extern "C" void
magma_dlarfxsym(
magma_int_t N,
double *A, magma_int_t LDA,
double *V, double *TAU)
{
magma_int_t IONE=1;
double dtmp;
double Z_ZERO = MAGMA_D_ZERO;
//double Z_ONE = MAGMA_D_ONE;
double Z_MONE = MAGMA_D_NEG_ONE;
double Z_HALF = MAGMA_D_HALF;
//double WORK[N];
double *WORK;
magma_dmalloc_cpu( &WORK, N );
/* apply left and right on A(st:ed,st:ed)*/
//magma_dlarfxsym(len,A(st,st),LDX,V(st),TAU(st));
/* X = AVtau */
blasf77_dsymv("L",&N, TAU, A, &LDA, V, &IONE, &Z_ZERO, WORK, &IONE);
/* je calcul dtmp= X'*V */
dtmp = magma_cblas_ddot(N, WORK, IONE, V, IONE);
/* je calcul 1/2 X'*V*t = 1/2*dtmp*tau */
dtmp = -dtmp * Z_HALF * (*TAU);
/* je calcul W=X-1/2VX'Vt = X - dtmp*V */
/*
for (j = 0; j < N; j++)
WORK[j] = WORK[j] + (dtmp*V[j]); */
blasf77_daxpy(&N, &dtmp, V, &IONE, WORK, &IONE);
/* performs the symmetric rank 2 operation A := alpha*x*y' + alpha*y*x' + A */
blasf77_dsyr2("L",&N,&Z_MONE,WORK,&IONE,V,&IONE,A,&LDA);
magma_free_cpu(WORK);
}
/**
Purpose
-------
DLATRD2 reduces NB rows and columns of a real symmetric matrix A to
symmetric tridiagonal form by an orthogonal similarity
transformation Q' * A * Q, and returns the matrices V and W which are
needed to apply the transformation to the unreduced part of A.
If UPLO = MagmaUpper, DLATRD reduces the last NB rows and columns of a
matrix, of which the upper triangle is supplied;
if UPLO = MagmaLower, DLATRD reduces the first NB rows and columns of a
matrix, of which the lower triangle is supplied.
This is an auxiliary routine called by DSYTRD2_GPU. It uses an
accelerated HEMV that needs extra memory.
Arguments
---------
@param[in]
uplo magma_uplo_t
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
- = MagmaUpper: Upper triangular
- = MagmaLower: Lower triangular
@param[in]
n INTEGER
The order of the matrix A.
@param[in]
nb INTEGER
The number of rows and columns to be reduced.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
n-by-n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading n-by-n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit:
- if UPLO = MagmaUpper, the last NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements above the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors;
- if UPLO = MagmaLower, the first NB columns have been reduced to
tridiagonal form, with the diagonal elements overwriting
the diagonal elements of A; the elements below the diagonal
with the array TAU, represent the orthogonal matrix Q as a
product of elementary reflectors.
See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= (1,N).
@param[out]
e DOUBLE_PRECISION array, dimension (N-1)
If UPLO = MagmaUpper, E(n-nb:n-1) contains the superdiagonal
elements of the last NB columns of the reduced matrix;
if UPLO = MagmaLower, E(1:nb) contains the subdiagonal elements of
the first NB columns of the reduced matrix.
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors, stored in
TAU(n-nb:n-1) if UPLO = MagmaUpper, and in TAU(1:nb) if UPLO = MagmaLower.
See Further Details.
@param[out]
W DOUBLE_PRECISION array, dimension (LDW,NB)
The n-by-nb matrix W required to update the unreduced part
of A.
@param[in]
ldw INTEGER
The leading dimension of the array W. LDW >= max(1,N).
@param
dA TODO: dimension (ldda, n) ??
@param
ldda TODO: ldda >= n ??
@param
dW TODO: dimension (lddw, 2*nb) ??
@param
lddw TODO: lddw >= n ??
@param
dwork TODO: dimension (ldwork) ??
@param
ldwork TODO: ldwork >= ceil(n/64)*ldda ??
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n) H(n-1) . . . H(n-nb+1).
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(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),
and tau in TAU(i-1).
If UPLO = MagmaLower, the matrix Q is represented as a product of 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) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),
and tau in TAU(i).
The elements of the vectors v together form the n-by-nb matrix V
which is needed, with W, to apply the transformation to the unreduced
part of the matrix, using a symmetric rank-2k update of the form:
A := A - V*W' - W*V'.
The contents of A on exit are illustrated by the following examples
with n = 5 and nb = 2:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( a a a v4 v5 ) ( d )
( a a v4 v5 ) ( 1 d )
( a 1 v5 ) ( v1 1 a )
( d 1 ) ( v1 v2 a a )
( d ) ( v1 v2 a a a )
where d denotes a diagonal element of the reduced matrix, a denotes
an element of the original matrix that is unchanged, and vi denotes
an element of the vector defining H(i).
@ingroup magma_dsyev_aux
********************************************************************/
extern "C" magma_int_t
magma_dlatrd2(
magma_uplo_t uplo, magma_int_t n, magma_int_t nb,
double *A, magma_int_t lda,
double *e, double *tau,
double *W, magma_int_t ldw,
magmaDouble_ptr dA, magma_int_t ldda,
magmaDouble_ptr dW, magma_int_t lddw,
magmaDouble_ptr dwork, magma_int_t ldwork)
{
#define A(i_, j_) (A + (i_) + (j_)*lda)
#define W(i_, j_) (W + (i_) + (j_)*ldw)
#define dA(i_, j_) (dA + (i_) + (j_)*ldda)
#define dW(i_, j_) (dW + (i_) + (j_)*lddw)
const double c_neg_one = MAGMA_D_NEG_ONE;
const double c_one = MAGMA_D_ONE;
const double c_zero = MAGMA_D_ZERO;
const magma_int_t ione = 1;
double alpha, value;
magma_int_t i, i_n, i_1, iw;
/* Check arguments */
magma_int_t info = 0;
if ( uplo != MagmaLower && uplo != MagmaUpper ) {
info = -1;
} else if ( n < 0 ) {
info = -2;
} else if ( nb < 1 ) {
info = -3;
} else if ( lda < max(1,n) ) {
info = -5;
} else if ( ldw < max(1,n) ) {
info = -9;
} else if ( ldda < max(1,n) ) {
info = -11;
} else if ( lddw < max(1,n) ) {
info = -13;
} else if ( ldwork < ldda*ceildiv(n,64) ) {
info = -15;
}
if (info != 0) {
magma_xerbla( __func__, -(info) );
return info;
}
/* Quick return if possible */
if (n == 0) {
return info;
}
magma_queue_t stream;
magma_queue_create( &stream );
double *f;
magma_dmalloc_cpu( &f, n );
if ( f == NULL ) {
info = MAGMA_ERR_HOST_ALLOC;
return info;
}
if (uplo == MagmaUpper) {
/* Reduce last NB columns of upper triangle */
for (i = n-1; i >= n - nb; --i) {
i_1 = i + 1;
i_n = n - i - 1;
iw = i - n + nb;
if (i < n-1) {
/* Update A(1:i,i) */
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i_n, W(i, iw+1), &ldw );
#endif
blasf77_dgemv( "No transpose", &i_1, &i_n, &c_neg_one, A(0, i+1), &lda,
W(i, iw+1), &ldw, &c_one, A(0, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i_n, W(i, iw+1), &ldw );
lapackf77_dlacgv( &i_n, A(i, i+1), &lda );
#endif
blasf77_dgemv( "No transpose", &i_1, &i_n, &c_neg_one, W(0, iw+1), &ldw,
A(i, i+1), &lda, &c_one, A(0, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i_n, A(i, i+1), &lda );
#endif
}
if (i > 0) {
/* Generate elementary reflector H(i) to annihilate A(1:i-2,i) */
alpha = *A(i-1, i);
lapackf77_dlarfg( &i, &alpha, A(0, i), &ione, &tau[i - 1] );
e[i-1] = MAGMA_D_REAL( alpha );
*A(i-1,i) = MAGMA_D_ONE;
/* Compute W(1:i-1,i) */
// 1. Send the block reflector A(0:n-i-1,i) to the GPU
magma_dsetvector_async( i, A(0, i), 1, dA(0, i), 1, stream );
magmablas_dsymv_work( MagmaUpper, i, c_one, dA(0, 0), ldda,
dA(0, i), ione, c_zero, dW(0, iw), ione,
dwork, ldwork, stream );
// 2. Start getting the result back (asynchronously)
magma_dgetmatrix_async( i, 1,
dW(0, iw), lddw,
W(0, iw), ldw, stream );
if (i < n-1) {
blasf77_dgemv( MagmaConjTransStr, &i, &i_n, &c_one, W(0, iw+1), &ldw,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione );
}
// 3. Here we need dsymv result W(0, iw)
magma_queue_sync( stream );
if (i < n-1) {
blasf77_dgemv( "No transpose", &i, &i_n, &c_neg_one, A(0, i+1), &lda,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione );
blasf77_dgemv( MagmaConjTransStr, &i, &i_n, &c_one, A(0, i+1), &lda,
A(0, i), &ione, &c_zero, W(i+1, iw), &ione );
blasf77_dgemv( "No transpose", &i, &i_n, &c_neg_one, W(0, iw+1), &ldw,
W(i+1, iw), &ione, &c_one, W(0, iw), &ione );
}
blasf77_dscal( &i, &tau[i - 1], W(0, iw), &ione );
value = magma_cblas_ddot( i, W(0,iw), ione, A(0,i), ione );
alpha = tau[i - 1] * -0.5f * value;
blasf77_daxpy( &i, &alpha, A(0, i), &ione,
W(0, iw), &ione );
}
}
}
else {
/* Reduce first NB columns of lower triangle */
for (i = 0; i < nb; ++i) {
/* Update A(i:n,i) */
i_n = n - i;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i, W(i, 0), &ldw );
#endif
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, A(i, 0), &lda,
W(i, 0), &ldw, &c_one, A(i, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i, W(i, 0), &ldw );
lapackf77_dlacgv( &i, A(i, 0), &lda );
#endif
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, W(i, 0), &ldw,
A(i, 0), &lda, &c_one, A(i, i), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dlacgv( &i, A(i, 0), &lda );
#endif
if (i < n-1) {
/* Generate elementary reflector H(i) to annihilate A(i+2:n,i) */
i_n = n - i - 1;
alpha = *A(i+1, i);
lapackf77_dlarfg( &i_n, &alpha, A(min(i+2,n-1), i), &ione, &tau[i] );
e[i] = MAGMA_D_REAL( alpha );
*A(i+1,i) = MAGMA_D_ONE;
/* Compute W(i+1:n,i) */
// 1. Send the block reflector A(i+1:n,i) to the GPU
magma_dsetvector_async( i_n, A(i+1, i), 1, dA(i+1, i), 1, stream );
magmablas_dsymv_work( MagmaLower, i_n, c_one, dA(i+1, i+1), ldda,
dA(i+1, i), ione, c_zero, dW(i+1, i), ione,
dwork, ldwork, stream );
// 2. Start getting the result back (asynchronously)
magma_dgetmatrix_async( i_n, 1,
dW(i+1, i), lddw,
W(i+1, i), ldw, stream );
blasf77_dgemv( MagmaConjTransStr, &i_n, &i, &c_one, W(i+1, 0), &ldw,
A(i+1, i), &ione, &c_zero, W(0, i), &ione );
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, A(i+1, 0), &lda,
W(0, i), &ione, &c_zero, f, &ione );
blasf77_dgemv( MagmaConjTransStr, &i_n, &i, &c_one, A(i+1, 0), &lda,
A(i+1, i), &ione, &c_zero, W(0, i), &ione );
// 3. Here we need dsymv result W(i+1, i)
magma_queue_sync( stream );
if (i != 0)
blasf77_daxpy( &i_n, &c_one, f, &ione, W(i+1, i), &ione );
blasf77_dgemv( "No transpose", &i_n, &i, &c_neg_one, W(i+1, 0), &ldw,
W(0, i), &ione, &c_one, W(i+1, i), &ione );
blasf77_dscal( &i_n, &tau[i], W(i+1,i), &ione );
value = magma_cblas_ddot( i_n, W(i+1,i), ione, A(i+1,i), ione );
alpha = tau[i] * -0.5f * value;
blasf77_daxpy( &i_n, &alpha, A(i+1, i), &ione, W(i+1,i), &ione );
}
}
}
magma_free_cpu( f );
magma_queue_destroy( stream );
return info;
} /* magma_dlatrd */
// ----------------------------------------
int main( int argc, char** argv )
{
TESTING_INIT();
//real_Double_t t_m, t_c, t_f;
magma_int_t ione = 1;
double *A, *B;
double diff, error;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t m, n, k, size, maxn, ld;
double x2_m, x2_c; // real x for magma, cblas/fortran blas respectively
double x_m, x_c; // x for magma, cblas/fortran blas respectively
magma_opts opts;
parse_opts( argc, argv, &opts );
opts.tolerance = max( 100., opts.tolerance );
double tol = opts.tolerance * lapackf77_dlamch("E");
gTol = tol;
printf( "!! Calling these CBLAS and Fortran BLAS sometimes crashes (segfault), which !!\n"
"!! is why we use wrappers. It does not necesarily indicate a bug in MAGMA. !!\n"
"\n"
"Diff compares MAGMA wrapper to CBLAS and BLAS function; should be exactly 0.\n"
"Error compares MAGMA implementation to CBLAS and BLAS function; should be ~ machine epsilon.\n"
"\n" );
double total_diff = 0.;
double total_error = 0.;
int inc[] = { 1 }; //{ -2, -1, 1, 2 }; //{ 1 }; //{ -1, 1 };
int ninc = sizeof(inc)/sizeof(*inc);
for( int itest = 0; itest < opts.ntest; ++itest ) {
m = opts.msize[itest];
n = opts.nsize[itest];
k = opts.ksize[itest];
for( int iincx = 0; iincx < ninc; ++iincx ) {
magma_int_t incx = inc[iincx];
for( int iincy = 0; iincy < ninc; ++iincy ) {
magma_int_t incy = inc[iincy];
printf("=========================================================================\n");
printf( "m=%d, n=%d, k=%d, incx = %d, incy = %d\n",
(int) m, (int) n, (int) k, (int) incx, (int) incy );
printf( "Function MAGMA CBLAS BLAS Diff Error\n"
" msec msec msec\n" );
// allocate matrices
// over-allocate so they can be any combination of
// {m,n,k} * {abs(incx), abs(incy)} by
// {m,n,k} * {abs(incx), abs(incy)}
maxn = max( max( m, n ), k ) * max( abs(incx), abs(incy) );
ld = max( 1, maxn );
size = ld*maxn;
magma_dmalloc_pinned( &A, size ); assert( A != NULL );
magma_dmalloc_pinned( &B, size ); assert( B != NULL );
// initialize matrices
lapackf77_dlarnv( &ione, ISEED, &size, A );
lapackf77_dlarnv( &ione, ISEED, &size, B );
printf( "Level 1 BLAS ----------------------------------------------------------\n" );
// ----- test DASUM
// get one-norm of column j of A
if ( incx > 0 && incx == incy ) { // positive, no incy
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
x_m = magma_cblas_dasum( m, A(0,j), incx );
x_c = cblas_dasum( m, A(0,j), incx );
diff += fabs( x_m - x_c );
x_c = blasf77_dasum( &m, A(0,j), &incx );
error += fabs( (x_m - x_c) / (m*x_c) );
}
output( "dasum", diff, error );
total_diff += diff;
total_error += error;
}
// ----- test DNRM2
// get two-norm of column j of A
if ( incx > 0 && incx == incy ) { // positive, no incy
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
x_m = magma_cblas_dnrm2( m, A(0,j), incx );
x_c = cblas_dnrm2( m, A(0,j), incx );
diff += fabs( x_m - x_c );
x_c = blasf77_dnrm2( &m, A(0,j), &incx );
error += fabs( (x_m - x_c) / (m*x_c) );
}
output( "dnrm2", diff, error );
total_diff += diff;
total_error += error;
}
// ----- test DDOT
// dot columns, Aj^H Bj
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
// MAGMA implementation, not just wrapper
x2_m = magma_cblas_ddot( m, A(0,j), incx, B(0,j), incy );
// crashes on MKL 11.1.2, ILP64
#if ! defined( MAGMA_WITH_MKL )
#ifdef COMPLEX
cblas_ddot_sub( m, A(0,j), incx, B(0,j), incy, &x2_c );
#else
x2_c = cblas_ddot( m, A(0,j), incx, B(0,j), incy );
#endif
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
// crashes on MacOS 10.9
#if ! defined( __APPLE__ )
x2_c = blasf77_ddot( &m, A(0,j), &incx, B(0,j), &incy );
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
}
output( "ddot", diff, error );
total_diff += diff;
total_error += error;
total_error += error;
// ----- test DDOT
// dot columns, Aj^T * Bj
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
// MAGMA implementation, not just wrapper
x2_m = magma_cblas_ddot( m, A(0,j), incx, B(0,j), incy );
// crashes on MKL 11.1.2, ILP64
#if ! defined( MAGMA_WITH_MKL )
#ifdef COMPLEX
cblas_ddot_sub( m, A(0,j), incx, B(0,j), incy, &x2_c );
#else
x2_c = cblas_ddot( m, A(0,j), incx, B(0,j), incy );
#endif
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
// crashes on MacOS 10.9
#if ! defined( __APPLE__ )
x2_c = blasf77_ddot( &m, A(0,j), &incx, B(0,j), &incy );
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
}
output( "ddot", diff, error );
total_diff += diff;
total_error += error;
// tell user about disabled functions
#if defined( MAGMA_WITH_MKL )
printf( "cblas_ddot and cblas_ddot disabled with MKL (segfaults)\n" );
#endif
#if defined( __APPLE__ )
printf( "blasf77_ddot and blasf77_ddot disabled on MacOS (segfaults)\n" );
#endif
// cleanup
magma_free_pinned( A );
magma_free_pinned( B );
fflush( stdout );
}}} // itest, incx, incy
// TODO use average error?
printf( "sum diffs = %8.2g, MAGMA wrapper compared to CBLAS and Fortran BLAS; should be exactly 0.\n"
"sum errors = %8.2e, MAGMA implementation compared to CBLAS and Fortran BLAS; should be ~ machine epsilon.\n\n",
total_diff, total_error );
if ( total_diff != 0. ) {
printf( "some tests failed diff == 0.; see above.\n" );
}
else {
printf( "all tests passed diff == 0.\n" );
}
TESTING_FINALIZE();
int status = (total_diff != 0.);
return status;
}
