Exemplo n.º 1
0
// Solve dA * dX = dB, where dA and dX are stored in GPU device memory.
// Internally, MAGMA uses a hybrid CPU + GPU algorithm.
void GpuSolver::solve( magmaDouble_ptr X )
{

    real_Double_t   gpu_time;
    magmaDouble_ptr dX=NULL, dWORKD=NULL, Z=NULL;
    float *dWORKS=NULL;
    magma_int_t qrsv_iters;
    magma_int_t info = 0;
    
    magma_dmalloc( &dX, n*nrhs );
    magma_dmalloc( &dWORKD, n*nrhs );
    magma_smalloc( &dWORKS, n*(n+nrhs) );
    if ( dX == NULL || dWORKD == NULL || dWORKS == NULL ) {
        fprintf( stderr, "malloc failed - not enough GPU memory?\n" );
        goto cleanup;
    }    
    
    gpu_time = magma_wtime();
    magma_dsposv_gpu( MagmaUpper, n, nrhs,
                      dA, n, dB, n, dX, n, 
                      dWORKD, dWORKS, &qrsv_iters, &info );
    gpu_time = magma_wtime() - gpu_time;
    fprintf( stdout, "DSPOSV GPU solution time = %fs\n", gpu_time);
    if ( qrsv_iters == -3 ) {fprintf( stderr, "cannot factor input matrix in single precision, bad initialization?\n"); }
    if ( info != 0 ) { fprintf( stderr, "magma_dsposv_gpu failed with info=%d\n", info ); }

    magma_dgetmatrix( n, nrhs, dX, n, X, n );
    
cleanup:
    magma_free( dX );
}
Exemplo n.º 2
0
extern "C" magma_int_t
magma_svinit(
    magma_s_matrix *x,
    magma_location_t mem_loc,
    magma_int_t num_rows,
    magma_int_t num_cols,
    float values,
    magma_queue_t queue )
{
    magma_int_t info = 0;
    
    x->val = NULL;
    x->diag = NULL;
    x->row = NULL;
    x->rowidx = NULL;
    x->col = NULL;
    x->list = NULL;
    x->blockinfo = NULL;
    x->dval = NULL;
    x->ddiag = NULL;
    x->drow = NULL;
    x->drowidx = NULL;
    x->dcol = NULL;
    x->dlist = NULL;
    x->storage_type = Magma_DENSE;
    x->memory_location = mem_loc;
    x->sym = Magma_GENERAL;
    x->diagorder_type = Magma_VALUE;
    x->fill_mode = MagmaFull;
    x->num_rows = num_rows;
    x->num_cols = num_cols;
    x->nnz = num_rows*num_cols;
    x->max_nnz_row = num_cols;
    x->diameter = 0;
    x->blocksize = 1;
    x->numblocks = 1;
    x->alignment = 1;
    x->major = MagmaColMajor;
    x->ld = num_rows;
    if ( mem_loc == Magma_CPU ) {
        CHECK( magma_smalloc_cpu( &x->val, x->nnz ));
        for( magma_int_t i=0; i<x->nnz; i++) {
             x->val[i] = values;
        }
    }
    else if ( mem_loc == Magma_DEV ) {
        CHECK( magma_smalloc( &x->val, x->nnz ));
        magmablas_slaset( MagmaFull, x->num_rows, x->num_cols, values, values, x->val, x->num_rows, queue );
    }
    
cleanup:
    return info; 
}
Exemplo n.º 3
0
 void gmm_magma(const Tensor_core<float,2>& A, const Tensor_core<float,2>& B, Tensor_core<float,2>& C,
          char TRANSA, char TRANSB, float alpha, float beta)
 {
     int AL0 = A.rank(0); int AL1 = A.rank(1);
     int BL0 = B.rank(0); int BL1 = B.rank(1);
     int CL0 = C.rank(0); int CL1 = C.rank(1);

     magma_int_t M, N, K, LDA, LDB, LDC;
     magma_trans_t transA=magma_trans_const(TRANSA), transB=magma_trans_const(TRANSB);
     magmaFloat_ptr d_A, d_B, d_C;

     //Set LDA, LDB, and LDC, round up to multiple of 32 for best GPU performance
     LDA = ((AL0+31)/32)*32; LDB = ((BL0+31)/32)*32; LDC = ((CL0+31)/32)*32;

     // Allocate memory for the matrices on GPU 
     magma_smalloc(&d_A, LDA*AL1 );
     magma_smalloc(&d_B, LDB*BL1 );
     magma_smalloc(&d_C, LDC*CL1 );

     // Copy data from host (CPU) to device (GPU)
     magma_ssetmatrix( AL0, AL1, A.data(), AL0, d_A, LDA );
     magma_ssetmatrix( BL0, BL1, B.data(), BL0, d_B, LDB );
     if( abs(beta)>1e-32 ) magma_ssetmatrix( CL0, CL1, C.data(), CL0, d_C, LDC );

     //Call magma_sgemm
     M=( TRANSA=='N' || TRANSA=='n' ) ? AL0:AL1;
     K=( TRANSA=='N' || TRANSA=='n' ) ? AL1:AL0;
     N=( TRANSB=='N' || TRANSB=='n' ) ? BL1:BL0;
     magma_sgemm(transA, transB, M, N, K, alpha, d_A, LDA, d_B, LDB, beta,d_C, LDC);

     // Copy solution from device (GPU) to host (CPU)
     magma_sgetmatrix(CL0, CL1, d_C, LDC, C.data(), CL0);

     // Free memory on GPU
     magma_free(d_A); magma_free(d_B); magma_free(d_C);
 }
Exemplo n.º 4
0
//////////////////////////////////////////////////////////////
//          CSTEDC          Divide and Conquer for tridiag
//////////////////////////////////////////////////////////////
extern "C" void  magma_cstedx_withZ(magma_int_t N, magma_int_t NE, float *D, float * E, magmaFloatComplex *Z, magma_int_t LDZ)
{
    float *RWORK;
    float *dwork;
    magma_int_t *IWORK;
    magma_int_t LIWORK, LRWORK;
    magma_int_t INFO;
    
    //LWORK  = N;
    LRWORK = 2*N*N + 4*N + 1 + 256*N;
    LIWORK = 256*N;
    
    magma_smalloc_cpu( &RWORK, LRWORK );
    magma_imalloc_cpu( &IWORK, LIWORK );
    
    if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*N*(N/2 + 1) )) {
        printf("=================================================\n");
        printf("CSTEDC ERROR OCCURED IN CUDAMALLOC\n");
        printf("=================================================\n");
        return;
    }
    printf("using magma_cstedx\n");

    magma_timer_t time=0;
    timer_start( time );

    magma_range_t job = MagmaRangeI;
    if (NE == N)
        job = MagmaRangeAll;

    magma_cstedx(job, N, 0., 0., 1, NE, D, E, Z, LDZ, RWORK, LRWORK, IWORK, LIWORK, dwork, &INFO);

    if (INFO != 0) {
        printf("=================================================\n");
        printf("CSTEDC ERROR OCCURED. HERE IS INFO %d \n ", (int) INFO);
        printf("=================================================\n");
        //assert(INFO == 0);
    }

    timer_stop( time );
    timer_printf( "time zstevx = %6.2f\n", time );

    magma_free( dwork );
    magma_free_cpu( IWORK );
    magma_free_cpu( RWORK );
}
Exemplo n.º 5
0
//////////////////////////////////////////////////////////////
//          SSTEDX          Divide and Conquer for tridiag
//////////////////////////////////////////////////////////////
extern "C" void  magma_sstedx_withZ(magma_int_t N, magma_int_t NE, float *D, float * E, float *Z, magma_int_t LDZ)
{
    float *WORK;
    float *dwork;
    magma_int_t *IWORK;
    magma_int_t LWORK, LIWORK;
    magma_int_t INFO;
    
    LWORK  = N*N+4*N+1;
    LIWORK = 3 + 5*N;
    
    magma_smalloc_cpu( &WORK,  LWORK  );
    magma_imalloc_cpu( &IWORK, LIWORK );
    
    if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*N*(N/2 + 1) )) {
        printf("=================================================\n");
        printf("SSTEDC ERROR OCCURED IN CUDAMALLOC\n");
        printf("=================================================\n");
        return;
    }
    printf("using magma_sstedx\n");

    magma_timer_t time=0;
    timer_start( time );

    //magma_range_t job = MagmaRangeI;
    //if (NE == N)
    //    job = MagmaRangeAll;
    
    magma_sstedx(MagmaRangeI, N, 0., 0., 1, NE, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK, dwork, &INFO);
    
    if (INFO != 0) {
        printf("=================================================\n");
        printf("SSTEDC ERROR OCCURED. HERE IS INFO %d \n ", (int) INFO);
        printf("=================================================\n");
        //assert(INFO == 0);
    }

    timer_stop( time );
    timer_printf( "time sstedx = %6.2f\n", time );

    magma_free( dwork );
    magma_free_cpu( IWORK );
    magma_free_cpu( WORK  );
}
Exemplo n.º 6
0
/**
    Purpose
    -------
    SPOTRF computes the Cholesky factorization of a real symmetric
    positive definite matrix dA.

    The factorization has the form
       dA = U**T * U,   if UPLO = MagmaUpper, or
       dA = L  * L**T,  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]
    dA      REAL array on the GPU, dimension (LDDA,N)
            On entry, the symmetric matrix dA.  If UPLO = MagmaUpper, the leading
            N-by-N upper triangular part of dA contains the upper
            triangular part of the matrix dA, and the strictly lower
            triangular part of dA is not referenced.  If UPLO = MagmaLower, the
            leading N-by-N lower triangular part of dA contains the lower
            triangular part of the matrix dA, and the strictly upper
            triangular part of dA is not referenced.
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization dA = U**T * U or dA = L * L**T.

    @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_spotrf2_mgpu(int num_gpus, magma_uplo_t uplo, magma_int_t m, magma_int_t n,
                   magma_int_t off_i, magma_int_t off_j, magma_int_t nb,
                   float **d_lA,  magma_int_t ldda,
                   float **d_lP,  magma_int_t lddp,
                   float *A,      magma_int_t lda,   magma_int_t h,
                   magma_queue_t stream[][3], magma_event_t event[][5],
                   magma_int_t *info )
{
#define Alo(i, j)  (A +             ((j)+off_j)*lda  + (nb*(((i)/nb)%h)+off_i))
#define Aup(i, j)  (A + (nb*(((j)/nb)%h)+off_j)*lda  +               (i+off_i))

#define  dlA(id, i, j)    (d_lA[(id)] + (j)*ldda + (i))
#define  dlP(id, i, j, k) (d_lP[(id)] + (k)*nb*lddp + (j)*lddp + (i))
#define dlPT(id, i, j, k) (d_lP[(id)] + (k)*nb*lddp + (j)*nb   + (i))

    magma_int_t     j, jb, nb0, nb2, dd, d, id, j_local, j_local2, buf;
    float c_one     = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;
    float          d_one     =  1.0;
    float          d_neg_one = -1.0;
    int upper = (uplo == MagmaUpper);
    float *dlpanel;
    //magma_event_t event0[MagmaMaxGPUs], // syrk
    //            event1[MagmaMaxGPUs], // send off-diagonal
    //            event2[MagmaMaxGPUs], // send diagonal
    //            event3[MagmaMaxGPUs]; // trsm
    magma_int_t n_local[MagmaMaxGPUs], ldpanel;
    int stream0 = 0, stream1 = 1;
    #ifdef STRSM_WORK
    float *d_dinvA[MagmaMaxGPUs][2], *d_x[MagmaMaxGPUs][2]; /* used by strsm_work */
    #endif
    
    *info = 0;
    if (! upper && uplo != MagmaLower) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (!upper && num_gpus*ldda < max(1,n)) {
        *info = -4;
    } else if (upper && ldda < max(1,m)) {
        *info = -4;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    for( d=0; d < num_gpus; d++ ) {
        /* local-n and local-ld */
        if (upper) {
            n_local[d] = ((n/nb)/num_gpus)*nb;
            if (d < (n/nb)%num_gpus)
                n_local[d] += nb;
            else if (d == (n/nb)%num_gpus)
                n_local[d] += n%nb;
        } else {
            n_local[d] = ((m/nb)/num_gpus)*nb;
            if (d < (m/nb)%num_gpus)
                n_local[d] += nb;
            else if (d == (m/nb)%num_gpus)
                n_local[d] += m%nb;
        }
        //magma_setdevice(d);
        //magma_event_create( &event0[d] );
        //magma_event_create( &event1[d] );
        //magma_event_create( &event2[d] );
        //magma_event_create( &event3[d] );
    }
    magma_setdevice(0);

    /* == initialize the trace */
    trace_init( 1, num_gpus, 3, (magma_queue_t*)stream );

    /* Use blocked code. */
    if (upper) {
        /* ---------------------------------------------- */
        /* Upper-triangular case                          */
        /* > Compute the Cholesky factorization A = U'*U. */
        /* ---------------------------------------------- */
        
#if defined(PRECISION_d) && defined(STRSM_WORK)
        /* invert the diagonals
         * Allocate device memory for the inversed diagonal blocks, size=m*NB
         */
        for( d=0; d < num_gpus; d++ ) {
            magma_setdevice(d);
            for( j=0; j < 2; j++ ) {
                magma_smalloc( &d_dinvA[d][j], nb*nb );
                magma_smalloc( &d_x[d][j],      n*nb );
                cudaMemset(d_dinvA[d][j], 0, nb*nb*sizeof(float));
                cudaMemset(d_x[d][j],     0,  n*nb*sizeof(float));
            }
        }
        magma_setdevice(0);
#endif
        
        for (j=0; j < m; j += nb) {
            /* Set the GPU number that holds the current panel */
            id  = (j/nb)%num_gpus;
            buf = (j/nb)%num_gpus;
            
            /* Set the local index where the current panel is */
            j_local = j/(nb*num_gpus);
            jb = min(nb, (m-j));
            
            if ( j > 0 ) {
                /* needed on pluto... */
                magma_setdevice(id);
                magma_queue_sync( stream[id][stream0] ); // wait for the column on CPU

                /* broadcast off-diagonal column to all gpus */
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    if ( d != id ) {
                        magma_setdevice(d);
                
                        /* wait for it on CPU */
                        magma_queue_wait_event( stream[d][stream0], event[id][1] );
                
                        /* send it to GPU */
                        trace_gpu_start( d, stream0, "comm", "rows to GPUs" );
                        magma_ssetmatrix_async( j, jb,
                                                Aup(0,j),        lda,
                                                dlP(d,jb,0,buf), lddp,
                                                stream[d][stream0] );
                        trace_gpu_end( d, stream0 );
                        magma_event_record( event[d][1], stream[d][stream0] );
                    }
                    d = (d+1)%num_gpus;
                }
            }
            
            /* Update the current diagonal block */
            magma_setdevice(id);
            if ( j > 0 ) {
                magmablasSetKernelStream(stream[id][stream1]);
                trace_gpu_start( id, stream1, "syrk", "syrk" );
                magma_ssyrk(MagmaUpper, MagmaTrans, jb, j,
                            d_neg_one, dlA(id, 0, nb*j_local), ldda,
                            d_one,     dlA(id, j, nb*j_local), ldda);
                trace_gpu_end( id, stream1 );
                magma_event_record( event[id][0], stream[id][stream1] );
            }

            /* send the diagonal to cpu */
            magma_queue_wait_event( stream[id][stream0], event[id][0] ); // wait for syrk
            trace_gpu_start( id, stream0, "comm", "D to CPU" );
            magma_sgetmatrix_async( jb, jb,
                                    dlA(id, j, nb*j_local), ldda,
                                    Aup(j,j),               lda,
                                    stream[id][stream0] );
            trace_gpu_end( id, stream0 );

            if ( j > 0 ) {
                /* Compute the local block column of the panel. */
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    j_local2 = j_local+1;
                    if ( d > id ) j_local2 --;
                    nb0 = nb*j_local2;
                
                    if ( n_local[d] > nb0 ) {
                        /* wait for the off-diagonal */
                        if ( d != id ) {
                            //magma_queue_sync( stream[id][3] );
                            dlpanel = dlP(d, jb, 0, buf);
                            ldpanel = lddp;
                
                            /* wait for the offdiagonal column */
                            magma_queue_wait_event( stream[d][stream1], event[d][1] );
                        } else {
                            dlpanel = dlA(d, 0, nb*j_local);
                            ldpanel = ldda;
                        }
                        
                        /* update the panel */
                        magma_setdevice(d);
                        magmablasSetKernelStream(stream[d][stream1]);
                        trace_gpu_start( d, stream1, "gemm", "gemm" );
                        magma_sgemm(MagmaTrans, MagmaNoTrans,
                                    jb, n_local[d]-nb0, j,
                                    c_neg_one, dlpanel,        ldpanel,
                                               dlA(d, 0, nb0), ldda,
                                    c_one,     dlA(d, j, nb0), ldda);
                        trace_gpu_end( d, stream1 );
                    }
                    d = (d+1)%num_gpus;
                }
            }
            
            /* factor the diagonal */
            magma_setdevice(id);
            magma_queue_sync( stream[id][stream0] ); // wait for the diagonal
            trace_cpu_start( 0, "getrf", "getrf" );
            lapackf77_spotrf(MagmaUpperStr, &jb, Aup(j,j), &lda, info);
            trace_cpu_end( 0 );
            if (*info != 0) {
                *info = *info + j;
                break;
            }

            /* send the diagonal to gpus */
            if ( (j+jb) < n) {
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    magma_setdevice(d);
                    if ( d == id ) {
                        dlpanel = dlA(d, j, nb*j_local);
                        ldpanel = ldda;
                    } else {
                        dlpanel = dlP(d, 0, 0, buf);
                        ldpanel = lddp;
                    }
                    
                    trace_gpu_start( d, stream0, "comm", "D to GPUs" );
                    magma_ssetmatrix_async( jb, jb,
                                            Aup(j,j), lda,
                                            dlpanel,  ldpanel,
                                            stream[d][stream0] );
                    trace_gpu_end( d, stream0 );
                    magma_event_record( event[d][2], stream[d][stream0] );
                    d = (d+1)%num_gpus;
                }
            } else {
                magma_setdevice(id);
                trace_gpu_start( id, stream0, "comm", "D to GPUs" );
                magma_ssetmatrix_async( jb, jb,
                                        Aup(j,j),               lda,
                                        dlA(id, j, nb*j_local), ldda,
                                        stream[id][stream0] );
                trace_gpu_end( id, stream0 );
            }
            
            /* panel-factorize the off-diagonal */
            if ( (j+jb) < n) {
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    /* next column */
                    j_local2 = j_local+1;
                    if ( d > id ) j_local2--;
                    if ( d == id ) {
                        dlpanel = dlA(d, j, nb*j_local);
                        ldpanel = ldda;
                    } else {
                        dlpanel = dlP(d, 0, 0, buf);
                        ldpanel = lddp;
                    }
                    nb2 = n_local[d]-nb*j_local2;
                    nb0 = min(nb, nb2 );
                    
                    magma_setdevice(d);
                    magmablasSetKernelStream(stream[d][stream1]);
                    magma_queue_wait_event( stream[d][stream1], event[d][2] ); // wait for the diagonal
                    if ( j+jb < m && d == (j/nb+1)%num_gpus ) {
                        /* owns the next column, look-ahead the column */
                        trace_gpu_start( d, stream1, "trsm", "trsm" );
#if defined(PRECISION_d) && defined(STRSM_WORK)
                        magmablas_strsm_work( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                              jb, nb0, c_one,
                                              dlpanel,                ldpanel,
                                              dlA(d, j, nb*j_local2), ldda,
                                              d_dinvA[d][0], d_x[d][0] );
                        /*nb2 = n_local[d] - j_local2*nb;
                        magmablas_strsm_work( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                              jb, nb2, c_one,
                                              dlpanel,                ldpanel,
                                              dlA(d, j, nb*j_local2), ldda,
                                              d_dinvA[d], d_x[d] ); */
#else
                        /*nb2 = n_local[d] - j_local2*nb;
                        magma_strsm( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                     jb, nb2, c_one,
                                     dlpanel,                ldda,
                                     dlA(d, j, nb*j_local2), ldda);
                        */
                        magma_strsm( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                     jb, nb0, c_one,
                                     dlpanel,                ldpanel,
                                     dlA(d, j, nb*j_local2), ldda);
#endif
                        trace_gpu_end( d, stream1 );
                        magma_event_record( event[d][3], stream[d][stream1] );
                        
                        /* send the column to cpu */
                        if ( j+jb < m ) {
                            trace_gpu_start( d, stream0, "comm", "rows to CPU" );
                            magma_queue_wait_event( stream[d][stream0], event[d][3] ); // wait for lookahead
                            magma_sgetmatrix_async( (j+jb), nb0,
                                                    dlA(d, 0, nb*j_local2), ldda,
                                                    Aup(0,j+jb),            lda,
                                                    stream[d][stream0] );
                            trace_gpu_end( d, stream0 );
                            magma_event_record( event[d][1], stream[d][stream0] );
                        }
                        
                        /* update the remaining blocks */
                        nb2 = nb2 - nb0;
#if defined(PRECISION_d) && defined(STRSM_WORK)
                        magmablas_strsm_work( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                              jb, nb2, c_one,
                                              dlpanel,                    ldpanel,
                                              dlA(d, j, nb*j_local2+nb0), ldda,
                                              d_dinvA[d][1], d_x[d][1] );
#else
                        magma_strsm( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                     jb, nb2, c_one,
                                     dlpanel,                    ldpanel,
                                     dlA(d, j, nb*j_local2+nb0), ldda);
#endif
                    } else if ( nb2 > 0 ) {
                        /* update the entire trailing matrix */
                        trace_gpu_start( d, stream1, "trsm", "trsm" );
#if defined(PRECISION_d) && defined(STRSM_WORK)
                        magmablas_strsm_work( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                              jb, nb2, c_one,
                                              dlpanel,                ldpanel,
                                              dlA(d, j, nb*j_local2), ldda,
                                    d_dinvA[d][1], d_x[d][1] );
#else
                        magma_strsm( MagmaLeft, MagmaUpper, MagmaTrans, MagmaNonUnit,
                                     jb, nb2, c_one,
                                     dlpanel,                ldpanel,
                                     dlA(d, j, nb*j_local2), ldda);
#endif
                        trace_gpu_end( d, stream1 );
                    }
                    d = (d+1)%num_gpus;
                }
            } /* end of strsm */
        } /* end of for j=1, .., n */
    } else {
        /* -------------------------------------------- */
        /* Lower-triangular case                        */
        /* Compute the Cholesky factorization A = L*L'. */
        /* -------------------------------------------- */
#if defined(PRECISION_d) && defined(STRSM_WORK)
        /*
         * Allocate device memory for the inversed diagonal blocks, size=N*BLOCK_SIZE
         */
        for( d=0; d < num_gpus; d++ ) {
            magma_setdevice(d);
            for( j=0; j < 2; j++ ) {
                magma_smalloc( &d_dinvA[d][j], nb*nb );
                magma_smalloc( &d_x[d][j],     nb*m  );
                cudaMemset(d_dinvA[d][j], 0, nb*nb*sizeof(float));
                cudaMemset(d_x[d][j],     0, nb* m*sizeof(float));
            }
        }
        magma_setdevice(0);
#endif

        for (j=0; j < n; j += nb) {
            /* Set the GPU number that holds the current panel */
            id  = (j/nb)%num_gpus;
            buf = (j/nb)%num_gpus;
            
            /* Set the local index where the current panel is */
            j_local = j/(nb*num_gpus);
            jb = min(nb, (n-j));
            
            if ( j > 0 ) {
                /* needed on pluto... */
                magma_setdevice(id);
                magma_queue_sync( stream[id][stream0] ); // wait for the column on CPU

                /* broadcast offdiagonal row to all gpus */
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    if ( d != id ) {
                        magma_setdevice(d);
                        /* wait for it on CPU */
                        magma_queue_wait_event( stream[d][stream0], event[id][1] );
            
                        /* send it to GPU */
                        magma_ssetmatrix_async( jb, j,
                                                Alo(j,0),         lda,
                                                dlPT(d,0,jb,buf), nb,
                                                stream[d][stream0] );
                        magma_event_record( event[d][1], stream[d][stream0] );
                    }
                    d = (d+1)%num_gpus;
                }
            }

            /* Update the current diagonal block */
            magma_setdevice(id);
            if ( j > 0 ) {
                magmablasSetKernelStream(stream[id][stream1]);
                magma_ssyrk(MagmaLower, MagmaNoTrans, jb, j,
                            d_neg_one, dlA(id, nb*j_local, 0), ldda,
                            d_one,     dlA(id, nb*j_local, j), ldda);
                magma_event_record( event[id][0], stream[id][stream1] );
            }
            
            /* send the diagonal to cpu */
            magma_queue_wait_event( stream[id][stream0], event[id][0] ); // wait for syrk
            magma_sgetmatrix_async( jb, jb,
                                    dlA(id, nb*j_local, j), ldda,
                                    Alo(j,j),               lda,
                                    stream[id][stream0] );

            /* update the offdiagonal blocks */
            if ( j > 0 ) {
                /* compute the block-rows of the panel */
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    j_local2 = j_local+1;
                    if ( d > id ) j_local2 --;
                    nb0 = nb*j_local2;
            
                    if ( nb0 < n_local[d] ) {
                        if ( d != id ) {
                            dlpanel = dlPT(d, 0, jb, buf);
                            ldpanel = nb;
            
                            /* wait for offdiagonal row */
                            magma_queue_wait_event( stream[d][stream1], event[d][1] );
                        } else {
                            dlpanel = dlA(d, nb*j_local, 0);
                            ldpanel = ldda;
                        }
            
                        magma_setdevice(d);
                        magmablasSetKernelStream(stream[d][stream1]);
                        magma_sgemm( MagmaNoTrans, MagmaTrans,
                                     n_local[d]-nb0, jb, j,
                                     c_neg_one, dlA(d, nb0, 0), ldda,
                                                dlpanel,        ldpanel,
                                     c_one,     dlA(d, nb0, j), ldda);
                    }
                    d = (d+1)%num_gpus;
                }
            }

            /* factor the diagonal */
            magma_setdevice(id);
            magma_queue_sync( stream[id][stream0] );
            lapackf77_spotrf(MagmaLowerStr, &jb, Alo(j,j), &lda, info);
            if (*info != 0) {
                *info = *info + j;
                break;
            }

            /* send the diagonal to gpus */
            if ( (j+jb) < m ) {
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    magma_setdevice(d);
                    if ( d == id ) {
                        dlpanel = dlA(d, nb*j_local, j);
                        ldpanel = ldda;
                    } else {
                        dlpanel = dlPT(d, 0, 0, buf);
                        ldpanel = nb;
                    }
                    magma_ssetmatrix_async( jb, jb,
                                            Alo(j,j), lda,
                                            dlpanel,  ldpanel,
                                            stream[d][stream0] );
                    magma_event_record( event[d][2], stream[d][stream0] );
                    d = (d+1)%num_gpus;
                }
            } else {
                magma_setdevice(id);
                magma_ssetmatrix_async( jb, jb,
                                        Alo(j,j),               lda,
                                        dlA(id, nb*j_local, j), ldda,
                                        stream[id][stream0] );
            }

            /* factorize off-diagonal blocks */
            if ( (j+jb) < m ) {
                d = (j/nb+1)%num_gpus;
                for( dd=0; dd < num_gpus; dd++ ) {
                    /* next column */
                    j_local2 = j_local+1;
                    if ( d > id ) j_local2--;
                    if ( d == id ) {
                        dlpanel = dlA(d, nb*j_local, j);
                        ldpanel = ldda;
                    } else {
                        dlpanel = dlPT(d, 0, 0, buf);
                        ldpanel = nb;
                    }
                    nb2 = n_local[d] - j_local2*nb;
                    nb0 = min(nb, nb2 );
            
                    magma_setdevice(d);
                    magmablasSetKernelStream(stream[d][stream1]);
                    magma_queue_wait_event( stream[d][stream1], event[d][2] ); // wait for the diagonal
                    if ( j+jb < n && d == (j/nb+1)%num_gpus ) {
                        /* owns the next column, look-ahead the column */
#if defined(PRECISION_d) && defined(STRSM_WORK)
                        magmablas_strsm_work( MagmaRight, MagmaLower, MagmaTrans, MagmaNonUnit,
                                              nb0, jb, c_one,
                                              dlpanel,                ldpanel,
                                              dlA(d, nb*j_local2, j), ldda,
                                              d_dinvA[d][0], d_x[d][0]);
#else
                        magma_strsm( MagmaRight, MagmaLower, MagmaTrans, MagmaNonUnit,
                                     nb0, jb, c_one,
                                     dlpanel,                ldpanel,
                                     dlA(d, nb*j_local2, j), ldda);
#endif
                        magma_event_record( event[d][3], stream[d][stream1] );

                        /* send the column to cpu */
                        if ( j+jb < n ) {
                            magma_queue_wait_event( stream[d][stream0], event[d][3] ); // wait for lookahead
                            magma_sgetmatrix_async( nb0, j+jb,
                                                    dlA(d, nb*j_local2, 0), ldda,
                                                    Alo(j+jb,0),            lda,
                                                    stream[d][stream0] );
                            magma_event_record( event[d][1], stream[d][stream0] );
                        }

                        /* update the remaining blocks */
                        nb2 = nb2 - nb0;
#if defined(PRECISION_d) && defined(STRSM_WORK)
                        magmablas_strsm_work( MagmaRight, MagmaLower, MagmaTrans, MagmaNonUnit,
                                              nb2, jb, c_one,
                                              dlpanel,                    ldpanel,
                                              dlA(d, nb*j_local2+nb0, j), ldda,
                                              d_dinvA[d][1], d_x[d][1] );
#else
                        magma_strsm( MagmaRight, MagmaLower, MagmaTrans, MagmaNonUnit,
                                     nb2, jb, c_one,
                                     dlpanel,                    ldpanel,
                                     dlA(d, nb*j_local2+nb0, j), ldda);
#endif
                    } else if ( nb2 > 0 ) {
                        /* update the entire trailing matrix */
#if defined(PRECISION_d) && defined(STRSM_WORK)
                        magmablas_strsm_work( MagmaRight, MagmaLower, MagmaTrans, MagmaNonUnit,
                                              nb2, jb, c_one,
                                              dlpanel,                ldpanel,
                                              dlA(d, nb*j_local2, j), ldda,
                                              d_dinvA[d][1], d_x[d][1] );
#else
                        magma_strsm( MagmaRight, MagmaLower, MagmaTrans, MagmaNonUnit,
                                     nb2, jb, c_one,
                                     dlpanel,                ldpanel,
                                     dlA(d, nb*j_local2, j), ldda);
#endif
                    }
                    d = (d+1)%num_gpus;
                }
            }
        }
    } /* end of else not upper */

    /* == finalize the trace == */
    trace_finalize( "spotrf.svg", "trace.css" );

    /* clean up */
    for( d=0; d < num_gpus; d++ ) {
        magma_setdevice(d);
        magma_queue_sync( stream[d][0] );
        magma_queue_sync( stream[d][1] );
        magmablasSetKernelStream(NULL);

        //magma_event_destroy( event0[d] );
        //magma_event_destroy( event1[d] );
        //magma_event_destroy( event2[d] );
        //magma_event_destroy( event3[d] );
    }
    magma_setdevice(0);

    return *info;
} /* magma_spotrf_mgpu */
Exemplo n.º 7
0
/**
    Purpose
    -------
    SGELS solves the overdetermined, least squares problem
           min || A*X - C ||
    using the QR factorization A.
    The underdetermined problem (m < n) is not currently handled.


    Arguments
    ---------
    @param[in]
    trans   magma_trans_t
      -     = MagmaNoTrans:   the linear system involves A.
            Only TRANS=MagmaNoTrans is currently handled.

    @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,out]
    dA      REAL array, dimension (LDDA,N)
            On entry, the M-by-N matrix A.
            On exit, A is overwritten by details of its QR
            factorization as returned by SGEQRF3.

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

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

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

    @param[in]
    lwork   INTEGER
            The dimension of the array HWORK,
            LWORK >= (M - N + NB)*(NRHS + NB) + NRHS*NB,
            where NB is the blocksize given by magma_get_sgeqrf_nb( M, N ).
    \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 HWORK array.

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

    @ingroup magma_sgels_driver
    ********************************************************************/
extern "C" magma_int_t
magma_sgels3_gpu(
    magma_trans_t trans, magma_int_t m, magma_int_t n, magma_int_t nrhs,
    magmaFloat_ptr dA,    magma_int_t ldda,
    magmaFloat_ptr dB,    magma_int_t lddb,
    float *hwork, magma_int_t lwork,
    magma_int_t *info)
{
    magmaFloat_ptr dT;
    float *tau;
    magma_int_t min_mn;
    magma_int_t nb     = magma_get_sgeqrf_nb( m, n );
    magma_int_t lwkopt = (m - n + nb)*(nrhs + nb) + nrhs*nb;
    bool lquery = (lwork == -1);

    hwork[0] = magma_smake_lwork( lwkopt );

    *info = 0;
    /* For now, N is the only case working */
    if ( trans != MagmaNoTrans )
        *info = -1;
    else if (m < 0)
        *info = -2;
    else if (n < 0 || m < n) /* LQ is not handle for now*/
        *info = -3;
    else if (nrhs < 0)
        *info = -4;
    else if (ldda < max(1,m))
        *info = -6;
    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;

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

    /*
     * Allocate temporary buffers
     */
    magma_int_t ldtwork = ( 2*min_mn + magma_roundup( n, 32 ) )*nb;
    if (nb < nrhs)
        ldtwork = ( 2*min_mn + magma_roundup( n, 32 ) )*nrhs;
    if (MAGMA_SUCCESS != magma_smalloc( &dT, ldtwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    
    magma_smalloc_cpu( &tau, min_mn );
    if ( tau == NULL ) {
        magma_free( dT );
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }

    magma_sgeqrf3_gpu( m, n, dA, ldda, tau, dT, info );
    if ( *info == 0 ) {
        magma_sgeqrs3_gpu( m, n, nrhs,
                           dA, ldda, tau, dT,
                           dB, lddb, hwork, lwork, info );
    }

    magma_free( dT );
    magma_free_cpu( tau );
    return *info;
}
Exemplo n.º 8
0
/**
    @deprecated
    
    Purpose
    -------
    CLAQPS computes a step of QR factorization with column pivoting
    of a complex M-by-N matrix A by using Blas-3.  It tries to factorize
    NB columns from A starting from the row OFFSET+1, and updates all
    of the matrix with Blas-3 xGEMM.

    In some cases, due to catastrophic cancellations, it cannot
    factorize NB columns.  Hence, the actual number of factorized
    columns is returned in KB.

    Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.

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

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

    @param[in]
    offset  INTEGER
            The number of rows of A that have been factorized in
            previous steps.

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

    @param[out]
    kb      INTEGER
            The number of columns actually factorized.

    @param[in,out]
    A       COMPLEX array, dimension (LDA,N)
            On entry, the M-by-N matrix A.
            On exit, block A(OFFSET+1:M,1:KB) is the triangular
            factor obtained and block A(1:OFFSET,1:N) has been
            accordingly pivoted, but no factorized.
            The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
            been updated.

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

    @param[in,out]
    jpvt    INTEGER array, dimension (N)
            JPVT(I) = K <==> Column K of the full matrix A has been
            permuted into position I in AP.

    @param[out]
    tau     COMPLEX array, dimension (KB)
            The scalar factors of the elementary reflectors.

    @param[in,out]
    vn1     REAL array, dimension (N)
            The vector with the partial column norms.

    @param[in,out]
    vn2     REAL array, dimension (N)
            The vector with the exact column norms.

    @param[in,out]
    auxv    COMPLEX array, dimension (NB)
            Auxiliar vector.

    @param[in,out]
    F       COMPLEX array, dimension (LDF,NB)
            Matrix F' = L*Y'*A.

    @param[in]
    ldf     INTEGER
            The leading dimension of the array F. LDF >= max(1,N).

    @ingroup magma_cgeqp3_aux
    ********************************************************************/
extern "C" magma_int_t
magma_claqps_gpu(magma_int_t m, magma_int_t n, magma_int_t offset,
             magma_int_t nb, magma_int_t *kb,
             magmaFloatComplex *A,  magma_int_t lda,
             magma_int_t *jpvt, magmaFloatComplex *tau,
             float *vn1, float *vn2,
             magmaFloatComplex *auxv,
             magmaFloatComplex *F,  magma_int_t ldf)
{
#define  A(i, j) (A  + (i) + (j)*(lda ))
#define  F(i, j) (F  + (i) + (j)*(ldf ))

    magmaFloatComplex c_zero    = MAGMA_C_MAKE( 0.,0.);
    magmaFloatComplex c_one     = MAGMA_C_MAKE( 1.,0.);
    magmaFloatComplex c_neg_one = MAGMA_C_MAKE(-1.,0.);
    magma_int_t ione = 1;
    
    magma_int_t i__1, i__2;
    //float d__1;
    magmaFloatComplex z__1;
    
    //magma_int_t j;
    magma_int_t k, rk;
    //magmaFloatComplex Akk;
    magmaFloatComplex *Aks;
    magmaFloatComplex tauk = MAGMA_C_ZERO;
    magma_int_t pvt;
    //float temp, temp2;
    float tol3z;
    magma_int_t itemp;

    float lsticc, *lsticcs;
    magma_int_t lastrk;
    magma_smalloc( &lsticcs, 1+256*(n+255)/256 );

    lastrk = min( m, n + offset );
    tol3z = magma_ssqrt( lapackf77_slamch("Epsilon"));

    lsticc = 0;
    k = 0;
    magma_cmalloc( &Aks, nb );

    while( k < nb && lsticc == 0 ) {
        rk = offset + k;
        
        /* Determine ith pivot column and swap if necessary */
        // subtract 1 from Fortran/CUBLAS isamax; pvt, k are 0-based.
        pvt = k + magma_isamax( n-k, &vn1[k], ione ) - 1;
        
        if (pvt != k) {
            /*if (pvt >= nb) {
                // 1. Start copy from GPU
                magma_cgetmatrix_async( m - offset - nb, 1,
                                        dA(offset + nb, pvt), ldda,
                                        A (offset + nb, pvt), lda, stream );
            }*/

            /* F gets swapped so F must be sent at the end to GPU   */
            i__1 = k;
            /*if (pvt < nb) {
                // no need of transfer if pivot is within the panel
                blasf77_cswap( &m, A(0, pvt), &ione, A(0, k), &ione );
            }
            else {
                // 1. Finish copy from GPU
                magma_queue_sync( stream );

                // 2. Swap as usual on CPU
                blasf77_cswap(&m, A(0, pvt), &ione, A(0, k), &ione);

                // 3. Restore the GPU
                magma_csetmatrix_async( m - offset - nb, 1,
                                        A (offset + nb, pvt), lda,
                                        dA(offset + nb, pvt), ldda, stream);
            }*/
            magmablas_cswap( m, A(0, pvt), ione, A(0, k), ione );

            //blasf77_cswap( &i__1, F(pvt,0), &ldf, F(k,0), &ldf );
            magmablas_cswap( i__1, F(pvt, 0), ldf, F(k, 0), ldf);
            itemp     = jpvt[pvt];
            jpvt[pvt] = jpvt[k];
            jpvt[k]   = itemp;
            //vn1[pvt] = vn1[k];
            //vn2[pvt] = vn2[k];
            #if defined(PRECISION_d) || defined(PRECISION_z)
                //magma_dswap( 1, &vn1[pvt], 1, &vn1[k], 1 );
                //magma_dswap( 1, &vn2[pvt], 1, &vn2[k], 1 );
                magma_dswap( 2, &vn1[pvt], n+offset, &vn1[k], n+offset );
            #else
                //magma_sswap( 1, &vn1[pvt], 1, &vn1[k], 1 );
                //magma_sswap( 1, &vn2[pvt], 1, &vn2[k], 1 );
                magma_sswap(2, &vn1[pvt], n+offset, &vn1[k], n+offset);
            #endif
        }

        /* Apply previous Householder reflectors to column K:
           A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
           Optimization: multiply with beta=0; wait for vector and subtract */
        if (k > 0) {
            /*#if (defined(PRECISION_c) || defined(PRECISION_z))
            for (j = 0; j < k; ++j) {
                *F(k,j) = MAGMA_C_CNJG( *F(k,j) );
            }
            #endif*/

//#define RIGHT_UPDATE
#ifdef RIGHT_UPDATE
            i__1 = m - offset - nb;
            i__2 = k;
            magma_cgemv( MagmaNoTrans, i__1, i__2,
                         c_neg_one, A(offset+nb, 0), lda,
                                    F(k,         0), ldf,
                         c_one,     A(offset+nb, k), ione );
#else
            i__1 = m - rk;
            i__2 = k;
            /*blasf77_cgemv( MagmaNoTransStr, &i__1, &i__2,
                           &c_neg_one, A(rk, 0), &lda,
                                       F(k,  0), &ldf,
                           &c_one,     A(rk, k), &ione );*/
            magma_cgemv( MagmaNoTrans, i__1, i__2,
                         c_neg_one, A(rk, 0), lda,
                                    F(k,  0), ldf,
                         c_one,     A(rk, k), ione );
#endif

            /*#if (defined(PRECISION_c) || defined(PRECISION_z))
            for (j = 0; j < k; ++j) {
                *F(k,j) = MAGMA_C_CNJG( *F(k,j) );
            }
            #endif*/
        }
        
        /*  Generate elementary reflector H(k). */
        magma_clarfg_gpu(m-rk, A(rk, k), A(rk + 1, k), &tau[k], &vn1[k], &Aks[k]);

        //Akk = *A(rk, k);
        //*A(rk, k) = c_one;
        //magma_cgetvector( 1, &Aks[k],  1, &Akk,     1 );

        /* needed to avoid the race condition */
        if (k == 0) magma_csetvector(  1,    &c_one,       1, A(rk, k), 1 );
        else        magma_ccopymatrix( 1, 1, A(offset, 0), 1, A(rk, k), 1 );

        /* Compute Kth column of F:
           Compute  F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K) on the GPU */
        if (k < n-1 || k > 0) magma_cgetvector( 1, &tau[k], 1, &tauk, 1 );
        if (k < n-1) {
            i__1 = m - rk;
            i__2 = n - k - 1;

            /* Send the vector to the GPU */
            //magma_csetmatrix( i__1, 1, A(rk, k), lda, dA(rk,k), ldda );

            /* Multiply on GPU */
            // was CALL CGEMV( 'Conjugate transpose', M-RK+1, N-K,
            //                 TAU( K ), A( RK,  K+1 ), LDA,
            //                           A( RK,  K   ), 1,
            //                 CZERO,    F( K+1, K   ), 1 )
            //magma_cgetvector( 1, &tau[k], 1, &tauk, 1 );
            magma_cgemv( MagmaConjTrans, m-rk, n-k-1,
                         tauk,   A( rk,  k+1 ), lda,
                                 A( rk,  k   ), 1,
                         c_zero, F( k+1, k   ), 1 );
            //magma_cscal( m-rk, tau[k], F( k+1, k), 1 );
            //magma_int_t i__3 = nb-k-1;
            //magma_int_t i__4 = i__2 - i__3;
            //magma_int_t i__5 = nb-k;
            //magma_cgemv( MagmaConjTrans, i__1 - i__5, i__2 - i__3,
            //             tau[k], dA(rk +i__5, k+1+i__3), ldda,
            //                     dA(rk +i__5, k       ), ione,
            //             c_zero, dF(k+1+i__3, k       ), ione );
            
            //magma_cgetmatrix_async( i__2-i__3, 1,
            //                        dF(k + 1 +i__3, k), i__2,
            //                        F (k + 1 +i__3, k), i__2, stream );
            
            //blasf77_cgemv( MagmaConjTransStr, &i__1, &i__3,
            //               &tau[k], A(rk,  k+1), &lda,
            //                        A(rk,  k  ), &ione,
            //               &c_zero, F(k+1, k  ), &ione );
            
            //magma_queue_sync( stream );
            //blasf77_cgemv( MagmaConjTransStr, &i__5, &i__4,
            //               &tau[k], A(rk, k+1+i__3), &lda,
            //                        A(rk, k       ), &ione,
            //               &c_one,  F(k+1+i__3, k ), &ione );
        }
        
        /* Padding F(1:K,K) with zeros.
        for (j = 0; j <= k; ++j) {
            magma_csetvector( 1, &c_zero, 1, F(j, k), 1 );
        }*/
        
        /* Incremental updating of F:
           F(1:N,K) := F(1:N,K)                        - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'*A(RK:M,K).
           F(1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'*A(RK:M,K)
                    := tau(K)(A(RK:M,K+1:N)' - F(1:N,1:K-1)*A(RK:M,1:K-1)') A(RK:M,K)
           so, F is (updated A)*V */
        //if (k > 0 && k < n-1) {
        if (k > 0) {
            //magma_cgetvector( 1, &tau[k], 1, &tauk, 1 );
            z__1 = MAGMA_C_NEGATE( tauk );
#ifdef RIGHT_UPDATE
            i__1 = m - offset - nb;
            i__2 = k;
            magma_cgemv( MagmaConjTrans, i__1, i__2,
                         z__1,   A(offset+nb, 0), lda,
                                 A(offset+nb, k), ione,
                         c_zero, auxv, ione );
            
            i__1 = k;
            magma_cgemv( MagmaNoTrans, n-k-1, i__1,
                         c_one, F(k+1,0), ldf,
                                auxv,     ione,
                         c_one, F(k+1,k), ione );
#else
            i__1 = m - rk;
            i__2 = k;
            //blasf77_cgemv( MagmaConjTransStr, &i__1, &i__2,
            //               &z__1,   A(rk, 0), &lda,
            //                        A(rk, k), &ione,
            //               &c_zero, auxv, &ione );

            magma_cgemv( MagmaConjTrans, i__1, i__2,
                         z__1,   A(rk, 0), lda,
                                 A(rk, k), ione,
                         c_zero, auxv, ione );
            
            //i__1 = k;
            //blasf77_cgemv( MagmaNoTransStr, &n, &i__1,
            //               &c_one, F(0,0), &ldf,
            //                       auxv,   &ione,
            //               &c_one, F(0,k), &ione );
            /*magma_cgemv( MagmaNoTrans, n, i__1,
                           c_one, F(0,0), ldf,
                                  auxv,   ione,
                           c_one, F(0,k), ione );*/
            /* I think we only need stricly lower-triangular part :) */
            magma_cgemv( MagmaNoTrans, n-k-1, i__2,
                         c_one, F(k+1,0), ldf,
                                auxv,     ione,
                         c_one, F(k+1,k), ione );
#endif
        }
        
        /* Optimization: On the last iteration start sending F back to the GPU */
        
        /* Update the current row of A:
           A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'.               */
        if (k < n-1) {
            i__1 = n - k - 1;
            i__2 = k + 1;
            //blasf77_cgemm( MagmaNoTransStr, MagmaConjTransStr, &ione, &i__1, &i__2,
            //               &c_neg_one, A(rk, 0  ), &lda,
            //                           F(k+1,0  ), &ldf,
            //               &c_one,     A(rk, k+1), &lda );
#ifdef RIGHT_UPDATE
            /* right-looking update of rows,                     */
            magma_cgemm( MagmaNoTrans, MagmaConjTrans, nb-k, i__1, ione,
                         c_neg_one, A(rk,  k  ), lda,
                                    F(k+1, k  ), ldf,
                         c_one,     A(rk,  k+1), lda );
#else
            /* left-looking update of rows,                     *
             * since F=A'v with original A, so no right-looking */
            magma_cgemm( MagmaNoTrans, MagmaConjTrans, ione, i__1, i__2,
                         c_neg_one, A(rk, 0  ), lda,
                                    F(k+1,0  ), ldf,
                         c_one,     A(rk, k+1), lda );
#endif
        }
        
        /* Update partial column norms. */
        if (rk < min(m, n+offset)-1 ) {
            magmablas_scnrm2_row_check_adjust(n-k-1, tol3z, &vn1[k+1], &vn2[k+1], A(rk,k+1), lda, lsticcs);

            magma_device_sync();
            #if defined(PRECISION_d) || defined(PRECISION_z)
            magma_sgetvector( 1, &lsticcs[0], 1, &lsticc, 1 );
            #else
            magma_sgetvector( 1, &lsticcs[0], 1, &lsticc, 1 );
            #endif
        }


        /*if (rk < lastrk) {
            for (j = k + 1; j < n; ++j) {
                if (vn1[j] != 0.) {
                    // NOTE: The following 4 lines follow from the analysis in
                    //   Lapack Working Note 176.
                    temp = MAGMA_C_ABS( *A(rk,j) ) / vn1[j];
                    temp = max( 0., ((1. + temp) * (1. - temp)) );

                    d__1 = vn1[j] / vn2[j];
                    temp2 = temp * (d__1 * d__1);

                    if (temp2 <= tol3z) {
                        vn2[j] = (float) lsticc;
                        lsticc = j;
                    } else {
                        vn1[j] *= magma_ssqrt(temp);
                    }
                }
            }
        }*/
        
        //*A(rk, k) = Akk;
        //magma_csetvector( 1, &Akk, 1, A(rk, k), 1 );
        //magma_cswap( 1, &Aks[k], 1, A(rk, k), 1 );
        
        ++k;
    }
    magma_ccopymatrix( 1, k, Aks, 1, A(offset, 0), lda+1 );

    // leave k as the last column done
    --k;
    *kb = k + 1;
    rk = offset + *kb - 1;

    /* Apply the block reflector to the rest of the matrix:
       A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) - A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)'  */
    if (*kb < min(n, m - offset)) {
        i__1 = m - rk - 1;
        i__2 = n - *kb;
        
        /* Send F to the GPU
        magma_csetmatrix( i__2, *kb,
                          F (*kb, 0), ldf,
                          dF(*kb, 0), i__2 );*/

        magma_cgemm( MagmaNoTrans, MagmaConjTrans, i__1, i__2, *kb,
                     c_neg_one, A(rk+1, 0  ), lda,
                                F(*kb,  0  ), ldf,
                     c_one,     A(rk+1, *kb), lda );
    }
    /* Recomputation of difficult columns. */
    if ( lsticc > 0 ) {
        // printf( " -- recompute dnorms --\n" );
        magmablas_scnrm2_check(m-rk-1, n-*kb, A(rk+1,*kb), lda,
                               &vn1[*kb], lsticcs);
        magma_scopymatrix( n-*kb, 1, &vn1[*kb], *kb, &vn2[*kb], *kb);
    /*while( lsticc > 0 ) {
        itemp = (magma_int_t)(vn2[lsticc] >= 0. ? floor(vn2[lsticc] + .5) : -floor(.5 - vn2[lsticc]));
        i__1 = m - rk - 1;
        if (lsticc <= nb)
            vn1[lsticc] = magma_cblas_scnrm2( i__1, A(rk+1,lsticc), ione );
        else {
            // Where is the data, CPU or GPU ?
            float r1, r2;
            
            r1 = magma_cblas_scnrm2( nb-k, A(rk+1,lsticc), ione );
            r2 = magma_scnrm2(m-offset-nb, dA(offset + nb + 1, lsticc), ione);
            
            vn1[lsticc] = magma_ssqrt(r1*r1+r2*r2);
        }
        
        // NOTE: The computation of VN1( LSTICC ) relies on the fact that
        //   SNRM2 does not fail on vectors with norm below the value of SQRT(SLAMCH('S'))
        vn2[lsticc] = vn1[lsticc];
        lsticc = itemp;*/
    }
    magma_free(Aks);
    magma_free(lsticcs);

    return MAGMA_SUCCESS;
} /* magma_claqps */
Exemplo n.º 9
0
extern "C" magma_int_t
magma_sgeqrf_msub(
    magma_int_t num_subs, magma_int_t num_gpus, 
    magma_int_t m, magma_int_t n,
    magmaFloat_ptr *dlA, magma_int_t ldda,
    float *tau, 
    magma_queue_t *queues,
    magma_int_t *info)
{
/*  -- clMAGMA (version 1.3.0) --
    Univ. of Tennessee, Knoxville
    Univ. of California, Berkeley
    Univ. of Colorado, Denver
    @date November 2014

    Purpose
    =======
    SGEQRF2_MGPU computes a QR factorization of a real M-by-N matrix A:
    A = Q * R. This is a GPU interface of the routine.

    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.

    dA      (input/output) REAL array on the GPU, dimension (LDDA,N)
            On entry, the M-by-N matrix dA.
            On exit, the elements on and above the diagonal of the array
            contain the min(M,N)-by-N upper trapezoidal matrix R (R is
            upper triangular if m >= n); the elements below the diagonal,
            with the array TAU, represent the orthogonal matrix Q as a
            product of min(m,n) elementary reflectors (see Further
            Details).

    LDDA    (input) INTEGER
            The leading dimension of the array dA.  LDDA >= max(1,M).
            To benefit from coalescent memory accesses LDDA must be
            divisible by 16.

    TAU     (output) REAL array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            or another error occured, such as memory allocation failed.

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

        Q = H(1) H(2) . . . H(k), where k = min(m,n).

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

#define dlA(gpu,a_1,a_2) dlA[gpu], ((a_2)*(ldda) + (a_1))
#define dlA_offset(a_1, a_2) ((a_2)*(ldda) + (a_1))
#define work_ref(a_1)    ( work + (a_1))
#define hwork            ( work + (nb)*(m))

#define hwrk(a_1)        ( local_work + (a_1))
#define lhwrk            ( local_work + (nb)*(m))

    magmaFloat_ptr dwork[MagmaMaxGPUs], panel[MagmaMaxGPUs];
    size_t panel_offset[MagmaMaxGPUs];
    float *local_work = NULL;

    magma_int_t i, j, k, ldwork, lddwork, old_i, old_ib, rows;
    magma_int_t nbmin, nx, ib, nb;
    magma_int_t lhwork, lwork;

    int panel_id = -1, i_local, n_local[MagmaMaxGPUs * MagmaMaxSubs], la_id, displacement,
        tot_subs = num_gpus * num_subs; 

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

    k = min(m,n);
    if (k == 0)
        return *info;

    nb = magma_get_sgeqrf_nb(m);

    displacement = n * nb;
    lwork  = (m+n+64) * nb;
    lhwork = lwork - (m)*nb;

    for (i=0; i<num_gpus; i++) {
        if (MAGMA_SUCCESS != magma_smalloc( &(dwork[i]), (n + ldda)*nb )) {
            *info = MAGMA_ERR_DEVICE_ALLOC;
            return *info;
        }
    }

    /* Set the number of local n for each GPU */
    for (i=0; i<tot_subs; i++) {
        n_local[i] = ((n/nb)/tot_subs)*nb;
        if (i < (n/nb)%tot_subs)
            n_local[i] += nb;
        else if (i == (n/nb)%tot_subs)
            n_local[i] += n%nb;
    }
    #ifdef USE_PINNED_CLMEMORY
    cl_mem buffer = clCreateBuffer(gContext, CL_MEM_READ_WRITE | CL_MEM_ALLOC_HOST_PTR, sizeof(float)*lwork, NULL, NULL);
    for (j=0; j<num_gpus; j++) {
        local_work = (float*)clEnqueueMapBuffer(queues[2*j], buffer, CL_TRUE, CL_MAP_READ | CL_MAP_WRITE, 0,
                                                       sizeof(float)*lwork, 0, NULL, NULL, NULL);
    }
    #else
    if (MAGMA_SUCCESS != magma_smalloc_cpu( (&local_work), lwork )) {
        *info = -9;
        for (i=0; i<num_gpus; i++) {
            magma_free( dwork[i] );
        }
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }
    #endif

    nbmin = 2;
    nx    = nb;
    ldwork = m;
    lddwork= n;

    if (nb >= nbmin && nb < k && nx < k) {
        /* Use blocked code initially */
        old_i = 0; old_ib = nb;
        for (i = 0; i < k-nx; i += nb) {
            /* Set the GPU number that holds the current panel */
            panel_id = (i/nb)%tot_subs;

            /* Set the local index where the current panel is */
            i_local = i/(nb*tot_subs)*nb;

            ib = min(k-i, nb);
            rows = m -i;
            /* Send current panel to the CPU */
            magma_queue_sync(queues[2*(panel_id%num_gpus)]);
            magma_sgetmatrix_async( rows, ib,
                                    dlA(panel_id, i, i_local), ldda,
                                    hwrk(i), ldwork, 
                                    queues[2*(panel_id%num_gpus)+1], NULL );

            if (i > 0) {
                /* Apply H' to A(i:m,i+2*ib:n) from the left; this is the look-ahead
                   application to the trailing matrix                                     */
                la_id = panel_id;

                /* only the GPU that has next panel is done look-ahead */
                magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                  m-old_i, n_local[la_id]-i_local-old_ib, old_ib,
                                  panel[la_id%num_gpus], panel_offset[la_id%num_gpus], ldda, 
                                  dwork[la_id%num_gpus], 0, lddwork,
                                  dlA(la_id, old_i, i_local+old_ib), ldda, 
                                  dwork[la_id%num_gpus], old_ib, lddwork, 
                                  queues[2*(la_id%num_gpus)]);

                la_id = ((i-nb)/nb)%tot_subs;
                magma_ssetmatrix_async( old_ib, old_ib,
                                        hwrk(old_i), ldwork,
                                        panel[la_id%num_gpus], panel_offset[la_id%num_gpus], ldda, 
                                        queues[2*(la_id%num_gpus)], NULL );
            }

            magma_queue_sync( queues[2*(panel_id%num_gpus)+1] );

            lapackf77_sgeqrf(&rows, &ib, hwrk(i), &ldwork, tau+i, lhwrk, &lhwork, info);

            // Form the triangular factor of the block reflector
            // H = H(i) H(i+1) . . . H(i+ib-1) 
            lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                              &rows, &ib,
                              hwrk(i), &ldwork, tau+i, lhwrk, &ib);

            spanel_to_q( MagmaUpper, ib, hwrk(i), ldwork, lhwrk+ib*ib );
            // Send the current panel back to the GPUs 
            // Has to be done with asynchronous copies

            for (j=0; j<num_gpus; j++) {  
                if (j == panel_id%num_gpus){
                    panel[j] = dlA(panel_id, i, i_local);
                    panel_offset[j] = dlA_offset(i, i_local);
                } else {
                    panel[j] = dwork[j];
                    panel_offset[j] = displacement;
                }
                magma_queue_sync( queues[2*j] );
                magma_ssetmatrix_async( rows, ib,
                                        hwrk(i), ldwork,
                                        panel[j], panel_offset[j], ldda, 
                                        queues[2*j+1], NULL );

                /* Send the T matrix to the GPU. 
                   Has to be done with asynchronous copies */
                magma_ssetmatrix_async( ib, ib, lhwrk, ib,
                                        dwork[j], 0, lddwork, 
                                        queues[2*j+1], NULL );
            }

            for(j=0; j<num_gpus; j++) {
                magma_queue_sync( queues[2*j+1] );
            }

            if (i + ib < n) {
                 if (i+nb < k-nx) {
                    /* Apply H' to A(i:m,i+ib:i+2*ib) from the left;
                       This is update for the next panel; part of the look-ahead    */
                    la_id = (panel_id+1)%tot_subs;
                    int i_loc = (i+nb)/(nb*tot_subs)*nb;
                    for (j=0; j<tot_subs; j++) {
                        if (j == la_id)
                            magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                              rows, ib, ib,
                                              panel[j%num_gpus], panel_offset[j%num_gpus], ldda, 
                                              dwork[j%num_gpus], 0, lddwork,
                                              dlA(j, i, i_loc), ldda, 
                                              dwork[j%num_gpus], ib, lddwork, 
                                              queues[2*(j%num_gpus)]);
                        else if (j <= panel_id)
                            magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                              rows, n_local[j]-i_local-ib, ib,
                                              panel[j%num_gpus], panel_offset[j%num_gpus], ldda, 
                                              dwork[j%num_gpus], 0, lddwork,
                                              dlA(j, i, i_local+ib), ldda, 
                                              dwork[j%num_gpus], ib, lddwork,
                                              queues[2*(j%num_gpus)]);
                        else
                            magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                              rows, n_local[j]-i_local, ib,
                                              panel[j%num_gpus], panel_offset[j%num_gpus], ldda, 
                                              dwork[j%num_gpus], 0, lddwork,
                                              dlA(j, i, i_local), ldda, 
                                              dwork[j%num_gpus], ib, lddwork, 
                                              queues[2*(j%num_gpus)]);
                    }

                    /* Restore the panel */
                    sq_to_panel( MagmaUpper, ib, hwrk(i), ldwork, lhwrk+ib*ib );
                } else {
                    /* do the entire update as we exit and there would be no lookahead */
                    la_id = (panel_id+1)%tot_subs;
                    int i_loc = (i+nb)/(nb*tot_subs)*nb;

                    magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                      rows, n_local[la_id]-i_loc, ib,
                                      panel[la_id%num_gpus], panel_offset[la_id%num_gpus], ldda, 
                                      dwork[la_id%num_gpus], 0, lddwork,
                                      dlA(la_id, i, i_loc), ldda, 
                                      dwork[la_id%num_gpus], ib, lddwork,
                                      queues[2*(la_id%num_gpus)]);
 
                    /* Restore the panel */
                    sq_to_panel( MagmaUpper, ib, hwrk(i), ldwork, lhwrk+ib*ib ); 
                    
                    magma_ssetmatrix( ib, ib,
                                      hwrk(i), ldwork,
                                      dlA(panel_id, i, i_local), ldda,
                                      queues[2*(panel_id%num_gpus)]);
                }
                old_i  = i;
                old_ib = ib;
            }
        }
    } else {
        i = 0;
    }

    for (j=0; j<num_gpus; j++) {
        magma_free( dwork[j] );
    }

    /* Use unblocked code to factor the last or only block. */
    if (i < k) {
        ib   = n-i;
        rows = m-i;
        lhwork = lwork - rows*ib;

        panel_id = (panel_id+1)%tot_subs;
        int i_loc = (i)/(nb*tot_subs)*nb;

        magma_sgetmatrix( rows, ib,
                          dlA(panel_id, i, i_loc), ldda,
                          lhwrk, rows, 
                          queues[2*(panel_id%num_gpus)]);

        lhwork = lwork - rows*ib;
        lapackf77_sgeqrf(&rows, &ib, lhwrk, &rows, tau+i, lhwrk+ib*rows, &lhwork, info);

        magma_ssetmatrix( rows, ib,
                          lhwrk, rows,
                          dlA(panel_id, i, i_loc), ldda, 
                          queues[2*(panel_id%num_gpus)]);
    }
    #ifdef USE_PINNED_CLMEMORY
    #else
    magma_free_cpu( local_work );
    #endif

    return *info;
} /* magma_sgeqrf_msub */
Exemplo n.º 10
0
/**
    Purpose
    -------
    SORGQR generates an M-by-N REAL matrix Q with orthonormal columns,
    which is defined as the first N columns of a product of K elementary
    reflectors of order M

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

    as returned by SGEQRF_GPU.

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

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

    @param[in]
    k       INTEGER
            The number of elementary reflectors whose product defines the
            matrix Q. N >= K >= 0.

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

    @param[in]
    ldda    INTEGER
            The first dimension of the array A. LDDA >= max(1,M).

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

    @param[in]
    dT      REAL work space array on the GPU device,
            dimension (MIN(M, N) )*NB.
            This must be the 6th argument of magma_sgeqrf_gpu
            [ note that if N here is bigger than N in magma_sgeqrf_gpu,
              the workspace requirement DT in magma_sgeqrf_gpu must be
              as specified in this routine ].

    @param[in]
    nb      INTEGER
            This is the block size used in SGEQRF_GPU, and correspondingly
            the size of the T matrices, used in the factorization, and
            stored in DT.

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

    @ingroup magma_ssyev_2stage
    ********************************************************************/
extern "C" magma_int_t
magma_sorgqr_2stage_gpu(magma_int_t m, magma_int_t n, magma_int_t k,
                 float *dA, magma_int_t ldda,
                 float *tau, float *dT,
                 magma_int_t nb, magma_int_t *info)
{
    #define dA(a_1,a_2) (dA + (a_2)*(ldda) + (a_1))
    #define dT(a_1)     (dT + (a_1)*nb)

    float c_zero = MAGMA_S_ZERO;
    float c_one  = MAGMA_S_ONE;
    
    magma_int_t  i__1, i__2, i__3;
    //magma_int_t lwork;
    magma_int_t i, ib, ki, kk;  //, iinfo;
    //magma_int_t lddwork = min(m, n);
    //float *work, *panel;
    float *dwork;
    //magma_queue_t stream[2];
    magma_int_t ldt=nb; // need to be an input parameter

    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if ((n < 0) || (n > m)) {
        *info = -2;
    } else if ((k < 0) || (k > n)) {
        *info = -3;
    } else if (ldda < max(1,m)) {
        *info = -5;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    if (n <= 0)
        return *info;

    if (MAGMA_SUCCESS != magma_smalloc( &dwork, n*nb )) {
        printf ("!!!! sorgqr_2stage magma_alloc failed for: dwork\n" );
        exit(-1);
    }

    if ( (nb > 1) && (nb < k) ) {
        /*  Use blocked code after the last block.
            The first kk columns are handled by the block method.
            ki is start of 2nd-to-last block. */
        ki = (k - nb - 1) / nb * nb;
        kk = min(k, ki + nb);

        /* Set A(1:kk,kk+1:n) to zero. */
        /* and A(kk+1:m, kk+1:n) = I */
        magmablas_slaset( MagmaFull, kk,   n-kk, c_zero, c_zero, dA(0, kk), ldda );
        magmablas_slaset( MagmaFull, m-kk, n-kk, c_zero, c_one,  dA(kk,kk), ldda );
    }
    else {
        ki = 0;
        kk = 0;
    }
    
    /* Allocate work space on CPU in pinned memory */
    //lwork = (n+m) * nb;
    //if (kk < n)
    //  lwork = max(lwork, n * nb + (m-kk)*(n-kk));

    //if (MAGMA_SUCCESS != magma_smalloc_pinned( &work, (lwork) )) {
    //    *info = MAGMA_ERR_HOST_ALLOC;
    //    return *info;
    //}
    //panel = work + n * nb;

    //magma_queue_create( &stream[0] );
    //magma_queue_create( &stream[1] );
    /* Use unblocked code for the last or only block. */
    if (kk < n) {
        i__1 = m - kk;
        i__2 = n - kk;
        i__3 = k - kk;
        //magma_sgetmatrix(i__1, i__2, dA(kk, kk), ldda, panel, i__1);
        //lapackf77_sorgqr(&i__1, &i__2, &i__3, panel, &i__1, &tau[kk],
        //                 work, &lwork, &iinfo);
        //
        //magma_ssetmatrix(i__1, i__2, panel, i__1, dA(kk, kk), ldda);
        
        magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
                          i__1, i__2, i__3,
                          dA(kk, kk-nb), ldda, dT(kk-nb), ldt,
                          dA(kk, kk), ldda, dwork, i__2);
        
        //magmablas_slaset(MagmaFull, kk-nb,     nb, c_zero, c_zero, dA(0,kk-nb),     ldda);
        //magmablas_slaset(MagmaFull, m-(kk-nb), nb, c_zero, c_one,  dA(kk-nb,kk-nb), ldda);
    }

    if (kk > 0) {
        /* Use blocked code */
        for (i = ki; i >= nb; i -= nb) {
            ib = min(nb, k - i);
            /* Send current panel to the CPU for update */
            i__2 = m - i;
            //magma_sgetmatrix_async( i__2, ib, dA(i,i), ldda, panel, i__2, stream[0] );  // verify
            if (i + ib < n) {
                /* Apply H to A(i:m,i+ib:n) from the left */
                i__3 = n - i;

                magmablas_slaset( MagmaFull, i,   ib, c_zero, c_zero, dA(0,i), ldda );
                magmablas_slaset( MagmaFull, m-i, ib, c_zero, c_one,  dA(i,i), ldda );

                magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
                                  i__2, i__3, ib,
                                  dA(i, i-nb), ldda, dT(i-nb),             ldt,
                                  dA(i, i), ldda, dwork, i__3);
            }

            /* Apply H to rows i:m of current block on the CPU */
            //magma_queue_sync( stream[0] );
            //lapackf77_sorgqr(&i__2, &ib, &ib, panel, &i__2, &tau[i],
            //                 work, &lwork, &iinfo);
            //magma_ssetmatrix_async( i__2, ib, panel, i__2, dA(i,i), ldda, stream[1] );  // verify

            /* Set rows 1:i-1 of current block to zero */
            i__2 = i + ib;
            //magmablas_slaset(MagmaFull, i-ib,     ib, c_zero, c_zero, dA(0,i-ib),    ldda);
            //magmablas_slaset(MagmaFull, m-(i-ib), ib, c_zero, c_one,  dA(i-ib,i-ib), ldda);
        }
    }

    magmablas_slaset( MagmaFull, m, nb, c_zero, c_one, dA(0,0), ldda );

    magma_free( dwork );
    //magma_free_pinned( work );
    //magma_queue_destroy( stream[0] );
    //magma_queue_destroy( stream[1] );

    return *info;
} /* magma_sorgqr_gpu */
Exemplo n.º 11
0
extern "C" magma_int_t
magma_ssygvd(magma_int_t itype, char jobz, char uplo, magma_int_t n,
             float *a, magma_int_t lda, float *b, magma_int_t ldb, 
             float *w, float *work, magma_int_t lwork, 
             magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
/*  -- MAGMA (version 1.3.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       November 2012

    Purpose   
    =======   
    SSYGVD computes all the eigenvalues, and optionally, the eigenvectors   
    of a real generalized symmetric-definite eigenproblem, of the form   
    A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and   
    B are assumed to be symmetric and B is also positive definite.   
    If eigenvectors are desired, it uses a divide and conquer algorithm.   

    The divide and conquer algorithm makes very mild assumptions about   
    floating point arithmetic. It will work on machines with a guard   
    digit in add/subtract, or on those binary machines without guard   
    digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or   
    Cray-2. It could conceivably fail on hexadecimal or decimal machines   
    without guard digits, but we know of none.   

    Arguments   
    =========   
    ITYPE   (input) INTEGER   
            Specifies the problem type to be solved:   
            = 1:  A*x = (lambda)*B*x   
            = 2:  A*B*x = (lambda)*x   
            = 3:  B*A*x = (lambda)*x   

    JOBZ    (input) CHARACTER*1   
            = 'N':  Compute eigenvalues only;   
            = 'V':  Compute eigenvalues and eigenvectors.   

    UPLO    (input) CHARACTER*1   
            = 'U':  Upper triangles of A and B are stored;   
            = 'L':  Lower triangles of A and B are stored.   

    N       (input) INTEGER   
            The order of the matrices A and B.  N >= 0.   

    A       (input/output) COMPLEX*16 array, dimension (LDA, N)   
            On entry, the symmetric matrix A.  If UPLO = 'U', the   
            leading N-by-N upper triangular part of A contains the   
            upper triangular part of the matrix A.  If UPLO = 'L',   
            the leading N-by-N lower triangular part of A contains   
            the lower triangular part of the matrix A.   

            On exit, if JOBZ = 'V', then if INFO = 0, A contains the   
            matrix Z of eigenvectors.  The eigenvectors are normalized   
            as follows:   
            if ITYPE = 1 or 2, Z**T *   B    * Z = I;   
            if ITYPE = 3,      Z**T * inv(B) * Z = I.   
            If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')   
            or the lower triangle (if UPLO='L') of A, including the   
            diagonal, is destroyed.   

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

    B       (input/output) COMPLEX*16 array, dimension (LDB, N)   
            On entry, the symmetric matrix B.  If UPLO = 'U', the   
            leading N-by-N upper triangular part of B contains the   
            upper triangular part of the matrix B.  If UPLO = 'L',   
            the leading N-by-N lower triangular part of B contains   
            the lower triangular part of the matrix B.   

            On exit, if INFO <= N, the part of B containing the matrix is   
            overwritten by the triangular factor U or L from the Cholesky   
            factorization B = U**T * U or B = L * L**T.   

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

    W       (output) DOUBLE PRECISION array, dimension (N)   
            If INFO = 0, the eigenvalues in ascending order.   

    WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The length of the array WORK.   
            If N <= 1,                LWORK >= 1.   
            If JOBZ  = 'N' and N > 1, LWORK >= 2*N*nb + 1.   
            If JOBZ  = 'V' and N > 1, LWORK >= 1 + 6*N*nb + 2*N**2.   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal sizes of the WORK and   
            IWORK arrays, returns these values as the first entries of   
            the WORK and IWORK arrays, and no error message   
            related to LWORK or LIWORK is issued by XERBLA.   

    IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))   
            On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.   

    LIWORK  (input) INTEGER   
            The dimension of the array IWORK.   
            If N <= 1,                LIWORK >= 1.   
            If JOBZ  = 'N' and N > 1, LIWORK >= 1.   
            If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.   

            If LIWORK = -1, then a workspace query is assumed; the   
            routine only calculates the optimal sizes of the WORK   
            and IWORK arrays, returns these values as the first entries   
            of the WORK and IWORK arrays, and no error message   
            related to LWORK or LIWORK is issued by XERBLA.   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  SPOTRF or SSYEVD returned an error code:   
               <= N:  if INFO = i and JOBZ = 'N', then the algorithm   
                      failed to converge; i off-diagonal elements of an   
                      intermediate tridiagonal form did not converge to   
                      zero;   
                      if INFO = i and JOBZ = 'V', then the algorithm   
                      failed to compute an eigenvalue while working on   
                      the submatrix lying in rows and columns INFO/(N+1)   
                      through mod(INFO,N+1);   
               > N:   if INFO = N + i, for 1 <= i <= N, then the leading   
                      minor of order i of B is not positive definite.   
                      The factorization of B could not be completed and   
                      no eigenvalues or eigenvectors were computed.   

    Further Details   
    ===============   

    Based on contributions by   
       Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA   

    Modified so that no backsubstitution is performed if SSYEVD fails to   
    converge (NEIG in old code could be greater than N causing out of   
    bounds reference to A - reported by Ralf Meyer).  Also corrected the   
    description of INFO and the test on ITYPE. Sven, 16 Feb 05.   
    =====================================================================  */

    char uplo_[2] = {uplo, 0};
    char jobz_[2] = {jobz, 0};

    float d_one = MAGMA_S_ONE;
    
    float *da;
    float *db;
    magma_int_t ldda = n;
    magma_int_t lddb = n;

    magma_int_t lower;
    char trans[1];
    magma_int_t wantz, lquery;

    magma_int_t lopt, lwmin, liopt, liwmin;
  
    cudaStream_t stream;
    magma_queue_create( &stream );

    wantz = lapackf77_lsame(jobz_, MagmaVectorsStr);
    lower = lapackf77_lsame(uplo_, MagmaLowerStr);
    lquery = lwork == -1 || liwork == -1;

    *info = 0;
    if (itype < 1 || itype > 3) {
        *info = -1;
    } else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVectorsStr))) {
        *info = -2;
    } else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
        *info = -3;
    } else if (n < 0) {
        *info = -4;
    } else if (lda < max(1,n)) {
        *info = -6;
    } else if (ldb < max(1,n)) {
        *info = -8;
    }

    magma_int_t nb = magma_get_ssytrd_nb(n); 
  
    if (n < 1) {
      liwmin = 1;
      lwmin = 1;
    } else if (wantz) {
      lwmin = 1 + 6 * n * nb + 2* n * n;
      liwmin = 5 * n + 3;
    } else {
        lwmin = 2 * n * nb + 1;
        liwmin = 1;
    }

    lopt = lwmin;
    liopt = liwmin;

    work[ 0] =  lopt;
    iwork[0] = liopt;

    if (lwork < lwmin && ! lquery) {
        *info = -11;
    } else if (liwork < liwmin && ! lquery) {
         *info = -13;
    }

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

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

    if (MAGMA_SUCCESS != magma_smalloc( &da, n*ldda ) ||
        MAGMA_SUCCESS != magma_smalloc( &db, n*lddb )) {
      *info = -17;
      return MAGMA_ERR_DEVICE_ALLOC;
    }
  
    /* Form a Cholesky factorization of B. */
    magma_ssetmatrix( n, n, b, ldb, db, lddb );

    magma_ssetmatrix_async( n, n,
                            a,  lda,
                            da, ldda, stream );  
  
    magma_spotrf_gpu(uplo_[0], n, db, lddb, info);
    if (*info != 0) {
        *info = n + *info;
        return 0;
    }

    magma_queue_sync( stream );
  
    magma_sgetmatrix_async( n, n,
                            db, lddb,
                            b,  ldb, stream );

    /*  Transform problem to standard eigenvalue problem and solve. */
    magma_ssygst_gpu(itype, uplo_[0], n, da, ldda, db, lddb, info);
  
    magma_ssyevd_gpu(jobz_[0], uplo_[0], n, da, ldda, w, a, lda, 
                     work, lwork, iwork, liwork, info);

    lopt  = max( lopt, (magma_int_t) work[0]);
    liopt = max(liopt, iwork[0]);

    if (wantz && *info == 0) 
      {
        /* Backtransform eigenvectors to the original problem. */
        if (itype == 1 || itype == 2) 
          {
            /* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;   
               backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
            if (lower) {
                *(unsigned char *)trans = MagmaTrans;
            } else {
                *(unsigned char *)trans = MagmaNoTrans;
            }

            magma_strsm(MagmaLeft, uplo_[0], *trans, MagmaNonUnit,
                        n, n, d_one, db, lddb, da, ldda);

        } else if (itype == 3) 
          {
            /*  For B*A*x=(lambda)*x;   
                backtransform eigenvectors: x = L*y or U'*y */
            if (lower) {
                *(unsigned char *)trans = MagmaNoTrans;
            } else {
                *(unsigned char *)trans = MagmaTrans;
            }

            magma_strmm(MagmaLeft, uplo_[0], *trans, MagmaNonUnit, 
                        n, n, d_one, db, lddb, da, ldda);
        }

        magma_sgetmatrix( n, n, da, ldda, a, lda );

    }

    magma_queue_sync( stream );
    magma_queue_destroy( stream );
  
    work[0] = (float) lopt;
    iwork[0] = liopt;

    magma_free( da );
    magma_free( db );
  
    return MAGMA_SUCCESS;
} /* magma_ssygvd */
Exemplo n.º 12
0
extern "C" magma_int_t
magma_sbulge_applyQ_v2(
    magma_side_t side,
    magma_int_t NE, magma_int_t N,
    magma_int_t NB, magma_int_t Vblksiz,
    magmaFloat_ptr dE, magma_int_t ldde,
    float *V, magma_int_t ldv,
    float *T, magma_int_t ldt,
    magma_int_t *info)
{
    //%===========================
    //%   local variables
    //%===========================
    magma_int_t Vm, Vn, mt, nt;
    magma_int_t myrow, mycol, blkj, blki;
    magma_int_t blkid,vpos,tpos;
    magma_int_t firstrow, nbcolinvolvd;
    magma_int_t versionL  = 113;
    magma_int_t versionR  = 92;
    magma_int_t Vchunksiz = 10;
    *info=0;

    /* Quick return */
    if ( NE == 0 ) {
        return *info;
    }
    if ( N == 0 ) {
        return *info;
    }
    if ( NB == 0 ) {
        return *info;
    }
    /* ==========================================
     * some infos for developer
     * Initialisation and checking nb of cores
     * ==========================================*/
    /* we have 2 algo for left (113 114) and 2 algo for right (91 92)
     * which correspond to versionL versionR.
     * They are very similar (detail explained in tech report and matlab code)
     * however version 114 and 92 improve locality.
     * while version 113 is used in case WNATZ=1 (construct Q2) which allow
     * the construction to be done in an optimized way taking into
     * consideration that the matrix is Identity so making less flops.
     *
    */

    // Initialize streaming and events
    magma_device_sync();
    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );

    magma_queue_t stream[2];
    magma_queue_create( &stream[0] );
    magma_queue_create( &stream[1] );

    magma_event_t myevent[2];
    cudaEventCreateWithFlags(&myevent[0],cudaEventDisableTiming);
    cudaEventCreateWithFlags(&myevent[1],cudaEventDisableTiming);



    // Azzam 21/11/2012
    // NOTE THAT dwork was of size 2*NE*Vblksiz+...
    // but I am thinking why not modifing it to NE*Vblksiz+...
    // BUT NO because the 2* is used because of making 2 streams working and so
    // they might be using dwork in parallel
    float *dwork, *dwork0, *dwork1, *dwvt0, *dwvt1;
    float *dT0, *dV0, *dT1, *dV1;
    magma_int_t lddv = ldv;
    magma_int_t lddt = ldt;
    magma_int_t lddw = 0;
    magma_int_t lddwork  = ((NE+31)/32)*32;
    magma_int_t dwVTsiz  = lddv*Vblksiz; // lddv*lddv + lddv*lddwork; (v2) // lddv*Vblksiz; (v1,v3)
    magma_int_t dworksiz = lddwork*Vblksiz;  // lddv*Vblksiz; (v2)   // NE*Vblksiz=lddwork*Vblksiz; (v1,v3)

    if (MAGMA_SUCCESS != magma_smalloc( &dwork, 2*dworksiz + 2*dwVTsiz +  2*Vchunksiz* (Vblksiz* (lddv+lddt)) )) {
       printf ("!!!!  magma_sbulge_applyQ magma_alloc failed for: dwork\n" );
       exit(-1);
    }
    dwork0 = dwork;               // size = dworksiz;
    dwork1 = dwork0 + dworksiz;   // size = dworksiz;
    dwvt0  = dwork + 2*dworksiz;  // size = dwVTsiz;
    dwvt1  = dwvt0 + dwVTsiz;     // size = dwVTsiz;
    dV0    = dwork + 2*dworksiz + 2*dwVTsiz;
    dT0    = dV0 + Vchunksiz*Vblksiz*lddv;
    dV1    = dT0 + Vchunksiz*Vblksiz*lddt;
    dT1    = dV1 + Vchunksiz*Vblksiz*lddv;


    // make overlapped copy
    magma_int_t ncpy = 0;
    magma_int_t copyed=0, copyst=0;
    magma_int_t blkcnt,nothing, mysiz, flip, vld,tld, locpos;
    findVTsiz(N, NB, Vblksiz, &blkcnt, &nothing);

    flip = 0;

    // performance loss if the reflector are applied to a big number of eigenvectors (~10000)
    // => apply the reflectors to blocks of eigenvectors.
    //magma_int_t nr_bl = magma_ceildiv(NE,10000);        //nr of blocks
    magma_int_t sz_bl = NE; //magma_ceildiv(NE,nr_bl*64)*64; //maximum size of blocks (to have blocks of around the same size and multiple of 64)
    magma_int_t ib;                                      //size of current block


    /* SIDE LEFT  meaning apply E = Q*E = (q_1*q_2*.....*q_n) * E ==> so traverse Vs in reverse order (forward) from q_n to q_1
     *            Also E is splitten by row meaning each apply consist in a block of row (horizontal block) */
    /* SIDE RIGHT meaning apply E = E*Q = E * (q_1*q_2*.....*q_n) ==> so tarverse Vs in normal  order (forward) from q_1 to q_n
     *            Also E is splitten by col meaning each apply consist in a block of col (vertical block) */

    #ifdef ENABLE_DEBUG
    printf("  APPLY Q_v22 GPU with  N %d, NE %d,  NB %d, Vblksiz %d, versionL %d versionR %d  SIDE %c \n",
           N, NE, NB, Vblksiz, versionL, versionR, side);
    #endif

    /*
     * MagmamaLeft
     */
    if (side == MagmaLeft) {
        /*
         * Version 113:
         * loop over the block_col (nt) and for each find the
         * number of tiles (mt) in this block_col. then loop over mt, find
         * the size of the V's(Vm,Vn) and apply it to the corresponding
         * portion of E.
         */
        if ( versionL == 113 ) {
            nt  = magma_ceildiv((N-1),Vblksiz);
            for (blkj=nt-1; blkj >= 0; blkj--) {
                /* the index of the first row on the top of block (blkj) */
                firstrow = blkj * Vblksiz + 1;
                /*find the number of tile for this block */
                if ( blkj == nt-1 )
                    mt = magma_ceildiv( N -  firstrow,    NB);
                else
                    mt = magma_ceildiv( N - (firstrow+1), NB);
                /*loop over the tiles find the size of the Vs and apply it */
                for (blki=mt; blki > 0; blki--) {
                    /*calculate the size of each losange of Vs= (Vm,Vn)*/
                    myrow     = firstrow + (mt-blki)*NB;
                    mycol     = blkj*Vblksiz;
                    Vm = min( NB+Vblksiz-1, N-myrow);
                    if ( ( blkj == nt-1 ) && ( blki == mt ) ) {
                        Vn = min (Vblksiz, Vm);
                    } else {
                        Vn = min (Vblksiz, Vm-1);
                    }
                    /*calculate the pointer to the Vs and the Ts.
                     * Note that Vs and Ts have special storage done
                     * by the bulgechasing function*/
                    //printf("voici blkj %d blki %d  Vm %d  Vn %d mycol %d vpos %d \n",blkj,blki,Vm, Vn,mycol,vpos);
                    magma_bulge_findpos113(N, NB, Vblksiz, mycol, myrow, &blkid);
               
                    // COPY Vchunksiz Vs and Vchunksiz Ts to GPU and store it in dV0/dV1 and dT0/dT1
                    if (ncpy == 0) {
                        // flip = 1 for this.
                        copyst = 0;                             // meaning that copy will start copying from blkid =copyst
                        copyed = min(copyst+Vchunksiz, blkcnt); // meaning that copy will end copying at blkid =copyed-1==> next copy had to start at copyed
                        mysiz  = copyed-copyst;                 // the size of the chunk to be copied
                        if (mysiz > 0) {
                            ncpy = 1;
                            flip = 1;
                            vpos = copyst*Vblksiz*ldv;
                            tpos = copyst*Vblksiz*ldt;
                            vld  = mysiz * ldv;
                            tld  = mysiz * ldt;
                            magmablasSetKernelStream(stream[1]);
                            magma_ssetmatrix_async(vld, Vblksiz, V(vpos), vld, dV1, vld, stream[1]);
                            magma_ssetmatrix_async(tld, Vblksiz, T(tpos), tld, dT1, tld, stream[1]);
                            //printf("doing the first copy   of mysiz %2d copyst %2d copyed %2d vpos %8d tpos %8d into dV1 dT1\n",mysiz,copyst,copyed,vpos,tpos);
                        }
                    }
                   
                    if (blkid == copyst) {
                        flip   = ncpy % 2;
                        copyst = copyed;                             // meaning that copy will start copying from blkid =copyst
                        copyed = min(copyst+Vchunksiz, blkcnt); // meaning that copy will end copying at blkid =copyed-1==> next copy had to start at copyed
                        mysiz  = copyed-copyst;                 // the size of the chunk to be copied
                        //printf(" get to copy blkid %d blkid+(2*Vchunksiz) %d copyst %d copyed %d\n",blkid,blkid+(Vchunksiz),copyst,copyed);
                        if (mysiz > 0) {
                            ncpy = ncpy + 1;
                            vpos = copyst*Vblksiz*ldv;
                            tpos = copyst*Vblksiz*ldt;
                            vld  = mysiz * ldv;
                            tld  = mysiz * ldt;
                            if (flip == 0) { // now I am working on dV0 so copy the next and put it on dV1
                                //printf("doing overlapping copy of mysiz %2d copyst %2d copyed %2d vpos %8d tpos %8d into dV1 dT1\n",mysiz,copyst,copyed,vpos,tpos);
                                magmablasSetKernelStream(stream[1]);
                                magma_ssetmatrix_async(vld, Vblksiz, V(vpos), vld, dV1, vld, stream[1]);
                                magma_ssetmatrix_async(tld, Vblksiz, T(tpos), tld, dT1, tld, stream[1]);
                            } else { // now I am working on dV1 so copy the next and put it on dV0
                                //printf("doing overlapping copy of mysiz %2d copyst %2d copyed %2d vpos %8d tpos %8d into dV0 dT0\n",mysiz,copyst,copyed,vpos,tpos);
                                magmablasSetKernelStream(stream[0]);
                                magma_ssetmatrix_async(vld, Vblksiz, V(vpos), vld, dV0, vld, stream[0]);
                                magma_ssetmatrix_async(tld, Vblksiz, T(tpos), tld, dT0, tld, stream[0]);
                            }
                        }
                    }

                    if ((Vm > 0) && (Vn > 0)) {
                        locpos = blkid%Vchunksiz;
                        magma_int_t lcvpos   = locpos*Vblksiz*lddv;
                        magma_int_t lctpos   = locpos*Vblksiz*lddt;
                        //printf("voici blkj %d blki %d  Vm %d  Vn %d mycol %d locvpos %5d loctpos %5d  blkid %2d  using data in dV%1d dT%1d \n",blkj,blki,Vm, Vn,mycol,lcvpos,lctpos, blkid,flip,flip);
                        if (flip == 0) {
                            magmablasSetKernelStream(stream[0]);
                            magma_queue_wait_event( stream[0], myevent[1] );
                            for (magma_int_t i=0; i < NE; i += sz_bl) {
                                ib = min(sz_bl, NE-i);
                                lddw = min(lddwork,sz_bl);
                                //magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise, Vm, ib, Vn, dV0+lcvpos, lddv, dT0+lctpos, lddt, dE(myrow,i), ldde, dwork0, lddw);
                                magma_slarfb_gpu_gemm( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise, Vm, ib, Vn, dV0+lcvpos, lddv, dT0+lctpos, lddt, dE(myrow,i), ldde, dwork0, lddw, dwvt0, lddv);
                            }
                            magma_event_record( myevent[0], stream[0] );
                        } else {
                            magmablasSetKernelStream(stream[1]);
                            magma_queue_wait_event( stream[1], myevent[0] );
                            for (magma_int_t i=0; i < NE; i += sz_bl) {
                                ib = min(sz_bl, NE-i);
                                lddw = min(lddwork,sz_bl);
                                //magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise, Vm, ib, Vn, dV1+lcvpos, lddv, dT1+lctpos, lddt, dE(myrow,i), ldde, dwork1, lddw);
                                magma_slarfb_gpu_gemm( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise, Vm, ib, Vn, dV1+lcvpos, lddv, dT1+lctpos, lddt, dE(myrow,i), ldde, dwork1, lddw, dwvt1, lddv);
                            }
                            magma_event_record( myevent[1], stream[1] );
                        }
                    }  // end for (Vm &Vn) > 0
                } // end for blki
            } // end for blkj
        } // end if version=113
        /*
         * Version 114:
         * loop over the block_row (mt) and for each find diagonally the
         * number of tiles (nt) in this block_row. then loop over nt, find
         * the size of the V's(Vm,Vn) and apply it to the corresponding
         * portion of E.
         */
        else {
            mt    = magma_ceildiv((N-1),NB);
            for (blki = mt; blki > 0; blki--) {
                /* nbcolinvolvd = number of column corresponding to this block_row (blki) */
                nbcolinvolvd = min(N-1, blki*NB);
                /*find the number of tile for this block (diagonal row of tiles) */
                nt = magma_ceildiv(nbcolinvolvd,Vblksiz);
                /*loop over the tiles find the size of the Vs and apply it */
                for (blkj = nt-1; blkj >= 0; blkj--) {
                    /* the index of the first row of the first col meaning
                     * the block on the top left (blki) */
                    firstrow = (mt-blki)*NB+1;
                    /*calculate the size of each losange of Vs= (Vm,Vn)*/
                    myrow    = firstrow + blkj*Vblksiz;
                    mycol    = blkj*Vblksiz;
                    Vm = min( NB+Vblksiz-1, N-myrow);
                    if ( ( blkj == nt-1 ) && ( blki == mt ) ) {
                        Vn = min (Vblksiz, Vm);
                    } else {
                        Vn = min (Vblksiz, Vm-1);
                    }

                    if ((Vm > 0) && (Vn > 0)) {
                    /*calculate the pointer to the Vs and the Ts.
                     * Note that Vs and Ts have special storage done
                     * by the bulgechasing function*/
                        magma_bulge_findVTpos(N, NB, Vblksiz, mycol, myrow, ldv, ldt, &vpos, &tpos);
                        magma_ssetmatrix_async(Vm, Vn, V(vpos), ldv, dV0, lddv, NULL);
                        magma_ssetmatrix_async(Vn,  Vn, T(tpos), ldt, dT0, lddt, NULL);
                        //printf("voici blki %d  rownbm %d mycol %d  coled %d  blkid %d vpos %d  tpos %d\n", blki, rownbm, mycol, coled, blkid, vpos, tpos);
                        for (magma_int_t i=0; i < NE; i += sz_bl) {
                            ib = min(sz_bl, NE-i);
                            magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise, Vm, ib, Vn, dV0, lddv, dT0, lddt, dE(myrow,i), ldde, dwork, NE);
                        }
                    } // end for (Vm &Vn) > 0
                } // end for blkj
            } // end for blki
        } // end version 114
    } // end LEFT
    /*
     * MagmaRight
     */
    else {
        /*
         * Version 91:
         */
        if ( versionR == 91 ) {
            nt  = magma_ceildiv((N-1),Vblksiz);
            for (blkj=0; blkj < nt; blkj++) {
                /* the index of the first myrow on the top of block (blkj) */
                firstrow = blkj * Vblksiz + 1;
                /*find the number of tile for this block */
                if ( blkj == nt-1 )
                    mt = magma_ceildiv( N -  firstrow,    NB);
                else
                    mt = magma_ceildiv( N - (firstrow+1), NB);
                /*loop over the tiles find the size of the Vs and apply it */
                for (blki=1; blki <= mt; blki++) {
                    /*calculate the size of each losange of Vs= (Vm,Vn)*/
                    myrow  = firstrow + (mt-blki)*NB;
                    Vm = min( NB+Vblksiz-1, N-myrow);
                    if ( (blkj == nt-1) && (blki == mt) ) {
                        Vn = min( Vblksiz, Vm );
                    } else {
                        Vn = min( Vblksiz, Vm-1 );
                    }
                    mycol     = blkj*Vblksiz;
                    if ((Vm > 0) && (Vn > 0)) {
                        /*calculate the pointer to the Vs and the Ts.
                         * Note that Vs and Ts have special storage done
                         * by the bulgechasing function*/
                        magma_bulge_findVTpos(N, NB, Vblksiz, mycol, myrow, ldv, ldt, &vpos, &tpos);
                        magma_ssetmatrix_async(Vm, Vn, V(vpos), ldv, dV0, lddv, NULL);
                        magma_ssetmatrix_async(Vn,  Vn, T(tpos), ldt, dT0, lddt, NULL);
                        magma_slarfb_gpu( MagmaRight, MagmaNoTrans, MagmaForward, MagmaColumnwise, NE, Vm, Vn, dV0, lddv, dT0, lddt, dE(0, myrow), ldde, dwork, NE);
                    } // end for (Vm &Vn) > 0
                } // end for blki
            } // end fo blkj
        } // end of version 91
        /*
         * Version 92:
         */
        else {
            mt    = magma_ceildiv((N-1),NB);
            for (blki = 1; blki <= mt; blki++) {
                /* nbcolinvolvd = number of column corresponding to this block_row (blki) */
                nbcolinvolvd = min(N-1, blki*NB);
                /*find the number of tile for this block (diagonal row of tiles) */
                nt = magma_ceildiv(nbcolinvolvd,Vblksiz);
                /*loop over the tiles find the size of the Vs and apply it */
                for (blkj = 0; blkj < nt; blkj++) {
                    /* the index of the first row of the first col meaning
                     * the block on the top left (blki) */
                    firstrow = (mt-blki)*NB+1;
                    /*calculate the size of each losange of Vs= (Vm,Vn)*/
                    myrow    = firstrow + blkj*Vblksiz;
                    mycol    = blkj*Vblksiz;
                    Vm = min( NB+Vblksiz-1, N-myrow);
                    if ( ( blkj == nt-1 ) && ( blki == mt ) ) {
                        Vn = min (Vblksiz, Vm);
                    } else {
                        Vn = min (Vblksiz, Vm-1);
                    }
                    if ((Vm > 0) && (Vn > 0)) {
                        /*calculate the pointer to the Vs and the Ts.
                         * Note that Vs and Ts have special storage done
                         * by the bulgechasing function*/
                        magma_bulge_findVTpos(N, NB, Vblksiz, mycol, myrow, ldv, ldt, &vpos, &tpos);
                        magma_ssetmatrix_async(Vm, Vn, V(vpos), ldv, dV0, lddv, NULL);
                        magma_ssetmatrix_async(Vn,  Vn, T(tpos), ldt, dT0, lddt, NULL);
                        magma_slarfb_gpu( MagmaRight, MagmaNoTrans, MagmaForward, MagmaColumnwise, NE, Vm, Vn, dV0, lddv, dT0, lddt, dE(0, myrow), ldde, dwork, NE);
                    } // end for (Vm &Vn) > 0
                } //end for blkj
            } // end for blki
        } //end of version 92
    } // end RIGHT


    magma_device_sync();
    magmablasSetKernelStream( orig_stream );
    magma_event_destroy( myevent[0] );
    magma_event_destroy( myevent[1] );
    magma_queue_destroy( stream[0] );
    magma_queue_destroy( stream[1] );
    magma_free(dwork);


    return *info;
}
Exemplo n.º 13
0
extern "C" magma_int_t
magma_sorgqr(magma_int_t m, magma_int_t n, magma_int_t k,
             float *A, magma_int_t lda,
             float *tau,
             float *dT, magma_int_t nb,
             magma_int_t *info)
{
/*  -- MAGMA (version 1.4.1) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       December 2013

    Purpose
    =======
    SORGQR generates an M-by-N REAL matrix Q with orthonormal columns,
    which is defined as the first N columns of a product of K elementary
    reflectors of order M

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

    as returned by SGEQRF.

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

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

    K       (input) INTEGER
            The number of elementary reflectors whose product defines the
            matrix Q. N >= K >= 0.

    A       (input/output) REAL array A, dimension (LDDA,N).
            On entry, the i-th column must contain the vector
            which defines the elementary reflector H(i), for
            i = 1,2,...,k, as returned by SGEQRF_GPU in the
            first k columns of its array argument A.
            On exit, the M-by-N matrix Q.

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

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

    DT      (input) REAL array on the GPU device.
            DT contains the T matrices used in blocking the elementary
            reflectors H(i), e.g., this can be the 6th argument of
            magma_sgeqrf_gpu.

    NB      (input) INTEGER
            This is the block size used in SGEQRF_GPU, and correspondingly
            the size of the T matrices, used in the factorization, and
            stored in DT.

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

#define  A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)
#define dT(j)   (dT + (j)*nb)

    float c_zero = MAGMA_S_ZERO;
    float c_one  = MAGMA_S_ONE;

    magma_int_t  m_kk, n_kk, k_kk, mi;
    magma_int_t lwork, ldda;
    magma_int_t i, ib, ki, kk;  //, iinfo;
    magma_int_t lddwork;
    float *dA, *dV, *dW;
    float *work;

    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if ((n < 0) || (n > m)) {
        *info = -2;
    } else if ((k < 0) || (k > n)) {
        *info = -3;
    } else if (lda < max(1,m)) {
        *info = -5;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    if (n <= 0) {
        return *info;
    }

    // first kk columns are handled by blocked method.
    // ki is start of 2nd-to-last block
    if ((nb > 1) && (nb < k)) {
        ki = (k - nb - 1) / nb * nb;
        kk = min(k, ki + nb);
    } else {
        ki = 0;
        kk = 0;
    }

    // Allocate GPU work space
    // ldda*n     for matrix dA
    // ldda*nb    for dV
    // lddwork*nb for dW larfb workspace
    ldda    = ((m + 31) / 32) * 32;
    lddwork = ((n + 31) / 32) * 32;
    if (MAGMA_SUCCESS != magma_smalloc( &dA, ldda*n + ldda*nb + lddwork*nb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dV = dA + ldda*n;
    dW = dA + ldda*n + ldda*nb;

    // Allocate CPU work space
    lwork = (n+m+nb) * nb;
    magma_smalloc_cpu( &work, lwork );
    if (work == NULL) {
        magma_free( dA );
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }
    float *V = work + (n+nb)*nb;

    magma_queue_t stream;
    magma_queue_create( &stream );

    // Use unblocked code for the last or only block.
    if (kk < n) {
        m_kk = m - kk;
        n_kk = n - kk;
        k_kk = k - kk;
        /*
            // Replacing this with the following 4 routines works but sorgqr is slow for
            // k smaller than the sorgqr's blocking size (new version can be up to 60x faster) 
            lapackf77_sorgqr( &m_kk, &n_kk, &k_kk,
                              A(kk, kk), &lda,
                              &tau[kk], work, &lwork, &iinfo );
        */
        lapackf77_slacpy( MagmaUpperLowerStr, &m_kk, &k_kk, A(kk,kk), &lda, V, &m_kk);
        lapackf77_slaset( MagmaUpperLowerStr, &m_kk, &n_kk, &c_zero, &c_one, A(kk, kk), &lda );

        lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &k_kk,
                          V, &m_kk, &tau[kk], work, &k_kk);
        lapackf77_slarfb( MagmaLeftStr, MagmaNoTransStr, MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &n_kk, &k_kk,
                          V, &m_kk, work, &k_kk, A(kk, kk), &lda, work+k_kk*k_kk, &n_kk );
        
        if (kk > 0) {
            magma_ssetmatrix( m_kk, n_kk,
                              A(kk, kk),  lda,
                              dA(kk, kk), ldda );
        
            // Set A(1:kk,kk+1:n) to zero.
            magmablas_slaset( MagmaUpperLower, kk, n - kk, dA(0, kk), ldda );
        }
    }

    if (kk > 0) {
        // Use blocked code
        // stream: set Aii (V) --> laset --> laset --> larfb --> [next]
        // CPU has no computation
        magmablasSetKernelStream( stream );
        
        for (i = ki; i >= 0; i -= nb) {
            ib = min(nb, k - i);

            // Send current panel to the GPU
            mi = m - i;
            lapackf77_slaset( "Upper", &ib, &ib, &c_zero, &c_one, A(i, i), &lda );
            magma_ssetmatrix_async( mi, ib,
                                    A(i, i), lda,
                                    dV,      ldda, stream );

            // set panel to identity
            magmablas_slaset( MagmaUpperLower, i, ib, dA(0, i), ldda );
            magmablas_slaset_identity( mi, ib, dA(i, i), ldda );
            
            if (i < n) {
                // Apply H to A(i:m,i:n) from the left
                magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
                                  mi, n-i, ib,
                                  dV,       ldda, dT(i), nb,
                                  dA(i, i), ldda, dW, lddwork );
            }
        }
    
        // copy result back to CPU
        magma_sgetmatrix( m, n,
                          dA(0, 0), ldda, A(0, 0), lda);
    }

    magmablasSetKernelStream( NULL );
    magma_queue_destroy( stream );
    magma_free( dA );
    magma_free_cpu( work );

    return *info;
} /* magma_sorgqr */
Exemplo n.º 14
0
/**
    Purpose
    -------
    SORGQR generates an M-by-N REAL matrix Q with orthonormal columns,
    which is defined as the first N columns of a product of K elementary
    reflectors of order M

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

    as returned by SGEQRF.

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

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

    @param[in]
    k       INTEGER
            The number of elementary reflectors whose product defines the
            matrix Q. N >= K >= 0.

    @param[in,out]
    A       REAL array A, dimension (LDDA,N).
            On entry, the i-th column must contain the vector
            which defines the elementary reflector H(i), for
            i = 1,2,...,k, as returned by SGEQRF_GPU in the
            first k columns of its array argument A.
            On exit, the M-by-N matrix Q.

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

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

    @param[in]
    T       REAL array, dimension (NB, min(M,N)).
            T contains the T matrices used in blocking the elementary
            reflectors H(i), e.g., this can be the 6th argument of
            magma_sgeqrf_gpu (except stored on the CPU, not the GPU).

    @param[in]
    nb      INTEGER
            This is the block size used in SGEQRF_GPU, and correspondingly
            the size of the T matrices, used in the factorization, and
            stored in T.

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

    @ingroup magma_sgeqrf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_sorgqr_m(
    magma_int_t m, magma_int_t n, magma_int_t k,
    float *A, magma_int_t lda,
    float *tau,
    float *T, magma_int_t nb,
    magma_int_t *info)
{
#define  A(i,j)   ( A    + (i) + (j)*lda )
#define dA(d,i,j) (dA[d] + (i) + (j)*ldda)
#define dT(d,i,j) (dT[d] + (i) + (j)*nb)

    float c_zero = MAGMA_S_ZERO;
    float c_one  = MAGMA_S_ONE;

    magma_int_t m_kk, n_kk, k_kk, mi;
    magma_int_t lwork, ldwork;
    magma_int_t d, i, ib, j, jb, ki, kk;
    float *work=NULL;

    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if ((n < 0) || (n > m)) {
        *info = -2;
    } else if ((k < 0) || (k > n)) {
        *info = -3;
    } else if (lda < max(1,m)) {
        *info = -5;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    if (n <= 0) {
        return *info;
    }
    
    magma_int_t di, dn;
    magma_int_t dpanel;

    magma_int_t ngpu = magma_num_gpus();
    
    magma_device_t orig_dev;
    magma_getdevice( &orig_dev );
    
    // Allocate memory on GPUs for A and workspaces
    magma_int_t ldda    = magma_roundup( m, 32 );
    magma_int_t lddwork = magma_roundup( n, 32 );
    magma_int_t min_lblocks = (n / nb) / ngpu;  // min. blocks per gpu
    magma_int_t last_dev    = (n / nb) % ngpu;  // device with last block
    
    magma_int_t  nlocal[ MagmaMaxGPUs ] = { 0 };
    float *dA[ MagmaMaxGPUs ] = { NULL };
    float *dT[ MagmaMaxGPUs ] = { NULL };
    float *dV[ MagmaMaxGPUs ] = { NULL };
    float *dW[ MagmaMaxGPUs ] = { NULL };
    magma_queue_t queues[ MagmaMaxGPUs ] = { NULL };
    
    for( d = 0; d < ngpu; ++d ) {
        // example with n = 75, nb = 10, ngpu = 3
        // min_lblocks = 2
        // last_dev    = 1
        // gpu 0: 2  blocks, cols:  0- 9, 30-39, 60-69
        // gpu 1: 1+ blocks, cols: 10-19, 40-49, 70-74 (partial)
        // gpu 2: 1  block,  cols: 20-29, 50-59
        magma_setdevice( d );
        nlocal[d] = min_lblocks*nb;
        if ( d < last_dev ) {
            nlocal[d] += nb;
        }
        else if ( d == last_dev ) {
            nlocal[d] += (n % nb);
        }
        
        ldwork = nlocal[d]*ldda  // dA
               + nb*m            // dT
               + nb*ldda         // dV
               + nb*lddwork;     // dW
        if ( MAGMA_SUCCESS != magma_smalloc( &dA[d], ldwork )) {
            *info = MAGMA_ERR_DEVICE_ALLOC;
            goto cleanup;
        }
        dT[d] = dA[d] + nlocal[d]*ldda;
        dV[d] = dT[d] + nb*m;
        dW[d] = dV[d] + nb*ldda;
        
        magma_queue_create( d, &queues[d] );
    }
    
    trace_init( 1, ngpu, 1, queues );
    
    // first kk columns are handled by blocked method.
    // ki is start of 2nd-to-last block
    if ((nb > 1) && (nb < k)) {
        ki = (k - nb - 1) / nb * nb;
        kk = min(k, ki + nb);
    } else {
        ki = 0;
        kk = 0;
    }

    // Allocate CPU work space
    // n*nb  for larfb work
    // m*nb  for V
    // nb*nb for T
    lwork = (n + m + nb) * nb;
    magma_smalloc_cpu( &work, lwork );
    if (work == NULL) {
        *info = MAGMA_ERR_HOST_ALLOC;
        goto cleanup;
    }
    float *work_T, *work_V;
    work_T = work + n*nb;
    work_V = work + n*nb + nb*nb;

    // Use unblocked code for the last or only block.
    if (kk < n) {
        trace_cpu_start( 0, "ungqr", "ungqr last block" );
        m_kk = m - kk;
        n_kk = n - kk;
        k_kk = k - kk;
        
        // sorgqr requires less workspace (n*nb), but is slow if k < sorgqr's block size.
        // replacing it with the 4 routines below is much faster (e.g., 60x).
        //magma_int_t iinfo;
        //lapackf77_sorgqr( &m_kk, &n_kk, &k_kk,
        //                  A(kk, kk), &lda,
        //                  &tau[kk], work, &lwork, &iinfo );
        
        lapackf77_slacpy( MagmaFullStr, &m_kk, &k_kk, A(kk,kk), &lda, work_V, &m_kk);
        lapackf77_slaset( MagmaFullStr, &m_kk, &n_kk, &c_zero, &c_one, A(kk, kk), &lda );
        
        lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &k_kk,
                          work_V, &m_kk, &tau[kk], work_T, &k_kk);
        lapackf77_slarfb( MagmaLeftStr, MagmaNoTransStr, MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &n_kk, &k_kk,
                          work_V, &m_kk, work_T, &k_kk, A(kk, kk), &lda, work, &n_kk );
        
        if (kk > 0) {
            for( j=kk; j < n; j += nb ) {
                jb = min( n-j, nb );
                d  =  (j / nb) % ngpu;
                di = ((j / nb) / ngpu) * nb;
                magma_setdevice( d );
                magma_ssetmatrix( m_kk, jb,
                                  A(kk, j),  lda,
                                  dA(d, kk, di), ldda, queues[d] );
                
                // Set A(1:kk,kk+1:n) to zero.
                magmablas_slaset( MagmaFull, kk, jb, c_zero, c_zero, dA(d, 0, di), ldda, queues[d] );
            }
        }
        trace_cpu_end( 0 );
    }

    if (kk > 0) {
        // Use blocked code
        // send T to all GPUs
        for( d = 0; d < ngpu; ++d ) {
            magma_setdevice( d );
            trace_gpu_start( d, 0, "set", "set T" );
            magma_ssetmatrix_async( nb, min(m,n), T, nb, dT[d], nb, queues[d] );
            trace_gpu_end( d, 0 );
        }
        
        // queue: set Aii (V) --> laset --> laset --> larfb --> [next]
        // CPU has no computation
        for( i = ki; i >= 0; i -= nb ) {
            ib = min(nb, k - i);
            mi = m - i;
            dpanel =  (i / nb) % ngpu;
            di     = ((i / nb) / ngpu) * nb;

            // Send current panel to dV on the GPUs
            lapackf77_slaset( "Upper", &ib, &ib, &c_zero, &c_one, A(i, i), &lda );
            for( d = 0; d < ngpu; ++d ) {
                magma_setdevice( d );
                trace_gpu_start( d, 0, "set", "set V" );
                magma_ssetmatrix_async( mi, ib,
                                        A(i, i), lda,
                                        dV[d],   ldda, queues[d] );
                trace_gpu_end( d, 0 );
            }
            
            // set panel to identity
            magma_setdevice( dpanel );
            trace_gpu_start( dpanel, 0, "laset", "laset" );
            magmablas_slaset( MagmaFull, i,  ib, c_zero, c_zero, dA(dpanel, 0, di), ldda, queues[dpanel] );
            magmablas_slaset( MagmaFull, mi, ib, c_zero, c_one,  dA(dpanel, i, di), ldda, queues[dpanel] );
            trace_gpu_end( dpanel, 0 );
            
            if (i < n) {
                // Apply H to A(i:m,i:n) from the left
                for( d = 0; d < ngpu; ++d ) {
                    magma_setdevice( d );
                    magma_indices_1D_bcyclic( nb, ngpu, d, i, n, &di, &dn );
                    trace_gpu_start( d, 0, "larfb", "larfb" );
                    magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
                                      mi, dn-di, ib,
                                      dV[d],        ldda, dT(d,0,i), nb,
                                      dA(d, i, di), ldda, dW[d], lddwork, queues[d] );
                    trace_gpu_end( d, 0 );
                }
            }
        }
        
        // copy result back to CPU
        trace_cpu_start( 0, "get", "get A" );
        magma_sgetmatrix_1D_col_bcyclic( m, n, dA, ldda, A, lda, ngpu, nb, queues );
        trace_cpu_end( 0 );
    }
    
    #ifdef TRACING
    char name[80];
    snprintf( name, sizeof(name), "sorgqr-n%d-ngpu%d.svg", m, ngpu );
    trace_finalize( name, "trace.css" );
    #endif
    
cleanup:
    for( d = 0; d < ngpu; ++d ) {
        magma_setdevice( d );
        magma_free( dA[d] );
        magma_queue_destroy( queues[d] );
    }
    magma_free_cpu( work );
    magma_setdevice( orig_dev );
    
    return *info;
} /* magma_sorgqr */
Exemplo n.º 15
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 16
0
/**
    Purpose
    -------
    SSYGVD computes all the eigenvalues, and optionally, the eigenvectors
    of a real generalized symmetric-definite eigenproblem, of the form
    A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and
    B are assumed to be symmetric and B is also positive definite.
    If eigenvectors are desired, it uses a divide and conquer algorithm.

    The divide and conquer algorithm makes very mild assumptions about
    floating point arithmetic. It will work on machines with a guard
    digit in add/subtract, or on those binary machines without guard
    digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
    Cray-2. It could conceivably fail on hexadecimal or decimal machines
    without guard digits, but we know of none.

    Arguments
    ---------
    @param[in]
    ngpu    INTEGER
            Number of GPUs to use. ngpu > 0.

    @param[in]
    itype   INTEGER
            Specifies the problem type to be solved:
            = 1:  A*x = (lambda)*B*x
            = 2:  A*B*x = (lambda)*x
            = 3:  B*A*x = (lambda)*x

    @param[in]
    jobz    magma_vec_t
      -     = MagmaNoVec:  Compute eigenvalues only;
      -     = MagmaVec:    Compute eigenvalues and eigenvectors.

    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  Upper triangles of A and B are stored;
      -     = MagmaLower:  Lower triangles of A and B are stored.

    @param[in]
    n       INTEGER
            The order of the matrices A and B.  N >= 0.

    @param[in,out]
    A       REAL 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.  If UPLO = MagmaLower,
            the leading N-by-N lower triangular part of A contains
            the lower triangular part of the matrix A.
    \n
            On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
            matrix Z of eigenvectors.  The eigenvectors are normalized
            as follows:
            if ITYPE = 1 or 2, Z**T *   B    * Z = I;
            if ITYPE = 3,      Z**T * inv(B) * Z = I.
            If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
            or the lower triangle (if UPLO=MagmaLower) of A, including the
            diagonal, is destroyed.

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

    @param[in,out]
    B       REAL array, dimension (LDB, N)
            On entry, the symmetric matrix B.  If UPLO = MagmaUpper, the
            leading N-by-N upper triangular part of B contains the
            upper triangular part of the matrix B.  If UPLO = MagmaLower,
            the leading N-by-N lower triangular part of B contains
            the lower triangular part of the matrix B.
    \n
            On exit, if INFO <= N, the part of B containing the matrix is
            overwritten by the triangular factor U or L from the Cholesky
            factorization B = U**T * U or B = L * L**T.

    @param[in]
    ldb     INTEGER
            The leading dimension of the array B.  LDB >= max(1,N).

    @param[out]
    w       REAL array, dimension (N)
            If INFO = 0, the eigenvalues in ascending order.

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

    @param[in]
    lwork   INTEGER
            The length of the array WORK.
            If N <= 1,                      LWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
            If JOBZ = MagmaVec   and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
            NB can be obtained through magma_get_ssytrd_nb(N).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal sizes of the WORK and IWORK
            arrays, returns these values as the first entries of the WORK
            and IWORK arrays, and no error message related to LWORK or
            LIWORK is issued by XERBLA.

    @param[out]
    iwork   (workspace) INTEGER array, dimension (MAX(1,LIWORK))
            On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.

    @param[in]
    liwork  INTEGER
            The dimension of the array IWORK.
            If N <= 1,                      LIWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
            If JOBZ = MagmaVec   and N > 1, LIWORK >= 3 + 5*N.
    \n
            If LIWORK = -1, then a workspace query is assumed; the
            routine only calculates the optimal sizes of the WORK and
            IWORK arrays, returns these values as the first entries of
            the WORK and IWORK arrays, and no error message related to
            LWORK or LIWORK is issued by XERBLA.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
      -     > 0:  SPOTRF or SSYEVD returned an error code:
               <= N:  if INFO = i and JOBZ = MagmaNoVec, then the algorithm
                      failed to converge; i off-diagonal elements of an
                      intermediate tridiagonal form did not converge to
                      zero;
                      if INFO = i and JOBZ = MagmaVec, then the algorithm
                      failed to compute an eigenvalue while working on
                      the submatrix lying in rows and columns INFO/(N+1)
                      through mod(INFO,N+1);
               > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                      minor of order i of B is not positive definite.
                      The factorization of B could not be completed and
                      no eigenvalues or eigenvectors were computed.

    Further Details
    ---------------
    Based on contributions by
       Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

    Modified so that no backsubstitution is performed if SSYEVD fails to
    converge (NEIG in old code could be greater than N causing out of
    bounds reference to A - reported by Ralf Meyer).  Also corrected the
    description of INFO and the test on ITYPE. Sven, 16 Feb 05.

    @ingroup magma_ssygv_driver
    ********************************************************************/
extern "C" magma_int_t
magma_ssygvd_m(
    magma_int_t ngpu,
    magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
    float *A, magma_int_t lda,
    float *B, magma_int_t ldb,
    float *w, float *work, magma_int_t lwork,
    #ifdef COMPLEX
    float *rwork, magma_int_t lrwork,
    #endif
    magma_int_t *iwork, magma_int_t liwork,
    magma_int_t *info)
{
    const char* uplo_ = lapack_uplo_const( uplo );
    const char* jobz_ = lapack_vec_const( jobz );

    float d_one = MAGMA_S_ONE;

    magma_int_t lower;
    magma_trans_t trans;
    magma_int_t wantz, lquery;

    magma_int_t lwmin, liwmin;

    magma_queue_t stream;
    magma_queue_create( &stream );

    wantz = (jobz == MagmaVec);
    lower = (uplo == MagmaLower);
    lquery = (lwork == -1 || liwork == -1);

    *info = 0;
    if (itype < 1 || itype > 3) {
        *info = -1;
    } else if (! (wantz || (jobz == MagmaNoVec))) {
        *info = -2;
    } else if (! (lower || (uplo == MagmaUpper))) {
        *info = -3;
    } else if (n < 0) {
        *info = -4;
    } else if (lda < max(1,n)) {
        *info = -6;
    } else if (ldb < max(1,n)) {
        *info = -8;
    }

    magma_int_t nb = magma_get_ssytrd_nb( n );
    if ( n <= 1 ) {
        lwmin  = 1;
        liwmin = 1;
    }
    else if ( wantz ) {
        lwmin  = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
        liwmin = 3 + 5*n;
    }
    else {
        lwmin  = 2*n + n*nb;
        liwmin = 1;
    }

    // multiply by 1+eps (in Double!) to ensure length gets rounded up,
    // if it cannot be exactly represented in floating point.
    real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
    work[0]  = lwmin * one_eps;
    iwork[0] = liwmin;

    if (lwork < lwmin && ! lquery) {
        *info = -11;
    } else if (liwork < liwmin && ! lquery) {
        *info = -13;
    }

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

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

    /* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
    if (n <= 128) {
        lapackf77_ssygvd( &itype, jobz_, uplo_,
                          &n, A, &lda, B, &ldb,
                          w, work, &lwork,
                          iwork, &liwork, info );
        return *info;
    }

    magma_timer_t time=0;
    timer_start( time );

    magma_spotrf_m( ngpu, uplo, n, B, ldb, info );
    if (*info != 0) {
        *info = n + *info;
        return *info;
    }

    timer_stop( time );
    timer_printf( "time spotrf = %6.2f\n", time );
    timer_start( time );

    /* Transform problem to standard eigenvalue problem and solve. */
    magma_ssygst_m( ngpu, itype, uplo, n, A, lda, B, ldb, info );

    timer_stop( time );
    timer_printf( "time ssygst = %6.2f\n", time );
    timer_start( time );

    magma_ssyevd_m( ngpu, jobz, uplo, n, A, lda, w, work, lwork, iwork, liwork, info );

    timer_stop( time );
    timer_printf( "time ssyevd = %6.2f\n", time );

    if (wantz && *info == 0) {
        timer_start( time );

        /* Backtransform eigenvectors to the original problem. */
        if (itype == 1 || itype == 2) {
            /* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
               backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
            if (lower) {
                trans = MagmaTrans;
            } else {
                trans = MagmaNoTrans;
            }

            magma_strsm_m( ngpu, MagmaLeft, uplo, trans, MagmaNonUnit,
                           n, n, d_one, B, ldb, A, lda );
        }
        else if (itype == 3) {
            /* For B*A*x=(lambda)*x;
               backtransform eigenvectors: x = L*y or U'*y */
            if (lower) {
                trans = MagmaNoTrans;
            } else {
                trans = MagmaTrans;
            }

            printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
            float *dA=NULL, *dB=NULL;
            magma_int_t ldda = roundup( n, 32 );
            magma_int_t lddb = ldda;
            
            if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda ) ||
                MAGMA_SUCCESS != magma_smalloc( &dB, n*lddb ) ) {
                magma_free( dA );
                magma_free( dB );
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }
            magma_ssetmatrix( n, n, B, ldb, dB, lddb );
            magma_ssetmatrix( n, n, A, lda, dA, ldda );
            magma_strmm( MagmaLeft, uplo, trans, MagmaNonUnit,
                         n, n, d_one, dB, lddb, dA, ldda );
            magma_sgetmatrix( n, n, dA, ldda, A, lda );
            
            magma_free( dA );
            magma_free( dB );
        }

        timer_stop( time );
        timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
    }

    work[0]  = lwmin * one_eps;  // round up
    iwork[0] = liwmin;

    return *info;
} /* magma_ssygvd_m */
Exemplo n.º 17
0
/**
    Purpose
    -------
    SGEBRD reduces a general real M-by-N matrix A to upper or lower
    bidiagonal form B by an orthogonal transformation: Q**H * A * P = B.

    If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.

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

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

    @param[in,out]
    A       REAL array, dimension (LDA,N)
            On entry, the M-by-N general matrix to be reduced.
            On exit,
            if m >= n, the diagonal and the first superdiagonal are
              overwritten with the upper bidiagonal matrix B; the
              elements below the diagonal, with the array TAUQ, represent
              the orthogonal matrix Q as a product of elementary
              reflectors, and the elements above the first superdiagonal,
              with the array TAUP, represent the orthogonal matrix P as
              a product of elementary reflectors;
    \n
            if m < n, the diagonal and the first subdiagonal are
              overwritten with the lower bidiagonal matrix B; the
              elements below the first subdiagonal, with the array TAUQ,
              represent the orthogonal matrix Q as a product of
              elementary reflectors, and the elements above the diagonal,
              with the array TAUP, represent the orthogonal matrix P as
              a product of elementary reflectors.
            See Further Details.

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

    @param[out]
    d       real array, dimension (min(M,N))
            The diagonal elements of the bidiagonal matrix B:
            D(i) = A(i,i).

    @param[out]
    e       real array, dimension (min(M,N)-1)
            The off-diagonal elements of the bidiagonal matrix B:
            if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
            if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.

    @param[out]
    tauq    REAL array dimension (min(M,N))
            The scalar factors of the elementary reflectors which
            represent the orthogonal matrix Q. See Further Details.

    @param[out]
    taup    REAL array, dimension (min(M,N))
            The scalar factors of the elementary reflectors which
            represent the orthogonal matrix P. See Further Details.

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

    @param[in]
    lwork   INTEGER
            The length of the array WORK.  LWORK >= (M+N)*NB, where NB
            is the optimal blocksize.
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the WORK array, returns
            this value as the first entry of the WORK array, and no error
            message related to LWORK is issued by XERBLA.

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

    Further Details
    ---------------
    The matrices Q and P are represented as products of elementary
    reflectors:

    If m >= n,

       Q = H(1) H(2) . . . H(n)  and  P = G(1) G(2) . . . G(n-1)

    Each H(i) and G(i) has the form:

       H(i) = I - tauq * v * v'  and G(i) = I - taup * u * u'

    where tauq and taup are real scalars, and v and u are real vectors;
    v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
    u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
    tauq is stored in TAUQ(i) and taup in TAUP(i).

    If m < n,

       Q = H(1) H(2) . . . H(m-1)  and  P = G(1) G(2) . . . G(m)

    Each H(i) and G(i) has the form:

       H(i) = I - tauq * v * v'  and G(i) = I - taup * u * u'

    where tauq and taup are real scalars, and v and u are real vectors;
    v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
    u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
    tauq is stored in TAUQ(i) and taup in TAUP(i).

    The contents of A on exit are illustrated by the following examples:

    @verbatim
    m = 6 and n = 5 (m > n):          m = 5 and n = 6 (m < n):

      (  d   e   u1  u1  u1 )           (  d   u1  u1  u1  u1  u1 )
      (  v1  d   e   u2  u2 )           (  e   d   u2  u2  u2  u2 )
      (  v1  v2  d   e   u3 )           (  v1  e   d   u3  u3  u3 )
      (  v1  v2  v3  d   e  )           (  v1  v2  e   d   u4  u4 )
      (  v1  v2  v3  v4  d  )           (  v1  v2  v3  e   d   u5 )
      (  v1  v2  v3  v4  v5 )
    @endverbatim

    where d and e denote diagonal and off-diagonal elements of B, vi
    denotes an element of the vector defining H(i), and ui an element of
    the vector defining G(i).

    @ingroup magma_sgesvd_comp
    ********************************************************************/
extern "C" magma_int_t
magma_sgebrd(
    magma_int_t m, magma_int_t n,
    float *A, magma_int_t lda, float *d, float *e,
    float *tauq, float *taup,
    float *work, magma_int_t lwork,
    magma_int_t *info)
{
#define  A(i, j) (A  + (j)*lda  + (i))
#define dA(i, j) (dA + (j)*ldda + (i))

    float c_neg_one = MAGMA_S_NEG_ONE;
    float c_one     = MAGMA_S_ONE;
    float *dA, *dwork;

    magma_int_t ncol, nrow, jmax, nb, ldda;

    magma_int_t i, j, nx;
    magma_int_t iinfo;

    magma_int_t minmn;
    magma_int_t ldwrkx, ldwrky, lwkopt;
    magma_int_t lquery;

    nb   = magma_get_sgebrd_nb(n);
    ldda = m;

    lwkopt = (m + n) * nb;
    work[0] = MAGMA_S_MAKE( lwkopt, 0. );
    lquery = (lwork == -1);
    
    /* Check arguments */
    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    } else if (lwork < lwkopt && (! lquery) ) {
        *info = -10;
    }
    if (*info < 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery)
        return *info;

    /* Quick return if possible */
    minmn = min(m,n);
    if (minmn == 0) {
        work[0] = c_one;
        return *info;
    }

    if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda + (m + n)*nb )) {
        fprintf (stderr, "!!!! device memory allocation error in sgebrd\n" );
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dwork = dA + n*ldda;

    ldwrkx = m;
    ldwrky = n;

    /* Set the block/unblock crossover point NX. */
    nx = 128;

    /* Copy the matrix to the GPU */
    if (minmn - nx >= 1) {
        magma_ssetmatrix( m, n, A, lda, dA, ldda );
    }
    
    for (i=0; i < (minmn - nx); i += nb) {
        /*  Reduce rows and columns i:i+nb-1 to bidiagonal form and return
            the matrices X and Y which are needed to update the unreduced
            part of the matrix */
        nrow = m - i;
        ncol = n - i;

        /*   Get the current panel (no need for the 1st iteration) */
        if ( i > 0 ) {
            magma_sgetmatrix( nrow, nb, dA(i, i), ldda, A( i, i), lda );
            magma_sgetmatrix( nb, ncol - nb,
                              dA(i, i+nb), ldda,
                              A( i, i+nb), lda );
        }

        magma_slabrd_gpu(nrow, ncol, nb,
                         A(i, i),          lda,    dA(i, i),          ldda,
                         d+i, e+i, tauq+i, taup+i,
                         work,             ldwrkx, dwork,             ldwrkx,  // x, dx
                         work+(ldwrkx*nb), ldwrky, dwork+(ldwrkx*nb), ldwrky); // y, dy

        /*  Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
            of the form  A := A - V*Y' - X*U' */
        nrow = m - i - nb;
        ncol = n - i - nb;

        // Send Y back to the GPU
        magma_ssetmatrix( nrow, nb, work  + nb, ldwrkx, dwork + nb, ldwrkx );
        magma_ssetmatrix( ncol, nb,
                          work  + (ldwrkx+1)*nb, ldwrky,
                          dwork + (ldwrkx+1)*nb, ldwrky );

        magma_sgemm( MagmaNoTrans, MagmaConjTrans,
                     nrow, ncol, nb,
                     c_neg_one, dA(i+nb, i   ),      ldda,
                                dwork+(ldwrkx+1)*nb, ldwrky,
                     c_one,     dA(i+nb, i+nb),      ldda);

        magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                     nrow, ncol, nb,
                     c_neg_one, dwork+nb,         ldwrkx,
                                dA( i,    i+nb ), ldda,
                     c_one,     dA( i+nb, i+nb ), ldda);

        /* Copy diagonal and off-diagonal elements of B back into A */
        if (m >= n) {
            jmax = i + nb;
            for (j = i; j < jmax; ++j) {
                *A(j, j  ) = MAGMA_S_MAKE( d[j], 0. );
                *A(j, j+1) = MAGMA_S_MAKE( e[j], 0. );
            }
        } else {
            jmax = i + nb;
            for (j = i; j < jmax; ++j) {
                *A(j,   j ) = MAGMA_S_MAKE( d[j], 0. );
                *A(j+1, j ) = MAGMA_S_MAKE( e[j], 0. );
            }
        }
    }

    /* Use unblocked code to reduce the remainder of the matrix */
    nrow = m - i;
    ncol = n - i;

    if ( 0 < minmn - nx ) {
        magma_sgetmatrix( nrow, ncol, dA(i, i), ldda, A(i, i), lda );
    }
    
    lapackf77_sgebrd( &nrow, &ncol,
                      A(i, i), &lda, d+i, e+i,
                      tauq+i, taup+i, work, &lwork, &iinfo);
    work[0] = MAGMA_S_MAKE( lwkopt, 0. );

    magma_free( dA );
    return *info;
} /* magma_sgebrd */
Exemplo n.º 18
0
/**
    Purpose
    =======

    SSYTRF_nopiv computes the LDLt factorization of a real symmetric
    matrix A. This version does not require work space on the GPU passed
    as input. GPU memory is allocated in the routine.

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

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

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

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

    @param[in,out]
    A       REAL 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.
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky
            factorization A = U^H D U or A = L D L^H.
    \n
            Higher performance is achieved if A is in pinned memory.

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

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
                  if INFO = -6, the GPU memory allocation failed
      -     > 0:  if INFO = i, the leading minor of order i is not
                  positive definite, and the factorization could not be
                  completed.

    @ingroup magma_ssysv_comp
    ******************************************************************* */
extern "C" magma_int_t
magma_ssytrf_nopiv(
    magma_uplo_t uplo, magma_int_t n,
    float *A, magma_int_t lda,
    magma_int_t *info)
{
    #define  A(i, j)  ( A +(j)*lda  + (i))
    #define dA(i, j)  (dA +(j)*ldda + (i))
    #define dW(i, j)  (dW +(j)*ldda + (i))
    #define dWt(i, j) (dW +(j)*nb   + (i))

    /* Constants */
    const float c_one     = MAGMA_S_ONE;
    const float c_neg_one = MAGMA_S_NEG_ONE;
    
    /* Local variables */
    bool upper = (uplo == MagmaUpper);
    magma_int_t j, k, jb, ldda, nb, ib, iinfo;
    magmaFloat_ptr dA;
    magmaFloat_ptr dW;

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

    /* Quick return */
    if ( n == 0 )
      return MAGMA_SUCCESS;

    ldda = magma_roundup( n, 32 );
    nb = magma_get_ssytrf_nopiv_nb(n);
    ib = min(32, nb); // inner-block for diagonal factorization

    if ((MAGMA_SUCCESS != magma_smalloc(&dA, n *ldda)) ||
        (MAGMA_SUCCESS != magma_smalloc(&dW, nb*ldda))) {
        /* alloc failed so call the non-GPU-resident version */
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

    magma_device_t cdev;
    magma_queue_t queues[2];
    magma_event_t event;

    magma_getdevice( &cdev );
    magma_queue_create( cdev, &queues[0] );
    magma_queue_create( cdev, &queues[1] );
    magma_event_create( &event );
    trace_init( 1, 1, 2, queues );

    /* Use hybrid blocked code. */
    if (upper) {
        //=========================================================
        // Compute the LDLt factorization A = U'*D*U without pivoting.
        // copy matrix to GPU
        for (j=0; j < n; j += nb) {
            jb = min(nb, (n-j));
            trace_gpu_start( 0, 0, "set", "set" );
            magma_ssetmatrix_async(j+jb, jb, A(0, j), lda, dA(0, j), ldda, queues[0]);
            trace_gpu_end( 0, 0 );
        }
        
        // main loop
        for (j=0; j < n; j += nb) {
            jb = min(nb, (n-j));
            
            // copy A(j,j) back to CPU
            trace_gpu_start( 0, 0, "get", "get" );
            if ( j != 0) {
                //magma_event_sync(event);
                magma_sgetmatrix_async(jb, jb, dA(j, j), ldda, A(j,j), lda, queues[1]);
            }
            trace_gpu_end( 0, 0 );
            
            // factorize the diagonal block
            magma_queue_sync(queues[1]);
            trace_cpu_start( 0, "potrf", "potrf" );
            magma_ssytrf_nopiv_cpu( MagmaUpper, jb, ib, A(j, j), lda, info );
            trace_cpu_end( 0 );
            if (*info != 0) {
                *info = *info + j;
                break;
            }
            
            // copy A(j,j) back to GPU
            trace_gpu_start( 0, 0, "set", "set" );
            magma_ssetmatrix_async(jb, jb, A(j, j), lda, dA(j, j), ldda, queues[0]);
            trace_gpu_end( 0, 0 );
            
            // copy j-th column of U back to CPU
            trace_gpu_start( 0, 1, "get", "get" );
            magma_sgetmatrix_async(j, jb, dA(0, j), ldda, A(0, j), lda, queues[1]);
            trace_gpu_end( 0, 1 );

            if ( (j+jb) < n) {
                // compute the off-diagonal blocks of current block column
                trace_gpu_start( 0, 0, "trsm", "trsm" );
                magma_strsm( MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaUnit,
                             jb, (n-j-jb),
                             c_one, dA(j, j), ldda,
                             dA(j, j+jb), ldda,
                             queues[0] );
                magma_scopymatrix( jb, n-j-jb, dA( j, j+jb ), ldda, dWt( 0, j+jb ), nb, queues[0] );
                
                // update the trailing submatrix with D
                magmablas_slascl_diag( MagmaUpper, jb, n-j-jb,
                                       dA(j,    j), ldda,
                                       dA(j, j+jb), ldda,
                                       queues[0], &iinfo);
                trace_gpu_end( 0, 0 );
                
                // update the trailing submatrix with U and W
                trace_gpu_start( 0, 0, "gemm", "gemm" );
                for (k=j+jb; k < n; k += nb) {
                    magma_int_t kb = min(nb,n-k);
                    magma_sgemm( MagmaConjTrans, MagmaNoTrans, kb, n-k, jb,
                                 c_neg_one, dWt(0, k), nb,
                                            dA(j, k),  ldda,
                                 c_one,     dA(k, k),  ldda,
                                 queues[0]);
                    if (k == j+jb) {
                        // magma_event_record( event, queues[0] );
                        magma_queue_sync( queues[0] );
                    }
                }
                trace_gpu_end( 0, 0 );
            }
        }
    } else {
        //=========================================================
        // Compute the LDLt factorization A = L*D*L' without pivoting.
        // copy the matrix to GPU
        for (j=0; j < n; j += nb) {
            jb = min(nb, (n-j));
            trace_gpu_start( 0, 0, "set", "set" );
            magma_ssetmatrix_async((n-j), jb, A(j, j), lda, dA(j, j), ldda, queues[0]);
            trace_gpu_end( 0, 0 );
        }
        
        // main loop
        for (j=0; j < n; j += nb) {
            jb = min(nb, (n-j));
            
            // copy A(j,j) back to CPU
            trace_gpu_start( 0, 0, "get", "get" );
            if (j != 0) {
                //magma_event_sync(event);
                magma_sgetmatrix_async(jb, jb, dA(j, j), ldda, A(j,j), lda, queues[1]);
            }
            trace_gpu_end( 0, 0 );
            
            // factorize the diagonal block
            magma_queue_sync(queues[1]);
            trace_cpu_start( 0, "potrf", "potrf" );
            magma_ssytrf_nopiv_cpu( MagmaLower, jb, ib, A(j, j), lda, info );
            trace_cpu_end( 0 );
            if (*info != 0) {
                *info = *info + j;
                break;
            }

            // copy A(j,j) back to GPU
            trace_gpu_start( 0, 0, "set", "set" );
            magma_ssetmatrix_async(jb, jb, A(j, j), lda, dA(j, j), ldda, queues[0]);
            trace_gpu_end( 0, 0 );
            
            // copy j-th row of L back to CPU
            trace_gpu_start( 0, 1, "get", "get" );
            magma_sgetmatrix_async(jb, j, dA(j, 0), ldda, A(j, 0), lda, queues[1]);
            trace_gpu_end( 0, 1 );
            
            if ( (j+jb) < n) {
                // compute the off-diagonal blocks of current block column
                trace_gpu_start( 0, 0, "trsm", "trsm" );
                magma_strsm( MagmaRight, MagmaLower, MagmaConjTrans, MagmaUnit,
                             (n-j-jb), jb,
                             c_one, dA(j, j), ldda,
                             dA(j+jb, j), ldda,
                             queues[0] );
                magma_scopymatrix( n-j-jb,jb, dA( j+jb, j ), ldda, dW( j+jb, 0 ), ldda, queues[0] );
                
                // update the trailing submatrix with D
                magmablas_slascl_diag( MagmaLower, n-j-jb, jb,
                                       dA(j,    j), ldda,
                                       dA(j+jb, j), ldda,
                                       queues[0], &iinfo );
                trace_gpu_end( 0, 0 );
                
                // update the trailing submatrix with L and W
                trace_gpu_start( 0, 0, "gemm", "gemm" );
                for (k=j+jb; k < n; k += nb) {
                    magma_int_t kb = min(nb,n-k);
                    magma_sgemm( MagmaNoTrans, MagmaConjTrans, n-k, kb, jb,
                                 c_neg_one, dA(k, j), ldda,
                                            dW(k, 0), ldda,
                                 c_one,     dA(k, k), ldda,
                                 queues[0] );
                    if (k == j+jb) {
                        //magma_event_record( event, queues[0] );
                        magma_queue_sync(queues[0]);
                    }
                }
                trace_gpu_end( 0, 0 );
            }
        }
    }
    
    trace_finalize( "ssytrf.svg","trace.css" );
    magma_queue_destroy(queues[0]);
    magma_queue_destroy(queues[1]);
    magma_event_destroy( event );
    magma_free(dW);
    magma_free(dA);
    
    return MAGMA_SUCCESS;
} /* magma_ssytrf_nopiv */
Exemplo n.º 19
0
/**
    Purpose
    -------
    SGETRF computes an LU factorization of a general M-by-N matrix A
    using partial pivoting with row interchanges.  This version does not
    require work space on the GPU passed as input. GPU memory is allocated
    in the routine.

    The factorization has the form
        A = P * L * U
    where P is a permutation matrix, 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.

    It uses 2 queues to overlap communication and computation.

    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.
    \n
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

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

    @param[out]
    ipiv    INTEGER array, dimension (min(M,N))
            The pivot indices; for 1 <= i <= min(M,N), row i of the
            matrix was interchanged with row IPIV(i).

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
                  or another error occured, such as memory allocation failed.
      -     > 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(
    magma_int_t m, magma_int_t n,
    float *A, magma_int_t lda,
    magma_int_t *ipiv,
    magma_int_t *info)
{
    #ifdef HAVE_clBLAS
    #define  dA(i_, j_)     dA, ((i_)*nb  + (j_)*nb*ldda + dA_offset)
    #define dAT(i_, j_)    dAT, ((i_)*nb*lddat + (j_)*nb + dAT_offset)
    #define dwork(i_)    dwork, (i_)
    #else
    #define  dA(i_, j_) (   dA + (i_)*nb  + (j_)*nb*ldda)
    #define dAT(i_, j_) (  dAT + (i_)*nb*lddat + (j_)*nb)
    #define dwork(i_)   (dwork + (i_))
    #endif
    
    // Constants
    const float c_one     = MAGMA_S_ONE;
    const float c_neg_one = MAGMA_S_NEG_ONE;
    
    // Local variables
    float *work;
    magmaFloat_ptr dA, dAT, dwork;
    magma_int_t iinfo, nb;

    /* Check arguments */
    *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;

    /* Function Body */
    nb = magma_get_sgetrf_nb( m, n );

    if ( (nb <= 1) || (nb >= min(m,n)) ) {
        /* Use CPU code. */
        lapackf77_sgetrf( &m, &n, A, &lda, ipiv, info );
    }
    else {
        /* Use hybrid blocked code. */
        magma_int_t maxm, maxn, ldda, lddat, maxdim;
        magma_int_t i, j, rows, cols, s = min(m, n)/nb;
        
        maxm = magma_roundup( m, 32 );
        maxn = magma_roundup( n, 32 );
        maxdim = max( maxm, maxn );
        
        lddat = maxn;
        ldda  = maxm;
        
        /* set number of GPUs */
        magma_int_t ngpu = magma_num_gpus();
        if ( ngpu > 1 ) {
            /* call multi-GPU non-GPU-resident interface  */
            magma_sgetrf_m( ngpu, m, n, A, lda, ipiv, info );
            return *info;
        }
        
        magma_queue_t queues[2] = { NULL, NULL };
        magma_device_t cdev;
        magma_getdevice( &cdev );
        magma_queue_create( cdev, &queues[0] );
        magma_queue_create( cdev, &queues[1] );
        
        /* check the memory requirement */
        size_t mem_size = magma_queue_mem_size( queues[0] );
        mem_size /= sizeof(float);

        magma_int_t h = 1+(2+ngpu);
        magma_int_t ngpu2 = ngpu;
        magma_int_t NB = (magma_int_t)(0.8*mem_size/maxm - h*nb);
        const char* ngr_nb_char = getenv("MAGMA_NGR_NB");
        if ( ngr_nb_char != NULL )
            NB = max( nb, min( NB, atoi(ngr_nb_char) ) );

        if ( ngpu > ceil((float)NB/nb) ) {
            ngpu2 = (magma_int_t)ceil((float)NB/nb);
            h = 1+(2+ngpu2);
            NB = (magma_int_t)(0.8*mem_size/maxm - h*nb);
        }
        if ( ngpu2*NB < n ) {
            /* require too much memory, so call non-GPU-resident version */
            magma_sgetrf_m( ngpu, m, n, A, lda, ipiv, info );
            return *info;
        }

        work = A;
        if (maxdim*maxdim < 2*maxm*maxn) {
            // if close to square, allocate square matrix and transpose in-place
            // dwork is nb*maxm for panel, and maxdim*maxdim for A
            if (MAGMA_SUCCESS != magma_smalloc( &dwork, nb*maxm + maxdim*maxdim )) {
                /* alloc failed so call non-GPU-resident version */
                magma_sgetrf_m( ngpu, m, n, A, lda, ipiv, info );
                return *info;
            }
            dA = dwork + nb*maxm;
            
            ldda = lddat = maxdim;
            magma_ssetmatrix( m, n, A, lda, dA(0,0), ldda, queues[0] );
            
            dAT = dA;
            magmablas_stranspose_inplace( maxdim, dAT(0,0), lddat, queues[0] );
        }
        else {
            // if very rectangular, allocate dA and dAT and transpose out-of-place
            // dwork is nb*maxm for panel, and maxm*maxn for A
            if (MAGMA_SUCCESS != magma_smalloc( &dwork, (nb + maxn)*maxm )) {
                /* alloc failed so call non-GPU-resident version */
                magma_sgetrf_m( ngpu, m, n, A, lda, ipiv, info );
                return *info;
            }
            dA = dwork + nb*maxm;
            
            magma_ssetmatrix( m, n, A, lda, dA(0,0), ldda, queues[0] );
            
            if (MAGMA_SUCCESS != magma_smalloc( &dAT, maxm*maxn )) {
                /* alloc failed so call non-GPU-resident version */
                magma_free( dwork );
                magma_sgetrf_m( ngpu, m, n, A, lda, ipiv, info );
                return *info;
            }
            
            magmablas_stranspose( m, n, dA(0,0), ldda, dAT(0,0), lddat, queues[0] );
        }
        
        lapackf77_sgetrf( &m, &nb, work, &lda, ipiv, &iinfo );

        for( j = 0; j < s; j++ ) {
            // get j-th panel from device
            cols = maxm - j*nb;
            
            if (j > 0) {
                magmablas_stranspose( nb, cols, dAT(j,j), lddat, dwork(0), cols, queues[0] );
                magma_queue_sync( queues[0] );
                
                magma_sgetmatrix_async( m-j*nb, nb, dwork(0), cols, work, lda, queues[1] );
                
                magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             n - (j+1)*nb, nb,
                             c_one, dAT(j-1,j-1), lddat,
                                    dAT(j-1,j+1), lddat, queues[0] );
                magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                             n-(j+1)*nb, m-j*nb, nb,
                             c_neg_one, dAT(j-1,j+1), lddat,
                                        dAT(j,  j-1), lddat,
                             c_one,     dAT(j,  j+1), lddat, queues[0] );
                
                // do the cpu part
                rows = m - j*nb;
                magma_queue_sync( queues[1] );
                lapackf77_sgetrf( &rows, &nb, work, &lda, ipiv+j*nb, &iinfo );
            }
            if (*info == 0 && iinfo > 0)
                *info = iinfo + j*nb;

            // put j-th panel onto device
            magma_ssetmatrix_async( m-j*nb, nb, work, lda, dwork(0), cols, queues[1] );
            
            for( i=j*nb; i < j*nb + nb; ++i ) {
                ipiv[i] += j*nb;
            }
            magmablas_slaswp( n, dAT(0,0), lddat, j*nb + 1, j*nb + nb, ipiv, 1, queues[0] );

            magma_queue_sync( queues[1] );
            
            magmablas_stranspose( cols, nb, dwork(0), cols, dAT(j,j), lddat, queues[0] );

            // do the small non-parallel computations (next panel update)
            if (s > (j+1)) {
                magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             nb, nb,
                             c_one, dAT(j, j  ), lddat,
                                    dAT(j, j+1), lddat, queues[0] );
                magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                             nb, m-(j+1)*nb, nb,
                             c_neg_one, dAT(j,   j+1), lddat,
                                        dAT(j+1, j  ), lddat,
                             c_one,     dAT(j+1, j+1), lddat, queues[0] );
            }
            else {
                magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             n-s*nb, nb,
                             c_one, dAT(j, j  ), lddat,
                                    dAT(j, j+1), lddat, queues[0] );
                magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                             n-(j+1)*nb, m-(j+1)*nb, nb,
                             c_neg_one, dAT(j,   j+1), lddat,
                                        dAT(j+1, j  ), lddat,
                             c_one,     dAT(j+1, j+1), lddat, queues[0] );
            }
        }
        
        magma_int_t nb0 = min( m - s*nb, n - s*nb );
        if ( nb0 > 0 ) {
            rows = m - s*nb;
            cols = maxm - s*nb;
            
            magmablas_stranspose( nb0, rows, dAT(s,s), lddat, dwork(0), cols, queues[0] );
            magma_sgetmatrix_async( rows, nb0, dwork(0), cols, work, lda, queues[0] );
            magma_queue_sync( queues[0] );
            
            // do the cpu part
            lapackf77_sgetrf( &rows, &nb0, work, &lda, ipiv+s*nb, &iinfo );
            if (*info == 0 && iinfo > 0)
                *info = iinfo + s*nb;
            
            for( i=s*nb; i < s*nb + nb0; ++i ) {
                ipiv[i] += s*nb;
            }
            magmablas_slaswp( n, dAT(0,0), lddat, s*nb + 1, s*nb + nb0, ipiv, 1, queues[0] );
            
            // put j-th panel onto device
            magma_ssetmatrix_async( rows, nb0, work, lda, dwork(0), cols, queues[0] );
            magmablas_stranspose( rows, nb0, dwork(0), cols, dAT(s,s), lddat, queues[0] );
    
            magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                         n-s*nb-nb0, nb0,
                         c_one, dAT(s, s),     lddat,
                                dAT(s, s)+nb0, lddat, queues[0] );
        }
        
        // undo transpose
        if (maxdim*maxdim < 2*maxm*maxn) {
            magmablas_stranspose_inplace( maxdim, dAT(0,0), lddat, queues[0] );
            magma_sgetmatrix( m, n, dAT(0,0), lddat, A, lda, queues[0] );
        }
        else {
            magmablas_stranspose( n, m, dAT(0,0), lddat, dA(0,0), ldda, queues[0] );
            magma_sgetmatrix( m, n, dA(0,0), ldda, A, lda, queues[0] );
            magma_free( dAT );
        }
        magma_free( dwork );
 
        magma_queue_destroy( queues[0] );
        magma_queue_destroy( queues[1] );
    }
    
    return *info;
} /* magma_sgetrf */
Exemplo n.º 20
0
/**
    Purpose
    -------
    SORGQR generates an M-by-N REAL matrix Q with orthonormal columns,
    which is defined as the first N columns of a product of K elementary
    reflectors of order M

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

    as returned by SGEQRF.

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

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

    @param[in]
    k       INTEGER
            The number of elementary reflectors whose product defines the
            matrix Q. N >= K >= 0.

    @param[in,out]
    A       REAL array A, dimension (LDDA,N).
            On entry, the i-th column must contain the vector
            which defines the elementary reflector H(i), for
            i = 1,2,...,k, as returned by SGEQRF_GPU in the
            first k columns of its array argument A.
            On exit, the M-by-N matrix Q.

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

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

    @param[in]
    dT      REAL array on the GPU device.
            DT contains the T matrices used in blocking the elementary
            reflectors H(i), e.g., this can be the 6th argument of
            magma_sgeqrf_gpu.

    @param[in]
    nb      INTEGER
            This is the block size used in SGEQRF_GPU, and correspondingly
            the size of the T matrices, used in the factorization, and
            stored in DT.

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

    @ingroup magma_sgeqrf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_sorgqr(
    magma_int_t m, magma_int_t n, magma_int_t k,
    float *A, magma_int_t lda,
    float *tau,
    magmaFloat_ptr dT, magma_int_t nb,
    magma_int_t *info)
{
#define  A(i,j) ( A + (i) + (j)*lda )
#define dA(i,j) (dA + (i) + (j)*ldda)
#define dT(j)   (dT + (j)*nb)

    float c_zero = MAGMA_S_ZERO;
    float c_one  = MAGMA_S_ONE;

    magma_int_t  m_kk, n_kk, k_kk, mi;
    magma_int_t lwork, ldda;
    magma_int_t i, ib, ki, kk;  //, iinfo;
    magma_int_t lddwork;
    float *dA, *dV, *dW;
    float *work;

    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if ((n < 0) || (n > m)) {
        *info = -2;
    } else if ((k < 0) || (k > n)) {
        *info = -3;
    } else if (lda < max(1,m)) {
        *info = -5;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }

    if (n <= 0) {
        return *info;
    }

    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );

    // first kk columns are handled by blocked method.
    // ki is start of 2nd-to-last block
    if ((nb > 1) && (nb < k)) {
        ki = (k - nb - 1) / nb * nb;
        kk = min(k, ki + nb);
    } else {
        ki = 0;
        kk = 0;
    }

    // Allocate GPU work space
    // ldda*n     for matrix dA
    // ldda*nb    for dV
    // lddwork*nb for dW larfb workspace
    ldda    = ((m + 31) / 32) * 32;
    lddwork = ((n + 31) / 32) * 32;
    if (MAGMA_SUCCESS != magma_smalloc( &dA, ldda*n + ldda*nb + lddwork*nb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dV = dA + ldda*n;
    dW = dA + ldda*n + ldda*nb;

    // Allocate CPU work space
    lwork = (n+m+nb) * nb;
    magma_smalloc_cpu( &work, lwork );
    if (work == NULL) {
        magma_free( dA );
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }
    float *V = work + (n+nb)*nb;

    magma_queue_t stream;
    magma_queue_create( &stream );

    // Use unblocked code for the last or only block.
    if (kk < n) {
        m_kk = m - kk;
        n_kk = n - kk;
        k_kk = k - kk;
        /*
            // Replacing this with the following 4 routines works but sorgqr is slow for
            // k smaller than the sorgqr's blocking size (new version can be up to 60x faster)
            lapackf77_sorgqr( &m_kk, &n_kk, &k_kk,
                              A(kk, kk), &lda,
                              &tau[kk], work, &lwork, &iinfo );
        */
        lapackf77_slacpy( MagmaUpperLowerStr, &m_kk, &k_kk, A(kk,kk), &lda, V, &m_kk);
        lapackf77_slaset( MagmaUpperLowerStr, &m_kk, &n_kk, &c_zero, &c_one, A(kk, kk), &lda );

        lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &k_kk,
                          V, &m_kk, &tau[kk], work, &k_kk);
        lapackf77_slarfb( MagmaLeftStr, MagmaNoTransStr, MagmaForwardStr, MagmaColumnwiseStr,
                          &m_kk, &n_kk, &k_kk,
                          V, &m_kk, work, &k_kk, A(kk, kk), &lda, work+k_kk*k_kk, &n_kk );

        if (kk > 0) {
            magma_ssetmatrix( m_kk, n_kk,
                              A(kk, kk),  lda,
                              dA(kk, kk), ldda );

            // Set A(1:kk,kk+1:n) to zero.
            magmablas_slaset( MagmaFull, kk, n - kk, c_zero, c_zero, dA(0, kk), ldda );
        }
    }

    if (kk > 0) {
        // Use blocked code
        // stream: set Aii (V) --> laset --> laset --> larfb --> [next]
        // CPU has no computation
        magmablasSetKernelStream( stream );

        for (i = ki; i >= 0; i -= nb) {
            ib = min(nb, k - i);

            // Send current panel to the GPU
            mi = m - i;
            lapackf77_slaset( "Upper", &ib, &ib, &c_zero, &c_one, A(i, i), &lda );
            magma_ssetmatrix_async( mi, ib,
                                    A(i, i), lda,
                                    dV,      ldda, stream );

            // set panel to identity
            magmablas_slaset( MagmaFull, i,  ib, c_zero, c_zero, dA(0, i), ldda );
            magmablas_slaset( MagmaFull, mi, ib, c_zero, c_one,  dA(i, i), ldda );

            if (i < n) {
                // Apply H to A(i:m,i:n) from the left
                magma_slarfb_gpu( MagmaLeft, MagmaNoTrans, MagmaForward, MagmaColumnwise,
                                  mi, n-i, ib,
                                  dV,       ldda, dT(i), nb,
                                  dA(i, i), ldda, dW, lddwork );
            }
        }

        // copy result back to CPU
        magma_sgetmatrix( m, n,
                          dA(0, 0), ldda, A(0, 0), lda);
    }

    magma_queue_destroy( stream );
    magma_free( dA );
    magma_free_cpu( work );

    magmablasSetKernelStream( orig_stream );

    return *info;
} /* magma_sorgqr */
Exemplo n.º 21
0
/**
    Purpose
    -------
    SSYEVDX computes selected eigenvalues and, optionally, eigenvectors
    of a real symmetric matrix A. Eigenvalues and eigenvectors can
    be selected by specifying either a range of values or a range of
    indices for the desired eigenvalues.
    If eigenvectors are desired, it uses a divide and conquer algorithm.

    The divide and conquer algorithm makes very mild assumptions about
    floating point arithmetic. It will work on machines with a guard
    digit in add/subtract, or on those binary machines without guard
    digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
    Cray-2. It could conceivably fail on hexadecimal or decimal machines
    without guard digits, but we know of none.

    Arguments
    ---------
    @param[in]
    jobz    magma_vec_t
      -     = MagmaNoVec:  Compute eigenvalues only;
      -     = MagmaVec:    Compute eigenvalues and eigenvectors.

    @param[in]
    range   magma_range_t
      -     = MagmaRangeAll: all eigenvalues will be found.
      -     = MagmaRangeV:   all eigenvalues in the half-open interval (VL,VU]
                   will be found.
      -     = MagmaRangeI:   the IL-th through IU-th eigenvalues will be found.

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

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

    @param[in,out]
    dA      REAL array on the GPU,
            dimension (LDDA, 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.  If UPLO = MagmaLower,
            the leading N-by-N lower triangular part of A contains
            the lower triangular part of the matrix A.
            On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
            of A contains the required
            orthonormal eigenvectors of the matrix A.
            If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
            or the upper triangle (if UPLO=MagmaUpper) of A, including the
            diagonal, is destroyed.

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

    @param[in]
    vl      REAL
    @param[in]
    vu      REAL
            If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
            be searched for eigenvalues. VL < VU.
            Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.

    @param[in]
    il      INTEGER
    @param[in]
    iu      INTEGER
            If RANGE=MagmaRangeI, the indices (in ascending order) of the
            smallest and largest eigenvalues to be returned.
            1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
            Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.

    @param[out]
    m       INTEGER
            The total number of eigenvalues found.  0 <= M <= N.
            If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.

    @param[out]
    w       REAL array, dimension (N)
            If INFO = 0, the required m eigenvalues in ascending order.

    @param
    wA      (workspace) REAL array, dimension (LDWA, N)

    @param[in]
    ldwa    INTEGER
            The leading dimension of the array wA.  LDWA >= max(1,N).

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

    @param[in]
    lwork   INTEGER
            The length of the array WORK.
            If N <= 1,                      LWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
            If JOBZ = MagmaVec   and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
            NB can be obtained through magma_get_ssytrd_nb(N).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal sizes of the WORK and IWORK
            arrays, returns these values as the first entries of the WORK
            and IWORK arrays, and no error message related to LWORK or
            LIWORK is issued by XERBLA.

    @param[out]
    iwork   (workspace) INTEGER array, dimension (MAX(1,LIWORK))
            On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.

    @param[in]
    liwork  INTEGER
            The dimension of the array IWORK.
            If N <= 1,                      LIWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
            If JOBZ = MagmaVec   and N > 1, LIWORK >= 3 + 5*N.
    \n
            If LIWORK = -1, then a workspace query is assumed; the
            routine only calculates the optimal sizes of the WORK and
            IWORK arrays, returns these values as the first entries of
            the WORK and IWORK arrays, and no error message related to
            LWORK or LIWORK is issued by XERBLA.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
      -     > 0:  if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
                  to converge; i off-diagonal elements of an intermediate
                  tridiagonal form did not converge to zero;
                  if INFO = i and JOBZ = MagmaVec, then the algorithm failed
                  to compute an eigenvalue while working on the submatrix
                  lying in rows and columns INFO/(N+1) through
                  mod(INFO,N+1).

    Further Details
    ---------------
    Based on contributions by
       Jeff Rutter, Computer Science Division, University of California
       at Berkeley, USA

    Modified description of INFO. Sven, 16 Feb 05.

    @ingroup magma_ssyev_driver
    ********************************************************************/
extern "C" magma_int_t
magma_ssyevdx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
                  magma_int_t n,
                  float *dA, magma_int_t ldda,
                  float vl, float vu, magma_int_t il, magma_int_t iu,
                  magma_int_t *m, float *w,
                  float *wA,  magma_int_t ldwa,
                  float *work, magma_int_t lwork,
                  magma_int_t *iwork, magma_int_t liwork,
                  magma_int_t *info)
{
    magma_int_t ione = 1;

    float d__1;

    float eps;
    magma_int_t inde;
    float anrm;
    float rmin, rmax;
    float sigma;
    magma_int_t iinfo, lwmin;
    magma_int_t lower;
    magma_int_t wantz;
    magma_int_t indwk2, llwrk2;
    magma_int_t iscale;
    float safmin;
    float bignum;
    magma_int_t indtau;
    magma_int_t indwrk, liwmin;
    magma_int_t llwork;
    float smlnum;
    magma_int_t lquery;
    magma_int_t alleig, valeig, indeig;

    float *dwork;
    magma_int_t lddc = ldda;

    wantz = (jobz == MagmaVec);
    lower = (uplo == MagmaLower);

    alleig = (range == MagmaRangeAll);
    valeig = (range == MagmaRangeV);
    indeig = (range == MagmaRangeI);

    lquery = (lwork == -1 || liwork == -1);

    *info = 0;
    if (! (wantz || (jobz == MagmaNoVec))) {
        *info = -1;
    } else if (! (alleig || valeig || indeig)) {
        *info = -2;
    } else if (! (lower || (uplo == MagmaUpper))) {
        *info = -3;
    } else if (n < 0) {
        *info = -4;
    } else if (ldda < max(1,n)) {
        *info = -6;
    } else if (ldwa < max(1,n)) {
        *info = -14;
    } else {
        if (valeig) {
            if (n > 0 && vu <= vl) {
                *info = -8;
            }
        } else if (indeig) {
            if (il < 1 || il > max(1,n)) {
                *info = -9;
            } else if (iu < min(n,il) || iu > n) {
                *info = -10;
            }
        }
    }

    magma_int_t nb = magma_get_ssytrd_nb( n );
    if ( n <= 1 ) {
        lwmin  = 1;
        liwmin = 1;
    }
    else if ( wantz ) {
        lwmin  = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
        liwmin = 3 + 5*n;
    }
    else {
        lwmin  = 2*n + n*nb;
        liwmin = 1;
    }
    
    // multiply by 1+eps (in Double!) to ensure length gets rounded up,
    // if it cannot be exactly represented in floating point.
    real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
    work[0]  = lwmin * one_eps;
    iwork[0] = liwmin;

    if ((lwork < lwmin) && !lquery) {
        *info = -16;
    } else if ((liwork < liwmin) && ! lquery) {
        *info = -18;
    }

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

    /* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
    if (n <= 128) {
        #ifdef ENABLE_DEBUG
        printf("--------------------------------------------------------------\n");
        printf("  warning matrix too small N=%d NB=%d, calling lapack on CPU  \n", (int) n, (int) nb);
        printf("--------------------------------------------------------------\n");
        #endif
        const char* jobz_ = lapack_vec_const( jobz );
        const char* uplo_ = lapack_uplo_const( uplo );
        float *A;
        magma_smalloc_cpu( &A, n*n );
        magma_sgetmatrix(n, n, dA, ldda, A, n);
        lapackf77_ssyevd(jobz_, uplo_,
                         &n, A, &n,
                         w, work, &lwork,
                         iwork, &liwork, info);
        magma_ssetmatrix( n, n, A, n, dA, ldda);
        magma_free_cpu(A);
        return *info;
    }

    magma_queue_t stream;
    magma_queue_create( &stream );

    // n*lddc for ssytrd2_gpu
    // n for slansy
    magma_int_t ldwork = n*lddc;
    if ( wantz ) {
        // need 3n^2/2 for sstedx
        ldwork = max( ldwork, 3*n*(n/2 + 1));
    }
    if (MAGMA_SUCCESS != magma_smalloc( &dwork, ldwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

    /* Get machine constants. */
    safmin = lapackf77_slamch("Safe minimum");
    eps    = lapackf77_slamch("Precision");
    smlnum = safmin / eps;
    bignum = 1. / smlnum;
    rmin = magma_ssqrt(smlnum);
    rmax = magma_ssqrt(bignum);

    /* Scale matrix to allowable range, if necessary. */
    anrm = magmablas_slansy(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
    iscale = 0;
    sigma  = 1;
    if (anrm > 0. && anrm < rmin) {
        iscale = 1;
        sigma = rmin / anrm;
    } else if (anrm > rmax) {
        iscale = 1;
        sigma = rmax / anrm;
    }
    if (iscale == 1) {
        magmablas_slascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
    }

    /* Call SSYTRD to reduce symmetric matrix to tridiagonal form. */
    // ssytrd work: e (n) + tau (n) + llwork (n*nb)  ==>  2n + n*nb
    // sstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2)  ==>  1 + 6n + 2n^2
    inde   = 0;
    indtau = inde   + n;
    indwrk = indtau + n;
    indwk2 = indwrk + n*n;
    llwork = lwork - indwrk;
    llwrk2 = lwork - indwk2;

    magma_timer_t time=0;
    timer_start( time );

#ifdef FAST_SYMV
    magma_ssytrd2_gpu(uplo, n, dA, ldda, w, &work[inde],
                      &work[indtau], wA, ldwa, &work[indwrk], llwork,
                      dwork, n*lddc, &iinfo);
#else
    magma_ssytrd_gpu(uplo, n, dA, ldda, w, &work[inde],
                     &work[indtau], wA, ldwa, &work[indwrk], llwork,
                     &iinfo);
#endif

    timer_stop( time );
    timer_printf( "time ssytrd = %6.2f\n", time );

    /* For eigenvalues only, call SSTERF.  For eigenvectors, first call
       SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
       tridiagonal matrix, then call SORMTR to multiply it to the Householder
       transformations represented as Householder vectors in A. */

    if (! wantz) {
        lapackf77_ssterf(&n, w, &work[inde], info);

        magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
    }
    else {
        timer_start( time );

        magma_sstedx(range, n, vl, vu, il, iu, w, &work[inde],
                     &work[indwrk], n, &work[indwk2],
                     llwrk2, iwork, liwork, dwork, info);

        timer_stop( time );
        timer_printf( "time sstedx = %6.2f\n", time );
        timer_start( time );

        magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);

        magma_ssetmatrix( n, *m, &work[indwrk + n* (il-1) ], n, dwork, lddc );

        magma_sormtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
                         dwork, lddc, wA, ldwa, &iinfo);

        magma_scopymatrix( n, *m, dwork, lddc, dA, ldda );

        timer_stop( time );
        timer_printf( "time sormtr + copy = %6.2f\n", time );
    }

    /* If matrix was scaled, then rescale eigenvalues appropriately. */
    if (iscale == 1) {
        d__1 = 1. / sigma;
        blasf77_sscal(&n, &d__1, w, &ione);
    }

    work[0]  = lwmin * one_eps;  // round up
    iwork[0] = liwmin;

    magma_queue_destroy( stream );
    magma_free( dwork );

    return *info;
} /* magma_ssyevd_gpu */
Exemplo n.º 22
0
extern "C" magma_int_t
magma_slobpcg( magma_s_sparse_matrix A, magma_s_solver_par *solver_par ) {


#define  residualNorms(i,iter)  ( residualNorms + (i) + (iter)*n )
#define magmablas_swap(x, y)    { pointer = x; x = y; y = pointer; }
#define hresidualNorms(i,iter)  (hresidualNorms + (i) + (iter)*n )

#define gramA(    m, n)   (gramA     + (m) + (n)*ldgram)
#define gramB(    m, n)   (gramB     + (m) + (n)*ldgram)
#define gevectors(m, n)   (gevectors + (m) + (n)*ldgram)
#define h_gramB(  m, n)   (h_gramB   + (m) + (n)*ldgram)

#define magma_s_bspmv_tuned(m, n, alpha, A, X, beta, AX)       {        \
            magmablas_stranspose( m, n, X, m, blockW, n );        	\
            magma_s_vector x, ax;                                       \
            x.memory_location = Magma_DEV;  x.num_rows = m*n;  x.nnz = m*n;  x.val = blockW; \
            ax.memory_location= Magma_DEV; ax.num_rows = m*n; ax.nnz = m*n; ax.val = AX;     \
            magma_s_spmv(alpha, A, x, beta, ax );                           \
            magmablas_stranspose( n, m, blockW, n, X, m );            		\
}




//**************************************************************

    // Memory allocation for the eigenvectors, eigenvalues, and workspace
    solver_par->solver = Magma_LOBPCG;
    magma_int_t m = A.num_rows;
    magma_int_t n =(solver_par->num_eigenvalues);
    float *blockX = solver_par->eigenvectors;
    float *evalues = solver_par->eigenvalues;


    float *dwork, *hwork;
    float *blockP, *blockAP, *blockR, *blockAR, *blockAX, *blockW;
    float *gramA, *gramB, *gramM;
    float *gevectors, *h_gramB;

    float *pointer, *origX = blockX;
    float *eval_gpu;

    magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
                             1 + 6*3*n + 2* 3*n* 3*n);

    magma_smalloc_pinned( &hwork   ,        lwork );
    magma_smalloc(        &blockAX   ,        m*n );
    magma_smalloc(        &blockAR   ,        m*n );
    magma_smalloc(        &blockAP   ,        m*n );
    magma_smalloc(        &blockR    ,        m*n );
    magma_smalloc(        &blockP    ,        m*n );
    magma_smalloc(        &blockW    ,        m*n );
    magma_smalloc(        &dwork     ,        m*n );
    magma_smalloc(        &eval_gpu  ,        3*n );




//**********************************************************+

    magma_int_t verbosity = 1;
    magma_int_t *iwork, liwork = 15*n+9;

    // === Set solver parameters ===
    float residualTolerance  = solver_par->epsilon;
    magma_int_t maxIterations = solver_par->maxiter;

    // === Set some constants & defaults ===
    float c_one = MAGMA_S_ONE, c_zero = MAGMA_S_ZERO;

    float *residualNorms, *condestGhistory, condestG;
    float *gevalues;
    magma_int_t *activeMask;

    // === Check some parameters for possible quick exit ===
    solver_par->info = 0;
    if (m < 2)
        solver_par->info = -1;
    else if (n > m)
        solver_par->info = -2;

    if (solver_par->info != 0) {
        magma_xerbla( __func__, -(solver_par->info) );
        return solver_par->info;
    }
    magma_int_t *info = &(solver_par->info); // local info variable;

    // === Allocate GPU memory for the residual norms' history ===
    magma_smalloc(&residualNorms, (maxIterations+1) * n);
    magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) );

    // === Allocate CPU work space ===
    magma_smalloc_cpu(&condestGhistory, maxIterations+1);
    magma_smalloc_cpu(&gevalues, 3 * n);
    magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t));

    float *hW;
    magma_smalloc_pinned(&hW, n*n);
    magma_smalloc_pinned(&gevectors, 9*n*n);
    magma_smalloc_pinned(&h_gramB  , 9*n*n);

    // === Allocate GPU workspace ===
    magma_smalloc(&gramM, n * n);
    magma_smalloc(&gramA, 9 * n * n);
    magma_smalloc(&gramB, 9 * n * n);

#if defined(PRECISION_z) || defined(PRECISION_c)
    float *rwork;
    magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);

    magma_smalloc_cpu(&rwork, lrwork);
#endif

    // === Set activemask to one ===
    for(int k =0; k<n; k++)
        iwork[k]=1;
    magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n ,activeMask, n);

    magma_int_t gramDim, ldgram  = 3*n, ikind = 4;

    // === Make the initial vectors orthonormal ===
    magma_sgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, info );
    //magma_sorthomgs( m, n, blockX );

    magma_s_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );

    // === Compute the Gram matrix = (X, AX) & its eigenstates ===
    magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
                c_one,  blockX, m, blockAX, m, c_zero, gramM, n);

    magma_ssyevd_gpu( MagmaVec, MagmaUpper,
                      n, gramM, n, evalues, hW, n, hwork, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                      rwork, lrwork,
#endif
                      iwork, liwork, info );

    // === Update  X =  X * evectors ===
    magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one,  blockX, m, gramM, n, c_zero, blockW, m);
    magmablas_swap(blockW, blockX);

    // === Update AX = AX * evectors ===
    magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one,  blockAX, m, gramM, n, c_zero, blockW, m);
    magmablas_swap(blockW, blockAX);

    condestGhistory[1] = 7.82;
    magma_int_t iterationNumber, cBlockSize, restart = 1, iter;

    //Chronometry
    real_Double_t tempo1, tempo2;
    magma_device_sync();
    tempo1=magma_wtime();
    // === Main LOBPCG loop ============================================================
    for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
    {
        // === compute the residuals (R = Ax - x evalues )
        magmablas_slacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);

        /*
                    for(int i=0; i<n; i++){
                       magma_saxpy(m, MAGMA_S_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1);
                    }
          */
#if defined(PRECISION_z) || defined(PRECISION_d)
        magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
#else
        magma_ssetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
#endif

        magma_slobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu);

        magmablas_snrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));

        // === remove the residuals corresponding to already converged evectors
        magma_scompact(m, n, blockR, m,
                       residualNorms(0, iterationNumber), residualTolerance,
                       activeMask, &cBlockSize);

        if (cBlockSize == 0)
            break;

        // === apply a preconditioner P to the active residulas: R_new = P R_old
        // === for now set P to be identity (no preconditioner => nothing to be done )
        // magmablas_slacpy( MagmaUpperLower, m, cBlockSize, blockR, m, blockW, m);

        /*
        // === make the preconditioned residuals orthogonal to X
        magma_sgemm(MagmaTrans, MagmaNoTrans, n, cBlockSize, m,
                    c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram);
        magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                    c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockR, m);
        */

        // === make the active preconditioned residuals orthonormal
        magma_sgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, info );
        //magma_sorthomgs( m, cBlockSize, blockR );

        // === compute AR
        magma_s_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR );

        if (!restart) {
            // === compact P & AP as well
            magma_scompactActive(m, n, blockP,  m, activeMask);
            magma_scompactActive(m, n, blockAP, m, activeMask);

            /*
            // === make P orthogonal to X ?
            magma_sgemm(MagmaTrans, MagmaNoTrans, n, cBlockSize, m,
                        c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram);
            magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                        c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockP, m);

            // === make P orthogonal to R ?
            magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                        c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram);
            magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize,
                        c_mone, blockR, m, gramB(0,0), ldgram, c_one, blockP, m);
            */

            // === Make P orthonormal & properly change AP (without multiplication by A)
            magma_sgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, info );
            //magma_sorthomgs( m, cBlockSize, blockP );

            //magma_s_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP );
            magma_ssetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize);


//                magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
            //                           m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);

            // replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
            magmablas_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
                             m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#else
            magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m,
                         cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#endif
        }

        iter = max(1,iterationNumber-10- (int)(log(1.*cBlockSize)));
        float condestGmean = 0.;
        for(int i = 0; i<iterationNumber-iter+1; i++)
            condestGmean += condestGhistory[i];
        condestGmean = condestGmean / (iterationNumber-iter+1);

        if (restart)
            gramDim = n+cBlockSize;
        else
            gramDim = n+2*cBlockSize;

        /* --- The Raileight-Ritz method for [X R P] -----------------------
           [ X R P ]'  [AX  AR  AP] y = evalues [ X R P ]' [ X R P ], i.e.,

                  GramA                                 GramB
            / X'AX  X'AR  X'AP \                 / X'X  X'R  X'P \
           |  R'AX  R'AR  R'AP  | y   = evalues |  R'X  R'R  R'P  |
            \ P'AX  P'AR  P'AP /                 \ P'X  P'R  P'P /
           -----------------------------------------------------------------   */

        // === assemble GramB; first, set it to I
        magmablas_slaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram);  // identity

        if (!restart) {
            magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
                        c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram);
            magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                        c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram);
        }
        magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
                    c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram);

        // === get GramB from the GPU to the CPU and compute its eigenvalues only
        magma_sgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);
        lapackf77_ssyev("N", "L", &gramDim, h_gramB, &ldgram, gevalues,
                        hwork, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                        rwork,
#endif
                        info);

        // === check stability criteria if we need to restart
        condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.;
        if ((condestG/condestGmean>2 && condestG>2) || condestG>8) {
            // Steepest descent restart for stability
            restart=1;
            printf("restart at step #%d\n", (int) iterationNumber);
        }

        // === assemble GramA; first, set it to I
        magmablas_slaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram);  // identity

        magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
                    c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram);
        magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                    c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram);

        if (!restart) {
            magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
                        c_one, blockP, m, blockAX, m, c_zero,
                        gramA(n+cBlockSize,0), ldgram);
            magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                        c_one, blockP, m, blockAR, m, c_zero,
                        gramA(n+cBlockSize,n), ldgram);
            magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                        c_one, blockP, m, blockAP, m, c_zero,
                        gramA(n+cBlockSize,n+cBlockSize), ldgram);
        }

        /*
        // === Compute X' AX or just use the eigenvalues below ?
        magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
                    c_one, blockX, m, blockAX, m, c_zero,
                    gramA(0,0), ldgram);
        */

        if (restart==0) {
            magma_sgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
        }
        else {
            gramDim = n+cBlockSize;
            magma_sgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
        }

        for(int k=0; k<n; k++)
            *gevectors(k,k) = MAGMA_S_MAKE(evalues[k], 0);

        // === the previous eigensolver destroyed what is in h_gramB => must copy it again
        magma_sgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);

        magma_int_t itype = 1;
        lapackf77_ssygvd(&itype, "V", "L", &gramDim,
                         gevectors, &ldgram, h_gramB, &ldgram,
                         gevalues, hwork, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                         rwork, &lrwork,
#endif
                         iwork, &liwork, info);

        for(int k =0; k<n; k++)
            evalues[k] = gevalues[k];

        // === copy back the result to gramA on the GPU and use it for the updates
        magma_ssetmatrix(gramDim, gramDim, gevectors, ldgram, gramA, ldgram);

        if (restart == 0) {
            // === contribution from P to the new X (in new search direction P)
            magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                        c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
            magmablas_swap(dwork, blockP);

            // === contribution from R to the new X (in new search direction P)
            magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                        c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m);

            // === corresponding contribution from AP to the new AX (in AP)
            magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                        c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
            magmablas_swap(dwork, blockAP);

            // === corresponding contribution from AR to the new AX (in AP)
            magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                        c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m);
        }
        else {
            // === contribution from R (only) to the new X
            magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
                        c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m);

            // === corresponding contribution from AR (only) to the new AX
            magma_sgemm(MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
                        c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m);
        }

        // === contribution from old X to the new X + the new search direction P
        magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                    c_one, blockX, m, gramA, ldgram, c_zero, dwork, m);
        magmablas_swap(dwork, blockX);
        //magma_saxpy(m*n, c_one, blockP, 1, blockX, 1);
        magma_slobpcg_maxpy( m, n, blockP, blockX );


        // === corresponding contribution from old AX to new AX + AP
        magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                    c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m);
        magmablas_swap(dwork, blockAX);
        //magma_saxpy(m*n, c_one, blockAP, 1, blockAX, 1);
        magma_slobpcg_maxpy( m, n, blockAP, blockAX );

        condestGhistory[iterationNumber+1]=condestG;
        if (verbosity==1) {
            // float res;
            // magma_sgetmatrix(1, 1,
            //                  (float*)residualNorms(0, iterationNumber), 1,
            //                  (float*)&res, 1);
            //
            //  printf("Iteration %4d, CBS %4d, Residual: %10.7f\n",
            //         iterationNumber, cBlockSize, res);
            printf("%4d-%2d ", (int) iterationNumber, (int) cBlockSize);
            magma_sprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
        }

        restart = 0;
    }   // === end for iterationNumber = 1,maxIterations =======================


    // fill solver info
    magma_device_sync();
    tempo2=magma_wtime();
    solver_par->runtime = (real_Double_t) tempo2-tempo1;
    solver_par->numiter = iterationNumber;
    if( solver_par->numiter < solver_par->maxiter) {
        solver_par->info = 0;
    } else if( solver_par->init_res > solver_par->final_res )
        solver_par->info = -2;
    else
        solver_par->info = -1;

    // =============================================================================
    // === postprocessing;
    // =============================================================================

    // === compute the real AX and corresponding eigenvalues
    magma_s_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );
    magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
                c_one,  blockX, m, blockAX, m, c_zero, gramM, n);

    magma_ssyevd_gpu( MagmaVec, MagmaUpper,
                      n, gramM, n, gevalues, dwork, n, hwork, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                      rwork, lrwork,
#endif
                      iwork, liwork, info );

    for(int k =0; k<n; k++)
        evalues[k] = gevalues[k];

    // === update X = X * evectors
    magmablas_swap(blockX, dwork);
    magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one, dwork, m, gramM, n, c_zero, blockX, m);

    // === update AX = AX * evectors to compute the final residual
    magmablas_swap(blockAX, dwork);
    magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one, dwork, m, gramM, n, c_zero, blockAX, m);

    // === compute R = AX - evalues X
    magmablas_slacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);
    for(int i=0; i<n; i++)
        magma_saxpy(m, MAGMA_S_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1);

    // === residualNorms[iterationNumber] = || R ||
    magmablas_snrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));

    // === restore blockX if needed
    if (blockX != origX)
        magmablas_slacpy( MagmaUpperLower, m, n, blockX, m, origX, m);

    printf("Eigenvalues:\n");
    for(int i =0; i<n; i++)
        printf("%e  ", evalues[i]);
    printf("\n\n");

    printf("Final residuals:\n");
    magma_sprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
    printf("\n\n");

    //=== Print residual history in a file for plotting ====
    float *hresidualNorms;
    magma_smalloc_cpu(&hresidualNorms, (iterationNumber+1) * n);
    magma_sgetmatrix(n, iterationNumber,
                     (float*)residualNorms, n,
                     (float*)hresidualNorms, n);

    printf("Residuals are stored in file residualNorms\n");
    printf("Plot the residuals using: myplot \n");

    FILE *residuals_file;
    residuals_file = fopen("residualNorms", "w");
    for(int i =1; i<iterationNumber; i++) {
        for(int j = 0; j<n; j++)
            fprintf(residuals_file, "%f ", *hresidualNorms(j,i));
        fprintf(residuals_file, "\n");
    }
    fclose(residuals_file);
    magma_free_cpu(hresidualNorms);

    // === free work space
    magma_free(     residualNorms   );
    magma_free_cpu( condestGhistory );
    magma_free_cpu( gevalues        );
    magma_free_cpu( iwork           );

    magma_free_pinned( hW           );
    magma_free_pinned( gevectors    );
    magma_free_pinned( h_gramB      );

    magma_free(     gramM           );
    magma_free(     gramA           );
    magma_free(     gramB           );
    magma_free(  activeMask         );

    magma_free(     blockAX    );
    magma_free(     blockAR    );
    magma_free(     blockAP    );
    magma_free(     blockR    );
    magma_free(     blockP    );
    magma_free(     blockW    );
    magma_free(     dwork    );
    magma_free(     eval_gpu    );

    magma_free_pinned( hwork    );


#if defined(PRECISION_z) || defined(PRECISION_c)
    magma_free_cpu( rwork           );
#endif

    return MAGMA_SUCCESS;
}
Exemplo n.º 23
0
extern "C" magma_int_t
magma_sgeqrf2_gpu(
    magma_int_t m, magma_int_t n,
    magmaFloat_ptr dA, size_t dA_offset, magma_int_t ldda,
    float *tau,
    magma_queue_t* queue,
    magma_int_t *info)
{
/*  -- clMAGMA (version 1.3.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       @date November 2014

    Purpose
    =======
    SGEQRF computes a QR factorization of a real M-by-N matrix A:
    A = Q * R.

    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.

    dA      (input/output) REAL array on the GPU, dimension (LDDA,N)
            On entry, the M-by-N matrix A.
            On exit, the elements on and above the diagonal of the array
            contain the min(M,N)-by-N upper trapezoidal matrix R (R is
            upper triangular if m >= n); the elements below the diagonal,
            with the array TAU, represent the orthogonal matrix Q as a
            product of min(m,n) elementary reflectors (see Further
            Details).

    LDDA    (input) INTEGER
            The leading dimension of the array dA.  LDDA >= max(1,M).
            To benefit from coalescent memory accesses LDDA must be
            divisible by 16.

    TAU     (output) REAL array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
                  or another error occured, such as memory allocation failed.

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

        Q = H(1) H(2) . . . H(k), where k = min(m,n).

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

    #define dA(a_1,a_2)    dA, (dA_offset + (a_1) + (a_2)*(ldda))
    #define work(a_1)      ( work + (a_1))
    #define hwork          ( work + (nb)*(m))

    magmaFloat_ptr dwork;
    float  *work;

    magma_int_t i, k, ldwork, lddwork, old_i, old_ib, rows;
    magma_int_t nbmin, nx, ib, nb;
    magma_int_t lhwork, lwork;

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

    k = min(m,n);
    if (k == 0)
        return *info;

    nb = magma_get_sgeqrf_nb(m);

    lwork  = (m+n) * nb;
    lhwork = lwork - (m)*nb;

    if ( MAGMA_SUCCESS != magma_smalloc( &dwork, n*nb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

    /*    
    if ( MAGMA_SUCCESS != magma_smalloc_cpu( &work, lwork ) ) {
        *info = MAGMA_ERR_HOST_ALLOC;
        magma_free( dwork );
        return *info;
    }
    */

    cl_mem buffer = clCreateBuffer(gContext, CL_MEM_READ_WRITE | CL_MEM_ALLOC_HOST_PTR, 
                                   sizeof(float)*lwork, NULL, NULL);
    work = (float*)clEnqueueMapBuffer(queue[0], buffer, CL_TRUE, 
                                                   CL_MAP_READ | CL_MAP_WRITE, 
                                                   0, lwork*sizeof(float), 
                                                   0, NULL, NULL, NULL);


    nbmin = 2;
    nx    = nb;
    ldwork = m;
    lddwork= n;

    if (nb >= nbmin && nb < k && nx < k) {
        /* Use blocked code initially */
        old_i = 0; old_ib = nb;
        for (i = 0; i < k-nx; i += nb) {
            ib = min(k-i, nb);
            rows = m -i;
            
            magma_queue_sync( queue[1] );
            magma_sgetmatrix_async(rows, ib, dA(i, i), ldda, work(i), ldwork, queue[0], NULL);
          
            if (i > 0) {
                /* Apply H' to A(i:m,i+2*ib:n) from the left */
                magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                  m-old_i, n-old_i-2*old_ib, old_ib,
                                  dA(old_i, old_i         ), ldda, dwork,0,      lddwork,
                                  dA(old_i, old_i+2*old_ib), ldda, dwork,old_ib, lddwork, queue[1]);

                magma_ssetmatrix_async( old_ib, old_ib, work(old_i), ldwork,
                                            dA(old_i, old_i), ldda, queue[1], NULL);
            }

            magma_queue_sync(queue[0]);
            lapackf77_sgeqrf(&rows, &ib, work(i), &ldwork, tau+i, hwork, &lhwork, info);
   
            /* Form the triangular factor of the block reflector
               H = H(i) H(i+1) . . . H(i+ib-1) */
            lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                              &rows, &ib,
                              work(i), &ldwork, tau+i, hwork, &ib);

            spanel_to_q( MagmaUpper, ib, work(i), ldwork, hwork+ib*ib );

            /* download the i-th V matrix */
            magma_ssetmatrix_async(rows, ib, work(i), ldwork, dA(i,i), ldda, queue[0], NULL);

            /* download the T matrix */
            magma_queue_sync( queue[1] );
            magma_ssetmatrix_async( ib, ib, hwork, ib, dwork, 0, lddwork, queue[0], NULL);
            magma_queue_sync( queue[0] );

            if (i + ib < n) {
                if (i+nb < k-nx) {
                    /* Apply H' to A(i:m,i+ib:i+2*ib) from the left */
                    magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                      rows, ib, ib,
                                      dA(i, i   ), ldda, dwork,0,  lddwork,
                                      dA(i, i+ib), ldda, dwork,ib, lddwork, queue[1]);
                    sq_to_panel( MagmaUpper, ib, work(i), ldwork, hwork+ib*ib );
                }
                else {
                    magma_slarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
                                      rows, n-i-ib, ib,
                                      dA(i, i   ), ldda, dwork,0,  lddwork,
                                      dA(i, i+ib), ldda, dwork,ib, lddwork, queue[1]);
                    sq_to_panel( MagmaUpper, ib, work(i), ldwork, hwork+ib*ib );
                    magma_ssetmatrix_async(ib, ib, work(i), ldwork, dA(i,i), ldda, queue[1], NULL);
                }
                old_i  = i;
                old_ib = ib;
            }
        }
    } else {
        i = 0;
    }

    magma_free(dwork);

    /* Use unblocked code to factor the last or only block. */
    if (i < k) {
        ib   = n-i;
        rows = m-i;
        magma_sgetmatrix_async(rows, ib, dA(i, i), ldda, work, rows, queue[1], NULL);
        magma_queue_sync(queue[1]);
        
        lhwork = lwork - rows*ib;
        lapackf77_sgeqrf(&rows, &ib, work, &rows, tau+i, work+ib*rows, &lhwork, info);
        
        magma_ssetmatrix_async(rows, ib, work, rows, dA(i, i), ldda, queue[1], NULL);
    }

    magma_queue_sync(queue[0]);
    magma_queue_sync(queue[1]);

    // magma_free_cpu(work);
    clEnqueueUnmapMemObject(queue[0], buffer, work, 0, NULL, NULL);
    clReleaseMemObject(buffer);

    return *info;
} /* magma_sgeqrf2_gpu */
Exemplo n.º 24
0
/**
    Purpose
    -------
    CGEQP3 computes a QR factorization with column pivoting of a
    matrix A:  A*P = Q*R  using Level 3 BLAS.

    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]
    dA      COMPLEX array on the GPU, dimension (LDDA,N)
            On entry, the M-by-N matrix A.
            On exit, the upper triangle of the array contains the
            min(M,N)-by-N upper trapezoidal matrix R; the elements below
            the diagonal, together with the array TAU, represent the
            unitary matrix Q as a product of min(M,N) elementary
            reflectors.

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

    @param[in,out]
    jpvt    INTEGER array, dimension (N)
            On entry, if JPVT(J).ne.0, the J-th column of A is permuted
            to the front of A*P (a leading column); if JPVT(J)=0,
            the J-th column of A is a free column.
            On exit, if JPVT(J)=K, then the J-th column of A*P was the
            the K-th column of A.

    @param[out]
    tau     COMPLEX array, dimension (min(M,N))
            The scalar factors of the elementary reflectors.

    @param[out]
    dwork   (workspace) COMPLEX array on the GPU, dimension (MAX(1,LWORK))
            On exit, if INFO=0, WORK[0] returns the optimal LWORK.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK.
            For [sd]geqp3, LWORK >= (N+1)*NB + 2*N;
            for [cz]geqp3, LWORK >= (N+1)*NB,
            where NB is the optimal blocksize.
    \n
            Note: unlike the CPU interface of this routine, the GPU interface
            does not support a workspace query.

    @param
    rwork   (workspace, for [cz]geqp3 only) REAL array, dimension (2*N)

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

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

        Q = H(1) H(2) . . . H(k), where k = min(m,n).

    Each H(i) has the form

        H(i) = I - tau * v * v'

    where tau is a complex scalar, and v is a complex vector
    with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
    A(i+1:m,i), and tau in TAU(i).

    @ingroup magma_cgeqp3_comp
    ********************************************************************/
extern "C" magma_int_t
magma_cgeqp3_gpu(
    magma_int_t m, magma_int_t n,
    magmaFloatComplex_ptr dA, magma_int_t ldda,
    magma_int_t *jpvt, magmaFloatComplex *tau,
    magmaFloatComplex_ptr dwork, magma_int_t lwork,
    #ifdef COMPLEX
    float *rwork,
    #endif
    magma_int_t *info )
{
    #define dA(i_, j_) (dA + (i_) + (j_)*ldda)

    const magmaFloatComplex c_zero = MAGMA_C_ZERO;
    const magma_int_t ione = 1;

    //magma_int_t na;
    magma_int_t n_j;
    magma_int_t j, jb, nb, sm, sn, fjb, nfxd, minmn;
    magma_int_t topbmn, lwkopt;
    
    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (ldda < max(1,m)) {
        *info = -4;
    }
    
    nb = magma_get_cgeqp3_nb( m, n );
    minmn = min(m,n);
    if (*info == 0) {
        if (minmn == 0) {
            lwkopt = 1;
        } else {
            lwkopt = (n + 1)*nb;
            #ifdef REAL
            lwkopt += 2*n;
            #endif
        }
        if (lwork < lwkopt) {
            *info = -8;
        }
    }

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

    if (minmn == 0)
        return *info;

    #ifdef REAL
    float *rwork = dwork + (n + 1)*nb;
    #endif
    magmaFloatComplex_ptr df;
    if (MAGMA_SUCCESS != magma_cmalloc( &df, (n+1)*nb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    
    magmaFloat_ptr dlsticcs;
    if (MAGMA_SUCCESS != magma_smalloc( &dlsticcs, 1+256*(n+255)/256 )) {
        magma_free( df );
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

    magma_queue_t queue;
    magma_device_t cdev;
    magma_getdevice( &cdev );
    magma_queue_create( cdev, &queue );

    magmablas_claset( MagmaFull, n+1, nb, c_zero, c_zero, df, n+1, queue );

    nfxd = 0;
    /* Move initial columns up front.
     * Note jpvt uses 1-based indices for historical compatibility. */
    for (j = 0; j < n; ++j) {
        if (jpvt[j] != 0) {
            if (j != nfxd) {
                blasf77_cswap(&m, dA(0, j), &ione, dA(0, nfxd), &ione);  // TODO: ERROR, matrix not on CPU!
                jpvt[j]    = jpvt[nfxd];
                jpvt[nfxd] = j + 1;
            }
            else {
                jpvt[j] = j + 1;
            }
            ++nfxd;
        }
        else {
            jpvt[j] = j + 1;
        }
    }

    /*
        // TODO:
           Factorize fixed columns
           =======================
           Compute the QR factorization of fixed columns and update
           remaining columns.
    if (nfxd > 0) {
        na = min(m,nfxd);
        lapackf77_cgeqrf(&m, &na, dA, &ldda, tau, dwork, &lwork, info);
        if (na < n) {
            n_j = n - na;
            lapackf77_cunmqr( MagmaLeftStr, MagmaConjTransStr, &m, &n_j, &na,
                              dA, &ldda, tau, dA(0, na), &ldda,
                              dwork, &lwork, info );
        }
    }*/
    
    /*  Factorize free columns */
    if (nfxd < minmn) {
        sm = m - nfxd;
        sn = n - nfxd;
        //sminmn = minmn - nfxd;
        
        /* Initialize partial column norms. */
        magmablas_scnrm2_cols( sm, sn, dA(nfxd,nfxd), ldda, &rwork[nfxd], queue );
        magma_scopymatrix( sn, 1, &rwork[nfxd], sn, &rwork[n+nfxd], sn, queue );
        
        j = nfxd;
        //if (nb < sminmn)
        {
            /* Use blocked code initially. */
            
            /* Compute factorization: while loop. */
            topbmn = minmn; // - nb;
            while(j < topbmn) {
                jb = min(nb, topbmn - j);
                
                /* Factorize JB columns among columns J:N. */
                n_j = n - j;
                
                //magma_claqps_gpu    // this is a cpp-file
                magma_claqps2_gpu   // this is a cuda-file
                    ( m, n_j, j, jb, &fjb,
                      dA(0, j), ldda,
                      &jpvt[j], &tau[j], &rwork[j], &rwork[n + j],
                      dwork,
                      &df[jb], n_j,
                      dlsticcs, queue );
                
                j += fjb;  /* fjb is actual number of columns factored */
            }
        }
        
        /*
        // Use unblocked code to factor the last or only block.
        if (j < minmn) {
            n_j = n - j;
            if (j > nfxd) {
                magma_cgetmatrix( m-j, n_j,
                                  dA(j,j), ldda,
                                   A(j,j), lda, queue );
            }
            lapackf77_claqp2(&m, &n_j, &j, dA(0, j), &ldda, &jpvt[j],
                             &tau[j], &rwork[j], &rwork[n+j], dwork );
        }*/
    }

    magma_queue_destroy( queue );
    
    magma_free( df );
    magma_free( dlsticcs );

    return *info;
} /* magma_cgeqp3_gpu */
Exemplo n.º 25
0
/**
    Purpose
    -------
    SGETRF computes an LU factorization of a general M-by-N matrix A
    using partial pivoting with row interchanges.  This version does not
    require work space on the GPU passed as input. GPU memory is allocated
    in the routine.

    The factorization has the form
        A = P * L * U
    where P is a permutation matrix, 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.

    If the current stream is NULL, this version replaces it with a new
    stream to overlap computation with communication.

    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.
    \n
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

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

    @param[out]
    ipiv    INTEGER array, dimension (min(M,N))
            The pivot indices; for 1 <= i <= min(M,N), row i of the
            matrix was interchanged with row IPIV(i).

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
                  or another error occured, such as memory allocation failed.
      -     > 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(
    magma_int_t m, magma_int_t n, float *A, magma_int_t lda,
    magma_int_t *ipiv,
    magma_int_t *info)
{
#define dAT(i_, j_) (dAT + (i_)*nb*ldda + (j_)*nb)

    float *dAT, *dA, *da, *work;
    float c_one     = MAGMA_S_ONE;
    float c_neg_one = MAGMA_S_NEG_ONE;
    magma_int_t     iinfo, nb;

    /* Check arguments */
    *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;

    /* Function Body */
    nb = magma_get_sgetrf_nb(m);

    if ( (nb <= 1) || (nb >= min(m,n)) ) {
        /* Use CPU code. */
        lapackf77_sgetrf(&m, &n, A, &lda, ipiv, info);
    } else {
        /* Use hybrid blocked code. */
        magma_int_t maxm, maxn, ldda, maxdim;
        magma_int_t i, j, rows, cols, s = min(m, n)/nb;

        maxm = ((m + 31)/32)*32;
        maxn = ((n + 31)/32)*32;
        maxdim = max(maxm, maxn);

        /* set number of GPUs */
        magma_int_t ngpu = magma_num_gpus();
        if ( ngpu > 1 ) {
            /* call multi-GPU non-GPU-resident interface  */
            magma_sgetrf_m(ngpu, m, n, A, lda, ipiv, info);
            return *info;
        }

        /* explicitly checking the memory requirement */
        size_t freeMem, totalMem;
        cudaMemGetInfo( &freeMem, &totalMem );
        freeMem /= sizeof(float);

        int h = 1+(2+ngpu), ngpu2 = ngpu;
        int NB = (magma_int_t)(0.8*freeMem/maxm-h*nb);
        const char* ngr_nb_char = getenv("MAGMA_NGR_NB");
        if ( ngr_nb_char != NULL )
            NB = max( nb, min( NB, atoi(ngr_nb_char) ) );

        if ( ngpu > ceil((float)NB/nb) ) {
            ngpu2 = (int)ceil((float)NB/nb);
            h = 1+(2+ngpu2);
            NB = (magma_int_t)(0.8*freeMem/maxm-h*nb);
        }
        if ( ngpu2*NB < n ) {
            /* require too much memory, so call non-GPU-resident version */
            magma_sgetrf_m(ngpu, m, n, A, lda, ipiv, info);
            return *info;
        }

        ldda = maxn;
        work = A;
        if (maxdim*maxdim < 2*maxm*maxn) {
            // if close to square, allocate square matrix and transpose in-place
            if (MAGMA_SUCCESS != magma_smalloc( &dA, nb*maxm + maxdim*maxdim )) {
                /* alloc failed so call non-GPU-resident version */
                magma_sgetrf_m(ngpu, m, n, A, lda, ipiv, info);
                return *info;
            }
            da = dA + nb*maxm;

            ldda = maxdim;
            magma_ssetmatrix( m, n, A, lda, da, ldda );

            dAT = da;
            magmablas_stranspose_inplace( ldda, dAT, ldda );
        }
        else {
            // if very rectangular, allocate dA and dAT and transpose out-of-place
            if (MAGMA_SUCCESS != magma_smalloc( &dA, (nb + maxn)*maxm )) {
                /* alloc failed so call non-GPU-resident version */
                magma_sgetrf_m(ngpu, m, n, A, lda, ipiv, info);
                return *info;
            }
            da = dA + nb*maxm;

            magma_ssetmatrix( m, n, A, lda, da, maxm );

            if (MAGMA_SUCCESS != magma_smalloc( &dAT, maxm*maxn )) {
                /* alloc failed so call non-GPU-resident version */
                magma_free( dA );
                magma_sgetrf_m(ngpu, m, n, A, lda, ipiv, info);
                return *info;
            }

            magmablas_stranspose( m, n, da, maxm, dAT, ldda );
        }

        lapackf77_sgetrf( &m, &nb, work, &lda, ipiv, &iinfo);

        /* Define user stream if current stream is NULL */
        magma_queue_t stream[2];

        magma_queue_t orig_stream;
        magmablasGetKernelStream( &orig_stream );

        magma_queue_create( &stream[0] );
        if (orig_stream == NULL) {
            magma_queue_create( &stream[1] );
            magmablasSetKernelStream(stream[1]);
        }
        else {
            stream[1] = orig_stream;
        }

        for( j = 0; j < s; j++ ) {
            // download j-th panel
            cols = maxm - j*nb;

            if (j > 0) {
                magmablas_stranspose( nb, cols, dAT(j,j), ldda, dA, cols );

                // make sure that gpu queue is empty
                magma_device_sync();

                magma_sgetmatrix_async( m-j*nb, nb, dA, cols, work, lda,
                                        stream[0]);

                magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             n - (j+1)*nb, nb,
                             c_one, dAT(j-1,j-1), ldda,
                             dAT(j-1,j+1), ldda );
                magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                             n-(j+1)*nb, m-j*nb, nb,
                             c_neg_one, dAT(j-1,j+1), ldda,
                             dAT(j,  j-1), ldda,
                             c_one,     dAT(j,  j+1), ldda );

                // do the cpu part
                rows = m - j*nb;
                magma_queue_sync( stream[0] );
                lapackf77_sgetrf( &rows, &nb, work, &lda, ipiv+j*nb, &iinfo);
            }
            if (*info == 0 && iinfo > 0)
                *info = iinfo + j*nb;

            // upload j-th panel
            magma_ssetmatrix_async( m-j*nb, nb, work, lda, dA, cols,
                                    stream[0]);

            for( i=j*nb; i < j*nb + nb; ++i ) {
                ipiv[i] += j*nb;
            }
            magmablas_slaswp( n, dAT, ldda, j*nb + 1, j*nb + nb, ipiv, 1 );

            magma_queue_sync( stream[0] );
            magmablas_stranspose( cols, nb, dA, cols, dAT(j,j), ldda );

            // do the small non-parallel computations (next panel update)
            if (s > (j+1)) {
                magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             nb, nb,
                             c_one, dAT(j, j  ), ldda,
                             dAT(j, j+1), ldda);
                magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                             nb, m-(j+1)*nb, nb,
                             c_neg_one, dAT(j,   j+1), ldda,
                             dAT(j+1, j  ), ldda,
                             c_one,     dAT(j+1, j+1), ldda );
            }
            else {
                magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             n-s*nb, nb,
                             c_one, dAT(j, j  ), ldda,
                             dAT(j, j+1), ldda);
                magma_sgemm( MagmaNoTrans, MagmaNoTrans,
                             n-(j+1)*nb, m-(j+1)*nb, nb,
                             c_neg_one, dAT(j,   j+1), ldda,
                             dAT(j+1, j  ), ldda,
                             c_one,     dAT(j+1, j+1), ldda );
            }
        }

        magma_int_t nb0 = min(m - s*nb, n - s*nb);
        if ( nb0 > 0 ) {
            rows = m - s*nb;
            cols = maxm - s*nb;

            magmablas_stranspose( nb0, rows, dAT(s,s), ldda, dA, cols );
            magma_sgetmatrix( rows, nb0, dA, cols, work, lda );

            // make sure that gpu queue is empty
            magma_device_sync();

            // do the cpu part
            lapackf77_sgetrf( &rows, &nb0, work, &lda, ipiv+s*nb, &iinfo);
            if (*info == 0 && iinfo > 0)
                *info = iinfo + s*nb;

            for( i=s*nb; i < s*nb + nb0; ++i ) {
                ipiv[i] += s*nb;
            }
            magmablas_slaswp( n, dAT, ldda, s*nb + 1, s*nb + nb0, ipiv, 1 );

            // upload j-th panel
            magma_ssetmatrix( rows, nb0, work, lda, dA, cols );
            magmablas_stranspose( rows, nb0, dA, cols, dAT(s,s), ldda );

            magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                         n-s*nb-nb0, nb0,
                         c_one, dAT(s,s),     ldda,
                         dAT(s,s)+nb0, ldda);
        }

        // undo transpose
        if (maxdim*maxdim < 2*maxm*maxn) {
            magmablas_stranspose_inplace( ldda, dAT, ldda );
            magma_sgetmatrix( m, n, da, ldda, A, lda );
        }
        else {
            magmablas_stranspose( n, m, dAT, ldda, da, maxm );
            magma_sgetmatrix( m, n, da, maxm, A, lda );
            magma_free( dAT );
        }

        magma_free( dA );

        magma_queue_destroy( stream[0] );
        if (orig_stream == NULL) {
            magma_queue_destroy( stream[1] );
        }
        magmablasSetKernelStream( orig_stream );
    }

    return *info;
} /* magma_sgetrf */
Exemplo n.º 26
0
/**
    Purpose
    -------
    SGEQRF computes a QR factorization of a REAL M-by-N matrix A:
    A = Q * R. This version does not require work space on the GPU
    passed as input. GPU memory is allocated in the routine.

    If the current stream is NULL, this version replaces it with user defined
    stream to overlap computation with communication.

    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 A.
            On exit, the elements on and above the diagonal of the array
            contain the min(M,N)-by-N upper trapezoidal matrix R (R is
            upper triangular if m >= n); the elements below the diagonal,
            with the array TAU, represent the orthogonal matrix Q as a
            product of min(m,n) elementary reflectors (see Further
            Details).
    \n
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

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

    @param[out]
    tau     REAL array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    @param[out]
    work    (workspace) REAL array, dimension (MAX(1,LWORK))
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    \n
            Higher performance is achieved if WORK is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK.  LWORK >= max( N*NB, 2*NB*NB ),
            where NB can be obtained through magma_get_sgeqrf_nb(M).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the WORK array, returns
            this value as the first entry of the WORK array, and no error
            message related to LWORK is issued.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
                  or another error occured, such as memory allocation failed.

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

        Q = H(1) H(2) . . . H(k), where k = min(m,n).

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

    @ingroup magma_sgeqrf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_sgeqrf(magma_int_t m, magma_int_t n,
             float *A,    magma_int_t lda, float *tau,
             float *work, magma_int_t lwork,
             magma_int_t *info )
{
    #define  A(i,j) ( A + (i) + (j)*lda )
    #define dA(i,j) (dA + (i) + (j)*ldda)

    float *dA, *dwork, *dT;
    float c_one = MAGMA_S_ONE;

    magma_int_t i, k, lddwork, old_i, old_ib;
    magma_int_t ib, ldda;

    /* Function Body */
    *info = 0;
    magma_int_t nb = magma_get_sgeqrf_nb(min(m, n));

    // need 2*nb*nb to store T and upper triangle of V simultaneously
    magma_int_t lwkopt = max(n*nb, 2*nb*nb);
    work[0] = MAGMA_S_MAKE( (float)lwkopt, 0 );
    int lquery = (lwork == -1);
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    } else if (lwork < max(1, lwkopt) && ! lquery) {
        *info = -7;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery)
        return *info;

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

    // largest N for larfb is n-nb (trailing matrix lacks 1st panel)
    lddwork = ((n+31)/32)*32 - nb;
    ldda    = ((m+31)/32)*32;

    magma_int_t num_gpus = magma_num_gpus();
    if ( num_gpus > 1 ) {
        /* call multiple-GPU interface  */
        return magma_sgeqrf4(num_gpus, m, n, A, lda, tau, work, lwork, info);
    }

    // allocate space for dA, dwork, and dT
    if (MAGMA_SUCCESS != magma_smalloc( &dA, n*ldda + nb*lddwork + nb*nb )) {
        /* Switch to the "out-of-core" (out of GPU-memory) version */
        return magma_sgeqrf_ooc(m, n, A, lda, tau, work, lwork, info);
    }

    /* Define user stream if current stream is NULL */
    magma_queue_t stream[2], current_stream;
    magmablasGetKernelStream(&current_stream);

    magma_queue_create( &stream[0] );
    if (current_stream == NULL) {
        magma_queue_create( &stream[1] );
        magmablasSetKernelStream(stream[1]);
    }
    else {
        stream[1] = current_stream;
    }

    dwork = dA + n*ldda;
    dT    = dA + n*ldda + nb*lddwork;

    if ( (nb > 1) && (nb < k) ) {
        /* Use blocked code initially.
           Asynchronously send the matrix to the GPU except the first panel. */
        magma_ssetmatrix_async( m, n-nb,
                                A(0,nb),  lda,
                                dA(0,nb), ldda, stream[0] );

        old_i = 0;
        old_ib = nb;
        for (i = 0; i < k-nb; i += nb) {
            ib = min(k-i, nb);
            if (i > 0) {
                /* download i-th panel */
                magma_queue_sync( stream[1] );
                magma_sgetmatrix_async( m-i, ib,
                                        dA(i,i), ldda,
                                        A(i,i),  lda, stream[0] );

                /* Apply H' to A(i:m,i+2*ib:n) from the left */
                magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                  m-old_i, n-old_i-2*old_ib, old_ib,
                                  dA(old_i, old_i),          ldda, dT,    nb,
                                  dA(old_i, old_i+2*old_ib), ldda, dwork, lddwork);

                magma_sgetmatrix_async( i, ib,
                                        dA(0,i), ldda,
                                        A(0,i),  lda, stream[1] );
                magma_queue_sync( stream[0] );
            }

            magma_int_t rows = m-i;
            lapackf77_sgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
            
            /* Form the triangular factor of the block reflector
               H = H(i) H(i+1) . . . H(i+ib-1) */
            lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                              &rows, &ib, A(i,i), &lda, tau+i, work, &ib);

            spanel_to_q(MagmaUpper, ib, A(i,i), lda, work+ib*ib);

            /* download the i-th V matrix */
            magma_ssetmatrix_async( rows, ib, A(i,i), lda, dA(i,i), ldda, stream[0] );

            /* download the T matrix */
            magma_queue_sync( stream[1] );
            magma_ssetmatrix_async( ib, ib, work, ib, dT, nb, stream[0] );
            magma_queue_sync( stream[0] );

            if (i + ib < n) {
                if (i+ib < k-nb) {
                    /* Apply H' to A(i:m,i+ib:i+2*ib) from the left (look-ahead) */
                    magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                      rows, ib, ib,
                                      dA(i, i   ), ldda, dT,    nb,
                                      dA(i, i+ib), ldda, dwork, lddwork);
                    sq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
                }
                else {
                    /* After last panel, update whole trailing matrix. */
                    /* Apply H' to A(i:m,i+ib:n) from the left */
                    magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                      rows, n-i-ib, ib,
                                      dA(i, i   ), ldda, dT,    nb,
                                      dA(i, i+ib), ldda, dwork, lddwork);
                    sq_to_panel(MagmaUpper, ib, A(i,i), lda, work+ib*ib);
                }

                old_i  = i;
                old_ib = ib;
            }
        }
    } else {
        i = 0;
    }
    
    /* Use unblocked code to factor the last or only block. */
    if (i < k) {
        ib = n-i;
        if (i != 0) {
            magma_sgetmatrix_async( m, ib, dA(0,i), ldda, A(0,i), lda, stream[1] );
            magma_queue_sync( stream[1] );
        }
        magma_int_t rows = m-i;
        lapackf77_sgeqrf(&rows, &ib, A(i,i), &lda, tau+i, work, &lwork, info);
    }

    magma_queue_destroy( stream[0] );
    if (current_stream == NULL) {
        magma_queue_destroy( stream[1] );
        magmablasSetKernelStream(NULL);
    }

    magma_free( dA );
    
    return *info;
} /* magma_sgeqrf */
Exemplo n.º 27
0
/**
    Purpose   
    =======   

    SSYTRF_nopiv_gpu computes the LDLt factorization of a real symmetric   
    matrix A.

    The factorization has the form   
       A = U^H * D * U , if UPLO = 'U', or   
       A = L  * D * L^H, if UPLO = 'L',   
    where U is an upper triangular matrix, L is lower triangular, and
    D is a diagonal matrix.

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

    Arguments
    ---------
    @param[in]
    UPLO    CHARACTER*1   
      -     = 'U':  Upper triangle of A is stored;   
      -     = 'L':  Lower triangle of A is stored.   

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

    @param[in,out]
    dA      REAL array on the GPU, dimension (LDA,N)   
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading   
            N-by-N upper triangular part of A contains the upper   
            triangular part of the matrix A, and the strictly lower   
            triangular part of A is not referenced.  If UPLO = 'L', the   
            leading N-by-N lower triangular part of A contains the lower   
            triangular part of the matrix A, and the strictly upper   
            triangular part of A is not referenced.   
    \n
            On exit, if INFO = 0, the factor U or L from the Cholesky   
            factorization A = U^H D U or A = L D L^H.   
    \n 
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using cudaMallocHost.

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

    @param[out]
    INFO    INTEGER   
      -     = 0:  successful exit   
      -     < 0:  if INFO = -i, the i-th argument had an illegal value 
                  if INFO = -6, the GPU memory allocation failed 
      -     > 0:  if INFO = i, the leading minor of order i is not   
                  positive definite, and the factorization could not be   
                  completed.   
    
    @ingroup magma_ssytrf_comp
    ******************************************************************* */
extern "C" magma_int_t
magma_ssytrf_nopiv_gpu(
    magma_uplo_t uplo, magma_int_t n,
    magmaFloat_ptr dA, magma_int_t ldda,
    magma_int_t *info)
{
    #define  A(i, j)  (A)
    #define dA(i, j)  (dA +(j)*ldda + (i))
    #define dW(i, j)  (dW +(j)*ldda + (i))
    #define dWt(i, j) (dW +(j)*nb   + (i))

    /* Local variables */
    float zone  = MAGMA_S_ONE;
    float mzone = MAGMA_S_NEG_ONE;
    int                upper = (uplo == MagmaUpper);
    magma_int_t j, k, jb, nb, ib, iinfo;

    *info = 0;
    if (! upper && 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 MAGMA_ERR_ILLEGAL_VALUE;
    }

    /* Quick return */
    if ( n == 0 )
      return MAGMA_SUCCESS;

    nb = magma_get_ssytrf_nopiv_nb(n);
    ib = min(32, nb); // inner-block for diagonal factorization

    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );


    magma_queue_t stream[2];
    magma_event_t event;
    magma_queue_create(&stream[0]);
    magma_queue_create(&stream[1]);
    magma_event_create( &event );
    trace_init( 1, 1, 2, stream );

    // CPU workspace
    float *A;
    if (MAGMA_SUCCESS != magma_smalloc_pinned( &A, nb*nb )) {
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }

    // GPU workspace
    magmaFloat_ptr dW;
    if (MAGMA_SUCCESS != magma_smalloc( &dW, (1+nb)*ldda )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

    /* Use hybrid blocked code. */
    if (upper) {
        //=========================================================
        // Compute the LDLt factorization A = U'*D*U without pivoting.
        // main loop
        for (j=0; j<n; j += nb) {
            jb = min(nb, (n-j));
            
            // copy A(j,j) back to CPU
            trace_gpu_start( 0, 0, "get", "get" );
            //magma_queue_wait_event( stream[1], event );                                                                
            magma_event_sync(event);
            magma_sgetmatrix_async(jb, jb, dA(j, j), ldda, A(j,j), nb, stream[1]);
            trace_gpu_end( 0, 0 );

            // factorize the diagonal block
            magma_queue_sync(stream[1]);
            trace_cpu_start( 0, "potrf", "potrf" );
            ssytrf_nopiv_cpu(MagmaUpper, jb, ib, A(j, j), nb, info);
            trace_cpu_end( 0 );
            if (*info != 0){
                *info = *info + j;
                break;
            }
            
            // copy A(j,j) back to GPU
            trace_gpu_start( 0, 0, "set", "set" );
            magma_ssetmatrix_async(jb, jb, A(j, j), nb, dA(j, j), ldda, stream[0]);
            trace_gpu_end( 0, 0 );
                
            if ( (j+jb) < n) {
                // compute the off-diagonal blocks of current block column
                magmablasSetKernelStream( stream[0] );
                trace_gpu_start( 0, 0, "trsm", "trsm" );
                magma_strsm(MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaUnit, 
                            jb, (n-j-jb), 
                            zone, dA(j, j),    ldda, 
                            dA(j, j+jb), ldda);
                magma_scopymatrix( jb, n-j-jb, dA( j, j+jb ), ldda, dWt( 0, j+jb ), nb );
                
                // update the trailing submatrix with D
                magmablas_slascl_diag(MagmaUpper, jb, n-j-jb,
                                      dA(j,    j), ldda,
                                      dA(j, j+jb), ldda,
                                      &iinfo);
                trace_gpu_end( 0, 0 );
                
                // update the trailing submatrix with U and W
                trace_gpu_start( 0, 0, "gemm", "gemm" );
                for (k=j+jb; k<n; k+=nb) {
                    magma_int_t kb = min(nb,n-k);
                    magma_sgemm(MagmaConjTrans, MagmaNoTrans, kb, n-k, jb,
                                mzone, dWt(0, k), nb, 
                                       dA(j, k), ldda,
                                zone,  dA(k, k), ldda);
                    if (k==j+jb)
                        magma_event_record( event, stream[0] );
                }
                trace_gpu_end( 0, 0 );
            }
        }
    } else {
        //=========================================================
        // Compute the LDLt factorization A = L*D*L' without pivoting.
        // main loop
        for (j=0; j<n; j+=nb) {
            jb = min(nb, (n-j));
            
            // copy A(j,j) back to CPU
            trace_gpu_start( 0, 0, "get", "get" );
            //magma_queue_wait_event( stream[0], event );                                                                
            magma_event_sync(event);
            magma_sgetmatrix_async(jb, jb, dA(j, j), ldda, A(j,j), nb, stream[1]);
            trace_gpu_end( 0, 0 );
            
            // factorize the diagonal block
            magma_queue_sync(stream[1]);
            trace_cpu_start( 0, "potrf", "potrf" );
            ssytrf_nopiv_cpu(MagmaLower, jb, ib, A(j, j), nb, info);
            trace_cpu_end( 0 );
            if (*info != 0){
                *info = *info + j;
                break;
            }

            // copy A(j,j) back to GPU
            trace_gpu_start( 0, 0, "set", "set" );
            magma_ssetmatrix_async(jb, jb, A(j, j), nb, dA(j, j), ldda, stream[0]);
            trace_gpu_end( 0, 0 );
            
            if ( (j+jb) < n) {
                // compute the off-diagonal blocks of current block column
                magmablasSetKernelStream( stream[0] );
                trace_gpu_start( 0, 0, "trsm", "trsm" );
                magma_strsm(MagmaRight, MagmaLower, MagmaConjTrans, MagmaUnit, 
                            (n-j-jb), jb, 
                            zone, dA(j,    j), ldda, 
                            dA(j+jb, j), ldda);
                magma_scopymatrix( n-j-jb,jb, dA( j+jb, j ), ldda, dW( j+jb, 0 ), ldda );
                
                // update the trailing submatrix with D
                magmablas_slascl_diag(MagmaLower, n-j-jb, jb,
                                      dA(j,    j), ldda,
                                      dA(j+jb, j), ldda,
                                      &iinfo);
                trace_gpu_end( 0, 0 );
                
                // update the trailing submatrix with L and W
                trace_gpu_start( 0, 0, "gemm", "gemm" );
                for (k=j+jb; k<n; k+=nb) {
                    magma_int_t kb = min(nb,n-k);
                    magma_sgemm(MagmaNoTrans, MagmaConjTrans, n-k, kb, jb,
                                mzone, dA(k, j), ldda, 
                                       dW(k, 0), ldda,
                                zone,  dA(k, k), ldda);
                    if (k==j+jb)
                        magma_event_record( event, stream[0] );
                }
                trace_gpu_end( 0, 0 );
            }
        }
    }
    
    trace_finalize( "ssytrf.svg","trace.css" );
    magma_queue_destroy(stream[0]);
    magma_queue_destroy(stream[1]);
    magma_event_destroy( event );
    magma_free( dW );
    magma_free_pinned( A );
    
    magmablasSetKernelStream( orig_stream );
    return MAGMA_SUCCESS;
} /* magma_ssytrf_nopiv */
Exemplo n.º 28
0
/**
    Purpose
    -------
    SSYEVD computes all eigenvalues and, optionally, eigenvectors of
    a real symmetric matrix A.  If eigenvectors are desired, it uses a
    divide and conquer algorithm.

    The divide and conquer algorithm makes very mild assumptions about
    floating point arithmetic. It will work on machines with a guard
    digit in add/subtract, or on those binary machines without guard
    digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
    Cray-2. It could conceivably fail on hexadecimal or decimal machines
    without guard digits, but we know of none.

    Arguments
    ---------
    @param[in]
    jobz    magma_vec_t
      -     = MagmaNoVec:  Compute eigenvalues only;
      -     = MagmaVec:    Compute eigenvalues and eigenvectors.

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

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

    @param[in,out]
    A       REAL 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.  If UPLO = MagmaLower,
            the leading N-by-N lower triangular part of A contains
            the lower triangular part of the matrix A.
            On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
            orthonormal eigenvectors of the matrix A.
            If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
            or the upper triangle (if UPLO=MagmaUpper) of A, including the
            diagonal, is destroyed.

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

    @param[out]
    w       REAL array, dimension (N)
            If INFO = 0, the eigenvalues in ascending order.

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

    @param[in]
    lwork   INTEGER
            The length of the array WORK.
            If N <= 1,                      LWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
            If JOBZ = MagmaVec   and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
            NB can be obtained through magma_get_ssytrd_nb(N).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal sizes of the WORK and IWORK
            arrays, returns these values as the first entries of the WORK
            and IWORK arrays, and no error message related to LWORK or
            LIWORK is issued by XERBLA.

    @param[out]
    iwork   (workspace) INTEGER array, dimension (MAX(1,LIWORK))
            On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.

    @param[in]
    liwork  INTEGER
            The dimension of the array IWORK.
            If N <= 1,                      LIWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
            If JOBZ = MagmaVec   and N > 1, LIWORK >= 3 + 5*N.
    \n
            If LIWORK = -1, then a workspace query is assumed; the
            routine only calculates the optimal sizes of the WORK and
            IWORK arrays, returns these values as the first entries of
            the WORK and IWORK arrays, and no error message related to
            LWORK or LIWORK is issued by XERBLA.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value
      -     > 0:  if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
                  to converge; i off-diagonal elements of an intermediate
                  tridiagonal form did not converge to zero;
                  if INFO = i and JOBZ = MagmaVec, then the algorithm failed
                  to compute an eigenvalue while working on the submatrix
                  lying in rows and columns INFO/(N+1) through
                  mod(INFO,N+1).

    Further Details
    ---------------
    Based on contributions by
       Jeff Rutter, Computer Science Division, University of California
       at Berkeley, USA

    Modified description of INFO. Sven, 16 Feb 05.

    @ingroup magma_ssyev_driver
    ********************************************************************/
extern "C" magma_int_t
magma_ssyevd(magma_vec_t jobz, magma_uplo_t uplo,
             magma_int_t n,
             float *A, magma_int_t lda,
             float *w,
             float *work, magma_int_t lwork,
             magma_int_t *iwork, magma_int_t liwork,
             magma_int_t *info)
{
    const char* uplo_ = lapack_uplo_const( uplo );
    const char* jobz_ = lapack_vec_const( jobz );
    magma_int_t ione = 1;
    magma_int_t izero = 0;
    float d_one = 1.;

    float d__1;

    float eps;
    magma_int_t inde;
    float anrm;
    float rmin, rmax;
    float sigma;
    magma_int_t iinfo, lwmin;
    magma_int_t lower;
    magma_int_t wantz;
    magma_int_t indwk2, llwrk2;
    magma_int_t iscale;
    float safmin;
    float bignum;
    magma_int_t indtau;
    magma_int_t indwrk, liwmin;
    magma_int_t llwork;
    float smlnum;
    magma_int_t lquery;

    float* dwork;

    wantz = (jobz == MagmaVec);
    lower = (uplo == MagmaLower);
    lquery = (lwork == -1 || liwork == -1);

    *info = 0;

    if (! (wantz || (jobz == MagmaNoVec))) {
        *info = -1;
    } else if (! (lower || (uplo == MagmaUpper))) {
        *info = -2;
    } else if (n < 0) {
        *info = -3;
    } else if (lda < max(1,n)) {
        *info = -5;
    }

    magma_int_t nb = magma_get_ssytrd_nb( n );
    if ( n <= 1 ) {
        lwmin  = 1;
        liwmin = 1;
    }
    else if ( wantz ) {
        lwmin  = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
        liwmin = 3 + 5*n;
    }
    else {
        lwmin  = 2*n + n*nb;
        liwmin = 1;
    }
    // multiply by 1+eps to ensure length gets rounded up,
    // if it cannot be exactly represented in floating point.
    float one_eps = 1. + lapackf77_slamch("Epsilon");
    work[0]  = lwmin * one_eps;
    iwork[0] = liwmin;

    if ((lwork < lwmin) && !lquery) {
        *info = -8;
    } else if ((liwork < liwmin) && ! lquery) {
        *info = -10;
    }

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

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

    if (n == 1) {
        w[0] = A[0];
        if (wantz) {
            A[0] = 1.;
        }
        return *info;
    }
    
    /* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
    if (n <= 128) {
        #ifdef ENABLE_DEBUG
        printf("--------------------------------------------------------------\n");
        printf("  warning matrix too small N=%d NB=%d, calling lapack on CPU  \n", (int) n, (int) nb);
        printf("--------------------------------------------------------------\n");
        #endif
        lapackf77_ssyevd(jobz_, uplo_,
                         &n, A, &lda,
                         w, work, &lwork,
                         iwork, &liwork, info);
        return *info;
    }

    /* Get machine constants. */
    safmin = lapackf77_slamch("Safe minimum");
    eps    = lapackf77_slamch("Precision");
    smlnum = safmin / eps;
    bignum = 1. / smlnum;
    rmin = magma_ssqrt(smlnum);
    rmax = magma_ssqrt(bignum);

    /* Scale matrix to allowable range, if necessary. */
    anrm = lapackf77_slansy("M", uplo_, &n, A, &lda, work );
    iscale = 0;
    if (anrm > 0. && anrm < rmin) {
        iscale = 1;
        sigma = rmin / anrm;
    } else if (anrm > rmax) {
        iscale = 1;
        sigma = rmax / anrm;
    }
    if (iscale == 1) {
        lapackf77_slascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
                &lda, info);
    }

    /* Call SSYTRD to reduce symmetric matrix to tridiagonal form. */
    // ssytrd work: e (n) + tau (n) + llwork (n*nb)  ==>  2n + n*nb
    // sstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2)  ==>  1 + 6n + 2n^2
    inde   = 0;
    indtau = inde   + n;
    indwrk = indtau + n;
    indwk2 = indwrk + n*n;
    llwork = lwork - indwrk;
    llwrk2 = lwork - indwk2;



    magma_ssytrd(uplo, n, A, lda, w, &work[inde],
                 &work[indtau], &work[indwrk], llwork, &iinfo);


    /* For eigenvalues only, call SSTERF.  For eigenvectors, first call
       SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
       tridiagonal matrix, then call SORMTR to multiply it to the Householder
       transformations represented as Householder vectors in A. */
    if (! wantz) {
        lapackf77_ssterf(&n, w, &work[inde], info);
    }
    else {


        if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*n*(n/2 + 1) )) {
            *info = MAGMA_ERR_DEVICE_ALLOC;
            return *info;
        }

        // TTT Possible bug for n < 128
        magma_sstedx(311, n, 0., 0., 0, 0, w, &work[inde],
                     &work[indwrk], n, &work[indwk2],
                     llwrk2, iwork, liwork, dwork, info);

        magma_free( dwork );


        magma_sormtr(MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau],
                     &work[indwrk], n, &work[indwk2], llwrk2, &iinfo);

        lapackf77_slacpy("A", &n, &n, &work[indwrk], &n, A, &lda);

    }

    /* If matrix was scaled, then rescale eigenvalues appropriately. */
    if (iscale == 1) {
        d__1 = 1. / sigma;
        blasf77_sscal(&n, &d__1, w, &ione);
    }

    work[0]  = lwmin * one_eps;  // round up
    iwork[0] = liwmin;

    return *info;
} /* magma_ssyevd */
Exemplo n.º 29
0
extern "C" magma_int_t
magma_sgeqrf2_mgpu( magma_int_t num_gpus, magma_int_t m, magma_int_t n,
                    float **dlA, magma_int_t ldda,
                    float *tau, 
                    magma_int_t *info )
{
/*  -- MAGMA (version 1.3.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       November 2012

    Purpose
    =======
    SGEQRF2_MGPU computes a QR factorization of a real M-by-N matrix A:
    A = Q * R. This is a GPU interface of the routine.

    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.

    dA      (input/output) REAL array on the GPU, dimension (LDDA,N)
            On entry, the M-by-N matrix dA.
            On exit, the elements on and above the diagonal of the array
            contain the min(M,N)-by-N upper trapezoidal matrix R (R is
            upper triangular if m >= n); the elements below the diagonal,
            with the array TAU, represent the orthogonal matrix Q as a
            product of min(m,n) elementary reflectors (see Further
            Details).

    LDDA    (input) INTEGER
            The leading dimension of the array dA.  LDDA >= max(1,M).
            To benefit from coalescent memory accesses LDDA must be
            dividable by 16.

    TAU     (output) REAL array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
                  or another error occured, such as memory allocation failed.

    Further Details
    ===============

    The matrix Q is represented as a product of elementary reflectors

       Q = H(1) H(2) . . . H(k), where k = min(m,n).

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

    #define dlA(gpu,a_1,a_2) ( dlA[gpu]+(a_2)*(ldda) + (a_1))
    #define work_ref(a_1)    ( work + (a_1))
    #define hwork            ( work + (nb)*(m))

    #define hwrk_ref(a_1)    ( local_work + (a_1))
    #define lhwrk            ( local_work + (nb)*(m))

    float *dwork[4], *panel[4], *local_work;

    magma_int_t i, j, k, ldwork, lddwork, old_i, old_ib, rows;
    magma_int_t nbmin, nx, ib, nb;
    magma_int_t lhwork, lwork;

    magma_device_t cdevice;
    magma_getdevice(&cdevice);

    int panel_gpunum, i_local, n_local[4], la_gpu, displacement; 

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

    k = min(m,n);
    if (k == 0)
        return *info;

    nb = magma_get_sgeqrf_nb(m);

    displacement = n * nb;
    lwork  = (m+n+64) * nb;
    lhwork = lwork - (m)*nb;

    for(i=0; i<num_gpus; i++){
      #ifdef  MultiGPUs
         magma_setdevice(i);
      #endif
         if (MAGMA_SUCCESS != magma_smalloc( &(dwork[i]), (n + ldda)*nb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
      }
    }

    /* Set the number of local n for each GPU */
    for(i=0; i<num_gpus; i++){
      n_local[i] = ((n/nb)/num_gpus)*nb;
      if (i < (n/nb)%num_gpus)
        n_local[i] += nb;
      else if (i == (n/nb)%num_gpus)
        n_local[i] += n%nb;
    }

    if (MAGMA_SUCCESS != magma_smalloc_pinned( &local_work, lwork )) {
      *info = -9;
      for(i=0; i<num_gpus; i++){
        #ifdef  MultiGPUs
          magma_setdevice(i);
        #endif
        magma_free( dwork[i] );
      }

      *info = MAGMA_ERR_HOST_ALLOC;
      return *info;
    }

    cudaStream_t streaml[4][2];
    for(i=0; i<num_gpus; i++){
      #ifdef  MultiGPUs
         magma_setdevice(i);
      #endif
      magma_queue_create( &streaml[i][0] );
      magma_queue_create( &streaml[i][1] );
    }  

    nbmin = 2;
    nx    = nb;
    ldwork = m;
    lddwork= n;

    if (nb >= nbmin && nb < k && nx < k) {
        /* Use blocked code initially */
        old_i = 0; old_ib = nb;
        for (i = 0; i < k-nx; i += nb) 
          {
            /* Set the GPU number that holds the current panel */
            panel_gpunum = (i/nb)%num_gpus;
            
            /* Set the local index where the current panel is */
            i_local = i/(nb*num_gpus)*nb;
            
            ib = min(k-i, nb);
            rows = m -i;
            /* Send current panel to the CPU */
            #ifdef  MultiGPUs
               magma_setdevice(panel_gpunum);
            #endif
            magma_sgetmatrix_async( rows, ib,
                                    dlA(panel_gpunum, i, i_local), ldda,
                                    hwrk_ref(i),                   ldwork, streaml[panel_gpunum][1] );

            if (i>0){
                /* Apply H' to A(i:m,i+2*ib:n) from the left; this is the look-ahead
                   application to the trailing matrix                                     */
                la_gpu = panel_gpunum;

                /* only the GPU that has next panel is done look-ahead */
                #ifdef  MultiGPUs
                     magma_setdevice(la_gpu);
                #endif
                   
                magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                  m-old_i, n_local[la_gpu]-i_local-old_ib, old_ib,
                                  panel[la_gpu], ldda, dwork[la_gpu],      lddwork,
                                  dlA(la_gpu, old_i, i_local+old_ib), ldda, 
                                  dwork[la_gpu]+old_ib, lddwork);
                  
                la_gpu = ((i-nb)/nb)%num_gpus;
                #ifdef  MultiGPUs
                magma_setdevice(la_gpu);
                #endif
                magma_ssetmatrix_async( old_ib, old_ib,
                                        hwrk_ref(old_i), ldwork,
                                        panel[la_gpu],   ldda, streaml[la_gpu][0] );
            }
            
            #ifdef  MultiGPUs
               magma_setdevice(panel_gpunum);
            #endif
            magma_queue_sync( streaml[panel_gpunum][1] );

            lapackf77_sgeqrf(&rows, &ib, hwrk_ref(i), &ldwork, tau+i, lhwrk, &lhwork, info);

            // Form the triangular factor of the block reflector
            // H = H(i) H(i+1) . . . H(i+ib-1) 
            lapackf77_slarft( MagmaForwardStr, MagmaColumnwiseStr,
                              &rows, &ib,
                              hwrk_ref(i), &ldwork, tau+i, lhwrk, &ib);

            spanel_to_q( MagmaUpper, ib, hwrk_ref(i), ldwork, lhwrk+ib*ib );
            // Send the current panel back to the GPUs 
            // Has to be done with asynchronous copies
            for(j=0; j<num_gpus; j++)
              {  
                #ifdef  MultiGPUs
                   magma_setdevice(j);
                #endif
                if (j == panel_gpunum)
                  panel[j] = dlA(j, i, i_local);
                else
                  panel[j] = dwork[j]+displacement;
                magma_ssetmatrix_async( rows, ib,
                                        hwrk_ref(i), ldwork,
                                        panel[j],    ldda, streaml[j][0] );
              }
            for(j=0; j<num_gpus; j++)
              {
                #ifdef  MultiGPUs
                magma_setdevice(j);
                #endif
                magma_queue_sync( streaml[j][0] );
              }

            /* Restore the panel */
            sq_to_panel( MagmaUpper, ib, hwrk_ref(i), ldwork, lhwrk+ib*ib );

            if (i + ib < n) 
              {
                /* Send the T matrix to the GPU. 
                   Has to be done with asynchronous copies */
                for(j=0; j<num_gpus; j++)
                  {
                    #ifdef  MultiGPUs
                       magma_setdevice(j);
                    #endif
                       magma_ssetmatrix_async( ib, ib,
                                               lhwrk,    ib,
                                               dwork[j], lddwork, streaml[j][0] );
                  }

                if (i+nb < k-nx)
                  {
                    /* Apply H' to A(i:m,i+ib:i+2*ib) from the left;
                       This is update for the next panel; part of the look-ahead    */
                    la_gpu = (panel_gpunum+1)%num_gpus;
                    int i_loc = (i+nb)/(nb*num_gpus)*nb;
                    for(j=0; j<num_gpus; j++){
                      #ifdef  MultiGPUs
                      magma_setdevice(j);
                      #endif
                      //magma_queue_sync( streaml[j][0] );
                      if (j==la_gpu)
                        magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                          rows, ib, ib,
                                          panel[j], ldda, dwork[j],    lddwork,
                                          dlA(j, i, i_loc), ldda, dwork[j]+ib, lddwork);
                      else if (j<=panel_gpunum)
                        magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                          rows, n_local[j]-i_local-ib, ib,
                                          panel[j], ldda, dwork[j],    lddwork,
                                          dlA(j, i, i_local+ib), ldda, dwork[j]+ib, lddwork);
                      else
                        magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                          rows, n_local[j]-i_local, ib,
                                          panel[j], ldda, dwork[j],    lddwork,
                                          dlA(j, i, i_local), ldda, dwork[j]+ib, lddwork);
                    }     
                  }
                else {
                  /* do the entire update as we exit and there would be no lookahead */
                  la_gpu = (panel_gpunum+1)%num_gpus;
                  int i_loc = (i+nb)/(nb*num_gpus)*nb;

                  #ifdef  MultiGPUs
                     magma_setdevice(la_gpu);
                  #endif
                  magma_slarfb_gpu( MagmaLeft, MagmaTrans, MagmaForward, MagmaColumnwise,
                                    rows, n_local[la_gpu]-i_loc, ib,
                                    panel[la_gpu], ldda, dwork[la_gpu],    lddwork,
                                    dlA(la_gpu, i, i_loc), ldda, dwork[la_gpu]+ib, lddwork);
                  #ifdef  MultiGPUs
                     magma_setdevice(panel_gpunum);
                  #endif
                  magma_ssetmatrix( ib, ib,
                                    hwrk_ref(i),                   ldwork,
                                    dlA(panel_gpunum, i, i_local), ldda );
                }
                old_i  = i;
                old_ib = ib;
              }
          }
    } else {
      i = 0;
    }
    
    for(j=0; j<num_gpus; j++){
      #ifdef  MultiGPUs
      magma_setdevice(j);
      #endif
      magma_free( dwork[j] );
    }
    
    /* Use unblocked code to factor the last or only block. */
    if (i < k) {
        ib   = n-i;
        rows = m-i;
        lhwork = lwork - rows*ib;

        panel_gpunum = (panel_gpunum+1)%num_gpus;
        int i_loc = (i)/(nb*num_gpus)*nb;

        #ifdef  MultiGPUs
           magma_setdevice(panel_gpunum);
        #endif
        magma_sgetmatrix( rows, ib,
                          dlA(panel_gpunum, i, i_loc), ldda,
                          lhwrk,                       rows );

        lhwork = lwork - rows*ib;
        lapackf77_sgeqrf(&rows, &ib, lhwrk, &rows, tau+i, lhwrk+ib*rows, &lhwork, info);

        magma_ssetmatrix( rows, ib,
                          lhwrk,                       rows,
                          dlA(panel_gpunum, i, i_loc), ldda );
    }

    for(i=0; i<num_gpus; i++){
      #ifdef  MultiGPUs
         magma_setdevice(i);
      #endif
      magma_queue_destroy( streaml[i][0] );
      magma_queue_destroy( streaml[i][1] );
    }

    magma_setdevice(cdevice);
    magma_free_pinned( local_work );

    return *info;
} /* magma_sgeqrf2_mgpu */
Exemplo n.º 30
0
/**
    Purpose
    -------
    SSYTRD reduces a real symmetric matrix A to real symmetric
    tridiagonal form T by an orthogonal similarity transformation:
    Q**H * A * Q = T.

    Arguments
    ---------
    @param[in]
    num_gpus INTEGER
             The number of GPUs.  num_gpus > 0.

    @param[in]
    num_streams INTEGER
             The number of GPU streams used for update.  10 >= num_streams > 0.

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

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

    @param[in,out]
    A        REAL 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 diagonal and first superdiagonal
             of A are overwritten by the corresponding elements of the
             tridiagonal matrix T, and the elements above the first
             superdiagonal, with the array TAU, represent the orthogonal
             matrix Q as a product of elementary reflectors; if UPLO
             = MagmaLower, the diagonal and first subdiagonal of A are over-
             written by the corresponding elements of the tridiagonal
             matrix T, and the elements below the first subdiagonal, 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 >= max(1,N).

    @param[out]
    d        REAL array, dimension (N)
             The diagonal elements of the tridiagonal matrix T:
             D(i) = A(i,i).
 
    @param[out]
    e        REAL array, dimension (N-1)
             The off-diagonal elements of the tridiagonal matrix T:
             E(i) = A(i,i+1) if UPLO = MagmaUpper, E(i) = A(i+1,i) if UPLO = MagmaLower.

    @param[out]
    tau      REAL array, dimension (N-1)
             The scalar factors of the elementary reflectors (see Further
             Details).

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

    @param[in]
    lwork    INTEGER
             The dimension of the array WORK.  LWORK >= 1.
             For optimum performance LWORK >= N*NB, where NB is the
             optimal blocksize.
    \n
             If LWORK = -1, then a workspace query is assumed; the routine
             only calculates the optimal size of the WORK array, returns
             this value as the first entry of the WORK array, and no error
             message related to LWORK is issued by XERBLA.

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

    Further Details
    ---------------
    If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
    reflectors

       Q = H(n-1) . . . H(2) H(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+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
    A(1:i-1,i+1), and tau in TAU(i).

    If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
    reflectors

       Q = H(1) H(2) . . . H(n-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(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
    and tau in TAU(i).

    The contents of A on exit are illustrated by the following examples
    with n = 5:

    if UPLO = MagmaUpper:                if UPLO = MagmaLower:

      (  d   e   v2  v3  v4 )              (  d                  )
      (      d   e   v3  v4 )              (  e   d              )
      (          d   e   v4 )              (  v1  e   d          )
      (              d   e  )              (  v1  v2  e   d      )
      (                  d  )              (  v1  v2  v3  e   d  )

    where d and e denote diagonal and off-diagonal elements of T, and vi
    denotes an element of the vector defining H(i).

    @ingroup magma_ssyev_comp
    ********************************************************************/
extern "C" magma_int_t
magma_ssytrd_mgpu(
    magma_int_t num_gpus, magma_int_t num_streams, magma_uplo_t uplo, magma_int_t n,
    float *A, magma_int_t lda,
    float *d, float *e, float *tau,
    float *work, magma_int_t lwork,
    magma_int_t *info)
{
#define  A(i, j)     (A           + (j)*lda  + (i))
#define dA(id, i, j) (dA[(id)]    + (j)*ldda + (i))
#define dW(id, i, j) (dwork[(id)] + (j)*ldda + (i))

    const char* uplo_ = lapack_uplo_const( uplo );
    
    magma_int_t ln, ldda;
    magma_int_t nb = magma_get_ssytrd_nb(n), ib;

    float c_neg_one = MAGMA_S_NEG_ONE;
    float c_one = MAGMA_S_ONE;
    float  d_one = MAGMA_D_ONE;
    //float mv_time = 0.0;
#ifdef PROFILE_SY2RK
    float up_time = 0.0;
#endif

    magma_int_t kk, nx;
    magma_int_t i = 0, ii, iii, j, did, i_n;
    magma_int_t iinfo;
    magma_int_t ldwork, lddwork, lwkopt, ldwork2;
    magma_int_t lquery;
    magma_queue_t stream[MagmaMaxGPUs][10];
    float *dx[MagmaMaxGPUs], *dy[MagmaMaxGPUs], *hwork;
    float *dwork2[MagmaMaxGPUs];

    *info = 0;
    int upper = (uplo == MagmaUpper);
    lquery = (lwork == -1);
    if (! upper && uplo != MagmaLower) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,n)) {
        *info = -4;
    } else if (lwork < nb*n && ! lquery) {
        *info = -9;
    } else if ( num_streams > 2 ) {
        *info = 2;  // TODO fix
    }

    /* Determine the block size. */
    ldwork = lddwork = n;
    lwkopt = n * nb;
    if (*info == 0) {
        work[0] = MAGMA_S_MAKE( lwkopt, 0 );
    }

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

    /* Quick return if possible */
    if (n == 0) {
        work[0] = c_one;
        return *info;
    }

    magma_device_t orig_dev;
    magma_getdevice( &orig_dev );
    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );
    
    float *dA[MagmaMaxGPUs];
    float *dwork[MagmaMaxGPUs];

    float times[11];
    for( did=0; did < 11; did++ )
        times[did] = 0;
//#define PROFILE_SY2RK
#ifdef PROFILE_SY2RK
    magma_event_t start, stop;
    float etime;
    magma_setdevice(0);
    magma_event_create( &start );
    magma_event_create( &stop  );
#endif
    ldda = lda;
    ln = ((nb*(1+n/(nb*num_gpus))+31)/32)*32;
    ldwork2 = (1+ n / nb + (n % nb != 0)) * ldda;
    for( did=0; did < num_gpus; did++ ) {
        magma_setdevice(did);
        // TODO fix memory leak
        if ( MAGMA_SUCCESS != magma_smalloc(&dA[did],     ln*ldda+3*lddwork*nb) ||
             MAGMA_SUCCESS != magma_smalloc(&dx[did],     num_streams*n) ||
             MAGMA_SUCCESS != magma_smalloc(&dy[did],     num_streams*n) ||
             MAGMA_SUCCESS != magma_smalloc(&dwork2[did], ldwork2 ) ) {
            for( i=0; i < did; i++ ) {
                magma_setdevice(i);
                magma_free(dA[i]);
                magma_free(dx[i]);
                magma_free(dy[i]);
            }
            *info = MAGMA_ERR_DEVICE_ALLOC;
            return *info;
        }
        dwork[did] = dA[did] + ln*ldda;
        
        for( kk=0; kk < num_streams; kk++ )
            magma_queue_create(&stream[did][kk]);
    }
    magma_setdevice(0);
    // TODO fix memory leak dwork2
    if ( MAGMA_SUCCESS != magma_smalloc_pinned( &hwork, num_streams*num_gpus*n ) ) {
        for( i=0; i < num_gpus; i++ ) {
            magma_setdevice(i);
            magma_free(dA[i]);
            magma_free(dx[i]);
            magma_free(dy[i]);
        }
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }

    if (n < 2048)
        nx = n;
    else
        nx = 512;

    if (upper) {
        /* Copy the matrix to the GPU */
        if (1 <= n-nx) {
            magma_shtodhe(num_gpus, uplo, n, nb, A, lda, dA, ldda, stream, &iinfo );
        }

        /*  Reduce the upper triangle of A.
            Columns 1:kk are handled by the unblocked method. */
        for (i = nb*((n-1)/nb); i >= nx; i -= nb) {
            ib = min(nb, n-i);

            ii  = nb*(i/(nb*num_gpus));
            did = (i/nb)%num_gpus;

            /* wait for the next panel */
            if (i != nb*((n-1)/nb)) {
                magma_setdevice(did);
                magma_queue_sync(stream[did][0]);
            }

            magma_slatrd_mgpu(num_gpus, uplo, n, i+ib, ib, nb,
                              A(0, 0), lda, e, tau,
                              work, ldwork,
                              dA, ldda, 0,
                              dwork, i+ib,
                              dwork2, ldwork2,
                              1, dx, dy, hwork,
                              stream, times);

            magma_ssyr2k_mgpu(num_gpus, MagmaUpper, MagmaNoTrans, nb, i, ib,
                         c_neg_one, dwork, i+ib, 0,
                         d_one,     dA,    ldda, 0,
                         num_streams, stream);

            /* get the next panel */
            if (i-nb >= nx ) {
                ib = min(nb, n-(i-nb));
                
                ii  = nb*((i-nb)/(nb*num_gpus));
                did = ((i-nb)/nb)%num_gpus;
                magma_setdevice(did);
                
                magma_sgetmatrix_async( (i-nb)+ib, ib,
                                        dA(did, 0, ii), ldda,
                                         A(0, i-nb),    lda,
                                        stream[did][0] );
            }

            /* Copy superdiagonal elements back into A, and diagonal
               elements into D */
            for (j = i; j < i+ib; ++j) {
                if ( j > 0 ) {
                    *A(j-1,j) = MAGMA_S_MAKE( e[j - 1], 0 );
                }
                d[j] = MAGMA_S_REAL( *A(j, j) );
            }
        } /* end of for i=... */
      
        if ( nx > 0 ) {
            if (1 <= n-nx) { /* else A is already on CPU */
                for (i=0; i < nx; i += nb) {
                    ib = min(nb, n-i);
                    ii  = nb*(i/(nb*num_gpus));
                    did = (i/nb)%num_gpus;
                
                    magma_setdevice(did);
                    magma_sgetmatrix_async( nx, ib,
                                            dA(did, 0, ii), ldda,
                                            A(0, i),        lda,
                                            stream[did][0] );
                }
            }
            
            for( did=0; did < num_gpus; did++ ) {
                magma_setdevice(did);
                magma_queue_sync(stream[did][0]);
            }
            /*  Use unblocked code to reduce the last or only block */
            lapackf77_ssytd2(uplo_, &nx, A(0, 0), &lda, d, e, tau, &iinfo);
        }
    }
    else {
        trace_init( 1, num_gpus, num_streams, (CUstream_st**)stream );
        /* Copy the matrix to the GPU */
        if (1 <= n-nx) {
            magma_shtodhe(num_gpus, uplo, n, nb, A, lda, dA, ldda, stream, &iinfo );
        }

        /* Reduce the lower triangle of A */
        for (i = 0; i < n-nx; i += nb) {
            ib = min(nb, n-i);

            ii  = nb*(i/(nb*num_gpus));
            did = (i/nb)%num_gpus;
            /* Reduce columns i:i+ib-1 to tridiagonal form and form the
               matrix W which is needed to update the unreduced part of
               the matrix */

            /*   Get the current panel (no need for the 1st iteration) */
            if (i != 0) {
                magma_setdevice(did);
                trace_gpu_start( did, 0, "comm", "get" );
                magma_sgetmatrix_async( n-i, ib,
                                        dA(did, i, ii), ldda,
                                         A(i,i),        lda,
                                        stream[did][0] );
                trace_gpu_end( did, 0 );
                magma_queue_sync(stream[did][0]);
                magma_setdevice(0);
            }
            
            magma_slatrd_mgpu(num_gpus, uplo, n, n-i, ib, nb,
                              A(i, i), lda, &e[i],
                              &tau[i], work, ldwork,
                              dA, ldda, i,
                              dwork,  (n-i),
                              dwork2, ldwork2,
                              1, dx, dy, hwork,
                              stream, times );

#ifdef PROFILE_SY2RK
            magma_setdevice(0);
            if ( i > 0 ) {
                cudaEventElapsedTime(&etime, start, stop);
                up_time += (etime/1000.0);
            }
            magma_event_record(start, 0);
#endif
            magma_ssyr2k_mgpu(num_gpus, MagmaLower, MagmaNoTrans, nb, n-i-ib, ib,
                         c_neg_one, dwork, n-i, ib,
                         d_one, dA, ldda, i+ib, num_streams, stream);
#ifdef PROFILE_SY2RK
            magma_setdevice(0);
            magma_event_record(stop, 0);
#endif

            /* Copy subdiagonal elements back into A, and diagonal
               elements into D */
            for (j = i; j < i+ib; ++j) {
                if ( j+1 < n ) {
                    *A(j+1,j) = MAGMA_S_MAKE( e[j], 0 );
                }
                d[j] = MAGMA_S_REAL( *A(j, j) );
            }
        } /* for i=... */

        /* Use unblocked code to reduce the last or only block */
        if ( i < n ) {
            iii = i;
            i_n = n-i;
            if ( i > 0 ) {
                for (; i < n; i += nb) {
                    ib = min(nb, n-i);
                    ii  = nb*(i/(nb*num_gpus));
                    did = (i/nb)%num_gpus;
                
                    magma_setdevice(did);
                    magma_sgetmatrix_async( i_n, ib,
                                            dA(did, iii, ii), ldda,
                                             A(iii, i),       lda,
                                            stream[did][0] );
                }
                for( did=0; did < num_gpus; did++ ) {
                    magma_setdevice(did);
                    magma_queue_sync(stream[did][0]);
                }
            }
            lapackf77_ssytrd(uplo_, &i_n, A(iii, iii), &lda, &d[iii], &e[iii],
                             &tau[iii], work, &lwork, &iinfo);
        }
    }
#ifdef PROFILE_SY2RK
    magma_setdevice(0);
    if ( n > nx ) {
        cudaEventElapsedTime(&etime, start, stop);
        up_time += (etime/1000.0);
    }
    magma_event_destroy( start );
    magma_event_destroy( stop  );
#endif

    trace_finalize( "ssytrd.svg", "trace.css" );
    for( did=0; did < num_gpus; did++ ) {
        magma_setdevice(did);
        for( kk=0; kk < num_streams; kk++ )
            magma_queue_sync(stream[did][kk]);
        for( kk=0; kk < num_streams; kk++ )
            magma_queue_destroy(stream[did][kk]);
        magma_free(dA[did]);
        magma_free(dx[did]);
        magma_free(dy[did]);
        magma_free(dwork2[did]);
    }
    magma_free_pinned(hwork);
    magma_setdevice( orig_dev );
    magmablasSetKernelStream( orig_stream );
    
    work[0] = MAGMA_S_MAKE( lwkopt, 0 );

#ifdef PROFILE_SY2RK
    printf( " n=%d nb=%d\n", n, nb );
    printf( " Time in SLARFG: %.2e seconds\n", times[0] );
    //printf( " Time in SSYMV : %.2e seconds\n", mv_time );
    printf( " Time in SSYR2K: %.2e seconds\n", up_time );
#endif
    return *info;
} /* magma_ssytrd */