Exemplo n.º 1
0
/**
    Purpose
    -------
    SPOTRF computes the Cholesky factorization of a real symmetric
    positive definite matrix dA.

    The factorization has the form
       dA = U**H * U,   if UPLO = MagmaUpper, or
       dA = L  * L**H,  if UPLO = MagmaLower,
    where U is an upper triangular matrix and L is lower triangular.

    This is the block version of the algorithm, calling Level 3 BLAS.

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

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

    @param[in,out]
    d_lA    REAL array of pointers on the GPU, dimension (ngpu)
            On entry, the symmetric matrix dA distributed over GPUs
            (dl_A[d] points to the local matrix on the d-th GPU).
            It is distributed in 1D block column or row cyclic (with the
            block size of nb) if UPLO = MagmaUpper or MagmaLower, respectively.
            If UPLO = MagmaUpper, the leading N-by-N upper triangular
            part of dA contains the upper triangular part of the matrix dA,
            and the strictly lower triangular part of dA is not referenced.
            If UPLO = MagmaLower, the leading N-by-N lower triangular part
            of dA contains the lower triangular part of the matrix dA, and
            the strictly upper triangular part of dA is not referenced.
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization dA = U**H * U or dA = L * L**H.

    @param[in]
    ldda     INTEGER
            The leading dimension of the array dA.  LDDA >= max(1,N).
            To benefit from coalescent memory accesses LDDA must be
            divisible by 16.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
      -     > 0:  if INFO = i, the leading minor of order i is not
                  positive definite, and the factorization could not be
                  completed.

    @ingroup magma_sposv_comp
    ********************************************************************/
extern "C" magma_int_t
magma_spotrf_mgpu_right(
    magma_int_t ngpu,
    magma_uplo_t uplo, magma_int_t n,
    magmaFloat_ptr d_lA[], magma_int_t ldda,
    magma_int_t *info )
{
    #define dlA(id, i, j)  (d_lA[(id)] + (j) * ldda + (i))
    #define dlP(id, i, j)  (d_lP[(id)] + (j) * ldda + (i))

    #define panel(j)  (panel + (j))
    #define tmppanel(j)  (tmppanel + (j))
    #define tmpprevpanel(j)  (tmpprevpanel + (j))
    #define STREAM_ID(i) (nqueue > 1 ? 1+((i)/nb)%(nqueue-1) : 0)

    float z_one = MAGMA_S_MAKE(  1.0, 0.0 );
    float mz_one = MAGMA_S_MAKE( -1.0, 0.0 );
    float             one =  1.0;
    float             m_one = -1.0;
    const char* uplo_ = lapack_uplo_const( uplo );

    magma_int_t j, nb, d, id, j_local, blkid, crosspoint, prevtrsmrows=0, nqueue = 5;
    float *panel, *tmppanel0, *tmppanel1, *tmppanel, *tmpprevpanel;
    float *d_lP[MagmaMaxGPUs], *dlpanel, *dlpanels[MagmaMaxGPUs];
    magma_int_t rows, trsmrows, igpu, n_local[MagmaMaxGPUs], ldpanel;
    magma_queue_t queues[MagmaMaxGPUs][10];

    *info = 0;
    if ( uplo != MagmaUpper && uplo != MagmaLower ) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (ldda < max(1,n)) {
        *info = -4;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    magma_device_t orig_dev;
    magma_getdevice( &orig_dev );
    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );

    nb = magma_get_spotrf_nb(n);

    ldpanel = ldda;
    magma_setdevice(0);
    if (MAGMA_SUCCESS != magma_smalloc_pinned( &panel, 2 * nb * ldpanel )) {
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }

    tmppanel0 = panel;
    tmppanel1 = tmppanel0 + nb * ldpanel;

    if ((nb <= 1) || (nb >= n)) {
        // Use unblocked code.
        magma_sgetmatrix( n, n, dlA(0, 0, 0), ldda, panel, ldpanel);
        lapackf77_spotrf( uplo_, &n, panel, &ldpanel, info);
        magma_ssetmatrix( n, n, panel, ldpanel, dlA(0, 0, 0), ldda );
    } else {
        for( d = 0; d < ngpu; d++ ) {
            // local-n and local-ld
            n_local[d] = ((n / nb) / ngpu) * nb;
            if (d < (n / nb) % ngpu)
                n_local[d] += nb;
            else if (d == (n / nb) % ngpu)
                n_local[d] += n % nb;

            magma_setdevice(d);
            magma_device_sync();
            if (MAGMA_SUCCESS != magma_smalloc( &d_lP[d], nb * ldda )) {
                for( j = 0; j < d; j++ ) {
                    magma_setdevice(j);
                    magma_free( d_lP[d] );
                }
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }
            for( j=0; j < nqueue; j++ ) {
                magma_queue_create( &queues[d][j] );
            }
        }

        //#define ENABLE_TIMER
        #if defined (ENABLE_TIMER)
        real_Double_t therk[4], tmtc, tcchol, tctrsm, tctm, tmnp, tcnp;
        real_Double_t ttot_herk[4] = {0,0,0,0}, ttot_mtc = 0, ttot_cchol = 0, ttot_ctrsm = 0, ttot_ctm = 0, ttot_mnp = 0, ttot_cnp = 0;
        printf("\n\n %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s %10s\n",
                "j", "nb", "row", "mtc", "CPU_np", "panel", "ctrsm", "CH+TRSM", "CPU", "dsyrk[0]", "dsyrk[1]", "dsyrk[2]", "dsyrk[3]", "ctm P", "gpu_np");
        printf("     ====================================================================================================\n");
        #endif

        // Use blocked code.
        if (uplo == MagmaUpper) {
            printf( " === not supported, yet ===\n" );
        } else {
            blkid = -1;
            if (ngpu == 4)
                crosspoint = n;
            else if (ngpu == 3)
                crosspoint = n;
            else if (ngpu == 2)
                crosspoint = 20160;
            else
                crosspoint = 0;
            crosspoint = 0; //n; //n -- > gpu always does next panel, 0 --> cpu always does next panel
            crosspoint = n;

            #if defined (ENABLE_TIMER)
            real_Double_t tget = magma_wtime(), tset = 0.0, ttot = 0.0;
            #endif
            if ( n > nb ) {
                // send first panel to cpu
                magma_setdevice(0);
                tmppanel = tmppanel0;
                magma_sgetmatrix_async(n, nb,
                        dlA(0, 0, 0), ldda,
                        tmppanel(0),  ldpanel,
                        queues[0][0] );
            }
            #if defined (ENABLE_TIMER)
            for( d=0; d < ngpu; d++ ) {
                magma_setdevice(d);
                magma_device_sync();
            }
            tget = magma_wtime()-tget;
            #endif

            // Compute the Cholesky factorization A = L*L'
            for (j = 0; (j + nb) < n; j += nb) {
                #if defined (ENABLE_TIMER)
                therk[0] = therk[1] = therk[2] = therk[3] = tmtc = tcchol = tctrsm = tctm = tmnp = tcnp = 0.0;
                #endif

                blkid += 1;
                tmppanel = (blkid % 2 == 0) ? tmppanel0 : tmppanel1;
                // Set the gpu number that holds the current panel
                id = (j / nb) % ngpu;
                magma_setdevice(id);

                // Set the local index where the current panel is
                j_local = j / (nb * ngpu) * nb;
                
                rows = n - j;
                // Wait for the panel on cpu
                magma_queue_sync( queues[id][0] );
                if (j > 0 && prevtrsmrows > crosspoint) {
                    #if defined (ENABLE_TIMER)
                    tcnp = magma_wtime();
                    #endif

                    tmpprevpanel = ((blkid - 1) % 2) == 0 ? tmppanel0 : tmppanel1;

                    blasf77_sgemm( MagmaNoTransStr, MagmaConjTransStr,
                            &rows, &nb, &nb,
                            &mz_one, tmpprevpanel(j), &ldpanel,
                                     tmpprevpanel(j), &ldpanel,
                            &z_one,      tmppanel(j), &ldpanel );

                    #if defined (ENABLE_TIMER)
                    tcnp = magma_wtime() - tcnp;
                    ttot_cnp += tcnp;
                    #endif
                }

                #if defined (ENABLE_TIMER)
                tcchol = magma_wtime();
                #endif
                lapackf77_spotrf(MagmaLowerStr, &nb, tmppanel(j), &ldpanel, info);
                if (*info != 0) {
                    *info = *info + j;
                    break;
                }

                #if defined (ENABLE_TIMER)
                tcchol = magma_wtime() - tcchol;
                ttot_cchol += tcchol;
                tctrsm = magma_wtime();
                #endif

                trsmrows = rows - nb;

                if (trsmrows > 0) {
                    blasf77_strsm(MagmaRightStr, MagmaLowerStr, MagmaConjTransStr, MagmaNonUnitStr,
                                  &trsmrows, &nb,
                                  &z_one, tmppanel(j), &ldpanel,
                                          tmppanel(j + nb), &ldpanel);
                }

                #if defined (ENABLE_TIMER)
                tctrsm = magma_wtime() - tctrsm;
                ttot_ctrsm += tctrsm;
                tctm = magma_wtime();
                #endif

                d = (id + 1) % ngpu;
                // send current panel to gpus
                for (igpu = 0; igpu < ngpu; igpu++, d = (d + 1) % ngpu ) {
                    magma_int_t myrows = 0;
                    magma_int_t row_offset = 0;
                    if ( d == id ) {
                        dlpanel = dlA(d, j, j_local);
                        myrows = rows;
                        row_offset = 0;
                    } else {
                        dlpanel = dlP(d, 0, 0);
                        myrows = trsmrows;
                        row_offset = nb;
                    }

                    if (myrows > 0) {
                        magma_setdevice(d);
                        magma_ssetmatrix_async(myrows, nb,
                                tmppanel(j + row_offset),    ldpanel,
                                dlpanel, ldda, queues[d][0] );
                    }
                }
                /* make sure panel is on GPUs */
                d = (id + 1) % ngpu;
                for (igpu = 0; igpu < ngpu; igpu++, d = (d + 1) % ngpu ) {
                    magma_setdevice(d);
                    magma_queue_sync( queues[d][0] );
                }

                #if defined (ENABLE_TIMER)
                tctm = magma_wtime() - tctm;
                ttot_ctm += tctm;
                #endif

                if ( (j + nb) < n) {
                    magma_int_t offset = 0;
                    magma_int_t row_offset = 0;
                    if (j + nb + nb < n) {
                        d = (id + 1) % ngpu;
                        magma_setdevice(d);
                        magma_int_t j_local2 = (j + nb) / (nb * ngpu) * nb;
                        if (trsmrows <= crosspoint) {
                            #if defined (ENABLE_TIMER)
                            tmnp = magma_wtime();
                            #endif

                            // do gemm on look ahead panel
                            if ( d == id ) {
                                dlpanel = dlA(d, j + nb, j_local);
                            } else {
                                dlpanel = dlP(d, 0, 0);
                            }

                            magmablasSetKernelStream( queues[d][STREAM_ID(j_local2)] );
                            #define SSYRK_ON_DIAG
                            #ifdef  SSYRK_ON_DIAG
                            magma_ssyrk( MagmaLower, MagmaNoTrans,
                                    nb, nb,
                                    m_one, dlpanel, ldda,
                                     one,  dlA(d, j + nb, j_local2), ldda);
                            magma_sgemm( MagmaNoTrans, MagmaConjTrans,
                                    trsmrows-nb, nb, nb,
                                    mz_one, dlpanel+nb, ldda,
                                            dlpanel,    ldda,
                                     z_one, dlA(d, j + nb +nb, j_local2), ldda);
                            #else
                            magma_sgemm( MagmaNoTrans, MagmaConjTrans,
                                    trsmrows, nb, nb,
                                    mz_one, dlpanel, ldda,
                                            dlpanel, ldda,
                                     z_one, dlA(d, j + nb, j_local2), ldda);
                            #endif

                            #if defined (ENABLE_TIMER)
                            magma_device_sync();
                            tmnp = magma_wtime() - tmnp;
                            ttot_mnp += tmnp;
                            #endif
                        }
                        // send next panel to cpu
                        magma_queue_sync( queues[d][STREAM_ID(j_local2)] ); // make sure lookahead is done
                        tmppanel = ((blkid+1) % 2 == 0) ? tmppanel0 : tmppanel1;
                        magma_sgetmatrix_async(rows-nb, nb,
                                dlA(d, j+nb, j_local2), ldda,
                                tmppanel(j+nb),  ldpanel,
                                queues[d][0] );
                        tmppanel = (blkid % 2 == 0) ? tmppanel0 : tmppanel1;

                        offset = j + nb + nb;
                        row_offset = nb;
                    } else {
                        offset = j + nb;
                        row_offset = 0;
                    }

                    if (n - offset > 0) {
                        // syrk on multiple gpu
                        for (d = 0; d < ngpu; d++ ) {
                            if ( d == id ) {
                                dlpanels[d] = dlA(d, j + nb + row_offset, j_local);
                            } else {
                                dlpanels[d] = dlP(d, row_offset, 0);
                            }
                        }

                        #if defined (ENABLE_TIMER)
                        for( d=0; d < ngpu; d++ ) therk[d] = magma_wtime();
                        #endif

                        //magmablasSetKernelStream( queues[d] );
                        //magma_ssyrk(MagmaLower, MagmaNoTrans, n - offset, nb,
                        //        m_one, dlpanel, ldda,
                        //        one, &d_lA[d][offset + offset*ldda], ldda );
                        #ifdef  SSYRK_ON_DIAG
                        magma_ssyrk_mgpu
                        #else
                        magma_ssyrk_mgpu2
                        #endif
                                        (ngpu, MagmaLower, MagmaNoTrans,
                                         nb, n - offset, nb,
                                         m_one, dlpanels, ldda, 0,
                                         one,   d_lA,     ldda, offset,
                                         nqueue, queues );
                        #if defined (ENABLE_TIMER)
                        for( d=0; d < ngpu; d++ ) {
                            magma_setdevice(d);
                            magma_device_sync();
                            therk[d] = magma_wtime() - therk[d];
                            ttot_herk[d] += therk[d];
                        }
                        #endif
                    }

                    prevtrsmrows = trsmrows;

                    #if defined (ENABLE_TIMER)
                    ttot += (tcnp+tcchol+tctrsm+therk[0]+therk[1]+therk[2]+tctm+tmnp);
                    printf("%10d %10d %10d %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf(%d) %10.3lf\n",
                            j, nb, rows, tmtc,
                            tcnp,     // gemm
                            tcchol,   // potrf
                            tctrsm,   // trsm
                            (tcchol + tctrsm),
                            (tmtc+tcnp+tcchol+tctrsm),
                            therk[0], therk[1], therk[2], therk[3], // syrk
                            tctm, // copy panel to GPU
                            tmnp, // lookahead on GPU
                            (id + 1) % ngpu,
                            (tcnp+tcchol+tctrsm+therk[0]+therk[1]+therk[2]+tctm+tmnp));
                    fflush(0);
                    #endif
                }
            }
            for( d = 0; d < ngpu; d++ ) {
                magma_setdevice(d);
                for( id=0; id < nqueue; id++ ) {
                    magma_queue_sync( queues[d][id] );
                }
            }
            #if defined (ENABLE_TIMER)
            printf("\n%10d %10d %10d %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf(-) %10.3lf\n",
                    n, n, 0, ttot_mtc,
                    ttot_cnp,     // gemm
                    ttot_cchol,   // potrf
                    ttot_ctrsm,   // trsm
                    (ttot_cchol + ttot_ctrsm),
                    (ttot_mtc+ttot_cnp+ttot_cchol+ttot_ctrsm),
                    ttot_herk[0], ttot_herk[1], ttot_herk[2], ttot_herk[3], // syrk
                    ttot_ctm, // copy panel to GPU
                    ttot_mnp, // lookahead on GPU
                    (ttot_cnp+ttot_cchol+ttot_ctrsm+ttot_herk[0]+ttot_herk[1]+ttot_herk[2]+ttot_ctm+ttot_mnp));
            printf("%10d %10d %10d %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf %10.3lf(-) %10.3lf (ratio)\n",
                    n, n, 0, ttot_mtc/ttot,
                    ttot_cnp/ttot,     // gemm
                    ttot_cchol/ttot,   // potrf
                    ttot_ctrsm/ttot,   // trsm
                    (ttot_cchol + ttot_ctrsm)/ttot,
                    (ttot_mtc+ttot_cnp+ttot_cchol+ttot_ctrsm)/ttot,
                    ttot_herk[0]/ttot, ttot_herk[1]/ttot, ttot_herk[2]/ttot, ttot_herk[3]/ttot, // syrk
                    ttot_ctm/ttot, // copy panel to GPU
                    ttot_mnp/ttot, // lookahead on GPU
                    (ttot_cnp+ttot_cchol+ttot_ctrsm+ttot_herk[0]+ttot_herk[1]+ttot_herk[2]+ttot_ctm+ttot_mnp)/ttot);
            #endif

            // cholesky for the last block
            if (j < n && *info == 0) {
                rows = n - j;
                id = (j / nb) % ngpu;

                // Set the local index where the current panel is
                j_local = j / (nb * ngpu) * nb;
                
                magma_setdevice(id);
                #if defined (ENABLE_TIMER)
                tset = magma_wtime();
                #endif
                magma_sgetmatrix(rows, rows, dlA(id, j, j_local), ldda, panel(j), ldpanel);
                lapackf77_spotrf(MagmaLowerStr, &rows, panel(j), &ldpanel, info);
                magma_ssetmatrix(rows, rows, panel(j), ldpanel, dlA(id, j, j_local), ldda);
                #if defined (ENABLE_TIMER)
                tset = magma_wtime() - tset;
                #endif
            }
            #if defined (ENABLE_TIMER)
            printf( " matrix_get,set: %10.3lf %10.3lf -> %10.3lf\n",tget,tset,ttot+tget+tset );
            #endif
        } // end of else not upper

        // clean up
        for( d = 0; d < ngpu; d++ ) {
            magma_setdevice(d);
            for( j=0; j < nqueue; j++ ) {
                magma_queue_destroy( queues[d][j] );
            }
            magma_free( d_lP[d] );
        }
    } // end of not lapack

    // free workspace
    magma_free_pinned( panel );
    magma_setdevice( orig_dev );
    magmablasSetKernelStream( orig_stream );

    return *info;
} /* magma_spotrf_mgpu_right */
Exemplo n.º 2
0
/**
    Purpose
    -------
    SGETRF_NOPIV computes an LU factorization of a general M-by-N
    matrix A without pivoting.

    The factorization has the form
       A = L * U
    where L is lower triangular with unit diagonal elements (lower
    trapezoidal if m > n), and U is upper triangular (upper
    trapezoidal if m < n).

    This is the right-looking Level 3 BLAS version of the algorithm.

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

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

    @param[in,out]
    A       REAL array, dimension (LDA,N)
            On entry, the M-by-N matrix to be factored.
            On exit, the factors L and U from the factorization
            A = P*L*U; the unit diagonal elements of L are not stored.

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

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
      -     > 0:  if INFO = i, U(i,i) is exactly zero. The factorization
                  has been completed, but the factor U is exactly
                  singular, and division by zero will occur if it is used
                  to solve a system of equations.

    @ingroup magma_sgesv_comp
    ********************************************************************/
extern "C" magma_int_t
magma_sgetrf_nopiv(
    magma_int_t m, magma_int_t n,
    float *A, magma_int_t lda,
    magma_int_t *info)
{
    #define A(i_,j_) (A + (i_) + (j_)*lda)
    
    float c_one = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;
    
    magma_int_t min_mn, i__3, i__4;
    magma_int_t j, jb, nb, iinfo;

    A -= 1 + lda;

    /* Function Body */
    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if (m == 0 || n == 0) {
        return *info;
    }

    /* Determine the block size for this environment. */
    nb = 128;
    min_mn = min(m,n);
    if (nb <= 1 || nb >= min_mn) {
        /* Use unblocked code. */
        magma_sgetf2_nopiv( m, n, A(1,1), lda, info );
    }
    else {
        /* Use blocked code. */
        for (j = 1; j <= min_mn; j += nb) {
            jb = min( min_mn - j + 1, nb );
            
            /* Factor diagonal and subdiagonal blocks and test for exact
               singularity. */
            i__3 = m - j + 1;
            //magma_sgetf2_nopiv( i__3, jb, A(j,j), lda, &iinfo );

            i__3 -= jb;
            magma_sgetf2_nopiv( jb, jb, A(j,j), lda, &iinfo );
            blasf77_strsm( "R", "U", "N", "N", &i__3, &jb, &c_one,
                           A(j,j),    &lda,
                           A(j+jb,j), &lda );
            
            /* Adjust INFO */
            if (*info == 0 && iinfo > 0)
                *info = iinfo + j - 1;

            if (j + jb <= n) {
                /* Compute block row of U. */
                i__3 = n - j - jb + 1;
                blasf77_strsm( "Left", "Lower", "No transpose", "Unit",
                               &jb, &i__3, &c_one,
                               A(j,j),    &lda,
                               A(j,j+jb), &lda );
                if (j + jb <= m) {
                    /* Update trailing submatrix. */
                    i__3 = m - j - jb + 1;
                    i__4 = n - j - jb + 1;
                    blasf77_sgemm( "No transpose", "No transpose",
                                   &i__3, &i__4, &jb, &c_neg_one,
                                   A(j+jb,j),    &lda,
                                   A(j,j+jb),    &lda, &c_one,
                                   A(j+jb,j+jb), &lda );
                }
            }
        }
    }
    
    return *info;
} /* magma_sgetrf_nopiv */
Exemplo n.º 3
0
extern "C" magma_int_t
magma_sgetrf_nopiv(magma_int_t *m, magma_int_t *n, float *a, 
                   magma_int_t *lda, magma_int_t *info)
{
/*  -- MAGMA (version 1.3.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       November 2012

    Purpose   
    =======   
    SGETRF_NOPIV computes an LU factorization of a general M-by-N
    matrix A without pivoting.

    The factorization has the form   
       A = L * U   
    where L is lower triangular with unit diagonal elements (lower 
    trapezoidal if m > n), and U is upper triangular (upper 
    trapezoidal if m < n).   

    This is the right-looking Level 3 BLAS version of the algorithm.   

    Arguments   
    =========   
    M       (input) INTEGER   
            The number of rows of the matrix A.  M >= 0.   

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

    A       (input/output) COMPLEX*16 array, dimension (LDA,N)   
            On entry, the M-by-N matrix to be factored.   
            On exit, the factors L and U from the factorization   
            A = P*L*U; the unit diagonal elements of L are not stored.   

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

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, U(i,i) is exactly zero. The factorization   
                  has been completed, but the factor U is exactly   
                  singular, and division by zero will occur if it is used   
                  to solve a system of equations.   
    =====================================================================   */
   
    float c_one = MAGMA_S_ONE;
    
    magma_int_t a_dim1, a_offset, min_mn, i__3, i__4;
    float z__1;
    magma_int_t j, jb, nb, iinfo;

    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
        *info = -1;
    } else if (*n < 0) {
        *info = -2;
    } else if (*lda < max(1,*m)) {
        *info = -4;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    /* Quick return if possible */
    if (*m == 0 || *n == 0) {
        return *info;
    }

    /* Determine the block size for this environment. */
    nb = 128;
    min_mn = min(*m,*n);
    if (nb <= 1 || nb >= min_mn) 
      {
        /* Use unblocked code. */
        magma_sgetf2_nopiv(m, n, &a[a_offset], lda, info);
      }
    else 
      {
        /* Use blocked code. */
        for (j = 1; j <= min_mn; j += nb)
          {
            /* Computing MIN */
            i__3 = min_mn - j + 1;
            jb = min(i__3,nb);
            
            /* Factor diagonal and subdiagonal blocks and test for exact   
               singularity. */
            i__3 = *m - j + 1;
            //magma_sgetf2_nopiv(&i__3, &jb, &a[j + j * a_dim1], lda, &iinfo);

            i__3 -= jb; 
            magma_sgetf2_nopiv(&jb, &jb, &a[j + j * a_dim1], lda, &iinfo);
            blasf77_strsm("R", "U", "N", "N", &i__3, &jb, &c_one, 
                          &a[j + j * a_dim1], lda,
                          &a[j + jb + j * a_dim1], lda);
            
            /* Adjust INFO */
            if (*info == 0 && iinfo > 0)
              *info = iinfo + j - 1;

            if (j + jb <= *n) 
              {
                /* Compute block row of U. */
                i__3 = *n - j - jb + 1;
                blasf77_strsm("Left", "Lower", "No transpose", "Unit", &jb, &i__3,
                       &c_one, &a[j + j * a_dim1], lda, &a[j + (j+jb)*a_dim1], lda);
                if (j + jb <= *m) 
                  {
                    /* Update trailing submatrix. */
                    i__3 = *m - j - jb + 1;
                    i__4 = *n - j - jb + 1;
                    z__1 = MAGMA_S_NEG_ONE;
                    blasf77_sgemm("No transpose", "No transpose", &i__3, &i__4, &jb, 
                           &z__1, &a[j + jb + j * a_dim1], lda, 
                           &a[j + (j + jb) * a_dim1], lda, &c_one, 
                           &a[j + jb + (j + jb) * a_dim1], lda);
                  }
              }
          }
      }
    
    return *info;
} /* magma_sgetrf_nopiv */
Exemplo n.º 4
0
/**
    Purpose
    -------
    Solves the least squares problem
           min || A*X - C ||
    using the QR factorization A = Q*R computed by SGEQRF_GPU.

    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. M >= N >= 0.

    @param[in]
    nrhs    INTEGER
            The number of columns of the matrix C. NRHS >= 0.

    @param[in]
    dA      REAL array on the GPU, dimension (LDDA,N)
            The i-th column must contain the vector which defines the
            elementary reflector H(i), for i = 1,2,...,n, as returned by
            SGEQRF_GPU in the first n columns of its array argument A.

    @param[in]
    ldda    INTEGER
            The leading dimension of the array A, LDDA >= M.

    @param[in]
    tau     REAL array, dimension (N)
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i), as returned by MAGMA_SGEQRF_GPU.

    @param[in,out]
    dB      REAL array on the GPU, dimension (LDDB,NRHS)
            On entry, the M-by-NRHS matrix C.
            On exit, the N-by-NRHS solution matrix X.

    @param[in]
    dT      REAL array that is the output (the 6th argument)
            of magma_sgeqrf_gpu of size
            2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
            The array starts with a block of size MIN(M,N)*NB that stores
            the triangular T matrices used in the QR factorization,
            followed by MIN(M,N)*NB block storing the diagonal block
            inverses for the R matrix, followed by work space of size
            ((N+31)/32*32 )* MAX(NB, NRHS).

    @param[in]
    lddb    INTEGER
            The leading dimension of the array dB. LDDB >= M.

    @param[out]
    hwork   (workspace) REAL array, dimension (LWORK)
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK,
            LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
            where NB is the blocksize given by magma_get_sgeqrf_nb( M ).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the HWORK array, returns
            this value as the first entry of the WORK array.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value

    @ingroup magma_sgels_comp
    ********************************************************************/
extern "C" magma_int_t
magma_sgeqrs_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
                 float *dA,    magma_int_t ldda,
                 float *tau,   float *dT,
                 float *dB,    magma_int_t lddb,
                 float *hwork, magma_int_t lwork,
                 magma_int_t *info)
{
    #define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
    #define dT(a_1)     (dT + (lddwork+(a_1))*nb)

    float c_zero    = MAGMA_S_ZERO;
    float c_one     = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;
    float *dwork;
    magma_int_t i, k, lddwork, rows, ib;
    magma_int_t ione = 1;

    magma_int_t nb     = magma_get_sgeqrf_nb(m);
    magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
    int lquery = (lwork == -1);

    hwork[0] = MAGMA_S_MAKE( (float)lwkopt, 0. );

    *info = 0;
    if (m < 0)
        *info = -1;
    else if (n < 0 || m < n)
        *info = -2;
    else if (nrhs < 0)
        *info = -3;
    else if (ldda < max(1,m))
        *info = -5;
    else if (lddb < max(1,m))
        *info = -9;
    else if (lwork < lwkopt && ! lquery)
        *info = -11;

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

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

    /* B := Q' * B */
    magma_sormqr_gpu( MagmaLeft, MagmaTrans,
                      m, nrhs, n,
                      dA(0,0), ldda, tau,
                      dB, lddb, hwork, lwork, dT, nb, info );
    if ( *info != 0 ) {
        return *info;
    }

    /* Solve R*X = B(1:n,:) */
    lddwork= k;
    if (nb < k)
        dwork = dT+2*lddwork*nb;
    else
        dwork = dT;
    // To do: Why did we have this line originally; seems to be a bug (Stan)?
    // dwork = dT;

    i    = (k-1)/nb * nb;
    ib   = n-i;
    rows = m-i;

    // TODO: this assumes that, on exit from magma_sormqr_gpu, hwork contains
    // the last block of A and B (i.e., C in sormqr). This should be fixed.
    // Seems this data should already be on the GPU, so could switch to
    // magma_strsm and drop the ssetmatrix.
    if ( nrhs == 1 ) {
        blasf77_strsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, hwork,         &rows,
                            hwork+rows*ib, &ione);
    } else {
        blasf77_strsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, &nrhs,
                       &c_one, hwork,         &rows,
                               hwork+rows*ib, &rows);
    }
    
    // update the solution vector
    magma_ssetmatrix( ib, nrhs, hwork+rows*ib, rows, dwork+i, lddwork );

    // update c
    if (nrhs == 1)
        magma_sgemv( MagmaNoTrans, i, ib,
                     c_neg_one, dA(0, i), ldda,
                                dwork + i,   1,
                     c_one,     dB,           1);
    else
        magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                     i, nrhs, ib,
                     c_neg_one, dA(0, i), ldda,
                                dwork + i,   lddwork,
                     c_one,     dB,           lddb);

    int start = i-nb;
    if (nb < k) {
        for (i = start; i >= 0; i -= nb) {
            ib = min(k-i, nb);
            rows = m -i;

            if (i + ib < n) {
                if (nrhs == 1) {
                    magma_sgemv( MagmaNoTrans, ib, ib,
                                 c_one,  dT(i), ib,
                                         dB+i,      1,
                                 c_zero, dwork+i,  1);
                    magma_sgemv( MagmaNoTrans, i, ib,
                                 c_neg_one, dA(0, i), ldda,
                                            dwork + i,   1,
                                 c_one,     dB,           1);
                }
                else {
                    magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                                 ib, nrhs, ib,
                                 c_one,  dT(i), ib,
                                         dB+i,      lddb,
                                 c_zero, dwork+i,  lddwork);
                    magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                                 i, nrhs, ib,
                                 c_neg_one, dA(0, i), ldda,
                                            dwork + i,   lddwork,
                                 c_one,     dB,          lddb);
                }
            }
        }
    }

    magma_scopymatrix( (n), nrhs,
                       dwork, lddwork,
                       dB,    lddb );
    
    return *info;
}
Exemplo n.º 5
0
extern "C" magma_err_t
magma_sgeqrs_gpu(magma_int_t m, magma_int_t n, magma_int_t nrhs,
                 magmaFloat_ptr dA, size_t dA_offset, magma_int_t ldda,
                 float *tau,   magmaFloat_ptr dT, size_t dT_offset,
                 magmaFloat_ptr dB, size_t dB_offset, magma_int_t lddb,
                 float *hwork, magma_int_t lwork,
                 magma_int_t *info, magma_queue_t queue)
{
/*  -- clMagma (version 0.1) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       @date January 2014

    Purpose
    =======
    Solves the least squares problem
           min || A*X - C ||
    using the QR factorization A = Q*R computed by SGEQRF_GPU.

    Arguments
    =========
    M       (input) INTEGER
            The number of rows of the matrix A. M >= 0.

    N       (input) INTEGER
            The number of columns of the matrix A. M >= N >= 0.

    NRHS    (input) INTEGER
            The number of columns of the matrix C. NRHS >= 0.

    A       (input) REAL array on the GPU, dimension (LDDA,N)
            The i-th column must contain the vector which defines the
            elementary reflector H(i), for i = 1,2,...,n, as returned by
            SGEQRF_GPU in the first n columns of its array argument A.

    LDDA    (input) INTEGER
            The leading dimension of the array A, LDDA >= M.

    TAU     (input) REAL array, dimension (N)
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i), as returned by MAGMA_SGEQRF_GPU.

    DB      (input/output) REAL array on the GPU, dimension (LDDB,NRHS)
            On entry, the M-by-NRHS matrix C.
            On exit, the N-by-NRHS solution matrix X.

    DT      (input) REAL array that is the output (the 6th argument)
            of magma_sgeqrf_gpu of size
            2*MIN(M, N)*NB + ((N+31)/32*32 )* MAX(NB, NRHS).
            The array starts with a block of size MIN(M,N)*NB that stores
            the triangular T matrices used in the QR factorization,
            followed by MIN(M,N)*NB block storing the diagonal block
            inverses for the R matrix, followed by work space of size
            ((N+31)/32*32 )* MAX(NB, NRHS).

    LDDB    (input) INTEGER
            The leading dimension of the array DB. LDDB >= M.

    HWORK   (workspace/output) REAL array, dimension (LWORK)
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK   (input) INTEGER
            The dimension of the array WORK, LWORK >= max(1,NRHS).
            For optimum performance LWORK >= (M-N+NB)*(NRHS + 2*NB), where
            NB is the blocksize given by magma_get_sgeqrf_nb( M ).

            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the HWORK array, returns
            this value as the first entry of the WORK array.

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
    =====================================================================    */

   #define a_ref(a_1,a_2)  dA, (dA_offset + (a_1) + (a_2)*(ldda))
   #define d_ref(a_1)      dT, (dT_offset + (lddwork+(a_1))*nb)

    float c_zero    = MAGMA_S_ZERO;
    float c_one     = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;
    magmaFloat_ptr dwork;
    magma_int_t i, k, lddwork, rows, ib;
    magma_int_t ione = 1;

    magma_int_t nb     = magma_get_sgeqrf_nb(m);
    magma_int_t lwkopt = (m-n+nb)*(nrhs+2*nb);
    long int lquery = (lwork == -1);

    hwork[0] = MAGMA_S_MAKE( (float)lwkopt, 0. );

    *info = 0;
    if (m < 0)
        *info = -1;
    else if (n < 0 || m < n)
        *info = -2;
    else if (nrhs < 0)
        *info = -3;
    else if (ldda < max(1,m))
        *info = -5;
    else if (lddb < max(1,m))
        *info = -8;
    else if (lwork < lwkopt && ! lquery)
        *info = -10;

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

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

    /* B := Q' * B */
    magma_sormqr_gpu( MagmaLeft, MagmaTrans,
                      m, nrhs, n,
                      a_ref(0,0), ldda, tau,
                      dB, dB_offset, lddb, hwork, lwork, dT, dT_offset, nb, info, queue );
    if ( *info != 0 ) {
        return *info;
    }

    /* Solve R*X = B(1:n,:) */
    lddwork= k;

    int ldtwork;
    size_t dwork_offset = 0;
    if (nb < k)
      {
        dwork = dT;
        dwork_offset = dT_offset+2*lddwork*nb;
      }
    else
      {
        ldtwork = ( 2*k + ((n+31)/32)*32 )*nb;
        magma_smalloc( &dwork, ldtwork );
      }
    // To do: Why did we have this line originally; seems to be a bug (Stan)?
    //dwork = dT;

    i    = (k-1)/nb * nb;
    ib   = n-i;
    rows = m-i;

    if ( nrhs == 1 ) {
        blasf77_strsv( MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, hwork,         &rows,
                            hwork+rows*ib, &ione);
    } else {
        blasf77_strsm( MagmaLeftStr, MagmaUpperStr, MagmaNoTransStr, MagmaNonUnitStr,
                       &ib, &nrhs,
                       &c_one, hwork,         &rows,
                               hwork+rows*ib, &rows);
    }
      
    // update the solution vector
    magma_ssetmatrix( ib, nrhs, hwork+rows*ib, 0, rows, dwork, dwork_offset+i, lddwork, queue );

    // update c
    if (nrhs == 1)
        magma_sgemv( MagmaNoTrans, i, ib,
                     c_neg_one, a_ref(0, i), ldda,
                                         dwork, dwork_offset+i, 1,
                     c_one,     dB, dB_offset, 1, queue );
    else
        magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                     i, nrhs, ib,
                     c_neg_one, a_ref(0, i), ldda,
                                dwork, dwork_offset + i,   lddwork,
                     c_one,     dB, dB_offset, lddb, queue );

    int start = i-nb;
    if (nb < k) {
        for (i = start; i >=0; i -= nb) {
            ib = min(k-i, nb);
            rows = m -i;

            if (i + ib < n) {
                if (nrhs == 1) {
                    magma_sgemv( MagmaNoTrans, ib, ib,
                                 c_one,  d_ref(i), ib,
                                 dB, dB_offset+i,      1,
                                 c_zero, dwork, dwork_offset+i,  1, queue );
                    magma_sgemv( MagmaNoTrans, i, ib,
                                 c_neg_one, a_ref(0, i), ldda,
                                 dwork, dwork_offset+i,   1,
                                 c_one,     dB, dB_offset, 1, queue );
                } else {
                    magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                                 ib, nrhs, ib,
                                 c_one,  d_ref(i), ib,
                                 dB, dB_offset+i, lddb,
                                 c_zero, dwork, dwork_offset+i,  lddwork, queue );
                    magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                                 i, nrhs, ib,
                                 c_neg_one, a_ref(0, i), ldda,
                                 dwork, dwork_offset+i, lddwork,
                                 c_one,     dB, dB_offset, lddb, queue );
                }
            }
        }
    }

    magma_scopymatrix( (n), nrhs,
                       dwork, dwork_offset, lddwork,
                       dB, dB_offset,   lddb, queue );

    if (nb >= k)
      magma_free(dwork);

    magma_queue_sync( queue );

    return *info;
}