,
                           &c_neg_one, Y(k,0),    &ldy,
                                       T(0,nb-1), &ione,
                           &c_one,     A(k,i),    &ione );
            
            // Apply I - V * T' * V' to this column (call it b) from the
            // left, using the last column of T as workspace, w.
            //
            // Let  V = ( V1 )   and   b = ( b1 )   (first i-1 rows)
            //          ( V2 )             ( b2 )
            // where V1 is unit lower triangular
            
            // w := b1 = A(k+1:k+i, i)
            blasf77_scopy( &i,
                           A(k+1,i),  &ione,
                           T(0,nb-1), &ione );
            
            // w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
            blasf77_strmv( "Lower", "Conj", "Unit", &i,
                           A(k+1,0), &lda,
                           T(0,nb-1), &ione );
            
            // w := w + V2'*b2 = w + VA(k+i+1:n-1, 0:i-1)' * A(k+i+1:n-1, i)
            blasf77_sgemv( "Conj", &n_k_i_1, &i,
                           &c_one, A(k+i+1,0), &lda,
                                   A(k+i+1,i), &ione,
                           &c_one, T(0,nb-1),  &ione );
            
            // w := T'*w = T(0:i-1, 0:i-1)' * w
            blasf77_strmv( "Upper", "Conj", "Non-unit", &i,
                           T(0,0), &ldt,
                           T(0,nb-1), &ione );
            
            // b2 := b2 - V2*w = A(k+i+1:n-1, i) - VA(k+i+1:n-1, 0:i-1) * w
            blasf77_sgemv( "No trans", &n_k_i_1, &i,
                           &c_neg_one, A(k+i+1,0), &lda,
                                       T(0,nb-1),  &ione,
                           &c_one,     A(k+i+1,i), &ione );
            
            // w := V1*w = VA(k+1:k+i, 0:i-1) * w
            blasf77_strmv( "Lower", "No trans", "Unit", &i,
                           A(k+1,0), &lda,
                           T(0,nb-1), &ione );
            
            // b1 := b1 - w = A(k+1:k+i-1, i) - w
            blasf77_saxpy( &i,
                           &c_neg_one, T(0,nb-1), &ione,
                                       A(k+1,i),  &ione );
            
            // Restore diagonal element, saved below during previous iteration
            *A(k+i,i-1) = ei;
        }
        
        // Generate the elementary reflector H(i) to annihilate A(k+i+1:n-1,i)
        lapackf77_slarfg( &n_k_i_1,
                          A(k+i+1,i),
                          A(k+i+2,i), &ione, &tau[i] );
        // Save diagonal element and set to one, to simplify multiplying by V
        ei = *A(k+i+1,i);
        *A(k+i+1,i) = c_one;

        // dV(i+1:n-k-1, i) = VA(k+i+1:n-1, i)
        magma_ssetvector( n_k_i_1,
                          A(k+i+1,i), 1,
                          dV(i+1,i),  1 );
        
        // Compute Y(k+1:n,i) = A vi
        // dA(k:n-1, i) = dA(k:n-1, i+1:n-k-1) * dV(i+1:n-k-1, i)
        magma_sgemv( MagmaNoTrans, n_k, n_k_i_1,
                     c_one,  dA(k,i+1), ldda,
                             dV(i+1,i), ione,
                     c_zero, dA(k,i),   ione );
        
        // Compute T(0:i,i) = [ -tau T V' vi ]
        //                    [  tau         ]
        // T(0:i-1, i) = -tau VA(k+i+1:n-1, 0:i-1)' VA(k+i+1:n-1, i)
        scale = MAGMA_S_NEGATE( tau[i]);
        blasf77_sgemv( "Conj", &n_k_i_1, &i,
                       &scale,  A(k+i+1,0), &lda,
                                A(k+i+1,i), &ione,
                       &c_zero, T(0,i),     &ione );
        // T(0:i-1, i) = T(0:i-1, 0:i-1) * T(0:i-1, i)
        blasf77_strmv( "Upper", "No trans", "Non-unit", &i,
                       T(0,0), &ldt,
                       T(0,i), &ione );
        *T(i,i) = tau[i];

        // Y(k:n-1, i) = dA(k:n-1, i)
        magma_sgetvector( n-k,
                          dA(k,i), 1,
                          Y(k,i),  1 );
    }
    // Restore diagonal element
    *A(k+nb,nb-1) = ei;

    return info;
} /* magma_slahr2 */
Exemplo n.º 3
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing strsm
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gflops, cublas_perf, cublas_time, cpu_perf=0, cpu_time=0;
    float          cublas_error, normA, normx, normr, work[1];
    magma_int_t N, info;
    magma_int_t sizeA;
    magma_int_t lda, ldda;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t *ipiv;

    float *h_A, *h_b, *h_x, *h_xcublas;
    float *d_A, *d_x;
    float c_neg_one = MAGMA_S_NEG_ONE;
    magma_int_t status = 0;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    float tol = opts.tolerance * lapackf77_slamch("E");
    
    printf("uplo = %s, transA = %s, diag = %s\n",
           lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA), lapack_diag_const(opts.diag) );
    printf("    N  CUBLAS Gflop/s (ms)   CPU Gflop/s (ms)   CUBLAS error\n");
    printf("============================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[itest];
            gflops = FLOPS_STRSM(opts.side, N, 1) / 1e9;
            lda    = N;
            ldda   = ((lda+31)/32)*32;
            sizeA  = lda*N;
            
            TESTING_MALLOC_CPU( ipiv,      magma_int_t,        N     );
            TESTING_MALLOC_CPU( h_A,       float, lda*N );
            TESTING_MALLOC_CPU( h_b,       float, N     );
            TESTING_MALLOC_CPU( h_x,       float, N     );
            TESTING_MALLOC_CPU( h_xcublas, float, N     );
            
            TESTING_MALLOC_DEV( d_A, float, ldda*N );
            TESTING_MALLOC_DEV( d_x, float, N      );
            
            /* Initialize the matrices */
            /* Factor A into LU to get well-conditioned triangular matrix.
             * Copy L to U, since L seems okay when used with non-unit diagonal
             * (i.e., from U), while U fails when used with unit diagonal. */
            lapackf77_slarnv( &ione, ISEED, &sizeA, h_A );
            lapackf77_sgetrf( &N, &N, h_A, &lda, ipiv, &info );
            for( int j = 0; j < N; ++j ) {
                for( int i = 0; i < j; ++i ) {
                    *h_A(i,j) = *h_A(j,i);
                }
            }
            
            lapackf77_slarnv( &ione, ISEED, &N, h_b );
            blasf77_scopy( &N, h_b, &ione, h_x, &ione );
            
            /* =====================================================================
               Performs operation using CUBLAS
               =================================================================== */
            magma_ssetmatrix( N, N, h_A, lda, d_A, ldda );
            magma_ssetvector( N, h_x, 1, d_x, 1 );
            
            cublas_time = magma_sync_wtime( NULL );
            cublasStrsv( handle, cublas_uplo_const(opts.uplo),
                         cublas_trans_const(opts.transA), cublas_diag_const(opts.diag),
                         N,
                         d_A, ldda,
                         d_x, 1 );
            cublas_time = magma_sync_wtime( NULL ) - cublas_time;
            cublas_perf = gflops / cublas_time;
            
            magma_sgetvector( N, d_x, 1, h_xcublas, 1 );
            
            /* =====================================================================
               Performs operation using CPU BLAS
               =================================================================== */
            if ( opts.lapack ) {
                cpu_time = magma_wtime();
                blasf77_strsv( lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA), lapack_diag_const(opts.diag),
                               &N,
                               h_A, &lda,
                               h_x, &ione );
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
            }
            
            /* =====================================================================
               Check the result
               =================================================================== */
            // ||b - Ax|| / (||A||*||x||)
            // error for CUBLAS
            normA = lapackf77_slange( "F", &N, &N, h_A, &lda, work );
            
            normx = lapackf77_slange( "F", &N, &ione, h_xcublas, &ione, work );
            blasf77_strmv( lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA), lapack_diag_const(opts.diag),
                           &N,
                           h_A, &lda,
                           h_xcublas, &ione );
            blasf77_saxpy( &N, &c_neg_one, h_b, &ione, h_xcublas, &ione );
            normr = lapackf77_slange( "F", &N, &ione, h_xcublas, &N, work );
            cublas_error = normr / (normA*normx);

            if ( opts.lapack ) {
                printf("%5d   %7.2f (%7.2f)   %7.2f (%7.2f)   %8.2e   %s\n",
                        (int) N,
                        cublas_perf, 1000.*cublas_time,
                        cpu_perf,    1000.*cpu_time,
                        cublas_error, (cublas_error < tol ? "ok" : "failed"));
                status += ! (cublas_error < tol);
            }
            else {
                printf("%5d   %7.2f (%7.2f)     ---  (  ---  )   %8.2e   %s\n",
                        (int) N,
                        cublas_perf, 1000.*cublas_time,
                        cublas_error, (cublas_error < tol ? "ok" : "failed"));
                status += ! (cublas_error < tol);
            }
            
            TESTING_FREE_CPU( ipiv );
            TESTING_FREE_CPU( h_A  );
            TESTING_FREE_CPU( h_b  );
            TESTING_FREE_CPU( h_x  );
            TESTING_FREE_CPU( h_xcublas );
            
            TESTING_FREE_DEV( d_A );
            TESTING_FREE_DEV( d_x );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    TESTING_FINALIZE();
    return status;
}
Exemplo n.º 4
0
extern "C" magma_int_t
magma_slahr2(
    magma_int_t n, magma_int_t k, magma_int_t nb,
    magmaFloat_ptr da, size_t da_offset, magma_int_t ldda,
    magmaFloat_ptr dv, size_t dv_offset, magma_int_t lddv,
    float *a, magma_int_t lda,
    float *tau,
    float *t, magma_int_t ldt,
    float *y, magma_int_t ldy,
    magma_queue_t queue)
{
/*  -- clMAGMA auxiliary routine (version 0.1) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       @date November 2014

    Purpose
    =======

    SLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
    matrix A so that elements below the k-th subdiagonal are zero. The
    reduction is performed by an orthogonal similarity transformation
    Q' * A * Q. The routine returns the matrices V and T which determine
    Q as a block reflector I - V*T*V', and also the matrix Y = A * V.

    This is an auxiliary routine called by SGEHRD.

    Arguments
    =========

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

    K       (input) INTEGER
            The offset for the reduction. Elements below the k-th
            subdiagonal in the first NB columns are reduced to zero.
            K < N.

    NB      (input) INTEGER
            The number of columns to be reduced.

    DA      (input/output) REAL array on the GPU, dimension (LDA,N-K+1)
            On entry, the n-by-(n-k+1) general matrix A.
            On exit, the elements on and above the k-th subdiagonal in
            the first NB columns are overwritten with the corresponding
            elements of the reduced matrix; the elements below the k-th
            subdiagonal, with the array TAU, represent the matrix Q as a
            product of elementary reflectors. The other columns of A are
            unchanged. See Further Details.

    DV      (output) REAL array on the GPU, dimension (N, NB)
            On exit this contains the Householder vectors of the transformation.

    LDA     (input) INTEGER
            The leading dimension of the array A.  LDA >= max(1,N).

    TAU     (output) REAL array, dimension (NB)
            The scalar factors of the elementary reflectors. See Further
            Details.

    T       (output) REAL array, dimension (LDT,NB)
            The upper triangular matrix T.

    LDT     (input) INTEGER
            The leading dimension of the array T.  LDT >= NB.

    Y       (output) REAL array, dimension (LDY,NB)
            The n-by-nb matrix Y.

    LDY     (input) INTEGER
            The leading dimension of the array Y. LDY >= N.

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

       Q = H(1) H(2) . . . H(nb).

    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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
    A(i+k+1:n,i), and tau in TAU(i).

    The elements of the vectors v together form the (n-k+1)-by-nb matrix
    V which is needed, with T and Y, to apply the transformation to the
    unreduced part of the matrix, using an update of the form:
    A := (I - V*T*V') * (A - Y*T*V').

    The contents of A on exit are illustrated by the following example
    with n = 7, k = 3 and nb = 2:

       ( a   a   a   a   a )
       ( a   a   a   a   a )
       ( a   a   a   a   a )
       ( h   h   a   a   a )
       ( v1  h   a   a   a )
       ( v1  v2  a   a   a )
       ( v1  v2  a   a   a )

    where a denotes an element of the original matrix A, h denotes a
    modified element of the upper Hessenberg matrix H, and vi denotes an
    element of the vector defining H(i).

    This implementation follows the hybrid algorithm and notations described in

    S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
    form through hybrid GPU-based computing," University of Tennessee Computer
    Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
    May 24, 2009.
    =====================================================================    */


    float c_zero    = MAGMA_S_ZERO;
    float c_one     = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;

    magma_int_t c__1 = 1;
    
    magma_int_t a_dim1, a_offset, t_dim1, t_offset, y_dim1, y_offset, i__2, i__3;
    float d__1;

    magma_int_t i__;
    float ei;

    --tau;
    a_dim1 = lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    t_dim1 = ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    y_dim1 = ldy;
    y_offset = 1 + y_dim1;
    y -= y_offset;

    if (n <= 1)
      return MAGMA_SUCCESS;
    
    for (i__ = 1; i__ <= nb; ++i__) {
        if (i__ > 1) {

          /* Update A(K+1:N,I); Update I-th column of A - Y * V' */
          i__2 = n - k + 1;
          i__3 = i__ - 1;
          #if defined(PRECISION_z) || defined(PRECISION_c)
             lapackf77_slacgv(&i__3, &a[k+i__-1+a_dim1], &lda);
          #endif
          blasf77_scopy(&i__3, &a[k+i__-1+a_dim1], &lda, &t[nb*t_dim1+1], &c__1);
          blasf77_strmv("u","n","n",&i__3,&t[t_offset], &ldt, &t[nb*t_dim1+1], &c__1);

          blasf77_sgemv("NO TRANSPOSE", &i__2, &i__3, &c_neg_one, &y[k + y_dim1],
                        &ldy, &t[nb*t_dim1+1], &c__1, &c_one, &a[k+i__*a_dim1],&c__1);

          #if defined(PRECISION_z) || defined(PRECISION_c)
             lapackf77_slacgv(&i__3, &a[k+i__-1+a_dim1], &lda);
          #endif

          /* Apply I - V * T' * V' to this column (call it b) from the
             left, using the last column of T as workspace

             Let  V = ( V1 )   and   b = ( b1 )   (first I-1 rows)
                      ( V2 )             ( b2 )
             where V1 is unit lower triangular
             w := V1' * b1                                                 */
          
          i__2 = i__ - 1;
          blasf77_scopy(&i__2, &a[k+1+i__*a_dim1], &c__1, &t[nb*t_dim1+1], &c__1);
          blasf77_strmv("Lower", MagmaConjTransStr, "UNIT", &i__2,
                        &a[k + 1 + a_dim1], &lda, &t[nb * t_dim1 + 1], &c__1);

          /* w := w + V2'*b2 */
          i__2 = n - k - i__ + 1;
          i__3 = i__ - 1;
          blasf77_sgemv(MagmaConjTransStr, &i__2, &i__3, &c_one,
                        &a[k + i__ + a_dim1], &lda, &a[k+i__+i__*a_dim1], &c__1,
                        &c_one, &t[nb*t_dim1+1], &c__1);

          /* w := T'*w */
          i__2 = i__ - 1;
          blasf77_strmv("U", MagmaConjTransStr, "N", &i__2, &t[t_offset], &ldt,
                        &t[nb*t_dim1+1], &c__1);
          
          /* b2 := b2 - V2*w */
          i__2 = n - k - i__ + 1;
          i__3 = i__ - 1;
          blasf77_sgemv("N", &i__2, &i__3, &c_neg_one, &a[k + i__ + a_dim1], &lda,
                 &t[nb*t_dim1+1], &c__1, &c_one, &a[k+i__+i__*a_dim1], &c__1);

          /* b1 := b1 - V1*w */
          i__2 = i__ - 1;
          blasf77_strmv("L","N","U",&i__2,&a[k+1+a_dim1],&lda,&t[nb*t_dim1+1],&c__1);
          blasf77_saxpy(&i__2, &c_neg_one, &t[nb * t_dim1 + 1], &c__1,
                 &a[k + 1 + i__ * a_dim1], &c__1);
          
          a[k + i__ - 1 + (i__ - 1) * a_dim1] = ei;
        }
        
        /* Generate the elementary reflector H(I) to annihilate A(K+I+1:N,I) */
        i__2 = n - k - i__ + 1;
        i__3 = k + i__ + 1;
        lapackf77_slarfg(&i__2, &a[k + i__ + i__ * a_dim1],
                         &a[min(i__3,n) + i__ * a_dim1], &c__1, &tau[i__]);
        ei = a[k + i__ + i__ * a_dim1];
        a[k + i__ + i__ * a_dim1] = c_one;

        /* Compute  Y(K+1:N,I) */
        i__2 = n - k;
        i__3 = n - k - i__ + 1;
        magma_ssetvector( i__3, &a[k + i__ + i__*a_dim1], 1, dv, dv_offset+(i__-1)*(lddv+1),      1, queue );

        magma_sgemv(MagmaNoTrans, i__2+1, i__3, c_one,
                    da, da_offset + (-1 + k + i__ * ldda), ldda,
                    dv, dv_offset + (i__-1)*(lddv+1), c__1, c_zero,
                    da, da_offset + (-1 + k + (i__-1)*ldda), c__1, queue);
        
        i__2 = n - k - i__ + 1;
        i__3 = i__ - 1;
        blasf77_sgemv(MagmaConjTransStr, &i__2, &i__3, &c_one,
                      &a[k + i__ + a_dim1], &lda, &a[k+i__+i__*a_dim1], &c__1,
                      &c_zero, &t[i__*t_dim1+1], &c__1);

        /* Compute T(1:I,I) */
        i__2 = i__ - 1;
        d__1 = MAGMA_S_NEGATE( tau[i__] );
        blasf77_sscal(&i__2, &d__1, &t[i__ * t_dim1 + 1], &c__1);
        blasf77_strmv("U","N","N", &i__2, &t[t_offset], &ldt, &t[i__*t_dim1+1], &c__1);
        t[i__ + i__ * t_dim1] = tau[i__];

        magma_sgetvector( n - k + 1, da, da_offset+(-1+ k+(i__-1)*ldda), 1, y+ k + i__*y_dim1, 1, queue );
    }
    a[k + nb + nb * a_dim1] = ei;

    return MAGMA_SUCCESS;
} /* magma_slahr2 */
Exemplo n.º 5
0
/**
    Purpose
    -------
    SLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
    matrix A so that elements below the k-th subdiagonal are zero. The
    reduction is performed by an orthogonal similarity transformation
    Q' * A * Q. The routine returns the matrices V and T which determine
    Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
    (Note this is different than LAPACK, which computes Y = A * V * T.)

    This is an auxiliary routine called by SGEHRD.

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

    @param[in]
    k       INTEGER
            The offset for the reduction. Elements below the k-th
            subdiagonal in the first NB columns are reduced to zero.
            K < N.

    @param[in]
    nb      INTEGER
            The number of columns to be reduced.

    @param[in,out]
    A       REAL array, dimension (LDA,N-K+1)
            On entry, the n-by-(n-k+1) general matrix A.
            On exit, the elements on and above the k-th subdiagonal in
            the first NB columns are overwritten with the corresponding
            elements of the reduced matrix; the elements below the k-th
            subdiagonal, with the array TAU, represent the matrix Q as a
            product of elementary reflectors. The other columns of A are
            unchanged. See Further Details.

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

    @param[out]
    tau     REAL array, dimension (NB)
            The scalar factors of the elementary reflectors. See Further
            Details.

    @param[out]
    T       REAL array, dimension (LDT,NB)
            The upper triangular matrix T.

    @param[in]
    ldt     INTEGER
            The leading dimension of the array T.  LDT >= NB.

    @param[out]
    Y       REAL array, dimension (LDY,NB)
            The n-by-nb matrix Y.

    @param[in]
    ldy     INTEGER
            The leading dimension of the array Y. LDY >= N.

    @param[in,out]
    data    Structure with pointers to dA, dT, dV, dW, dY
            which are distributed across multiple GPUs.

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

       Q = H(1) H(2) . . . H(nb).

    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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
    A(i+k+1:n,i), and tau in TAU(i).

    The elements of the vectors v together form the (n-k+1)-by-nb matrix
    V which is needed, with T and Y, to apply the transformation to the
    unreduced part of the matrix, using an update of the form:
    A := (I - V*T*V') * (A - Y*T*V').

    The contents of A on exit are illustrated by the following example
    with n = 7, k = 3 and nb = 2:

    @verbatim
       ( a   a   a   a   a )
       ( a   a   a   a   a )
       ( a   a   a   a   a )
       ( h   h   a   a   a )
       ( v1  h   a   a   a )
       ( v1  v2  a   a   a )
       ( v1  v2  a   a   a )
    @endverbatim

    where "a" denotes an element of the original matrix A, h denotes a
    modified element of the upper Hessenberg matrix H, and vi denotes an
    element of the vector defining H(i).

    This implementation follows the hybrid algorithm and notations described in

    S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
    form through hybrid GPU-based computing," University of Tennessee Computer
    Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
    May 24, 2009.

    @ingroup magma_sgeev_aux
    ********************************************************************/
extern "C" magma_int_t
magma_slahr2_m(
    magma_int_t n, magma_int_t k, magma_int_t nb,
    float *A, magma_int_t lda,
    float *tau,
    float *T, magma_int_t ldt,
    float *Y, magma_int_t ldy,
    struct sgehrd_data *data )
{
    #define  A(  i, j ) ( A + (i) + (j)*lda)
    #define  Y(  i, j ) ( Y + (i) + (j)*ldy)
    #define  T(  i, j ) ( T + (i) + (j)*ldt)
    #define dA(  d, i, j ) (data->A [d] + (i) + (j)*ldda)
    #define dTi( d       ) (data->Ti[d])
    #define dV(  d, i, j ) (data->V [d] + (i) + (j)*ldv )
    #define dVd( d, i, j ) (data->Vd[d] + (i) + (j)*ldvd)
    #define dY(  d, i, j ) (data->Y [d] + (i) + (j)*ldda)

    float c_zero    = MAGMA_S_ZERO;
    float c_one     = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;
    float tmp;

    magma_int_t ngpu = data->ngpu;
    magma_int_t ldda = data->ldda;
    magma_int_t ldv  = data->ldv;
    magma_int_t ldvd = data->ldvd;
    
    magma_int_t ione = 1;
    
    magma_int_t d, dki1, dn, nblocks, gblock, lblock, lgid;
    magma_int_t n_k_i_1, n_k;
    float scale;

    magma_int_t i;
    float ei = MAGMA_S_ZERO;

    magma_int_t info_data = 0;
    magma_int_t *info = &info_data;
    if (n < 0) {
        *info = -1;
    } else if (k < 0 || k >= n) {
        *info = -2;
    } else if (nb < 1 || nb > n) {
        *info = -3;
    } else if (lda < max(1,n)) {
        *info = -5;
    } else if (ldt < nb) {
        *info = -8;
    } else if (ldy < max(1,n)) {
        *info = -10;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    
    // adjust from 1-based indexing
    k -= 1;

    // Function Body
    if (n <= 1)
        return *info;
    
    magma_device_t orig_dev;
    magma_getdevice( &orig_dev );
    
    // zero out current top block of V on all GPUs
    for( d = 0; d < ngpu; ++d ) {
        magma_setdevice( d );
        magmablas_slaset( MagmaFull, nb, nb, c_zero, c_zero, dV(d,k,0), ldv, data->queues[d] );
    }
    
    // set all Y=0
    lapackf77_slaset( "Full", &n, &nb, &c_zero, &c_zero, Y, &ldy );
    
    for (i = 0; i < nb; ++i) {
        n_k_i_1 = n - k - i - 1;
        n_k     = n - k;
        
        if (i > 0) {
            // Finish applying I - V * T * V' on right
            tmp = MAGMA_S_NEGATE( tau[i-1] );
            blasf77_saxpy( &n_k, &tmp, Y(k,i-1), &ione, A(k,i), &ione );
            
            // Apply I - V * T' * V' to this column (call it b) from the
            // left, using the last column of T as workspace, w.
            //
            // Let  V = ( V1 )   and   b = ( b1 )   (first i-1 rows)
            //          ( V2 )             ( b2 )
            // where V1 is unit lower triangular
            
            // w := b1 = A(k+1:k+i, i)
            blasf77_scopy( &i,
                           A(k+1,i), &ione,
                           T(0,nb-1), &ione );
            
            // w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
            blasf77_strmv( "Lower", "Conj", "Unit", &i,
                           A(k+1,0), &lda,
                           T(0,nb-1), &ione );
            
            // w := w + V2'*b2 = w + VA(k+i+1:n-1, 0:i-1)' * A(k+i+1:n-1, i)
            blasf77_sgemv( "Conj", &n_k_i_1, &i,
                           &c_one, A(k+i+1,0), &lda,
                                   A(k+i+1,i), &ione,
                           &c_one, T(0,nb-1), &ione );
            
            // w := T'*w = T(0:i-1, 0:i-1)' * w
            blasf77_strmv( "Upper", "Conj", "Non-unit", &i,
                           T(0,0), &ldt,
                           T(0,nb-1), &ione );
            
            // b2 := b2 - V2*w = A(k+i+1:n-1, i) - VA(k+i+1:n-1, 0:i-1) * w
            blasf77_sgemv( "No trans", &n_k_i_1, &i,
                           &c_neg_one, A(k+i+1,0), &lda,
                                       T(0,nb-1), &ione,
                           &c_one,     A(k+i+1,i), &ione );
            
            // w := V1*w = VA(k+1:k+i, 0:i-1) * w
            blasf77_strmv( "Lower", "No trans", "Unit", &i,
                           A(k+1,0), &lda,
                           T(0,nb-1), &ione );
            
            // b1 := b1 - w = A(k+1:k+i-1, i) - w
            blasf77_saxpy( &i,
                           &c_neg_one, T(0,nb-1), &ione,
                                       A(k+1,i), &ione );
            
            // Restore diagonal element, saved below during previous iteration
            *A(k+i,i-1) = ei;
        }
        
        // Generate the elementary reflector H(i) to annihilate A(k+i+1:n-1,i)
        lapackf77_slarfg( &n_k_i_1,
                          A(k+i+1,i),
                          A(k+i+2,i), &ione, &tau[i] );
        // Save diagonal element and set to one, to simplify multiplying by V
        ei = *A(k+i+1,i);
        *A(k+i+1,i) = c_one;

        // compute yi = A vi = sum_g A{d} vi{d}
        nblocks = (n-1) / nb / ngpu + 1;
        for( d = 0; d < ngpu; ++d ) {
            magma_setdevice( d );
            
            // dV(k+i+1:n-1, i) = VA(k+i:n, i)
            magma_ssetvector_async( n_k_i_1,
                                    A(k+i+1,i), 1,
                                    dV(d, k+i+1, i), 1, data->queues[d] );
            
            // copy column of dV -> dVd, using block cyclic distribution.
            // This assumes V and Vd have been padded so that
            // a 2D matrix copy doesn't access them out-of-bounds
            gblock = k / nb;
            lblock = gblock / ngpu;
            lgid   = gblock % ngpu;
            if ( d < lgid ) {
                lblock += 1;
            }
            // treat V as (nb*ngpu) x nblock matrix, and Vd as nb x nblock matrix
            magmablas_slacpy( MagmaFull, nb, nblocks-lblock,
                              dV (d, d*nb + lblock*nb*ngpu, i), nb*ngpu,
                              dVd(d, 0    + lblock*nb,      i), nb, data->queues[d] );
            
            // convert global indices (k) to local indices (dk)
            magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
            
            // dY(k:n, i) = dA(k:n, k+i+1:n) * dV(k+i+1:n, i)
            // skip if matrix is empty
            // each GPU copies to different temporary vector in Y,
            // which are summed in separate loop below
            if ( dn-dki1 > 0 ) {
                magma_sgemv( MagmaNoTrans, n-k, dn-dki1,
                             c_one,  dA (d, k,    dki1), ldda,
                                     dVd(d, dki1,    i), 1,
                             c_zero, dY (d, k,       i), 1, data->queues[d] );
                
                // copy vector to host, storing in column nb+d of Y
                // as temporary space (Y has >= nb+ngpu columns)
                magma_sgetvector_async( n-k,
                                        dY(d, k, i), 1,
                                        Y(k, nb+d),  1, data->queues[d] );
            }
        }
        
        // while GPU is doing above Ag*v...
        // Compute T(0:i,i) = [ -tau T V' vi ]
        //                    [  tau         ]
        // T(0:i-1, i) = -tau VA(k+i+1:n-1, 0:i-1)' VA(k+i+1:n-1, i)
        scale = MAGMA_S_NEGATE( tau[i] );
        blasf77_sgemv( "Conj", &n_k_i_1, &i,
                       &scale,  A(k+i+1,0), &lda,
                                A(k+i+1,i), &ione,
                       &c_zero, T(0,i), &ione );
        // T(0:i-1, i) = T(0:i-1, 0:i-1) * T(0:i-1, i)
        blasf77_strmv( "Upper", "No trans", "Non-unit", &i,
                       T(0,0), &ldt,
                       T(0,i), &ione );
        *T(i,i) = tau[i];
        
        // apply reflectors to next column, A(i+1), on right only.
        // one axpy will be required to finish this, in the next iteration above
        if ( i > 0 && i+1 < nb ) {
            // Update next column, A(k:n,i+1), applying Q on right.
            // One axpy will be required to finish this, in the next iteration
            // above, after yi is computed.
            // This updates one more row than LAPACK does (row k),
            // making block above panel an even multiple of nb.
            // Use last column of T as workspace, w.
            magma_int_t i1 = i+1;
            
            // If real, conjugate row of V, and undo afterwards
            #ifdef COMPLEX
            lapackf77_slacgv( &i1,  A(k+i1,0), &lda );
            #endif
            // w = T(0:i, 0:i+1) * VA(k+i+1, 0:i+1)'
            // T is now rectangular, so we use gemv instead of trmv as in lapack.
            blasf77_sgemv( "No trans", &i, &i1,
                           &c_one,  T(0,0), &ldt,
                                    A(k+i1,0), &lda,
                           &c_zero, T(0,nb-1), &ione );
            #ifdef COMPLEX
            lapackf77_slacgv( &i1,  A(k+i1,0), &lda );
            #endif
            
            // A(k:n, i+1) -= Y(k:n, 0:i) * w
            blasf77_sgemv( "No trans", &n_k, &i,
                           &c_neg_one, Y(k,0), &ldy,
                                       T(0,nb-1), &ione,
                           &c_one,     A(k,i1), &ione );
        }
        
        // yi = sum_g yi{d}
        for( d = 0; d < ngpu; ++d ) {
            magma_setdevice( d );
            magma_queue_sync( data->queues[d] );
            magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
            if ( dn-dki1 > 0 ) {
                // yi = yi + yi{d}
                blasf77_saxpy( &n_k, &c_one, Y(k,nb+d), &ione, Y(k,i), &ione );
            }
        }
    }
    // Restore diagonal element
    *A(k+nb,nb-1) = ei;
    
    // compute Y = Am V = sum_g Am{d} V{d} --- top part, Y(0:k-1,:)
    for( d = 0; d < ngpu; ++d ) {
        magma_setdevice( d );
        
        // convert global indices (k) to local indices (dk)
        magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
        
        // dY(0:k, :) = dA(0:k, k+i+1:n-1) * dV(k+i+1:n-1, :)
        // skip if matrix is empty
        // each GPU copies to different temporary block in Y,
        // which are summed in separate loop below
        if ( dn-dki1 > 0 ) {
            magma_sgemm( MagmaNoTrans, MagmaNoTrans, k, nb, dn-dki1,
                         c_one,  dA (d, 0,    dki1), ldda,
                                 dVd(d, dki1,    0), ldvd,
                         c_zero, dY (d, 0,       0), ldda, data->queues[d] );
            
            // copy result to host, storing in columns [nb + nb*d : nb + nb*(d+1)] of Y
            // as temporary space (Y has nb + nb*ngpu columns)
            magma_sgetmatrix_async( k, nb,
                                    dY(d, 0, 0),  ldda,
                                    Y(0,nb+nb*d), ldy, data->queues[d] );
        }
    }
    
    // Y = sum_g Y{d}
    for( d = 0; d < ngpu; ++d ) {
        magma_setdevice( d );
        magma_queue_sync( 0 );
        magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
        if ( dn-dki1 > 0 ) {
            // Y = Y + Am V
            for( i = 0; i < nb; ++i ) {
                blasf77_saxpy( &k, &c_one, Y(0,nb+nb*d+i), &ione, Y(0,i), &ione );
            }
        }
    }
    
    // copy Y and T matrices to GPUs
    for( d = 0; d < ngpu; ++d ) {
        magma_setdevice( d );
        magma_ssetmatrix_async( n, nb, Y, ldy, dY(d, 0, 0), ldda, data->queues[d] );
        magma_ssetmatrix_async( nb, nb, T, nb, dTi(d),      nb,   data->queues[d] );
    }

    magma_setdevice( orig_dev );
    
    return *info;
} /* magma_slahr2 */