Exemplo n.º 1
0
extern "C" magma_int_t
magma_zlarfb2_gpu(
    magma_int_t m, magma_int_t n, magma_int_t k,
    magmaDoubleComplex_const_ptr dV,    magma_int_t lddv,
    magmaDoubleComplex_const_ptr dT,    magma_int_t lddt,
    magmaDoubleComplex_ptr       dC,    magma_int_t lddc,
    magmaDoubleComplex_ptr       dwork, magma_int_t ldwork,
    magma_queue_t queue )
{
    magmaDoubleComplex c_zero    = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    if (m <= 0 || n <= 0)
        return MAGMA_SUCCESS;

    // W = C^H V
    magma_zgemm( MagmaConjTrans, MagmaNoTrans,
    //magmablas_zgemm_reduce(
                           n, k, m,
                           c_one,  dC,    lddc,
                                   dV,    lddv,
                           c_zero, dwork, ldwork, queue );

    // W = W T^H = C^H V T^H
    magma_ztrmm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
                 n, k,
                 c_one, dT,    lddt,
                        dwork, ldwork, queue );

    // C = C - V W^H = C - V T V^H C = (I - V T V^H) C = H C
    magma_zgemm( MagmaNoTrans, MagmaConjTrans,
                 m, n, k,
                 c_neg_one, dV,    lddv,
                            dwork, ldwork,
                 c_one,     dC,    lddc, queue );
    
    return MAGMA_SUCCESS;
}
Exemplo n.º 2
0
/**
    Purpose
    -------
    ZSSSSM applies the LU factorization update from a complex
    matrix formed by a lower triangular IB-by-K tile L1 on top of a
    M2-by-K tile L2 to a second complex matrix formed by a M1-by-N1
    tile A1 on top of a M2-by-N2 tile A2 (N1 == N2).

    This is the right-looking Level 2.5 BLAS version of the algorithm.

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

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

    @param[in]
    ib      INTEGER
            The inner-blocking size.  IB >= 0.

    @param[in]
    NB      INTEGER
            The blocking size.  NB >= 0.

    @param[in,out]
    hU      COMPLEX_16 array, dimension(LDHU, N), on cpu.
            On entry, the NB-by-N upper triangular tile hU.
            On exit, the content is incomplete. Shouldn't be used.

    @param[in]
    ldhu    INTEGER
            The leading dimension of the array hU.  LDHU >= max(1,NB).

    @param[in,out]
    dU      COMPLEX_16 array, dimension(LDDU, N), on gpu.
            On entry, the NB-by-N upper triangular tile dU identical to hU.
            On exit, the new factor U from the factorization.

    @param[in]
    lddu    INTEGER
            The leading dimension of the array dU.  LDDU >= max(1,NB).

    @param[in,out]
    hA      COMPLEX_16 array, dimension(LDHA, N), on cpu.
            On entry, only the M-by-IB first panel needs to be identical to dA(1..M, 1..IB).
            On exit, the content is incomplete. Shouldn't be used.

    @param[in]
    ldha    INTEGER
            The leading dimension of the array hA.  LDHA >= max(1,M).

    @param[in,out]
    dA      COMPLEX_16 array, dimension(LDDA, N), on gpu.
            On entry, the M-by-N tile to be factored.
            On exit, the factor L from the factorization

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

    @param[out]
    hL      COMPLEX_16 array, dimension(LDHL, K), on vpu.
            On exit, contains in the upper part the IB-by-K lower triangular tile,
            and in the lower part IB-by-K the inverse of the top part.

    @param[in]
    ldhl    INTEGER
            The leading dimension of the array hL.  LDHL >= max(1,2*IB).

    @param[out]
    dL      COMPLEX_16 array, dimension(LDDL, K), on gpu.
            On exit, contains in the upper part the IB-by-K lower triangular tile,
            and in the lower part IB-by-K the inverse of the top part.

    @param[in]
    lddl    INTEGER
            The leading dimension of the array dL.  LDDL >= max(1,2*IB).

    @param[out]
    hWORK   COMPLEX_16 array, dimension(LDHWORK, 2*IB), on cpu.
            Workspace.

    @param[in]
    ldhwork INTEGER
            The leading dimension of the array hWORK.  LDHWORK >= max(NB, 1).

    @param[out]
    dWORK   COMPLEX_16 array, dimension(LDDWORK, 2*IB), on gpu.
            Workspace.

    @param[in]
    lddwork INTEGER
            The leading dimension of the array dWORK.  LDDWORK >= max(NB, 1).

    @param[out]
    ipiv    INTEGER array on the cpu.
            The pivot indices array of size K as returned by ZTSTRF

    @param[out]
    info    INTEGER
            - PLASMA_SUCCESS successful exit
            - < 0 if INFO = -k, the k-th argument had an illegal value
            - > 0 if INFO = k, U(k,k) 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_zgesv_tile
    ********************************************************************/
extern "C" magma_int_t
magma_ztstrf_gpu(
    magma_order_t order, magma_int_t m, magma_int_t n,
    magma_int_t ib, magma_int_t nb,
    magmaDoubleComplex    *hU, magma_int_t ldhu,
    magmaDoubleComplex_ptr dU, magma_int_t lddu,
    magmaDoubleComplex    *hA, magma_int_t ldha,
    magmaDoubleComplex_ptr dA, magma_int_t ldda,
    magmaDoubleComplex    *hL, magma_int_t ldhl,
    magmaDoubleComplex_ptr dL, magma_int_t lddl,
    magma_int_t *ipiv,
    magmaDoubleComplex    *hwork, magma_int_t ldhwork,
    magmaDoubleComplex_ptr dwork, magma_int_t lddwork,
    magma_int_t *info)
{
#define UT(i,j) (dUT + (i)*ib*lddu + (j)*ib )
#define AT(i,j) (dAT + (i)*ib*ldda + (j)*ib )
#define L(i)    (dL  + (i)*ib*lddl          )
#define L2(i)   (dL2 + (i)*ib*lddl          )
#define hU(i,j) (hU  + (j)*ib*ldhu + (i)*ib )
#define hA(i,j) (hA  + (j)*ib*ldha + (i)*ib )
#define hL(i)   (hL  + (i)*ib*ldhl          )
#define hL2(i)  (hL2 + (i)*ib*ldhl          )

    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    int iinfo = 0;
    int maxm, mindim;
    int i, j, im, s, ip, ii, sb, p = 1;
    magmaDoubleComplex_ptr dAT, dUT;
    magmaDoubleComplex_ptr dAp, dUp;
#ifndef WITHOUTTRTRI
    magmaDoubleComplex_ptr dL2 = dL + ib;
    magmaDoubleComplex *hL2 = hL + ib;
    p = 2;
#endif

    /* Check input arguments */
    *info = 0;
    if (m < 0) {
        *info = -1;
    }
    else if (n < 0) {
        *info = -2;
    }
    else if (ib < 0) {
        *info = -3;
    }
    else if ((lddu < max(1,m)) && (m > 0)) {
        *info = -6;
    }
    else if ((ldda < max(1,m)) && (m > 0)) {
        *info = -8;
    }
    else if ((lddl < max(1,ib)) && (ib > 0)) {
        *info = -10;
    }

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

    /* quick return */
    if ((m == 0) || (n == 0) || (ib == 0))
        return *info;

    ip = 0;

    /* Function Body */
    mindim = min(m, n);
    s      = mindim / ib;

    if ( ib >= mindim ) {
        /* Use CPU code. */
        CORE_ztstrf(m, n, ib, nb,
                    (PLASMA_Complex64_t*)hU, ldhu,
                    (PLASMA_Complex64_t*)hA, ldha,
                    (PLASMA_Complex64_t*)hL, ldhl,
                    ipiv,
                    (PLASMA_Complex64_t*)hwork, ldhwork,
                    info);

#ifndef WITHOUTTRTRI
        CORE_zlacpy( PlasmaUpperLower, mindim, mindim,
                     (PLASMA_Complex64_t*)hL, ldhl,
                     (PLASMA_Complex64_t*)hL2, ldhl );
        CORE_ztrtri( PlasmaLower, PlasmaUnit, mindim,
                     (PLASMA_Complex64_t*)hL2, ldhl, info );
        if (*info != 0 ) {
            fprintf(stderr, "ERROR, trtri returned with info = %d\n", *info);
        }
#endif

        if ( order == MagmaRowMajor ) {
            magma_zsetmatrix( m, n, hU, ldhu, dwork, lddwork );
            magmablas_ztranspose( m, n, dwork, lddwork, dU, lddu );

            magma_zsetmatrix( m, n, hA, ldha, dwork, lddwork );
            magmablas_ztranspose( m, n, dwork, lddwork, dA, ldda );
        } else {
            magma_zsetmatrix( m, n, hU, ldhu, dU, lddu );
            magma_zsetmatrix( m, n, hA, ldha, dA, ldda );
        }
        magma_zsetmatrix( p*ib, n, hL, ldhl, dL, lddl );
    }
    else {
        /* Use hybrid blocked code. */
        maxm = magma_roundup( m, 32 );

        if ( order == MagmaColMajor ) {
            magmablas_zgetmo_in( dU, dUT, lddu, m,  n );
            magmablas_zgetmo_in( dA, dAT, ldda, m,  n );
        } else {
            dUT = dU; dAT = dA;
        }
        dAp = dwork;
        dUp = dAp + ib*lddwork;

        ip = 0;
        for( i=0; i < s; i++ ) {
            ii = i * ib;
            sb = min(mindim-ii, ib);
            
            if ( i > 0 ) {
                // download i-th panel
                magmablas_ztranspose( sb, ii, UT(0,i), lddu, dUp, lddu );
                magmablas_ztranspose( sb, m,  AT(0,i), ldda, dAp, ldda );
                
                magma_zgetmatrix( ii, sb, dUp, lddu, hU(0, i), ldhu );
                magma_zgetmatrix( m,  sb, dAp, ldda, hA(0, i), ldha );
                
                // make sure that gpu queue is empty
                //magma_device_sync();
                
#ifndef WITHOUTTRTRI
                magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             n-(ii+sb), ib,
                             c_one, L2(i-1),      lddl,
                                    UT(i-1, i+1), lddu);
#else
                magma_ztrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             n-(ii+sb), ib,
                             c_one, L(i-1),       lddl,
                                    UT(i-1, i+1), lddu);
#endif
                magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                             n-(ii+sb), m, ib,
                             c_neg_one, UT(i-1, i+1), lddu,
                                        AT(0,   i-1), ldda,
                             c_one,     AT(0,   i+1), ldda );
            }

            // do the cpu part
            CORE_ztstrf(m, sb, ib, nb,
                        (PLASMA_Complex64_t*)hU(i, i), ldhu,
                        (PLASMA_Complex64_t*)hA(0, i), ldha,
                        (PLASMA_Complex64_t*)hL(i),    ldhl,
                        ipiv+ii,
                        (PLASMA_Complex64_t*)hwork, ldhwork,
                        info);

            if ( (*info == 0) && (iinfo > 0) )
                *info = iinfo + ii;
            
            // Need to swap betw U and A
#ifndef NOSWAPBLK
            magmablas_zswapblk( MagmaRowMajor, n-(ii+sb),
                                UT(i, i+1), lddu,
                                AT(0, i+1), ldda,
                                1, sb, ipiv+ii, 1, nb );

            for (j=0; j < ib; j++) {
                im = ipiv[ip]-1;
                if ( im == j ) {
                    ipiv[ip] += ii;
                }
                ip++;
            }
#else
            for (j=0; j < ib; j++) {
                im = ipiv[ip]-1;
                if ( im != (j) ) {
                    im = im - nb;
                    assert( (im >= 0) && (im < m) );
                    magmablas_zswap( n-(ii+sb), UT(i, i+1)+j*lddu, 1, AT(0, i+1)+im*ldda, 1 );
                } else {
                    ipiv[ip] += ii;
                }
                ip++;
            }
#endif

#ifndef WITHOUTTRTRI
            CORE_zlacpy( PlasmaUpperLower, sb, sb,
                         (PLASMA_Complex64_t*)hL(i), ldhl,
                         (PLASMA_Complex64_t*)hL2(i), ldhl );
            CORE_ztrtri( PlasmaLower, PlasmaUnit, sb,
                         (PLASMA_Complex64_t*)hL2(i), ldhl, info );
            if (*info != 0 ) {
                fprintf(stderr, "ERROR, trtri returned with info = %d\n", *info);
            }
#endif
            // upload i-th panel
            magma_zsetmatrix( sb, sb, hU(i, i), ldhu, dUp, lddu );
            magma_zsetmatrix( m, sb, hA(0, i), ldha, dAp, ldda );
            magma_zsetmatrix( p*ib, sb, hL(i), ldhl, L(i), lddl );
            magmablas_ztranspose( sb, sb, dUp, lddu, UT(i,i), lddu );
            magmablas_ztranspose( m,  sb, dAp, ldda, AT(0,i), ldda );
            
            // make sure that gpu queue is empty
            //magma_device_sync();
            
            // do the small non-parallel computations
            if ( s > (i+1) ) {
#ifndef WITHOUTTRTRI
                magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             sb, sb,
                             c_one, L2(i),      lddl,
                                    UT(i, i+1), lddu);
#else
                magma_ztrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             sb, sb,
                             c_one, L(i),      lddl,
                                    UT(i, i+1), lddu);
#endif
                magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                             sb, m, sb,
                             c_neg_one, UT(i, i+1), lddu,
                                        AT(0, i  ), ldda,
                             c_one,     AT(0, i+1), ldda );
            }
            else {
#ifndef WITHOUTTRTRI
                magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             n-mindim, sb,
                             c_one, L2(i),      lddl,
                                    UT(i, i+1), lddu);
#else
                magma_ztrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             n-mindim, sb,
                             c_one, L(i),      lddl,
                                    UT(i, i+1), lddu);
#endif
                magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                             n-mindim, m, sb,
                             c_neg_one, UT(i, i+1), lddu,
                                        AT(0, i  ), ldda,
                             c_one,     AT(0, i+1), ldda );
            }
        }

        if ( order == MagmaColMajor ) {
            magmablas_zgetmo_out( dU, dUT, lddu, m,  n );
            magmablas_zgetmo_out( dA, dAT, ldda, m,  n );
        }
    }
    return *info;
}
Exemplo n.º 3
0
extern "C" magma_int_t
magma_ztrtri_gpu(
    magma_uplo_t uplo, magma_diag_t diag, magma_int_t n,
    magmaDoubleComplex_ptr dA, size_t dA_offset, magma_int_t ldda,
    magma_queue_t queues[2],
    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
    =======
    ZTRTRI computes the inverse of a real upper or lower triangular
    matrix dA.

    This is the Level 3 BLAS version of the algorithm.

    Arguments
    =========
    UPLO    (input) CHARACTER*1
            = 'U':  A is upper triangular;
            = 'L':  A is lower triangular.

    DIAG    (input) CHARACTER*1
            = 'N':  A is non-unit triangular;
            = 'U':  A is unit triangular.

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

    dA      (input/output) COMPLEX_16 array ON THE GPU, dimension (LDDA,N)
            On entry, the triangular matrix A.  If UPLO = 'U', the
            leading N-by-N upper triangular part of the array dA contains
            the upper triangular matrix, and the strictly lower
            triangular part of A is not referenced.  If UPLO = 'L', the
            leading N-by-N lower triangular part of the array dA contains
            the lower triangular matrix, and the strictly upper
            triangular part of A is not referenced.  If DIAG = 'U', the
            diagonal elements of A are also not referenced and are
            assumed to be 1.
            On exit, the (triangular) inverse of the original matrix, in
            the same storage format.

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

    INFO    (output) INTEGER
            = 0: successful exit
            < 0: if INFO = -i, the i-th argument had an illegal value
            > 0: if INFO = i, dA(i,i) is exactly zero.  The triangular
                    matrix is singular and its inverse cannot be computed.
                 (Singularity check is currently disabled.)

    ===================================================================== */

    /* Local variables */
    magma_int_t nb, nn, j, jb;
    //magmaDoubleComplex c_zero     = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one      = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one  = MAGMA_Z_NEG_ONE;
    magmaDoubleComplex *work;

    int upper  = (uplo == MagmaUpper);
    int nounit = (diag == MagmaNonUnit);

    *info = 0;

    if (! upper && uplo != MagmaLower)
        *info = -1;
    else if (! nounit && diag != MagmaUnit)
        *info = -2;
    else if (n < 0)
        *info = -3;
    else if (ldda < max(1,n))
        *info = -5;

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

    /* Check for singularity if non-unit */
    /* cannot do here with matrix dA on GPU -- need kernel */
    /*
    if (nounit) {
        for (j=0; j < n; ++j) {
            if ( MAGMA_Z_EQUAL( *dA(j,j), c_zero )) {
                *info = j+1;  // Fortran index
                return *info;
            }
        }
    }
    */

    /* Determine the block size for this environment */
    nb = magma_get_zpotrf_nb(n);

    /* Create Queues */
    //magma_queue_t  queues[2];
    //magma_device_t device[MagmaMaxGPUs];
    //magma_int_t num = 0;
    //magma_int_t err;
    //
    //err = magma_getdevices( device, MagmaMaxGPUs, &num );
    //if ( err != 0 || num < 1 ) {
    //    fprintf( stderr, "magma_getdevices failed: %d\n", err );
    //    exit(-1);
    //}
    //err = magma_queue_create( device[0], &queues[0] );
    //if ( err != 0 ) {
    //    fprintf( stderr, "magma_queue_create 0 failed: %d\n", err );
    //    exit(-1);
    //}
    //err = magma_queue_create( device[0], &queues[1] );
    //if ( err != 0 ) {
    //    fprintf( stderr, "magma_queue_create 1 failed: %d\n", err );
    //    exit(-1);
    //}

    if (MAGMA_SUCCESS != magma_zmalloc_cpu( &work, nb*nb )) {
        *info = MAGMA_ERR_HOST_ALLOC;
        return *info;
    }

    if (nb <= 1 || nb >= n) {
        magma_zgetmatrix( n, n, dA, dA_offset, ldda, work, n, queues[0] );
        lapackf77_ztrtri( lapack_const(uplo), lapack_const(diag), &n, work, &n, info );
        magma_zsetmatrix( n, n, work, n, dA, dA_offset, ldda, queues[0] );
    }
    else {
        if (upper) {
            /* Compute inverse of upper triangular matrix */
            for (j=0; j < n; j += nb){
                jb = min(nb, (n-j));

                /* Compute rows 1:j-1 of current block column */
                magma_ztrmm( MagmaLeft, MagmaUpper,
                             MagmaNoTrans, MagmaNonUnit, j, jb,
                             c_one, dA(0,0), ldda, dA(0, j), ldda,
                             queues[0] );

                magma_ztrsm( MagmaRight, MagmaUpper,
                             MagmaNoTrans, MagmaNonUnit, j, jb,
                             c_neg_one, dA(j,j), ldda, dA(0, j), ldda,
                             queues[0] );

                magma_zgetmatrix_async( jb, jb,
                                        dA(j, j), ldda,
                                        work, jb, queues[1], NULL );

                magma_queue_sync( queues[1] );

                /* Compute inverse of current diagonal block */
                lapackf77_ztrtri( MagmaUpperStr, lapack_const(diag), &jb, work, &jb, info );
                /*
                magma_zsetmatrix_async( jb, jb,
                                        work, 0, jb,
                                        dA(j, j), ldda, queues[0], NULL );
                */
                magma_zsetmatrix( jb, jb,
                                  work, jb,
                                  dA(j, j), ldda, queues[0] );
            }
        }
        else {
            /* Compute inverse of lower triangular matrix */
            nn = ((n-1)/nb)*nb+1;

            for(j=nn-1; j >= 0; j -= nb){
                jb = min(nb,(n-j));

                if((j+jb) < n){
                    /* Compute rows j+jb:n of current block column */
                    magma_ztrmm( MagmaLeft, MagmaLower,
                                 MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
                                 c_one, dA(j+jb,j+jb), ldda, dA(j+jb, j), ldda,
                                 queues[0] );

                    magma_ztrsm( MagmaRight, MagmaLower,
                                 MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
                                 c_neg_one, dA(j,j), ldda, dA(j+jb, j), ldda,
                                 queues[0] );
                }
                magma_zgetmatrix_async( jb, jb,
                                        dA(j, j), ldda,
                                        work, jb, queues[1], NULL );

                magma_queue_sync( queues[1] );

                /* Compute inverse of current diagonal block */
                lapackf77_ztrtri( MagmaLowerStr, lapack_const(diag), &jb, work, &jb, info );
                /*
                magma_zsetmatrix_async( jb, jb,
                        work, 0, jb,
                        dA(j, j), ldda, queues[0], NULL );
                */
                magma_zsetmatrix( jb, jb,
                                  work, jb,
                                  dA(j, j), ldda, queues[0] );
            }
        }
    }

    //magma_queue_destroy( queues[0] );
    //magma_queue_destroy( queues[1] );
    magma_free_cpu( work );

    return *info;
}
Exemplo n.º 4
0
/**
    Purpose
    -------
    ZHEGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
    of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
    It uses a two-stage algorithm for the tridiagonalization.
    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]
    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]
    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 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       COMPLEX_16 array, dimension (LDA, N)
            On entry, the Hermitian 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**H*B*Z = I;
            if ITYPE = 3, Z**H*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       COMPLEX_16 array, dimension (LDB, N)
            On entry, the Hermitian 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**H*U or B = L*L**H.

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

    @param[in]
    vl      DOUBLE PRECISION
    @param[in]
    vu      DOUBLE PRECISION
            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       DOUBLE PRECISION array, dimension (N)
            If INFO = 0, the eigenvalues in ascending order.

    @param[out]
    work    (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
            On exit, if INFO = 0, WORK(1) 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 >= LQ2 + N * (NB + 1).
            If JOBZ = MagmaVec   and N > 1, LWORK >= LQ2 + 2*N + N**2.
            where LQ2 is the size needed to store the Q2 matrix
            and is returned by magma_bulge_get_lq2.
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal sizes of the WORK, RWORK and
            IWORK arrays, returns these values as the first entries of
            the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK or LIWORK is issued by XERBLA.

    @param[out]
    rwork   (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
            On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.

    @param[in]
    lrwork  INTEGER
            The dimension of the array RWORK.
            If N <= 1,                      LRWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
            If JOBZ = MagmaVec   and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
    \n
            If LRWORK = -1, then a workspace query is assumed; the
            routine only calculates the optimal sizes of the WORK, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK or LIWORK is issued by XERBLA.

    @param[out]
    iwork   (workspace) INTEGER array, dimension (MAX(1,LIWORK))
            On exit, if INFO = 0, IWORK(1) 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, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK 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:  ZPOTRF or ZHEEVD 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 ZHEEVD 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_zhegv_driver
    ********************************************************************/
extern "C" magma_int_t
magma_zhegvdx_2stage(magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
                     magmaDoubleComplex *A, magma_int_t lda,
                     magmaDoubleComplex *B, magma_int_t ldb,
                     double vl, double vu, magma_int_t il, magma_int_t iu,
                     magma_int_t *m, double *w,
                     magmaDoubleComplex *work, magma_int_t lwork,
                     double *rwork, magma_int_t lrwork,
                     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  );

    magmaDoubleComplex c_one = MAGMA_Z_ONE;

    magmaDoubleComplex *dA;
    magmaDoubleComplex *dB;
    magma_int_t ldda = n;
    magma_int_t lddb = n;

    magma_int_t lower;
    magma_trans_t trans;
    magma_int_t wantz;
    magma_int_t lquery;
    magma_int_t alleig, valeig, indeig;

    magma_int_t lwmin;
    magma_int_t liwmin;
    magma_int_t lrwmin;

    magma_queue_t stream;
    magma_queue_create( &stream );

    /* determine the number of threads */
    magma_int_t parallel_threads = magma_get_parallel_numthreads();

    wantz = (jobz == MagmaVec);
    lower = (uplo == MagmaLower);
    alleig = (range == MagmaRangeAll);
    valeig = (range == MagmaRangeV);
    indeig = (range == MagmaRangeI);
    lquery = (lwork == -1 || lrwork == -1 || liwork == -1);

    *info = 0;
    if (itype < 1 || itype > 3) {
        *info = -1;
    } else if (! (alleig || valeig || indeig)) {
        *info = -2;
    } else if (! (wantz || (jobz == MagmaNoVec))) {
        *info = -3;
    } else if (! (lower || (uplo == MagmaUpper))) {
        *info = -4;
    } else if (n < 0) {
        *info = -5;
    } else if (lda < max(1,n)) {
        *info = -7;
    } else if (ldb < max(1,n)) {
        *info = -9;
    } else {
        if (valeig) {
            if (n > 0 && vu <= vl) {
                *info = -11;
            }
        } else if (indeig) {
            if (il < 1 || il > max(1,n)) {
                *info = -12;
            } else if (iu < min(n,il) || iu > n) {
                *info = -13;
            }
        }
    }

    magma_int_t nb = magma_get_zbulge_nb(n, parallel_threads);
    magma_int_t lq2 = magma_zbulge_get_lq2(n, parallel_threads);

    if (wantz) {
        lwmin = lq2 + 2 * n + n * n;
        lrwmin = 1 + 5 * n + 2 * n * n;
        liwmin = 5 * n + 3;
    } else {
        lwmin = lq2 + n * (nb + 1);
        lrwmin = n;
        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_dlamch("Epsilon");
    work[0]  = MAGMA_Z_MAKE( lwmin * one_eps, 0.);  // round up
    rwork[0] = lrwmin * one_eps;
    iwork[0] = liwmin;

    if (lwork < lwmin && ! lquery) {
        *info = -17;
    } else if (lrwork < lrwmin && ! lquery) {
        *info = -19;
    } else if (liwork < liwmin && ! lquery) {
        *info = -21;
    }

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

    /* Quick return if possible */
    if (n == 0) {
        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_zhegvd(&itype, jobz_, uplo_,
                         &n, A, &lda, B, &ldb,
                         w, work, &lwork,
                         #if defined(PRECISION_z) || defined(PRECISION_c)
                         rwork, &lrwork,
                         #endif
                         iwork, &liwork, info);
        *m = n;
        return *info;
    }

    // TODO: fix memory leak
    if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ||
        MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    /* Form a Cholesky factorization of B. */
    magma_zsetmatrix( n, n, B, ldb, dB, lddb );

    magma_zsetmatrix_async( n, n,
                           A,  lda,
                           dA, ldda, stream );

    magma_timer_t time=0;
    timer_start( time );

    magma_zpotrf_gpu(uplo, n, dB, lddb, info);
    if (*info != 0) {
        *info = n + *info;
        return *info;
    }

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

    magma_queue_sync( stream );
    magma_zgetmatrix_async( n, n,
                           dB, lddb,
                           B,  ldb, stream );

    /* Transform problem to standard eigenvalue problem and solve. */
    timer_start( time );
    magma_zhegst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info);
    timer_stop( time );
    timer_printf( "time zhegst_gpu = %6.2f\n", time );

    magma_zgetmatrix( n, n, dA, ldda, A, lda );
    magma_queue_sync( stream );
    magma_free( dA );
    magma_free( dB );

    timer_start( time );
    magma_zheevdx_2stage(jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info);
    timer_stop( time );
    timer_printf( "time zheevdx_2stage = %6.2f\n", time );

    if (wantz && *info == 0) {
        // TODO fix memory leak
        if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ||
            MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) {
            *info = MAGMA_ERR_DEVICE_ALLOC;
            return *info;
        }

        timer_start( time );

        magma_zsetmatrix( n, *m, A, lda, dA, ldda );
        magma_zsetmatrix( n,  n, B, ldb, dB, lddb );

        /* 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 = MagmaConjTrans;
            } else {
                trans = MagmaNoTrans;
            }

            magma_ztrsm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_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) {
                trans = MagmaNoTrans;
            } else {
                trans = MagmaConjTrans;
            }

            magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_one, dB, lddb, dA, ldda);
        }

        magma_zgetmatrix( n, *m, dA, ldda, A, lda );

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

        magma_free( dA );
        magma_free( dB );
    }

    magma_queue_destroy( stream );

    work[0]  = MAGMA_Z_MAKE( lwmin * one_eps, 0.);  // round up
    rwork[0] = lrwmin * one_eps;
    iwork[0] = liwmin;

    return *info;
} /* magma_zhegvdx_2stage */
Exemplo n.º 5
0
/**
    Purpose
    -------
    ZTRTRI computes the inverse of a real upper or lower triangular
    matrix A.

    This is the Level 3 BLAS version of the algorithm.

    Arguments
    ---------
    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  A is upper triangular;
      -     = MagmaLower:  A is lower triangular.

    @param[in]
    diag    magma_diag_t
      -     = MagmaNonUnit:  A is non-unit triangular;
      -     = MagmaUnit:     A is unit triangular.

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

    @param[in,out]
    A       COMPLEX_16 array, dimension (LDA,N)
            On entry, the triangular matrix A.  If UPLO = MagmaUpper, the
            leading N-by-N upper triangular part of the array A contains
            the upper triangular matrix, and the strictly lower
            triangular part of A is not referenced.  If UPLO = MagmaLower, the
            leading N-by-N lower triangular part of the array A contains
            the lower triangular matrix, and the strictly upper
            triangular part of A is not referenced.  If DIAG = MagmaUnit, the
            diagonal elements of A are also not referenced and are
            assumed to be 1.
            On exit, the (triangular) inverse of the original matrix, in
            the same storage format.

    @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
      -     > 0: if INFO = i, A(i,i) is exactly zero.  The triangular
                    matrix is singular and its inverse cannot be computed.

    @ingroup magma_zgesv_aux
    ********************************************************************/
extern "C" magma_int_t
magma_ztrtri(
    magma_uplo_t uplo, magma_diag_t diag, magma_int_t n,
    magmaDoubleComplex *A, magma_int_t lda,
    magma_int_t *info)
{
    #define  A(i, j) ( A + (i) + (j)*lda )
    #define dA(i, j) (dA + (i) + (j)*ldda)

    /* Local variables */
    const char* uplo_ = lapack_uplo_const( uplo );
    const char* diag_ = lapack_diag_const( diag );
    magma_int_t     ldda, nb, nn, j, jb;
    magmaDoubleComplex c_zero     = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one      = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one  = MAGMA_Z_NEG_ONE;
    magmaDoubleComplex *dA;

    int upper  = (uplo == MagmaUpper);
    int nounit = (diag == MagmaNonUnit);

    *info = 0;

    if (! upper && uplo != MagmaLower)
        *info = -1;
    else if (! nounit && diag != MagmaUnit)
        *info = -2;
    else if (n < 0)
        *info = -3;
    else if (lda < max(1,n))
        *info = -5;

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

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

    /* Check for singularity if non-unit */
    if (nounit) {
        for (j=0; j < n; ++j) {
            if ( MAGMA_Z_EQUAL( *A(j,j), c_zero )) {
                *info = j+1;  // Fortran index
                return *info;
            }
        }
    }

    /* Determine the block size for this environment */
    nb = magma_get_zpotrf_nb(n);

    ldda = ((n+31)/32)*32;
    if (MAGMA_SUCCESS != magma_zmalloc( &dA, (n)*ldda )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

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

    if (nb <= 1 || nb >= n)
        lapackf77_ztrtri(uplo_, diag_, &n, A, &lda, info);
    else {
        if (upper) {
            /* Compute inverse of upper triangular matrix */
            for (j=0; j < n; j += nb) {
                jb = min(nb, (n-j));
                magma_zsetmatrix( jb, (n-j),
                                  A(j, j),  lda,
                                  dA(j, j), ldda );

                /* Compute rows 1:j-1 of current block column */
                magma_ztrmm( MagmaLeft, MagmaUpper,
                             MagmaNoTrans, MagmaNonUnit, j, jb,
                             c_one, dA(0,0), ldda, dA(0, j),ldda);

                magma_ztrsm( MagmaRight, MagmaUpper,
                             MagmaNoTrans, MagmaNonUnit, j, jb,
                             c_neg_one, dA(j,j), ldda, dA(0, j),ldda);

                magma_zgetmatrix_async( jb, jb,
                                        dA(j, j), ldda,
                                        A(j, j),  lda, stream[1] );

                magma_zgetmatrix_async( j, jb,
                                        dA(0, j), ldda,
                                        A(0, j),  lda, stream[0] );

                magma_queue_sync( stream[1] );

                /* Compute inverse of current diagonal block */
                lapackf77_ztrtri(MagmaUpperStr, diag_, &jb, A(j,j), &lda, info);

                magma_zsetmatrix( jb, jb,
                                  A(j, j),  lda,
                                  dA(j, j), ldda );
            }
        }
        else {
            /* Compute inverse of lower triangular matrix */
            nn=((n-1)/nb)*nb+1;

            for (j=nn-1; j >= 0; j -= nb) {
                jb=min(nb,(n-j));

                if ((j+jb) < n) {
                    magma_zsetmatrix( (n-j), jb,
                                      A(j, j),  lda,
                                      dA(j, j), ldda );

                    /* Compute rows j+jb:n of current block column */
                    magma_ztrmm( MagmaLeft, MagmaLower,
                                 MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
                                 c_one, dA(j+jb,j+jb), ldda, dA(j+jb, j), ldda );

                    magma_ztrsm( MagmaRight, MagmaLower,
                                 MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
                                 c_neg_one, dA(j,j), ldda, dA(j+jb, j), ldda );

                    magma_zgetmatrix_async( n-j-jb, jb,
                                            dA(j+jb, j), ldda,
                                            A(j+jb, j),  lda, stream[1] );

                    magma_zgetmatrix_async( jb, jb,
                                            dA(j,j), ldda,
                                            A(j,j),  lda, stream[0] );

                    magma_queue_sync( stream[0] );
                }

                /* Compute inverse of current diagonal block */
                lapackf77_ztrtri(MagmaLowerStr, diag_, &jb, A(j,j), &lda, info);

                magma_zsetmatrix( jb, jb,
                                  A(j, j),  lda,
                                  dA(j, j), ldda );
            }
        }
    }

    magma_queue_destroy( stream[0] );
    magma_queue_destroy( stream[1] );
    magma_free( dA );

    return *info;
}
Exemplo n.º 6
0
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t   gflops, t1, t2;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    magma_int_t ione = 1;
    magma_trans_t trans[] = { MagmaNoTrans, MagmaConjTrans, MagmaTrans };
    magma_uplo_t  uplo [] = { MagmaLower, MagmaUpper };
    magma_diag_t  diag [] = { MagmaUnit, MagmaNonUnit };
    magma_side_t  side [] = { MagmaLeft, MagmaRight };
    
    magmaDoubleComplex  *A,  *B,  *C,   *C2, *LU;
    magmaDoubleComplex *dA, *dB, *dC1, *dC2;
    magmaDoubleComplex alpha = MAGMA_Z_MAKE( 0.5, 0.1 );
    magmaDoubleComplex beta  = MAGMA_Z_MAKE( 0.7, 0.2 );
    double dalpha = 0.6;
    double dbeta  = 0.8;
    double work[1], error, total_error;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t m, n, k, size, maxn, ld, info;
    magma_int_t *piv;
    magma_int_t err;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    printf( "Compares magma wrapper function to cublas function; all diffs should be exactly 0.\n\n" );
    
    total_error = 0.;
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        m = opts.msize[itest];
        n = opts.nsize[itest];
        k = opts.ksize[itest];
        printf("=========================================================================\n");
        printf( "m=%d, n=%d, k=%d\n", (int) m, (int) n, (int) k );
        
        // allocate matrices
        // over-allocate so they can be any combination of {m,n,k} x {m,n,k}.
        maxn = max( max( m, n ), k );
        ld = max( 1, maxn );
        size = ld*maxn;
        err = magma_malloc_cpu( (void**) &piv, maxn*sizeof(magma_int_t) );  assert( err == 0 );
        err = magma_zmalloc_pinned( &A,  size );  assert( err == 0 );
        err = magma_zmalloc_pinned( &B,  size );  assert( err == 0 );
        err = magma_zmalloc_pinned( &C,  size );  assert( err == 0 );
        err = magma_zmalloc_pinned( &C2, size );  assert( err == 0 );
        err = magma_zmalloc_pinned( &LU, size );  assert( err == 0 );
        err = magma_zmalloc( &dA,  size );        assert( err == 0 );
        err = magma_zmalloc( &dB,  size );        assert( err == 0 );
        err = magma_zmalloc( &dC1, size );        assert( err == 0 );
        err = magma_zmalloc( &dC2, size );        assert( err == 0 );
        
        // initialize matrices
        size = maxn*maxn;
        lapackf77_zlarnv( &ione, ISEED, &size, A  );
        lapackf77_zlarnv( &ione, ISEED, &size, B  );
        lapackf77_zlarnv( &ione, ISEED, &size, C  );
        
        printf( "========== Level 1 BLAS ==========\n" );
        
        // ----- test ZSWAP
        // swap columns 2 and 3 of dA, then copy to C2 and compare with A
        if ( n >= 3 ) {
            magma_zsetmatrix( m, n, A, ld, dA, ld );
            magma_zsetmatrix( m, n, A, ld, dB, ld );
            magma_zswap( m, dA(0,1), 1, dA(0,2), 1 );
            magma_zswap( m, dB(0,1), 1, dB(0,2), 1 );
            
            // check results, storing diff between magma and cuda calls in C2
            cublasZaxpy( handle, ld*n, &c_neg_one, dA, 1, dB, 1 );
            magma_zgetmatrix( m, n, dB, ld, C2, ld );
            error = lapackf77_zlange( "F", &m, &k, C2, &ld, work );
            total_error += error;
            printf( "zswap             diff %.2g\n", error );
        }
        else {
            printf( "zswap skipped for n < 3\n" );
        }
        
        // ----- test IZAMAX
        // get argmax of column of A
        magma_zsetmatrix( m, k, A, ld, dA, ld );
        error = 0;
        for( int j = 0; j < k; ++j ) {
            magma_int_t i1 = magma_izamax( m, dA(0,j), 1 );
            int i2;  // NOT magma_int_t, for cublas
            cublasIzamax( handle, m, dA(0,j), 1, &i2 );
            // todo need sync here?
            assert( i1 == i2 );
            error += abs( i1 - i2 );
        }
        total_error += error;
        gflops = (double)m * k / 1e9;
        printf( "izamax            diff %.2g\n", error );
        printf( "\n" );
        
        printf( "========== Level 2 BLAS ==========\n" );
        
        // ----- test ZGEMV
        // c = alpha*A*b + beta*c,  with A m*n; b,c m or n-vectors
        // try no-trans/trans
        for( int ia = 0; ia < 3; ++ia ) {
            magma_zsetmatrix( m, n, A,  ld, dA,  ld );
            magma_zsetvector( maxn, B, 1, dB,  1 );
            magma_zsetvector( maxn, C, 1, dC1, 1 );
            magma_zsetvector( maxn, C, 1, dC2, 1 );
            
            t1 = magma_sync_wtime( 0 );
            magma_zgemv( trans[ia], m, n, alpha, dA, ld, dB, 1, beta, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZgemv( handle, cublas_trans_const(trans[ia]),
                         m, n, &alpha, dA, ld, dB, 1, &beta, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            size = (trans[ia] == MagmaNoTrans ? m : n);
            cublasZaxpy( handle, size, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetvector( size, dC2, 1, C2, 1 );
            error = lapackf77_zlange( "F", &size, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZGEMV( m, n ) / 1e9;
            printf( "zgemv( %c )        diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_trans_const(trans[ia]), error, gflops/t1, gflops/t2 );
        }
        printf( "\n" );
        
        // ----- test ZHEMV
        // c = alpha*A*b + beta*c,  with A m*m symmetric; b,c m-vectors
        // try upper/lower
        for( int iu = 0; iu < 2; ++iu ) {
            magma_zsetmatrix( m, m, A, ld, dA, ld );
            magma_zsetvector( m, B, 1, dB,  1 );
            magma_zsetvector( m, C, 1, dC1, 1 );
            magma_zsetvector( m, C, 1, dC2, 1 );
            
            t1 = magma_sync_wtime( 0 );
            magma_zhemv( uplo[iu], m, alpha, dA, ld, dB, 1, beta, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZhemv( handle, cublas_uplo_const(uplo[iu]),
                         m, &alpha, dA, ld, dB, 1, &beta, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, m, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetvector( m, dC2, 1, C2, 1 );
            error = lapackf77_zlange( "F", &m, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZHEMV( m ) / 1e9;
            printf( "zhemv( %c )        diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_uplo_const(uplo[iu]), error, gflops/t1, gflops/t2 );
        }
        printf( "\n" );
        
        // ----- test ZTRSV
        // solve A*c = c,  with A m*m triangular; c m-vector
        // try upper/lower, no-trans/trans, unit/non-unit diag
        // Factor A into LU to get well-conditioned triangles, else solve yields garbage.
        // Still can give garbage if solves aren't consistent with LU factors,
        // e.g., using unit diag for U, so copy lower triangle to upper triangle.
        // Also used for trsm later.
        lapackf77_zlacpy( "Full", &maxn, &maxn, A, &ld, LU, &ld );
        lapackf77_zgetrf( &maxn, &maxn, LU, &ld, piv, &info );
        for( int j = 0; j < maxn; ++j ) {
            for( int i = 0; i < j; ++i ) {
                *LU(i,j) = *LU(j,i);
            }
        }
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            magma_zsetmatrix( m, m, LU, ld, dA, ld );
            magma_zsetvector( m, C, 1, dC1, 1 );
            magma_zsetvector( m, C, 1, dC2, 1 );
            
            t1 = magma_sync_wtime( 0 );
            magma_ztrsv( uplo[iu], trans[it], diag[id], m, dA, ld, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZtrsv( handle, cublas_uplo_const(uplo[iu]), cublas_trans_const(trans[it]),
                         cublas_diag_const(diag[id]), m, dA, ld, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, m, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetvector( m, dC2, 1, C2, 1 );
            error = lapackf77_zlange( "F", &m, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZTRSM( MagmaLeft, m, 1 ) / 1e9;
            printf( "ztrsv( %c, %c, %c )  diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_uplo_const(uplo[iu]), lapacke_trans_const(trans[it]), lapacke_diag_const(diag[id]),
                    error, gflops/t1, gflops/t2 );
        }}}
        printf( "\n" );
        
        printf( "========== Level 3 BLAS ==========\n" );
        
        // ----- test ZGEMM
        // C = alpha*A*B + beta*C,  with A m*k or k*m; B k*n or n*k; C m*n
        // try combinations of no-trans/trans
        for( int ia = 0; ia < 3; ++ia ) {
        for( int ib = 0; ib < 3; ++ib ) {
            bool nta = (trans[ia] == MagmaNoTrans);
            bool ntb = (trans[ib] == MagmaNoTrans);
            magma_zsetmatrix( (nta ? m : k), (nta ? m : k), A, ld, dA,  ld );
            magma_zsetmatrix( (ntb ? k : n), (ntb ? n : k), B, ld, dB,  ld );
            magma_zsetmatrix( m, n, C, ld, dC1, ld );
            magma_zsetmatrix( m, n, C, ld, dC2, ld );
            
            t1 = magma_sync_wtime( 0 );
            magma_zgemm( trans[ia], trans[ib], m, n, k, alpha, dA, ld, dB, ld, beta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZgemm( handle, cublas_trans_const(trans[ia]), cublas_trans_const(trans[ib]),
                         m, n, k, &alpha, dA, ld, dB, ld, &beta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, ld*n, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_zlange( "F", &m, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZGEMM( m, n, k ) / 1e9;
            printf( "zgemm( %c, %c )     diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_trans_const(trans[ia]), lapacke_trans_const(trans[ib]),
                    error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test ZHEMM
        // C = alpha*A*B + beta*C  (left)  with A m*m symmetric; B,C m*n; or
        // C = alpha*B*A + beta*C  (right) with A n*n symmetric; B,C m*n
        // try left/right, upper/lower
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
            magma_zsetmatrix( m, m, A, ld, dA,  ld );
            magma_zsetmatrix( m, n, B, ld, dB,  ld );
            magma_zsetmatrix( m, n, C, ld, dC1, ld );
            magma_zsetmatrix( m, n, C, ld, dC2, ld );
            
            t1 = magma_sync_wtime( 0 );
            magma_zhemm( side[is], uplo[iu], m, n, alpha, dA, ld, dB, ld, beta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZhemm( handle, cublas_side_const(side[is]), cublas_uplo_const(uplo[iu]),
                         m, n, &alpha, dA, ld, dB, ld, &beta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, ld*n, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_zlange( "F", &m, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZHEMM( side[is], m, n ) / 1e9;
            printf( "zhemm( %c, %c )     diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_side_const(side[is]), lapacke_uplo_const(uplo[iu]),
                    error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test ZHERK
        // C = alpha*A*A^H + beta*C  (no-trans) with A m*k and C m*m symmetric; or
        // C = alpha*A^H*A + beta*C  (trans)    with A k*m and C m*m symmetric
        // try upper/lower, no-trans/trans
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
            magma_zsetmatrix( n, k, A, ld, dA,  ld );
            magma_zsetmatrix( n, n, C, ld, dC1, ld );
            magma_zsetmatrix( n, n, C, ld, dC2, ld );
            
            t1 = magma_sync_wtime( 0 );
            magma_zherk( uplo[iu], trans[it], n, k, dalpha, dA, ld, dbeta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZherk( handle, cublas_uplo_const(uplo[iu]), cublas_trans_const(trans[it]),
                         n, k, &dalpha, dA, ld, &dbeta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, ld*n, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetmatrix( n, n, dC2, ld, C2, ld );
            error = lapackf77_zlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZHERK( k, n ) / 1e9;
            printf( "zherk( %c, %c )     diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_uplo_const(uplo[iu]), lapacke_trans_const(trans[it]),
                    error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test ZHER2K
        // C = alpha*A*B^H + ^alpha*B*A^H + beta*C  (no-trans) with A,B n*k; C n*n symmetric; or
        // C = alpha*A^H*B + ^alpha*B^H*A + beta*C  (trans)    with A,B k*n; C n*n symmetric
        // try upper/lower, no-trans/trans
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
            bool nt = (trans[it] == MagmaNoTrans);
            magma_zsetmatrix( (nt ? n : k), (nt ? n : k), A, ld, dA,  ld );
            magma_zsetmatrix( n, n, C, ld, dC1, ld );
            magma_zsetmatrix( n, n, C, ld, dC2, ld );
            
            t1 = magma_sync_wtime( 0 );
            magma_zher2k( uplo[iu], trans[it], n, k, alpha, dA, ld, dB, ld, dbeta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZher2k( handle, cublas_uplo_const(uplo[iu]), cublas_trans_const(trans[it]),
                          n, k, &alpha, dA, ld, dB, ld, &dbeta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, ld*n, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetmatrix( n, n, dC2, ld, C2, ld );
            error = lapackf77_zlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZHER2K( k, n ) / 1e9;
            printf( "zher2k( %c, %c )    diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_uplo_const(uplo[iu]), lapacke_trans_const(trans[it]),
                    error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test ZTRMM
        // C = alpha*A*C  (left)  with A m*m triangular; C m*n; or
        // C = alpha*C*A  (right) with A n*n triangular; C m*n
        // try left/right, upper/lower, no-trans/trans, unit/non-unit
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            bool left = (side[is] == MagmaLeft);
            magma_zsetmatrix( (left ? m : n), (left ? m : n), A, ld, dA,  ld );
            magma_zsetmatrix( m, n, C, ld, dC1, ld );
            magma_zsetmatrix( m, n, C, ld, dC2, ld );
            
            t1 = magma_sync_wtime( 0 );
            magma_ztrmm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            // note cublas does trmm out-of-place (i.e., adds output matrix C),
            // but allows C=B to do in-place.
            t2 = magma_sync_wtime( 0 );
            cublasZtrmm( handle, cublas_side_const(side[is]), cublas_uplo_const(uplo[iu]),
                         cublas_trans_const(trans[it]), cublas_diag_const(diag[id]),
                         m, n, &alpha, dA, ld, dC2, ld, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, ld*n, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_zlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZTRMM( side[is], m, n ) / 1e9;
            printf( "ztrmm( %c, %c )     diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_uplo_const(uplo[iu]), lapacke_trans_const(trans[it]),
                    error, gflops/t1, gflops/t2 );
        }}}}
        printf( "\n" );
        
        // ----- test ZTRSM
        // solve A*X = alpha*B  (left)  with A m*m triangular; B m*n; or
        // solve X*A = alpha*B  (right) with A n*n triangular; B m*n
        // try left/right, upper/lower, no-trans/trans, unit/non-unit
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            bool left = (side[is] == MagmaLeft);
            magma_zsetmatrix( (left ? m : n), (left ? m : n), LU, ld, dA,  ld );
            magma_zsetmatrix( m, n, C, ld, dC1, ld );
            magma_zsetmatrix( m, n, C, ld, dC2, ld );
            
            t1 = magma_sync_wtime( 0 );
            magma_ztrsm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            
            t2 = magma_sync_wtime( 0 );
            cublasZtrsm( handle, cublas_side_const(side[is]), cublas_uplo_const(uplo[iu]),
                         cublas_trans_const(trans[it]), cublas_diag_const(diag[id]),
                         m, n, &alpha, dA, ld, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasZaxpy( handle, ld*n, &c_neg_one, dC1, 1, dC2, 1 );
            magma_zgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_zlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_ZTRSM( side[is], m, n ) / 1e9;
            printf( "ztrsm( %c, %c )     diff %.2g,  Gflop/s %7.2f, %7.2f\n",
                    lapacke_uplo_const(uplo[iu]), lapacke_trans_const(trans[it]),
                    error, gflops/t1, gflops/t2 );
        }}}}
        printf( "\n" );
        
        // cleanup
        magma_free_cpu( piv );
        magma_free_pinned( A  );
        magma_free_pinned( B  );
        magma_free_pinned( C  );
        magma_free_pinned( C2 );
        magma_free_pinned( LU );
        magma_free( dA  );
        magma_free( dB  );
        magma_free( dC1 );
        magma_free( dC2 );
        fflush( stdout );
    }
    
    if ( total_error != 0. ) {
        printf( "total error %.2g -- ought to be 0 -- some test failed (see above).\n",
                total_error );
    }
    else {
        printf( "all tests passed\n" );
    }
    
    TESTING_FINALIZE();
    
    int status = (total_error != 0.);
    return status;
}
Exemplo n.º 7
0
/**
    Purpose
    -------
    ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors
    of a complex generalized Hermitian-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 Hermitian 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]
    nrgpu   INTEGER
            Number of GPUs to use.

    @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       COMPLEX_16 array, dimension (LDA, N)
            On entry, the Hermitian 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**H*B*Z = I;
            if ITYPE = 3, Z**H*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       COMPLEX_16 array, dimension (LDB, N)
            On entry, the Hermitian 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**H*U or B = L*L**H.

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

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

    @param[out]
    work    (workspace) COMPLEX_16 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 >= N + N*NB.
            If JOBZ = MagmaVec   and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
            NB can be obtained through magma_get_zhetrd_nb(N).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal sizes of the WORK, RWORK and
            IWORK arrays, returns these values as the first entries of
            the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK or LIWORK is issued by XERBLA.

    @param[out]
    rwork   (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
            On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.

    @param[in]
    lrwork  INTEGER
            The dimension of the array RWORK.
            If N <= 1,                      LRWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
            If JOBZ = MagmaVec   and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
    \n
            If LRWORK = -1, then a workspace query is assumed; the
            routine only calculates the optimal sizes of the WORK, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK 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, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK 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:  ZPOTRF or ZHEEVD 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 ZHEEVD 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_zhegv_driver
    ********************************************************************/
extern "C" magma_int_t
magma_zhegvd_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
               magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb,
               double *w, magmaDoubleComplex *work, magma_int_t lwork,
               double *rwork, magma_int_t lrwork,
               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 );

    magmaDoubleComplex c_one = MAGMA_Z_ONE;

    magma_int_t lower;
    magma_trans_t trans;
    magma_int_t wantz;
    magma_int_t lquery;

    magma_int_t lwmin;
    magma_int_t liwmin;
    magma_int_t lrwmin;

    magma_queue_t stream;
    magma_queue_create( &stream );

    wantz = (jobz == MagmaVec);
    lower = (uplo == MagmaLower);
    lquery = (lwork == -1 || lrwork == -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_zhetrd_nb( n );
    if ( n <= 1 ) {
        lwmin  = 1;
        lrwmin = 1;
        liwmin = 1;
    }
    else if ( wantz ) {
        lwmin  = max( n + n*nb, 2*n + n*n );
        lrwmin = 1 + 5*n + 2*n*n;
        liwmin = 3 + 5*n;
    }
    else {
        lwmin  = n + n*nb;
        lrwmin = n;
        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_dlamch("Epsilon");
    work[0]  = MAGMA_Z_MAKE( lwmin * one_eps, 0.);  // round up
    rwork[0] = lrwmin * one_eps;
    iwork[0] = liwmin;

    if (lwork < lwmin && ! lquery) {
        *info = -11;
    } else if (lrwork < lrwmin && ! lquery) {
        *info = -13;
    } else if (liwork < liwmin && ! lquery) {
        *info = -15;
    }

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

    /*     Quick return if possible */
    if (n == 0) {
        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_zhegvd(&itype, jobz_, uplo_,
                         &n, A, &lda, B, &ldb,
                         w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                         rwork, &lrwork,
#endif
                         iwork, &liwork, info);
        return *info;
    }

    magma_timer_t time=0;
    timer_start( time );

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

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

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

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

    magma_zheevd_m(nrgpu, jobz, uplo, n, A, lda, w, work, lwork, rwork, lrwork, iwork, liwork, info);

    timer_stop( time );
    timer_printf( "time zheevd = %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 = MagmaConjTrans;
            } else {
                trans = MagmaNoTrans;
            }

            magma_ztrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit,
                          n, n, c_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 = MagmaConjTrans;
            }
            printf("--- the multi GPU version is falling back to 1 GPU to perform the last TRMM since there is no TRMM_mgpu --- \n");
            magmaDoubleComplex *dA=NULL, *dB=NULL;
            magma_int_t ldda = n;
            magma_int_t lddb = n;
            
            if (MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb ) ) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }
            if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) ) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }
            magma_zsetmatrix( n, n, B, ldb, dB, lddb );
            magma_zsetmatrix( n, n, A, lda, dA, ldda );
            magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
                        n, n, c_one, dB, lddb, dA, ldda);
            magma_zgetmatrix( n, n, dA, ldda, A, lda );
        }

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

    work[0]  = MAGMA_Z_MAKE( lwmin * one_eps, 0.);  // round up
    rwork[0] = lrwmin * one_eps;
    iwork[0] = liwmin;

    return *info;
} /* magma_zhegvd_m */
Exemplo n.º 8
0
extern "C" magma_int_t
magma_zlarfb_gpu( char side, char trans, char direct, char storev,
                  magma_int_t m, magma_int_t n, magma_int_t k,
                  const magmaDoubleComplex *dV,    magma_int_t ldv,
                  const magmaDoubleComplex *dT,    magma_int_t ldt,
                  magmaDoubleComplex *dC,          magma_int_t ldc,
                  magmaDoubleComplex *dwork,       magma_int_t ldwork )
{
/*  -- MAGMA (version 1.4.0) --
       Univ. of Tennessee, Univ. of California Berkeley
       August 2013

    Purpose
    =======
    ZLARFB applies a complex block reflector H or its transpose H^H to a
    COMPLEX_16 m by n matrix C, from the left.

    Arguments
    =========
    SIDE    (input) CHARACTER
            = 'L': apply H or H^H from the Left
            = 'R': apply H or H^H from the Right

    TRANS   (input) CHARACTER
            = 'N': apply H   (No transpose)
            = 'C': apply H^H (Conjugate transpose)

    DIRECT  (input) CHARACTER
            Indicates how H is formed from a product of elementary
            reflectors
            = 'F': H = H(1) H(2) . . . H(k) (Forward)
            = 'B': H = H(k) . . . H(2) H(1) (Backward)

    STOREV  (input) CHARACTER
            Indicates how the vectors which define the elementary
            reflectors are stored:
            = 'C': Columnwise
            = 'R': Rowwise

    M       (input) INTEGER
            The number of rows of the matrix C.

    N       (input) INTEGER
            The number of columns of the matrix C.

    K       (input) INTEGER
            The order of the matrix T (= the number of elementary
            reflectors whose product defines the block reflector).

    DV      (input) COMPLEX_16 array on the GPU, dimension
                (LDV,K) if STOREV = 'C'
                (LDV,M) if STOREV = 'R' and SIDE = 'L'
                (LDV,N) if STOREV = 'R' and SIDE = 'R'
            The matrix V. See further details.

    LDV     (input) INTEGER
            The leading dimension of the array V.
            If STOREV = 'C' and SIDE = 'L', LDV >= max(1,M);
            if STOREV = 'C' and SIDE = 'R', LDV >= max(1,N);
            if STOREV = 'R', LDV >= K.

    DT      (input) COMPLEX_16 array on the GPU, dimension (LDT,K)
            The triangular k by k matrix T in the representation of the
            block reflector.

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

    DC      (input/output) COMPLEX_16 array on the GPU, dimension (LDC,N)
            On entry, the m by n matrix C.
            On exit, C is overwritten by H*C, or H^H*C, or C*H, or C*H^H.

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

    WORK    (workspace) COMPLEX_16 array, dimension (LDWORK,K)

    LDWORK  (input) INTEGER
            The leading dimension of the array WORK.
            If SIDE == 'L', LDWORK >= max(1,N);
            if SIDE == 'R', LDWORK >= max(1,M);

    Further Details
    ===============
    The shape of the matrix V and the storage of the vectors which define
    the H(i) is best illustrated by the following example with n = 5 and
    k = 3.
    All elements including 0's and 1's are stored, unlike LAPACK.

    DIRECT = 'F' and STOREV = 'C':         DIRECT = 'F' and STOREV = 'R':

                 V = (  1  0  0 )                 V = (  1 v1 v1 v1 v1 )
                     ( v1  1  0 )                     (  0  1 v2 v2 v2 )
                     ( v1 v2  1 )                     (  0  0  1 v3 v3 )
                     ( v1 v2 v3 )
                     ( v1 v2 v3 )

    DIRECT = 'B' and STOREV = 'C':         DIRECT = 'B' and STOREV = 'R':

                 V = ( v1 v2 v3 )                 V = ( v1 v1  1  0  0 )
                     ( v1 v2 v3 )                     ( v2 v2 v2  1  0 )
                     (  1 v2 v3 )                     ( v3 v3 v3 v3  1 )
                     (  0  1 v3 )
                     (  0  0  1 )

    ===================================================================      */

    magmaDoubleComplex c_zero    = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    /* Check input arguments */
    magma_int_t info = 0;
    if (m < 0) {
        info = -5;
    } else if (n < 0) {
        info = -6;
    } else if (k < 0) {
        info = -7;
    } else if ( ((storev == 'C' || storev == 'c') && (side == 'L' || side == 'l') && ldv < max(1,m)) ||
                ((storev == 'C' || storev == 'c') && (side == 'R' || side == 'r') && ldv < max(1,n)) ||
                ((storev == 'R' || storev == 'r') && ldv < k) ) {
        info = -9;
    } else if (ldt < k) {
        info = -11;
    } else if (ldc < max(1,m)) {
        info = -13;
    } else if ( ((side == 'L' || side == 'l') && ldwork < max(1,n)) ||
                ((side == 'R' || side == 'r') && ldwork < max(1,m)) ) {
        info = -15;
    }
    if (info != 0) {
        magma_xerbla( __func__, -(info) );
        return info;
    }
    
    /* Function Body */
    if (m <= 0 || n <= 0) {
        return MAGMA_SUCCESS;
    }

    // opposite of trans
    char transt;
    if (trans == 'N' || trans == 'n')
        transt = MagmaConjTrans;
    else
        transt = MagmaNoTrans;
    
    // whether T is upper or lower triangular
    char uplo;
    if (direct == 'F' || direct == 'f')
        uplo = MagmaUpper;
    else
        uplo = MagmaLower;
    
    // whether V is stored transposed or not
    char notransV, transV;
    if (storev == 'C' || storev == 'c') {
        notransV = MagmaNoTrans;
        transV   = MagmaConjTrans;
    }
    else {
        notransV = MagmaConjTrans;
        transV   = MagmaNoTrans;
    }

    if ( side  == 'l' || side  == 'L' ) {
        // Form H C or H^H C
        // Comments assume H C. When forming H^H C, T gets transposed via transt.
        
        // W = C^H V
        magma_zgemm( MagmaConjTrans, notransV,
                     n, k, m,
                     c_one,  dC,    ldc,
                             dV,    ldv,
                     c_zero, dwork, ldwork);

        // W = W T^H = C^H V T^H
        magma_ztrmm( MagmaRight, uplo, transt, MagmaNonUnit,
                     n, k,
                     c_one, dT,    ldt,
                            dwork, ldwork);

        // C = C - V W^H = C - V T V^H C = (I - V T V^H) C = H C
        magma_zgemm( notransV, MagmaConjTrans,
                     m, n, k,
                     c_neg_one, dV,    ldv,
                                dwork, ldwork,
                     c_one,     dC,    ldc);
    }
    else {
        // Form C H or C H^H
        // Comments assume C H. When forming C H^H, T gets transposed via trans.
        
        // W = C V
        magma_zgemm( MagmaNoTrans, notransV,
                     m, k, n,
                     c_one,  dC,    ldc,
                             dV,    ldv,
                     c_zero, dwork, ldwork);

        // W = W T = C V T
        magma_ztrmm( MagmaRight, uplo, trans, MagmaNonUnit,
                     m, k,
                     c_one, dT,    ldt,
                            dwork, ldwork);

        // C = C - W V^H = C - C V T V^H = C (I - V T V^H) = C H
        magma_zgemm( MagmaNoTrans, transV,
                     m, n, k,
                     c_neg_one, dwork, ldwork,
                                dV,    ldv,
                     c_one,     dC,    ldc);
    }

    return MAGMA_SUCCESS;
} /* magma_zlarfb */
Exemplo n.º 9
0
extern "C" magma_int_t
magma_zhegvx(magma_int_t itype, char jobz, char range, char uplo, magma_int_t n,
             magmaDoubleComplex *a, magma_int_t lda, magmaDoubleComplex *b, magma_int_t ldb,
             double vl, double vu, magma_int_t il, magma_int_t iu, double abstol,
             magma_int_t *m, double *w,  magmaDoubleComplex *z, magma_int_t ldz,
             magmaDoubleComplex *work, magma_int_t lwork, double *rwork,
             magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info)
{
/*  -- MAGMA (version 1.4.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       August 2013

    Purpose
    =======
    ZHEGVX computes selected eigenvalues, and optionally, eigenvectors
    of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
    Eigenvalues and eigenvectors can be selected by specifying either a
    range of values or a range of indices for the desired eigenvalues.
    
    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.
    
    RANGE   (input) CHARACTER*1
            = 'A': all eigenvalues will be found.
            = 'V': all eigenvalues in the half-open interval (VL,VU]
                   will be found.
            = 'I': the IL-th through IU-th eigenvalues will be found.
    
    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 Hermitian 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,  the lower triangle (if UPLO='L') or the upper
            triangle (if UPLO='U') 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 Hermitian 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**H*U or B = L*L**H.
    
    LDB     (input) INTEGER
            The leading dimension of the array B.  LDB >= max(1,N).
    
    VL      (input) DOUBLE PRECISION
    VU      (input) DOUBLE PRECISION
            If RANGE='V', the lower and upper bounds of the interval to
            be searched for eigenvalues. VL < VU.
            Not referenced if RANGE = 'A' or 'I'.
    
    IL      (input) INTEGER
    IU      (input) INTEGER
            If RANGE='I', 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 = 'A' or 'V'.
    
    ABSTOL  (input) DOUBLE PRECISION
            The absolute error tolerance for the eigenvalues.
            An approximate eigenvalue is accepted as converged
            when it is determined to lie in an interval [a,b]
            of width less than or equal to
    
                    ABSTOL + EPS *   max( |a|,|b| ) ,
    
            where EPS is the machine precision.  If ABSTOL is less than
            or equal to zero, then  EPS*|T|  will be used in its place,
            where |T| is the 1-norm of the tridiagonal matrix obtained
            by reducing A to tridiagonal form.
    
            Eigenvalues will be computed most accurately when ABSTOL is
            set to twice the underflow threshold 2*DLAMCH('S'), not zero.
            If this routine returns with INFO>0, indicating that some
            eigenvectors did not converge, try setting ABSTOL to
            2*DLAMCH('S').
    
    M       (output) INTEGER
            The total number of eigenvalues found.  0 <= M <= N.
            If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
    
    W       (output) DOUBLE PRECISION array, dimension (N)
            The first M elements contain the selected
            eigenvalues in ascending order.
    
    Z       (output) COMPLEX_16 array, dimension (LDZ, max(1,M))
            If JOBZ = 'N', then Z is not referenced.
            If JOBZ = 'V', then if INFO = 0, the first M columns of Z
            contain the orthonormal eigenvectors of the matrix A
            corresponding to the selected eigenvalues, with the i-th
            column of Z holding the eigenvector associated with W(i).
            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 an eigenvector fails to converge, then that column of Z
            contains the latest approximation to the eigenvector, and the
            index of the eigenvector is returned in IFAIL.
            Note: the user must ensure that at least max(1,M) columns are
            supplied in the array Z; if RANGE = 'V', the exact value of M
            is not known in advance and an upper bound must be used.
    
    LDZ     (input) INTEGER
            The leading dimension of the array Z.  LDZ >= 1, and if
            JOBZ = 'V', LDZ >= max(1,N).
    
    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.  LWORK >= max(1,2*N).
            For optimal efficiency, LWORK >= (NB+1)*N,
            where NB is the blocksize for ZHETRD returned by ILAENV.
    
            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.
    
    RWORK   (workspace) DOUBLE PRECISION array, dimension (7*N)
    
    IWORK   (workspace) INTEGER array, dimension (5*N)
    
    IFAIL   (output) INTEGER array, dimension (N)
            If JOBZ = 'V', then if INFO = 0, the first M elements of
            IFAIL are zero.  If INFO > 0, then IFAIL contains the
            indices of the eigenvectors that failed to converge.
            If JOBZ = 'N', then IFAIL is not referenced.
    
    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            > 0:  ZPOTRF or ZHEEVX returned an error code:
            <= N: if INFO = i, ZHEEVX failed to converge;
                  i eigenvectors failed to converge.  Their indices
                  are stored in array IFAIL.
            > 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
    =====================================================================  */
    
    char uplo_[2] = {uplo, 0};
    char jobz_[2] = {jobz, 0};
    char range_[2] = {range, 0};
    
    magmaDoubleComplex c_one = MAGMA_Z_ONE;
    
    magmaDoubleComplex *da;
    magmaDoubleComplex *db;
    magmaDoubleComplex *dz;
    magma_int_t ldda = n;
    magma_int_t lddb = n;
    magma_int_t lddz = n;
    
    magma_int_t lower;
    char trans[1];
    magma_int_t wantz;
    magma_int_t lquery;
    magma_int_t alleig, valeig, indeig;
    
    magma_int_t lwmin;
    
    magma_queue_t stream;
    magma_queue_create( &stream );
    
    wantz = lapackf77_lsame(jobz_, MagmaVecStr);
    lower = lapackf77_lsame(uplo_, MagmaLowerStr);
    alleig = lapackf77_lsame(range_, "A");
    valeig = lapackf77_lsame(range_, "V");
    indeig = lapackf77_lsame(range_, "I");
    lquery = lwork == -1;
    
    *info = 0;
    if (itype < 1 || itype > 3) {
        *info = -1;
    } else if (! (alleig || valeig || indeig)) {
        *info = -2;
    } else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
        *info = -3;
    } else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
        *info = -4;
    } else if (n < 0) {
        *info = -5;
    } else if (lda < max(1,n)) {
        *info = -7;
    } else if (ldb < max(1,n)) {
        *info = -9;
    } else if (ldz < 1 || (wantz && ldz < n)) {
        *info = -18;
    } else {
        if (valeig) {
            if (n > 0 && vu <= vl) {
                *info = -11;
            }
        } else if (indeig) {
            if (il < 1 || il > max(1,n)) {
                *info = -12;
            } else if (iu < min(n,il) || iu > n) {
                *info = -13;
            }
        }
    }
    
    magma_int_t nb = magma_get_zhetrd_nb(n);
    
    lwmin = n * (nb + 1);
    
    MAGMA_Z_SET2REAL(work[0],(double)lwmin);
    
    
    if (lwork < lwmin && ! lquery) {
        *info = -20;
    }
    
    if (*info != 0) {
        magma_xerbla( __func__, -(*info));
        return *info;
    } else if (lquery) {
        return *info;
    }
    
    /* Quick return if possible */
    if (n == 0) {
        return *info;
    }
    
    if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) ||
        MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb ) ||
        MAGMA_SUCCESS != magma_zmalloc( &dz, n*lddz )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    
    /*     Form a Cholesky factorization of B. */
    
    magma_zsetmatrix( n, n, b, ldb, db, lddb );
    
    magma_zsetmatrix_async( n, n,
                            a,  lda,
                            da, ldda, stream );
    
    magma_zpotrf_gpu(uplo_[0], n, db, lddb, info);
    if (*info != 0) {
        *info = n + *info;
        return *info;
    }
    
    magma_queue_sync( stream );
    
    magma_zgetmatrix_async( n, n,
                            db, lddb,
                            b,  ldb, stream );
    
    /* Transform problem to standard eigenvalue problem and solve. */
    magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info);
    magma_zheevx_gpu(jobz, range, uplo, n, da, ldda, vl, vu, il, iu, abstol, m, w, dz, lddz, a, lda, z, ldz, work, lwork, rwork, iwork, ifail, info);
    
    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 = MagmaConjTrans;
            } else {
                *(unsigned char *)trans = MagmaNoTrans;
            }
            magma_ztrsm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, dz, lddz);
        }
        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 = MagmaConjTrans;
            }
            magma_ztrmm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, dz, lddz);
        }
        
        magma_zgetmatrix( n, *m, dz, lddz, z, ldz );
    }
    
    magma_queue_sync( stream );
    magma_queue_destroy( stream );
    
    magma_free( da );
    magma_free( db );
    magma_free( dz );
    
    return *info;
} /* zhegvx */
Exemplo n.º 10
0
/**
    Purpose
    -------
    ZGETRF_INCPIV computes an LU factorization of a general M-by-N tile A
    using partial pivoting with row interchanges.

    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 2.5 BLAS version of the algorithm.

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

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

    @param[in]
    ib      INTEGER
            The inner-blocking size.  IB >= 0.

    @param[in,out]
    hA      DOUBLE COMPLEX array, dimension(LDHA, N), on cpu.
            On entry, only the M-by-IB first panel needs to be identical to dA(1..M, 1..IB).
            On exit, the content is incomplete. Shouldn't be used.

    @param[in]
    ldha    INTEGER
            The leading dimension of the array hA.  LDHA >= max(1,M).

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

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

    @param[out]
    hL      DOUBLE COMPLEX array, dimension(LDHL, min(M,N)), on vpu.
            On exit, contains in the upper part the IB-by-K lower triangular tile,
            and in the lower part IB-by-min(M,N) the inverse of the top part.

    @param[in]
    ldhl    INTEGER
            The leading dimension of the array hL.  LDHL >= max(1,2*IB).

    @param[out]
    dL      DOUBLE COMPLEX array, dimension(LDDL, K), on gpu.
            On exit, contains in the upper part the IB-by-min(M,N) lower triangular tile,
            and in the lower part IB-by-min(M,N) the inverse of the top part.

    @param[in]
    lddl    INTEGER
            The leading dimension of the array dL.  LDDL >= max(1,2*IB).

    @param[out]
    ipiv    INTEGER array, dimension min(M,N), on the cpu.
            The pivot indices array.

    @param[out]
    dWORK   DOUBLE COMPLEX array, dimension(LDDWORK, 2*IB), on gpu.
            Workspace.

    @param[in]
    lddwork INTEGER
            The leading dimension of the array dWORK.  LDDWORK >= max(NB, 1).

    @param[out]
    info    INTEGER
            - PLASMA_SUCCESS successful exit
            - < 0 if INFO = -k, the k-th argument had an illegal value
            - > 0 if INFO = k, U(k,k) 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_zgesv_comp
    ********************************************************************/
extern "C" magma_int_t
magma_zgetrf_incpiv_gpu( magma_order_t order, magma_int_t m, magma_int_t n, magma_int_t ib,
                         magmaDoubleComplex *hA, magma_int_t ldha, magmaDoubleComplex *dA, magma_int_t ldda,
                         magmaDoubleComplex *hL, magma_int_t ldhl, magmaDoubleComplex *dL, magma_int_t lddl,
                         magma_int_t *ipiv,
                         magmaDoubleComplex *dwork, magma_int_t lddwork,
                         magma_int_t *info)
{
#define AT(i,j) (dAT + (i)*ib*ldda + (j)*ib)
#define hA(i,j) (hA  + (i)*ib + (j)*ib*ldha)
#define hL(j)   (hL  + (j)*ib*ldhl         )
#define hL2(j)  (hL2 + (j)*ib*ldhl         )
#define dL(j)   (dL  + (j)*ib*lddl         )
#define dL2(j)  (dL2 + (j)*ib*lddl         )

    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    magma_int_t iinfo;
    magma_int_t maxm, mindim;
    magma_int_t i, rows, cols, s, ii, sb;
    magmaDoubleComplex *dAT;
#ifndef WITHOUTTRTRI
    magmaDoubleComplex *dL2 = dL + ib;
    magmaDoubleComplex *hL2 = hL + ib;
#endif

    /* Check arguments */
    *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;
    }

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

    /* Function Body */
    mindim = min(m, n);
    s      = mindim / ib;

    if ( ib >= mindim ) {
        /* Use CPU code. */
        lapackf77_zgetrf(&m, &n, hA, &ldha, ipiv, info);

#ifndef WITHOUTTRTRI
        CORE_zlacpy(PlasmaUpperLower, mindim, mindim,
                    (PLASMA_Complex64_t*)hA, ldha,
                    (PLASMA_Complex64_t*)hL2, ldhl );

        CORE_ztrtri( PlasmaLower, PlasmaUnit, mindim,
                     (PLASMA_Complex64_t*)hL2, ldhl, info );
        if (*info != 0 ) {
            fprintf(stderr, "ERROR, trtri returned with info = %d\n", *info);
        }

        magma_zsetmatrix( mindim, mindim, hL2, ldhl, dL2, lddl );
#endif

        if ( order == MagmaRowMajor ) {
            magma_zsetmatrix( m, n, hA, ldha, dwork, lddwork );
            magmablas_ztranspose( m, n, dwork, lddwork, dA, ldda );
        } else {
            magma_zsetmatrix( m, n, hA, ldha, dA, ldda );
        }
    }
    else {
        /* Use hybrid blocked code. */
        maxm = ((m + 31)/32)*32;

        if ( order == MagmaColMajor ) {
            magmablas_zgetmo_in( dA, dAT, ldda, m, n );
        } else {
            dAT = dA;
        }

        for( i=0; i < s; i++ ) {
            ii = i * ib;
            sb = min(ib, mindim-ii);
            cols = maxm - ii;

            if ( i > 0 ) {
                // download i-th panel
                magmablas_ztranspose( sb, m, AT(0,i), ldda, dwork, maxm );
                magma_zgetmatrix( m, sb, dwork, maxm, hA(0, i), ldha );

                // make sure that gpu queue is empty
                //magma_device_sync();
#ifndef WITHOUTTRTRI
                magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             n - (ii+sb), ib,
                             c_one, dL2(i-1),    lddl,
                                    AT(i-1,i+1), ldda );
#else
                magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             n - (ii+sb), ib,
                             c_one, AT(i-1,i-1), ldda,
                                    AT(i-1,i+1), ldda );
#endif
                magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                             n-(ii+sb), m-ii, ib,
                             c_neg_one, AT(i-1,i+1), ldda,
                                        AT(i,  i-1), ldda,
                             c_one,     AT(i,  i+1), ldda );
            }

            // do the cpu part
            rows = m - ii;
            lapackf77_zgetrf( &rows, &sb, hA(i, i), &ldha, ipiv+ii, &iinfo);
            if ( (*info == 0) && (iinfo > 0) )
                *info = iinfo + ii;

            {
                int j;
                int fin = ii + sb;
                for (j=ii; j < fin; j++) {
                    ipiv[j] = ii + ipiv[j];
                }
            }
            magmablas_zlaswp( n-ii, AT(0, i), ldda, ii+1, ii+sb, ipiv, 1 );

#ifndef WITHOUTTRTRI
            CORE_zlacpy(PlasmaLower, sb, sb,
                        (PLASMA_Complex64_t*)hA(i, i), ldha,
                        (PLASMA_Complex64_t*)hL2(i), ldhl );

            CORE_ztrtri( PlasmaLower, PlasmaUnit, sb,
                         (PLASMA_Complex64_t*)hL2(i), ldhl, info );
            if (*info != 0 ) {
                fprintf(stderr, "ERROR, trtri returned with info = %d\n", *info);
            }
            magma_zsetmatrix( sb, sb, hL2(i), ldhl, dL2(i), lddl );
#endif
            // upload i-th panel
            magma_zsetmatrix( rows, sb, hA(i, i), ldha, dwork, cols );
            magmablas_ztranspose( rows, sb, dwork, cols, AT(i,i), ldda );

            // do the small non-parallel computations
            if ( s > (i+1) ) {
#ifndef WITHOUTTRTRI
                magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             sb, sb,
                             c_one, dL2(i),     lddl,
                                    AT(i, i+1), ldda);
#else
                magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             sb, sb,
                             c_one, AT(i, i  ), ldda,
                                    AT(i, i+1), ldda);
#endif
                magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                             sb, m-(ii+sb), sb,
                             c_neg_one, AT(i,   i+1), ldda,
                                        AT(i+1, i  ), ldda,
                             c_one,     AT(i+1, i+1), ldda );
            }
            else {
                /* Update of the last panel */
#ifndef WITHOUTTRTRI
                magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                             n-mindim, sb,
                             c_one, dL2(i),     lddl,
                                    AT(i, i+1), ldda);
#else
                magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaUnit,
                             n-mindim, sb,
                             c_one, AT(i, i  ), ldda,
                                    AT(i, i+1), ldda);
#endif
                /* m-(ii+sb) should be always 0 */
                magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                             n-mindim, m-(ii+sb), sb,
                             c_neg_one, AT(i,   i+1), ldda,
                                        AT(i+1, i  ), ldda,
                             c_one,     AT(i+1, i+1), ldda );
            }
        }

        if ( order == MagmaColMajor ) {
            magmablas_zgetmo_out( dA, dAT, ldda, m, n );
        }
    }
    return *info;
}
Exemplo n.º 11
0
extern "C" magma_int_t
magma_zlauum(char uplo, magma_int_t n,
             cuDoubleComplex *a, magma_int_t lda, magma_int_t *info)
{
/*  -- MAGMA (version 1.3.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       November 2012

        Purpose
        =======

        ZLAUUM computes the product U * U' or L' * L, where the triangular
        factor U or L is stored in the upper or lower triangular part of
        the array A.

        If UPLO = 'U' or 'u' then the upper triangle of the result is stored,
        overwriting the factor U in A.
        If UPLO = 'L' or 'l' then the lower triangle of the result is stored,
        overwriting the factor L in A.
        This is the blocked form of the algorithm, calling Level 3 BLAS.

        Arguments
        =========

        UPLO    (input) CHARACTER*1
                        Specifies whether the triangular factor stored in the array A
                        is upper or lower triangular:
                        = 'U':  Upper triangular
                        = 'L':  Lower triangular

        N       (input) INTEGER
                        The order of the triangular factor U or L.  N >= 0.

        A       (input/output) COPLEX_16 array, dimension (LDA,N)
                        On entry, the triangular factor U or L.
                        On exit, if UPLO = 'U', the upper triangle of A is
                        overwritten with the upper triangle of the product U * U';
                        if UPLO = 'L', the lower triangle of A is overwritten with
                        the lower triangle of the product L' * L.

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

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

        ===================================================================== */


        /* Local variables */
        char uplo_[2] = {uplo, 0};
        magma_int_t     ldda, nb;
        magma_int_t i, ib;
        cuDoubleComplex    c_one = MAGMA_Z_ONE;
        double             d_one = MAGMA_D_ONE;
        cuDoubleComplex    *work;
        int upper = lapackf77_lsame(uplo_, "U");

        *info = 0;
        if ((! upper) && (! lapackf77_lsame(uplo_, "L")))
                *info = -1;
        else if (n < 0)
                *info = -2;
        else if (lda < max(1,n))
                *info = -4;

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

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

        ldda = ((n+31)/32)*32;

        if (MAGMA_SUCCESS != magma_zmalloc( &work, (n)*ldda )) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
        }

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

        nb = magma_get_zpotrf_nb(n);

        if (nb <= 1 || nb >= n)
                lapackf77_zlauum(uplo_, &n, a, &lda, info);
        else
        {
                if (upper)
                {
                        /* Compute the product U * U'. */
                        for (i=0; i<n; i=i+nb)
                        {
                                ib=min(nb,n-i);

                                //cublasSetMatrix(ib, (n-i), sizeof(cuDoubleComplex), A(i, i), lda, dA(i, i), ldda);
                                
                                magma_zsetmatrix_async( ib, ib,
                                                        A(i,i),   lda,
                                                        dA(i, i), ldda, stream[1] );

                                magma_zsetmatrix_async( ib, (n-i-ib),
                                                        A(i,i+ib),  lda,
                                                        dA(i,i+ib), ldda, stream[0] );

                                magma_queue_sync( stream[1] );

                                magma_ztrmm( MagmaRight, MagmaUpper,
                                             MagmaConjTrans, MagmaNonUnit, i, ib,
                                             c_one, dA(i,i), ldda, dA(0, i),ldda);


                                lapackf77_zlauum(MagmaUpperStr, &ib, A(i,i), &lda, info);

                                magma_zsetmatrix_async( ib, ib,
                                                        A(i, i),  lda,
                                                        dA(i, i), ldda, stream[0] );

                                if (i+ib < n)
                                {
                                        magma_zgemm( MagmaNoTrans, MagmaConjTrans,
                                                     i, ib, (n-i-ib), c_one, dA(0,i+ib),
                                                     ldda, dA(i, i+ib),ldda, c_one,
                                                     dA(0,i), ldda);

                                        magma_queue_sync( stream[0] );

                                        magma_zherk( MagmaUpper, MagmaNoTrans, ib,(n-i-ib),
                                                     d_one, dA(i, i+ib), ldda,
                                                     d_one, dA(i, i), ldda);
                                }
                                
                                magma_zgetmatrix( i+ib, ib,
                                                  dA(0, i), ldda,
                                                  A(0, i),  lda );
                        }
                }
                else
                {
                        /* Compute the product L' * L. */
                        for(i=0; i<n; i=i+nb)
                        {
                                ib=min(nb,n-i);
                                //cublasSetMatrix((n-i), ib, sizeof(cuDoubleComplex),
                                //                A(i, i), lda, dA(i, i), ldda);

                                magma_zsetmatrix_async( ib, ib,
                                                        A(i,i),   lda,
                                                        dA(i, i), ldda, stream[1] );

                                magma_zsetmatrix_async( (n-i-ib), ib,
                                                        A(i+ib, i),  lda,
                                                        dA(i+ib, i), ldda, stream[0] );

                                magma_queue_sync( stream[1] );

                                magma_ztrmm( MagmaLeft, MagmaLower,
                                             MagmaConjTrans, MagmaNonUnit, ib,
                                             i, c_one, dA(i,i), ldda,
                                             dA(i, 0),ldda);


                                lapackf77_zlauum(MagmaLowerStr, &ib, A(i,i), &lda, info);

                                //cublasSetMatrix(ib, ib, sizeof(cuDoubleComplex),
                                //                A(i, i), lda, dA(i, i), ldda);

                                magma_zsetmatrix_async( ib, ib,
                                                        A(i, i),  lda,
                                                        dA(i, i), ldda, stream[0] );

                                if (i+ib < n)
                                {
                                        magma_zgemm(MagmaConjTrans, MagmaNoTrans,
                                                        ib, i, (n-i-ib), c_one, dA( i+ib,i),
                                                        ldda, dA(i+ib, 0),ldda, c_one,
                                                        dA(i,0), ldda);

                                        magma_queue_sync( stream[0] );
                                        
                                        magma_zherk(MagmaLower, MagmaConjTrans, ib, (n-i-ib),
                                                        d_one, dA(i+ib, i), ldda,
                                                        d_one, dA(i, i), ldda);
                                }
                                magma_zgetmatrix( ib, i+ib,
                                                  dA(i, 0), ldda,
                                                  A(i, 0),  lda );
                        }
                }
        }
        magma_queue_destroy( stream[0] );
        magma_queue_destroy( stream[1] );

        magma_free( work );

        return *info;

}
Exemplo n.º 12
0
/**
    Purpose
    -------
    ZHEGST_GPU reduces a complex Hermitian-definite generalized
    eigenproblem to standard form.
    
    If ITYPE = 1, the problem is A*x = lambda*B*x,
    and A is overwritten by inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H)
    
    If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
    B*A*x = lambda*x, and A is overwritten by U*A*U^H or L^H*A*L.
    
    B must have been previously factorized as U^H*U or L*L^H by ZPOTRF.
    
    Arguments
    ---------
    @param[in]
    itype   INTEGER
            = 1: compute inv(U^H)*A*inv(U) or inv(L)*A*inv(L^H);
            = 2 or 3: compute U*A*U^H or L^H*A*L.
    
    @param[in]
    uplo    magma_uplo_t
      -     = MagmaUpper:  Upper triangle of A is stored and B is factored as U^H*U;
      -     = MagmaLower:  Lower triangle of A is stored and B is factored as L*L^H.
    
    @param[in]
    n       INTEGER
            The order of the matrices A and B.  N >= 0.
    
    @param[in,out]
    dA      COMPLEX_16 array, on the GPU device, dimension (LDDA,N)
            On entry, the Hermitian 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 transformed matrix, stored in the
            same format as A.
    
    @param[in]
    ldda    INTEGER
            The leading dimension of the array A.  LDDA >= max(1,N).
    
    @param[in]
    dB      COMPLEX_16 array, on the GPU device, dimension (LDDB,N)
            The triangular factor from the Cholesky factorization of B,
            as returned by ZPOTRF.
    
    @param[in]
    lddb    INTEGER
            The leading dimension of the array B.  LDDB >= max(1,N).
    
    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value

    @ingroup magma_zheev_comp
    ********************************************************************/
extern "C" magma_int_t
magma_zhegst_gpu(
    magma_int_t itype, magma_uplo_t uplo, magma_int_t n,
    magmaDoubleComplex_ptr       dA, magma_int_t ldda,
    magmaDoubleComplex_const_ptr dB, magma_int_t lddb,
    magma_int_t *info)
{
    #define A(i_, j_) (work + (i_) + (j_)*lda         )
    #define B(i_, j_) (work + (i_) + (j_)*ldb + nb*ldb)
    
    #define dA(i_, j_) (dA + (i_) + (j_)*ldda)
    #define dB(i_, j_) (dB + (i_) + (j_)*lddb)
    
    /* Constants */
    const magmaDoubleComplex c_one      = MAGMA_Z_ONE;
    const magmaDoubleComplex c_neg_one  = MAGMA_Z_NEG_ONE;
    const magmaDoubleComplex c_half     = MAGMA_Z_HALF;
    const magmaDoubleComplex c_neg_half = MAGMA_Z_NEG_HALF;
    const double             d_one      = 1.0;
    
    /* Local variables */
    const char* uplo_ = lapack_uplo_const( uplo );
    magma_int_t k, kb, kb2, nb;
    magma_int_t lda;
    magma_int_t ldb;
    magmaDoubleComplex *work;
    bool upper = (uplo == MagmaUpper);
    
    /* Test the input parameters. */
    *info = 0;
    if (itype < 1 || itype > 3) {
        *info = -1;
    } else if (! upper && uplo != MagmaLower) {
        *info = -2;
    } else if (n < 0) {
        *info = -3;
    } else if (ldda < max(1,n)) {
        *info = -5;
    } else if (lddb < max(1,n)) {
        *info = -7;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    
    /* Quick return */
    if ( n == 0 )
        return *info;
    
    nb = magma_get_zhegst_nb( n );
    
    lda = nb;
    ldb = nb;
    
    if (MAGMA_SUCCESS != magma_zmalloc_pinned( &work, 2*nb*nb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    
    magma_queue_t queues[2];
    magma_device_t cdev;
    magma_getdevice( &cdev );
    magma_queue_create( cdev, &queues[0] );
    magma_queue_create( cdev, &queues[1] );
    
    /* Use hybrid blocked code */
    if (itype == 1) {
        if (upper) {
            kb = min( n, nb );
            
            /* Compute inv(U^H)*A*inv(U) */
            magma_zgetmatrix_async( kb, kb,
                                    dA(0, 0), ldda,
                                     A(0, 0), lda, queues[0] );
            
            magma_zgetmatrix_async( kb, kb,
                                    dB(0, 0), lddb,
                                     B(0, 0), ldb, queues[0] );
            
            for (k = 0; k < n; k += nb) {
                kb  = min( n-k,    nb );
                kb2 = min( n-k-nb, nb );
                
                magma_queue_sync( queues[0] );  // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
                
                /* Update the upper triangle of A(k:n,k:n) */
                lapackf77_zhegst( &itype, uplo_, &kb, A(0,0), &lda, B(0,0), &ldb, info );
                
                magma_zsetmatrix_async( kb, kb,
                                         A(0, 0), lda,
                                        dA(k, k), ldda, queues[0] );
                
                if (k+kb < n) {
                    magma_ztrsm( MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
                                 kb, n-k-kb,
                                 c_one, dB(k,k),    lddb,
                                        dA(k,k+kb), ldda, queues[1] );
                    
                    magma_queue_sync( queues[0] );  // finish set dA(k,k)
                    
                    // Start copying next B block
                    magma_zgetmatrix_async( kb2, kb2,
                                            dB(k+kb, k+kb), lddb,
                                             B(0, 0),       ldb, queues[0] );
                    
                    magma_zhemm( MagmaLeft, MagmaUpper,
                                 kb, n-k-kb,
                                 c_neg_half, dA(k,k),    ldda,
                                             dB(k,k+kb), lddb,
                                 c_one,      dA(k,k+kb), ldda, queues[1] );
                    
                    magma_zher2k( MagmaUpper, MagmaConjTrans,
                                  n-k-kb, kb,
                                  c_neg_one, dA(k,k+kb),    ldda,
                                             dB(k,k+kb),    lddb,
                                  d_one,     dA(k+kb,k+kb), ldda, queues[1] );
                    
                    // Start copying next A block
                    magma_queue_sync( queues[1] );
                    magma_zgetmatrix_async( kb2, kb2,
                                            dA(k+kb, k+kb), ldda,
                                             A(0, 0),       lda, queues[0] );
                    
                    magma_zhemm( MagmaLeft, MagmaUpper,
                                 kb, n-k-kb,
                                 c_neg_half, dA(k,k),    ldda,
                                             dB(k,k+kb), lddb,
                                 c_one,      dA(k,k+kb), ldda, queues[1] );
                    
                    magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
                                 kb, n-k-kb,
                                 c_one, dB(k+kb,k+kb), lddb,
                                        dA(k,k+kb),    ldda, queues[1] );
                }
            }
        }
        else {
            kb = min( n, nb );
            
            /* Compute inv(L)*A*inv(L^H) */
            magma_zgetmatrix_async( kb, kb,
                                    dA(0, 0), ldda,
                                     A(0, 0), lda, queues[0] );
            
            magma_zgetmatrix_async( kb, kb,
                                    dB(0, 0), lddb,
                                     B(0, 0), ldb, queues[0] );
            
            for (k = 0; k < n; k += nb) {
                kb  = min( n-k,    nb );
                kb2 = min( n-k-nb, nb );
                
                magma_queue_sync( queues[0] );  // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
                
                /* Update the lower triangle of A(k:n,k:n) */
                lapackf77_zhegst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info );
                
                magma_zsetmatrix_async( kb, kb,
                                         A(0, 0), lda,
                                        dA(k, k), ldda, queues[0] );
                
                if (k+kb < n) {
                    magma_ztrsm( MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
                                 n-k-kb, kb,
                                 c_one, dB(k,k),    lddb,
                                        dA(k+kb,k), ldda, queues[1] );
                    
                    magma_queue_sync( queues[0] );  // finish set dA(k,k)
                    
                    // Start copying next B block
                    magma_zgetmatrix_async( kb2, kb2,
                                            dB(k+kb, k+kb), lddb,
                                             B(0, 0),       ldb, queues[0] );
                    
                    magma_zhemm( MagmaRight, MagmaLower,
                                 n-k-kb, kb,
                                 c_neg_half, dA(k,k),     ldda,
                                             dB(k+kb,k),  lddb,
                                 c_one,      dA(k+kb, k), ldda, queues[1] );
                    
                    magma_zher2k( MagmaLower, MagmaNoTrans,
                                  n-k-kb, kb,
                                  c_neg_one, dA(k+kb,k),    ldda,
                                             dB(k+kb,k),    lddb,
                                  d_one,     dA(k+kb,k+kb), ldda, queues[1] );
                    
                    // Start copying next A block
                    magma_queue_sync( queues[1] );
                    magma_zgetmatrix_async( kb2, kb2,
                                            dA(k+kb, k+kb), ldda,
                                             A(0, 0),       lda, queues[0] );
                    
                    magma_zhemm( MagmaRight, MagmaLower,
                                 n-k-kb, kb,
                                 c_neg_half, dA(k,k),    ldda,
                                             dB(k+kb,k), lddb,
                                 c_one,      dA(k+kb,k), ldda, queues[1] );
                    
                    magma_ztrsm( MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
                                 n-k-kb, kb,
                                 c_one, dB(k+kb,k+kb), lddb,
                                        dA(k+kb,k),    ldda, queues[1] );
                }
            }
        }
    }
    else {  // itype == 2 or 3
        if (upper) {
            /* Compute U*A*U^H */
            for (k = 0; k < n; k += nb) {
                kb = min( n-k, nb );
                
                magma_zgetmatrix_async( kb, kb,
                                        dA(k, k), ldda,
                                         A(0, 0), lda, queues[0] );
                
                magma_zgetmatrix_async( kb, kb,
                                        dB(k, k), lddb,
                                         B(0, 0), ldb, queues[0] );
                
                /* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
                if (k > 0) {
                    magma_ztrmm( MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
                                 k, kb,
                                 c_one, dB(0,0), lddb,
                                        dA(0,k), ldda, queues[1] );
                    
                    magma_zhemm( MagmaRight, MagmaUpper,
                                 k, kb,
                                 c_half, dA(k,k), ldda,
                                         dB(0,k), lddb,
                                 c_one,  dA(0,k), ldda, queues[1] );
                    
                    magma_zher2k( MagmaUpper, MagmaNoTrans,
                                  k, kb,
                                  c_one, dA(0,k), ldda,
                                         dB(0,k), lddb,
                                  d_one, dA(0,0), ldda, queues[1] );
                    
                    magma_zhemm( MagmaRight, MagmaUpper,
                                 k, kb,
                                 c_half, dA(k,k), ldda,
                                         dB(0,k), lddb,
                                 c_one,  dA(0,k), ldda, queues[1] );
                    
                    magma_ztrmm( MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
                                 k, kb,
                                 c_one, dB(k,k), lddb,
                                        dA(0,k), ldda, queues[1] );
                }
                
                magma_queue_sync( queues[0] );  // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
                
                lapackf77_zhegst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info );
                
                magma_zsetmatrix_async( kb, kb,
                                         A(0, 0), lda,
                                        dA(k, k), ldda, queues[1] );
                magma_queue_sync( queues[1] );  // wait for A(0,0) before getting next panel
            }
        }
        else {
            /* Compute L^H*A*L */
            for (k = 0; k < n; k += nb) {
                kb = min( n-k, nb );
                
                magma_zgetmatrix_async( kb, kb,
                                        dA(k, k), ldda,
                                         A(0, 0), lda, queues[0] );
                
                magma_zgetmatrix_async( kb, kb,
                                        dB(k, k), lddb,
                                         B(0, 0), ldb, queues[0] );
                
                /* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
                if (k > 0) {
                    magma_ztrmm( MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
                                 kb, k,
                                 c_one, dB(0,0), lddb,
                                        dA(k,0), ldda, queues[1] );
                    
                    magma_zhemm( MagmaLeft, MagmaLower,
                                 kb, k,
                                 c_half, dA(k,k), ldda,
                                         dB(k,0), lddb,
                                 c_one,  dA(k,0), ldda, queues[1] );
                    
                    magma_queue_sync( queues[1] );
                    
                    magma_zher2k( MagmaLower, MagmaConjTrans,
                                  k, kb,
                                  c_one, dA(k,0), ldda,
                                         dB(k,0), lddb,
                                  d_one, dA(0,0), ldda, queues[1] );
                    
                    magma_zhemm( MagmaLeft, MagmaLower,
                                 kb, k,
                                 c_half, dA(k,k), ldda,
                                         dB(k,0), lddb,
                                 c_one,  dA(k,0), ldda, queues[1] );
                    
                    magma_ztrmm( MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
                                 kb, k,
                                 c_one, dB(k,k), lddb,
                                        dA(k,0), ldda, queues[1] );
                }
                
                magma_queue_sync( queues[0] );  // finish get dA(k,k) -> A(0,0) and dB(k,k) -> B(0,0)
                
                lapackf77_zhegst( &itype, uplo_, &kb, A(0, 0), &lda, B(0, 0), &ldb, info );
                
                magma_zsetmatrix_async( kb, kb,
                                         A(0, 0), lda,
                                        dA(k, k), ldda, queues[1] );
                magma_queue_sync( queues[1] );  // wait for A(0,0) before getting next panel
            }
        }
    }
    magma_queue_sync( queues[0] );
    magma_queue_sync( queues[1] );
    magma_queue_destroy( queues[0] );
    magma_queue_destroy( queues[1] );
    
    magma_free_pinned( work );
    
    return *info;
} /* magma_zhegst_gpu */
Exemplo n.º 13
0
/**
    Purpose
    -------
    ZGESSM applies the factors L computed by ZGETRF_INCPIV to
    a complex M-by-N tile A.
    
    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]
    k       INTEGER
            The number of columns of the matrix L.  K >= 0.

    @param[in]
    ib      INTEGER
            The inner-blocking size.  IB >= 0.

    @param[in]
    ipiv    INTEGER array on the cpu.
            The pivot indices array of size K as returned by
            ZGETRF_INCPIV.

    @param[in]
    dL1     DOUBLE COMPLEX array, dimension(LDDL1, N)
            The IB-by-K matrix in which is stored L^(-1) as returned by GETRF_INCPIV

    @param[in]
    lddl1   INTEGER
            The leading dimension of the array L1.  LDDL1 >= max(1,2*IB).

    @param[in]
    dL      DOUBLE COMPLEX array, dimension(LDDL, N)
            The M-by-K lower triangular tile on the gpu.

    @param[in]
    lddl    INTEGER
            The leading dimension of the array L.  LDDL >= max(1,M).

    @param[in,out]
    dA      DOUBLE COMPLEX array, dimension (LDDA, N)
            On entry, the M-by-N tile A on the gpu.
            On exit, updated by the application of L on the gpu.

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

    @ingroup magma_zgesv_tile
    ********************************************************************/
extern "C" magma_int_t
magma_zgessm_gpu( magma_order_t order, magma_int_t m, magma_int_t n, magma_int_t k, magma_int_t ib,
                  magma_int_t *ipiv,
                  magmaDoubleComplex *dL1, magma_int_t lddl1,
                  magmaDoubleComplex *dL,  magma_int_t lddl,
                  magmaDoubleComplex *dA,  magma_int_t ldda,
                  magma_int_t *info)
{
#define AT(i,j) (dAT + (i)*ldda + (j)      )
#define L(i,j)  (dL  + (i)      + (j)*lddl )
#define dL1(j)  (dL1            + (j)*lddl1)

    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    int i, s, sb;
    magmaDoubleComplex *dAT;

    /* Check arguments */
    *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;
    }

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

    if ( order == MagmaColMajor ) {
        magmablas_zgetmo_in( dA, dAT, ldda, m, n );
    } else {
        dAT = dA;
    }

    s = k / ib;
    for (i = 0; i < k; i += ib) {
        sb = min(ib, k-i);

        magmablas_zlaswp( n, dAT, ldda, i+1, i+sb, ipiv, 1 );

#ifndef WITHOUTTRTRI
        magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                     n, sb,
                     c_one, dL1(i),   lddl1,
                            AT(i, 0), ldda);
#else
        magma_ztrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                     n, sb,
                     c_one, L( i, i), lddl,
                            AT(i, 0), ldda);
#endif

        if ( (i+sb) < m) {
            magma_zgemm( MagmaNoTrans, MagmaTrans,
                         n, m-(i+sb), sb,
                         c_neg_one, AT(i,    0), ldda,
                                    L( i+sb, i), lddl,
                         c_one,     AT(i+sb, 0), ldda );
        }
    }

    if ( order == MagmaColMajor ) {
        magmablas_zgetmo_in( dA, dAT, ldda, m, n );
    }

    return *info;
} /* magma_zgessm_gpu */
Exemplo n.º 14
0
/**
    Purpose
    -------
    ZLAUUM computes the product U * U' or L' * L, where the triangular
    factor U or L is stored in the upper or lower triangular part of
    the array A.

    If UPLO = MagmaUpper then the upper triangle of the result is stored,
    overwriting the factor U in A.
    If UPLO = MagmaLower then the lower triangle of the result is stored,
    overwriting the factor L in A.
    This is the blocked form of the algorithm, calling Level 3 BLAS.

    Arguments
    ---------
    @param[in]
    uplo    magma_uplo_t
            Specifies whether the triangular factor stored in the array A
            is upper or lower triangular:
      -     = MagmaUpper:  Upper triangular
      -     = MagmaLower:  Lower triangular

    @param[in]
    n       INTEGER
            The order of the triangular factor U or L.  N >= 0.

    @param[in,out]
    A       COPLEX_16 array, dimension (LDA,N)
            On entry, the triangular factor U or L.
            On exit, if UPLO = MagmaUpper, the upper triangle of A is
            overwritten with the upper triangle of the product U * U';
            if UPLO = MagmaLower, the lower triangle of A is overwritten with
            the lower triangle of the product L' * L.

    @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 = -k, the k-th argument had an illegal value

    @ingroup magma_zposv_aux
    ***************************************************************************/
extern "C" magma_int_t
magma_zlauum(
    magma_uplo_t uplo, magma_int_t n,
    magmaDoubleComplex *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))

    /* Local variables */
    const char* uplo_ = lapack_uplo_const( uplo );
    magma_int_t     ldda, nb;
    magma_int_t i, ib;
    magmaDoubleComplex c_one = MAGMA_Z_ONE;
    double             d_one = MAGMA_D_ONE;
    magmaDoubleComplex    *dA;
    int upper = (uplo == MagmaUpper);

    *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 *info;
    }

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

    ldda = ((n+31)/32)*32;

    if (MAGMA_SUCCESS != magma_zmalloc( &dA, (n)*ldda )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

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

    nb = magma_get_zpotrf_nb(n);

    if (nb <= 1 || nb >= n)
        lapackf77_zlauum(uplo_, &n, A, &lda, info);
    else {
        if (upper) {
            /* Compute the product U * U'. */
            for (i=0; i < n; i += nb) {
                ib=min(nb,n-i);

                magma_zsetmatrix_async( ib, ib,
                                        A(i,i),   lda,
                                        dA(i, i), ldda, stream[1] );

                magma_zsetmatrix_async( ib, (n-i-ib),
                                        A(i,i+ib),  lda,
                                        dA(i,i+ib), ldda, stream[0] );

                magma_queue_sync( stream[1] );

                magma_ztrmm( MagmaRight, MagmaUpper,
                             MagmaConjTrans, MagmaNonUnit, i, ib,
                             c_one, dA(i,i), ldda, dA(0, i),ldda);


                lapackf77_zlauum(MagmaUpperStr, &ib, A(i,i), &lda, info);

                magma_zsetmatrix_async( ib, ib,
                                        A(i, i),  lda,
                                        dA(i, i), ldda, stream[0] );

                if (i+ib < n) {
                    magma_zgemm( MagmaNoTrans, MagmaConjTrans,
                                 i, ib, (n-i-ib), c_one, dA(0,i+ib),
                                 ldda, dA(i, i+ib),ldda, c_one,
                                 dA(0,i), ldda);

                    magma_queue_sync( stream[0] );

                    magma_zherk( MagmaUpper, MagmaNoTrans, ib,(n-i-ib),
                                 d_one, dA(i, i+ib), ldda,
                                 d_one, dA(i, i), ldda);
                }

                magma_zgetmatrix( i+ib, ib,
                                  dA(0, i), ldda,
                                  A(0, i),  lda );
            }
        }
        else {
            /* Compute the product L' * L. */
            for (i=0; i < n; i += nb) {
                ib=min(nb,n-i);
                magma_zsetmatrix_async( ib, ib,
                                        A(i,i),   lda,
                                        dA(i, i), ldda, stream[1] );

                magma_zsetmatrix_async( (n-i-ib), ib,
                                        A(i+ib, i),  lda,
                                        dA(i+ib, i), ldda, stream[0] );

                magma_queue_sync( stream[1] );

                magma_ztrmm( MagmaLeft, MagmaLower,
                             MagmaConjTrans, MagmaNonUnit, ib,
                             i, c_one, dA(i,i), ldda,
                             dA(i, 0),ldda);


                lapackf77_zlauum(MagmaLowerStr, &ib, A(i,i), &lda, info);

                magma_zsetmatrix_async( ib, ib,
                                        A(i, i),  lda,
                                        dA(i, i), ldda, stream[0] );

                if (i+ib < n) {
                    magma_zgemm(MagmaConjTrans, MagmaNoTrans,
                                    ib, i, (n-i-ib), c_one, dA( i+ib,i),
                                    ldda, dA(i+ib, 0),ldda, c_one,
                                    dA(i,0), ldda);

                    magma_queue_sync( stream[0] );

                    magma_zherk(MagmaLower, MagmaConjTrans, ib, (n-i-ib),
                                    d_one, dA(i+ib, i), ldda,
                                    d_one, dA(i, i), ldda);
                }
                magma_zgetmatrix( ib, i+ib,
                                  dA(i, 0), ldda,
                                  A(i, 0),  lda );
            }
        }
    }
    magma_queue_destroy( stream[0] );
    magma_queue_destroy( stream[1] );

    magma_free( dA );

    return *info;
}
Exemplo n.º 15
0
extern "C" magma_int_t
magma_ztrtri(char uplo, char diag, magma_int_t n,
              magmaDoubleComplex *A, magma_int_t lda, magma_int_t *info)
{
/*  -- MAGMA (version 1.4.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       August 2013

    Purpose
    =======
    ZTRTRI computes the inverse of a real upper or lower triangular
    matrix A.

    This is the Level 3 BLAS version of the algorithm.

    Arguments
    =========
    UPLO    (input) CHARACTER*1
            = 'U':  A is upper triangular;
            = 'L':  A is lower triangular.

    DIAG    (input) CHARACTER*1
            = 'N':  A is non-unit triangular;
            = 'U':  A is unit triangular.

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

    A       (input/output) COMPLEX_16 array, dimension (LDA,N)
            On entry, the triangular matrix A.  If UPLO = 'U', the
            leading N-by-N upper triangular part of the array A contains
            the upper triangular matrix, and the strictly lower
            triangular part of A is not referenced.  If UPLO = 'L', the
            leading N-by-N lower triangular part of the array A contains
            the lower triangular matrix, and the strictly upper
            triangular part of A is not referenced.  If DIAG = 'U', the
            diagonal elements of A are also not referenced and are
            assumed to be 1.
            On exit, the (triangular) inverse of the original matrix, in
            the same storage format.

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

    INFO    (output) INTEGER
            = 0: successful exit
            < 0: if INFO = -i, the i-th argument had an illegal value
            > 0: if INFO = i, A(i,i) is exactly zero.  The triangular
                    matrix is singular and its inverse cannot be computed.

    ===================================================================== */

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

    /* Local variables */
    char uplo_[2] = {uplo, 0};
    char diag_[2] = {diag, 0};
    magma_int_t     ldda, nb, nn, j, jb;
    magmaDoubleComplex c_zero     = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one      = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one  = MAGMA_Z_NEG_ONE;
    magmaDoubleComplex *dA;

    int upper  = lapackf77_lsame(uplo_, "U");
    int nounit = lapackf77_lsame(diag_, "N");

    *info = 0;

    if ((! upper) && (! lapackf77_lsame(uplo_, "L")))
        *info = -1;
    else if ((! nounit) && (! lapackf77_lsame(diag_, "U")))
        *info = -2;
    else if (n < 0)
        *info = -3;
    else if (lda < max(1,n))
        *info = -5;

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

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

    /* Check for singularity if non-unit */
    if (nounit) {
        for ( j=0; j<n; ++j ) {
            if ( MAGMA_Z_EQUAL( *A(j,j), c_zero )) {
                *info = j+1;  // Fortran index
                return *info;
            }
        }
    }

    /* Determine the block size for this environment */
    nb = magma_get_zpotrf_nb(n);

    ldda = ((n+31)/32)*32;
    if (MAGMA_SUCCESS != magma_zmalloc( &dA, (n)*ldda )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

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

    if (nb <= 1 || nb >= n)
        lapackf77_ztrtri(uplo_, diag_, &n, A, &lda, info);
    else {
        if (upper) {
            /* Compute inverse of upper triangular matrix */
            for (j=0; j<n; j=j+nb) {
                jb = min(nb, (n-j));
                magma_zsetmatrix( jb, (n-j),
                                  A(j, j),  lda,
                                  dA(j, j), ldda );

                /* Compute rows 1:j-1 of current block column */
                magma_ztrmm( MagmaLeft, MagmaUpper,
                             MagmaNoTrans, MagmaNonUnit, j, jb,
                             c_one, dA(0,0), ldda, dA(0, j),ldda);

                magma_ztrsm( MagmaRight, MagmaUpper,
                             MagmaNoTrans, MagmaNonUnit, j, jb,
                             c_neg_one, dA(j,j), ldda, dA(0, j),ldda);

                magma_zgetmatrix_async( jb, jb,
                                        dA(j, j), ldda,
                                        A(j, j),  lda, stream[1] );

                magma_zgetmatrix_async( j, jb,
                                        dA(0, j), ldda,
                                        A(0, j),  lda, stream[0] );

                magma_queue_sync( stream[1] );

                /* Compute inverse of current diagonal block */
                lapackf77_ztrtri(MagmaUpperStr, diag_, &jb, A(j,j), &lda, info);

                magma_zsetmatrix( jb, jb,
                                  A(j, j),  lda,
                                  dA(j, j), ldda );
            }
        }
        else {
            /* Compute inverse of lower triangular matrix */
            nn=((n-1)/nb)*nb+1;

            for(j=nn-1; j>=0; j=j-nb) {
                jb=min(nb,(n-j));

                if((j+jb) < n) {
                    magma_zsetmatrix( (n-j), jb,
                                      A(j, j),  lda,
                                      dA(j, j), ldda );

                    /* Compute rows j+jb:n of current block column */
                    magma_ztrmm( MagmaLeft, MagmaLower,
                                 MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
                                 c_one, dA(j+jb,j+jb), ldda, dA(j+jb, j), ldda );

                    magma_ztrsm( MagmaRight, MagmaLower,
                                 MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
                                 c_neg_one, dA(j,j), ldda, dA(j+jb, j), ldda );

                    magma_zgetmatrix_async( n-j-jb, jb,
                                            dA(j+jb, j), ldda,
                                            A(j+jb, j),  lda, stream[1] );

                    magma_zgetmatrix_async( jb, jb,
                                            dA(j,j), ldda,
                                            A(j,j),  lda, stream[0] );

                    magma_queue_sync( stream[0] );
                }

                /* Compute inverse of current diagonal block */
                lapackf77_ztrtri(MagmaLowerStr, diag_, &jb, A(j,j), &lda, info);

                magma_zsetmatrix( jb, jb,
                                  A(j, j),  lda,
                                  dA(j, j), ldda );
            }
        }
    }

    magma_queue_destroy( stream[0] );
    magma_queue_destroy( stream[1] );
    magma_free( dA );

    return *info;
}
extern "C" magma_int_t
magma_ztrtri_gpu(magma_uplo_t uplo, magma_diag_t diag, magma_int_t n,
		magmaDoubleComplex_ptr dA, size_t dA_offset, magma_int_t ldda, magma_int_t *info)
{
	/*  -- clMAGMA (version 1.0.0) --
		Univ. of Tennessee, Knoxville
		Univ. of California, Berkeley
		Univ. of Colorado, Denver
		August 2012

		Purpose
		=======

		ZTRTRI computes the inverse of a real upper or lower triangular
		matrix dA.

		This is the Level 3 BLAS version of the algorithm.

		Arguments
		=========

		UPLO    (input) CHARACTER*1
		= 'U':  A is upper triangular;
		= 'L':  A is lower triangular.

		DIAG    (input) CHARACTER*1
		= 'N':  A is non-unit triangular;
		= 'U':  A is unit triangular.

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

		dA       (input/output) DOUBLE PRECISION array ON THE GPU, dimension (LDDA,N)
		On entry, the triangular matrix A.  If UPLO = 'U', the
		leading N-by-N upper triangular part of the array dA contains
		the upper triangular matrix, and the strictly lower
		triangular part of A is not referenced.  If UPLO = 'L', the
		leading N-by-N lower triangular part of the array dA contains
		the lower triangular matrix, and the strictly upper
		triangular part of A is not referenced.  If DIAG = 'U', the
		diagonal elements of A are also not referenced and are
		assumed to be 1.
		On exit, the (triangular) inverse of the original matrix, in
		the same storage format.

		LDDA     (input) INTEGER
		The leading dimension of the array dA.  LDDA >= max(1,N).
		INFO    (output) INTEGER
		= 0: successful exit
		< 0: if INFO = -i, the i-th argument had an illegal value
		> 0: if INFO = i, dA(i,i) is exactly zero.  The triangular
		matrix is singular and its inverse can not be computed.

		===================================================================== */

	/* Local variables */
	magma_uplo_t uplo_ = uplo;
	magma_diag_t diag_ = diag;
	magma_int_t         nb, nn, j, jb;
	magmaDoubleComplex     c_one      = MAGMA_Z_ONE;
	magmaDoubleComplex     c_neg_one  = MAGMA_Z_NEG_ONE;
	magmaDoubleComplex     *work;

	int upper  = lapackf77_lsame(lapack_const(uplo_), lapack_const(MagmaUpper));
	int nounit = lapackf77_lsame(lapack_const(diag_), lapack_const(MagmaNonUnit));

	*info = 0;

	if ((! upper) && (! lapackf77_lsame(lapack_const(uplo_), lapack_const(MagmaLower))))
		*info = -1;
	else if ((! nounit) && (! lapackf77_lsame(lapack_const(diag_), lapack_const(MagmaUnit))))
		*info = -2;
	else if (n < 0)
		*info = -3;
	else if (ldda < max(1,n))
		*info = -5;

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

	nb = magma_get_zpotrf_nb(n);

	/* Create Queues */
	magma_queue_t  queues[2];
	magma_device_t device;
	int num = 0;
	magma_err_t err;

	err = magma_get_devices( &device, 1, &num );
	if ( err != 0 || num < 1 ) {
		fprintf( stderr, "magma_get_devices failed: %d\n", err );
		exit(-1);
	}
	err = magma_queue_create( device, &queues[0] );
	if ( err != 0 ) {
		fprintf( stderr, "magma_queue_create 0 failed: %d\n", err );
		exit(-1);
	}	
	err = magma_queue_create( device, &queues[1] );
	if ( err != 0 ) {
		fprintf( stderr, "magma_queue_create 1 failed: %d\n", err );
		exit(-1);
	}	

	if (MAGMA_SUCCESS != magma_malloc_host( (void**)&work, nb*nb*sizeof(magmaDoubleComplex) )) {
		*info = MAGMA_ERR_HOST_ALLOC;
		return *info;
	}

	if (nb <= 1 || nb >= n)
	{
		magma_zgetmatrix( n, n, dA, dA_offset, ldda, work, 0, n, queues[0] );
		lapackf77_ztrtri(lapack_const(uplo_), lapack_const(diag_), &n, work, &n, info);
		magma_zsetmatrix( n, n, work, 0, n, dA, dA_offset, ldda, queues[0] );
	}
	else
	{
		if (upper){
			/* Compute inverse of upper triangular matrix */
			for (j=0; j<n; j =j+ nb){
				jb = min(nb, (n-j));

				/* Compute rows 1:j-1 of current block column */
				magma_ztrmm(MagmaLeft, MagmaUpper, 
						MagmaNoTrans, MagmaNonUnit, j, jb, 
						c_one, dA(0,0), ldda, dA(0, j), ldda, 
						queues[0]);

				magma_ztrsm(MagmaRight, MagmaUpper, 
						MagmaNoTrans, MagmaNonUnit, j, jb,
						c_neg_one, dA(j,j), ldda, dA(0, j), ldda, 
						queues[0]);
	
				magma_zgetmatrix_async( jb, jb,
						dA(j, j), ldda,
						work, 0, jb, queues[1], NULL );
				
				magma_queue_sync( queues[1] );

				/* Compute inverse of current diagonal block */
				lapackf77_ztrtri(MagmaUpperStr, lapack_const(diag_), &jb, work, &jb, info);
				/*
				magma_zsetmatrix_async( jb, jb, 
						work, 0, jb,
						dA(j, j), ldda, queues[0], NULL );
				*/
				magma_zsetmatrix( jb, jb, 
						work, 0, jb,
						dA(j, j), ldda, queues[0]);
			}
		}
		else{
			/* Compute inverse of lower triangular matrix */
			nn=((n-1)/nb)*nb+1;

			for(j=nn-1; j>=0; j=j-nb){
				jb=min(nb,(n-j));

				if((j+jb) < n){
					/* Compute rows j+jb:n of current block column */
					magma_ztrmm(MagmaLeft, MagmaLower, 
							MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
							c_one, dA(j+jb,j+jb), ldda, dA(j+jb, j), ldda, 
							queues[0]);

					magma_ztrsm(MagmaRight, MagmaLower,
							MagmaNoTrans, MagmaNonUnit, (n-j-jb), jb,
							c_neg_one, dA(j,j), ldda, dA(j+jb, j), ldda, 
							queues[0]);
				}
				magma_zgetmatrix_async( jb, jb, 
						dA(j, j), ldda,
						work, 0, jb, queues[1], NULL );
				
				magma_queue_sync( queues[1] );

				/* Compute inverse of current diagonal block */
				lapackf77_ztrtri(MagmaLowerStr, lapack_const(diag_), &jb, work, &jb, info);
				/*
				magma_zsetmatrix_async( jb, jb,
						work, 0, jb,
						dA(j, j), ldda, queues[0], NULL );
				*/
				magma_zsetmatrix( jb, jb,
						work, 0, jb,
						dA(j, j), ldda, queues[0] );
			}
		}
	}

	magma_free_host( work );
	magma_queue_destroy(queues[0]);
	magma_queue_destroy(queues[1]);
	return *info;
}
Exemplo n.º 17
0
magma_err_t
magma_zlarfb_gpu( int side, int trans, int direct, int storev,
                  magma_int_t m, magma_int_t n, magma_int_t k,
                  magmaDoubleComplex_ptr dV, size_t dV_offset,   magma_int_t ldv,
                  magmaDoubleComplex_ptr dT, size_t dT_offset,   magma_int_t ldt,
                  magmaDoubleComplex_ptr dC, size_t dC_offset,   magma_int_t ldc,
                  magmaDoubleComplex_ptr dwork, size_t dwork_offset, magma_int_t ldwork,
                  magma_queue_t queue)
{
/*  -- clMAGMA (version 1.1.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       @date January 2014

    Purpose
    =======
    ZLARFB applies a complex block reflector H or its transpose H' to a
    COMPLEX_16 m by n matrix C, from the left.

    Arguments
    =========
    SIDE    (input) CHARACTER
            = 'L': apply H or H' from the Left
            = 'R': apply H or H' from the Right

    TRANS   (input) CHARACTER
            = 'N': apply H  (No transpose)
            = 'C': apply H' (Conjugate transpose)

    DIRECT  (input) CHARACTER
            Indicates how H is formed from a product of elementary
            reflectors
            = 'F': H = H(1) H(2) . . . H(k) (Forward)
            = 'B': H = H(k) . . . H(2) H(1) (Backward)

    STOREV  (input) CHARACTER
            Indicates how the vectors which define the elementary
            reflectors are stored:
            = 'C': Columnwise
            = 'R': Rowwise

    M       (input) INTEGER
            The number of rows of the matrix C.

    N       (input) INTEGER
            The number of columns of the matrix C.

    K       (input) INTEGER
            The order of the matrix T (= the number of elementary
            reflectors whose product defines the block reflector).

    DV      (input) COMPLEX_16 array, dimension (LDV,K)
            The matrix V. See further details.

    LDV     (input) INTEGER
            The leading dimension of the array V. LDV >= max(1,M);

    DT      (input) COMPLEX_16 array, dimension (LDT,K)
            The triangular k by k matrix T in the representation of the
            block reflector.

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

    DC      (input/output) COMPLEX_16 array, dimension (LDC,N)
            On entry, the m by n matrix C.
            On exit, C is overwritten by H*C.

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

    WORK    (workspace) COMPLEX_16 array, dimension (LDWORK,K)

    LDWORK  (input) INTEGER
            The leading dimension of the array WORK.
            If SIDE == 'L', LDWORK >= max(1,N);
            if SIDE == 'R', LDWORK >= max(1,M);
    ===================================================================      */

    /* TODO: replace with updated larfb_gpu from CUDA MAGMA */
    
#define dV(i)       dV, (i)
#define dT(i)       dT, (i)
#define dC(i)       dC, (i)
#define dwork(i) dwork, (i)

    magmaDoubleComplex c_zero    = MAGMA_Z_MAKE(  0.0, 0.0 );
    magmaDoubleComplex c_one     = MAGMA_Z_MAKE(  1.0, 0.0 );
    magmaDoubleComplex c_neg_one = MAGMA_Z_MAKE( -1.0, 0.0 );

    if (m <= 0 || n <= 0) {
        return MAGMA_SUCCESS;
    }

    magma_int_t transt;
    if (trans == MagmaNoTrans)
      transt = MagmaConjTrans;
    else
      transt = MagmaNoTrans;

    if ( side  == MagmaLeft ) {

    if ( storev == MagmaColumnwise )
      {
        magma_zgemm( MagmaConjTrans, MagmaNoTrans,
                     n, k, m,
                     c_one,  dC(dC_offset),    ldc,
                     dV(dV_offset),    ldv,
                     c_zero, dwork(dwork_offset), ldwork, queue);

        if (direct == MagmaForward)
            magma_ztrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
                         n, k,
                         c_one, dT(dT_offset),    ldt,
                         dwork(dwork_offset), ldwork, queue);
        else
            magma_ztrmm( MagmaRight, MagmaLower, transt, MagmaNonUnit,
                         n, k,
                         c_one, dT(dT_offset),    ldt,
                         dwork(dwork_offset), ldwork, queue);

        magma_zgemm( MagmaNoTrans, MagmaConjTrans,
                     m, n, k,
                     c_neg_one, dV(dV_offset),    ldv,
                     dwork(dwork_offset), ldwork,
                     c_one,     dC(dC_offset),    ldc, queue);
    }
    else {
        magma_zgemm( MagmaNoTrans, MagmaConjTrans,
                     m, k, n,
                     c_one,  dC(dC_offset),    ldc,
                     dV(dV_offset),    ldv,
                     c_zero, dwork(dwork_offset), ldwork, queue);

        magma_ztrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
                     m, k,
                     c_one, dT(dT_offset),    ldt,
                     dwork(dwork_offset), ldwork, queue);
        
        magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                     m, n, k,
                     c_neg_one, dwork(dwork_offset), ldwork,
                     dV(dV_offset),    ldv,
                     c_one,     dC(dC_offset),    ldc, queue);
    }
    }
    
    else {

        /* Case side == 'R' */
        if ( storev == MagmaColumnwise ) {
            magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                         m, k, n,
                         c_one,  dC(dC_offset),    ldc,
                         dV(dV_offset),    ldv,
                         c_zero, dwork(dwork_offset), ldwork, queue);
            // ??? ldwork replaced by k for case n < k

            if (direct == MagmaForward)
                magma_ztrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
                             m, k,
                             c_one, dT(dT_offset),    ldt,
                             dwork(dwork_offset), ldwork, queue);
            else
                magma_ztrmm( MagmaRight, MagmaLower, transt, MagmaNonUnit,
                             m, k,
                             c_one, dT(dT_offset),    ldt,
                             dwork(dwork_offset), ldwork, queue);

            magma_zgemm( MagmaNoTrans, MagmaConjTrans,
                         m, n, k,
                         c_neg_one, dwork(dwork_offset), ldwork,
                         dV(dV_offset),    ldv,
                         c_one,     dC(dC_offset),    ldc, queue);
        }
        else {
            magma_zgemm( MagmaNoTrans, MagmaConjTrans,
                         m, k, n,
                         c_one,  dC(dC_offset),    ldc,
                         dV(dV_offset),    ldv,
                         c_zero, dwork(dwork_offset), ldwork, queue);

            magma_ztrmm( MagmaRight, MagmaUpper, transt, MagmaNonUnit,
                         m, k,
                         c_one, dT(dT_offset),    ldt,
                         dwork(dwork_offset), ldwork, queue);

            magma_zgemm( MagmaNoTrans, MagmaNoTrans,
                         m, n, k,
                         c_neg_one, dwork(dwork_offset), ldwork,
                         dV(dV_offset),    ldv,
                         c_one,     dC(dC_offset),    ldc, queue);
        }
    }
    
    return MAGMA_SUCCESS;
} /* magma_zlarfb */
Exemplo n.º 18
0
extern "C" magma_int_t
magma_zgessm_gpu( char storev, magma_int_t m, magma_int_t n, magma_int_t k, magma_int_t ib,
                  magma_int_t *ipiv,
                  magmaDoubleComplex *dL1, magma_int_t lddl1,
                  magmaDoubleComplex *dL,  magma_int_t lddl,
                  magmaDoubleComplex *dA,  magma_int_t ldda,
                  magma_int_t *info)
{
/*  -- MAGMA (version 1.4.1) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       December 2013

    Purpose
    =======
    ZGESSM applies the factors L computed by ZGETRF_INCPIV to
    a complex M-by-N tile A.
    
    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.

    K       (input) INTEGER
            The number of columns of the matrix L.  K >= 0.

    IB      (input) INTEGER
            The inner-blocking size.  IB >= 0.

    IPIV    (input) INTEGER array on the cpu.
            The pivot indices array of size K as returned by
            ZGETRF_INCPIV.

    dL1     (input) DOUBLE COMPLEX array, dimension(LDDL1, N)
            The IB-by-K matrix in which is stored L^(-1) as returned by GETRF_INCPIV

    LDDL1   (input) INTEGER
            The leading dimension of the array L1.  LDDL1 >= max(1,2*IB).

    dL      (input) DOUBLE COMPLEX array, dimension(LDDL, N)
            The M-by-K lower triangular tile on the gpu.

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

    dA      (input/output) DOUBLE COMPLEX array, dimension (LDDA, N)
            On entry, the M-by-N tile A on the gpu.
            On exit, updated by the application of L on the gpu.

    =====================================================================    */

#define AT(i,j) (dAT + (i)*ldda + (j)      )
#define L(i,j)  (dL  + (i)      + (j)*lddl )
#define dL1(j)  (dL1            + (j)*lddl1)

    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    int i, s, sb;
    magmaDoubleComplex *dAT;

    /* Check arguments */
    *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;
    }

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

    if ( (storev == 'C') || (storev == 'c') ) {
        magmablas_zgetmo_in( dA, dAT, ldda, m, n );
    } else {
        dAT = dA;
    }

    s = k / ib;
    for(i = 0; i < k; i += ib) {
        sb = min(ib, k-i);

        magmablas_zlaswp( n, dAT, ldda, i+1, i+sb, ipiv, 1 );

#ifndef WITHOUTTRTRI
        magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                     n, sb,
                     c_one, dL1(i),   lddl1,
                            AT(i, 0), ldda);
#else
        magma_ztrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                     n, sb,
                     c_one, L( i, i), lddl,
                            AT(i, 0), ldda);
#endif

        if ( (i+sb) < m) {
            magma_zgemm( MagmaNoTrans, MagmaTrans,
                         n, m-(i+sb), sb,
                         c_neg_one, AT(i,    0), ldda,
                                    L( i+sb, i), lddl,
                         c_one,     AT(i+sb, 0), ldda );
        }
    }

    if ( (storev == 'C') || (storev == 'c') ) {
        magmablas_zgetmo_in( dA, dAT, ldda, m, n );
    }

    return *info;
    /* End of MAGMA_ZGETRF_GPU */
}
Exemplo n.º 19
0
/**
    Purpose
    -------
    ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors
    of a complex generalized Hermitian-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 Hermitian 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]
    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       COMPLEX_16 array, dimension (LDA, N)
            On entry, the Hermitian 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**H*B*Z = I;
            if ITYPE = 3, Z**H*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       COMPLEX_16 array, dimension (LDB, N)
            On entry, the Hermitian 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**H*U or B = L*L**H.

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

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

    @param[out]
    work    (workspace) COMPLEX_16 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 >= N + N*NB.
            If JOBZ = MagmaVec   and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ).
            NB can be obtained through magma_get_zhetrd_nb(N).
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal sizes of the WORK, RWORK and
            IWORK arrays, returns these values as the first entries of
            the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK or LIWORK is issued by XERBLA.

    @param[out]
    rwork   (workspace) DOUBLE PRECISION array, dimension (LRWORK)
            On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.

    @param[in]
    lrwork  INTEGER
            The dimension of the array RWORK.
            If N <= 1,                      LRWORK >= 1.
            If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
            If JOBZ = MagmaVec   and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
    \n
            If LRWORK = -1, then a workspace query is assumed; the
            routine only calculates the optimal sizes of the WORK, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK 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, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK 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:  ZPOTRF or ZHEEVD 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 ZHEEVD 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_zhegv_driver
    ********************************************************************/
extern "C" magma_int_t
magma_zhegvd(magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
             magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb,
             double *w, magmaDoubleComplex *work, magma_int_t lwork,
             double *rwork, magma_int_t lrwork,
             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 );

    magmaDoubleComplex c_one = MAGMA_Z_ONE;

    magmaDoubleComplex *da;
    magmaDoubleComplex *db;
    magma_int_t ldda = n;
    magma_int_t lddb = n;

    magma_int_t lower;
    magma_trans_t trans;
    magma_int_t wantz;
    magma_int_t lquery;

    magma_int_t lwmin;
    magma_int_t liwmin;
    magma_int_t lrwmin;

    magma_queue_t stream;
    magma_queue_create( &stream );

    wantz = (jobz == MagmaVec);
    lower = (uplo == MagmaLower);
    lquery = (lwork == -1 || lrwork == -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_zhetrd_nb( n );
    if ( n <= 1 ) {
        lwmin  = 1;
        lrwmin = 1;
        liwmin = 1;
    }
    else if ( wantz ) {
        lwmin  = max( n + n*nb, 2*n + n*n );
        lrwmin = 1 + 5*n + 2*n*n;
        liwmin = 3 + 5*n;
    }
    else {
        lwmin  = n + n*nb;
        lrwmin = n;
        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_dlamch("Epsilon");
    work[0]  = MAGMA_Z_MAKE( lwmin * one_eps, 0.);  // round up
    rwork[0] = lrwmin * one_eps;
    iwork[0] = liwmin;

    if (lwork < lwmin && ! lquery) {
        *info = -11;
    } else if (lrwork < lrwmin && ! lquery) {
        *info = -13;
    } else if (liwork < liwmin && ! lquery) {
        *info = -15;
    }

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

    /* Quick return if possible */
    if (n == 0) {
        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_zhegvd(&itype, jobz_, uplo_,
                         &n, A, &lda, B, &ldb,
                         w, work, &lwork,
                         #if defined(PRECISION_z) || defined(PRECISION_c)
                         rwork, &lrwork,
                         #endif
                         iwork, &liwork, info);
        return *info;
    }

    // TODO fix memory leak
    if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) ||
        MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }

    /* Form a Cholesky factorization of B. */
    magma_zsetmatrix( n, n, B, ldb, db, lddb );

    magma_zsetmatrix_async( n, n,
                           A,  lda,
                           da, ldda, stream );

    magma_timer_t time=0;
    timer_start( time );
    magma_zpotrf_gpu(uplo, n, db, lddb, info);
    if (*info != 0) {
        *info = n + *info;
        return *info;
    }
    timer_stop( time );
    timer_printf( "time zpotrf_gpu = %6.2f\n", time );

    magma_queue_sync( stream );
    magma_zgetmatrix_async( n, n,
                           db, lddb,
                           B,  ldb, stream );

    timer_start( time );
    /* Transform problem to standard eigenvalue problem and solve. */
    magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info);
    timer_stop( time );
    timer_printf( "time zhegst_gpu = %6.2f\n", time );

    /* simple fix to be able to run bigger size.
     * need to have a dwork here that will be used
     * a db and then passed to  dsyevd.
     * */
    if (n > 5000) {
        magma_queue_sync( stream );
        magma_free( db );
    }

    timer_start( time );
    magma_zheevd_gpu(jobz, uplo, n, da, ldda, w, A, lda,
                     work, lwork, rwork, lrwork, iwork, liwork, info);
    timer_stop( time );
    timer_printf( "time zheevd_gpu = %6.2f\n", time );

    if (wantz && *info == 0) {
        timer_start( time );
        
        /* allocate and copy db back */
        if (n > 5000) {
            if (MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb ) ) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }
            magma_zsetmatrix( n, n, B, ldb, db, lddb );
        }
        /* 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 = MagmaConjTrans;
            } else {
                trans = MagmaNoTrans;
            }

            magma_ztrsm(MagmaLeft, uplo, trans, MagmaNonUnit,
                        n, n, c_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) {
                trans = MagmaNoTrans;
            } else {
                trans = MagmaConjTrans;
            }

            magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
                        n, n, c_one, db, lddb, da, ldda);
        }

        magma_zgetmatrix( n, n, da, ldda, A, lda );
        
        /* free db */
        if (n > 5000) {
            magma_free( db );
        }
        
        timer_stop( time );
        timer_printf( "time ztrsm/mm + getmatrix = %6.2f\n", time );
    }

    magma_queue_sync( stream );
    magma_queue_destroy( stream );

    work[0]  = MAGMA_Z_MAKE( lwmin * one_eps, 0.);  // round up
    rwork[0] = lrwmin * one_eps;
    iwork[0] = liwmin;

    magma_free( da );
    if (n <= 5000) {
        magma_free( db );
    }

    return *info;
} /* magma_zhegvd */
Exemplo n.º 20
0
/**
    Purpose
    -------
    ZSSSSM applies the LU factorization update from a complex
    matrix formed by a lower triangular IB-by-K tile L1 on top of a
    M2-by-K tile L2 to a second complex matrix formed by a M1-by-N1
    tile A1 on top of a M2-by-N2 tile A2 (N1 == N2).

    This is the right-looking Level 2.5 BLAS version of the algorithm.

    Arguments
    ---------
    @param[in]
    m1      INTEGER
            The number of rows of the matrix A1.  M1 >= 0.

    @param[in]
    n1      INTEGER
            The number of columns of the matrix A1.  N1 >= 0.

    @param[in]
    m2      INTEGER
            The number of rows of the matrix A2.  M2 >= 0.

    @param[in]
    n2      INTEGER
            The number of columns of the matrix A2.  N2 >= 0.

    @param[in]
    k       INTEGER
            The number of columns of the matrix L1 and L2.  K >= 0.

    @param[in]
    ib      INTEGER
            The inner-blocking size.  IB >= 0.

    @param[in,out]
    dA1     COMPLEX_16 array, dimension(LDDA1, N), on gpu.
            On entry, the M1-by-N1 tile dA1.
            On exit, dA1 is updated by the application of dL (dL1 dL2).

    @param[in]
    ldda1   INTEGER
            The leading dimension of the array dA1.  LDDA1 >= max(1,M1).

    @param[in,out]
    dA2     COMPLEX_16 array, dimension(LDDA2, N), on gpu.
            On entry, the M2-by-N2 tile dA2.
            On exit, dA2 is updated by the application of dL (dL1 dL2).

    @param[in]
    ldda2   INTEGER
            The leading dimension of the array dA2.  LDDA2 >= max(1,M2).

    @param[in]
    dL1     COMPLEX_16 array, dimension(LDDL1, K), on gpu.
            The inverse of the IB-by-K lower triangular tile as returned by
            ZTSTRF.

    @param[in]
    lddl1   INTEGER
            The leading dimension of the array L1.  LDDL1 >= max(1,2*IB).

    @param[in]
    dL2     COMPLEX_16 array, dimension(LDDL2, K)
            The M2-by-K tile as returned by ZTSTRF.

    @param[in]
    lddl2   INTEGER
            The leading dimension of the array L2.  LDDL2 >= max(1,M2).

    @param[in]
    ipiv    INTEGER array on the cpu.
            The pivot indices array of size K as returned by ZTSTRF

    @ingroup magma_zgesv_tile
    ********************************************************************/
extern "C" magma_int_t
magma_zssssm_gpu(
    magma_order_t order, magma_int_t m1, magma_int_t n1,
    magma_int_t m2, magma_int_t n2, magma_int_t k, magma_int_t ib,
    magmaDoubleComplex_ptr dA1, magma_int_t ldda1,
    magmaDoubleComplex_ptr dA2, magma_int_t ldda2,
    magmaDoubleComplex_ptr dL1, magma_int_t lddl1,
    magmaDoubleComplex_ptr dL2, magma_int_t lddl2,
    magma_int_t *ipiv,
    magma_int_t *info)
{
#define A1T(i,j) (dA1T + (i)*ldda1 + (j))
#define A2T(i,j) (dA2T + (i)*ldda2 + (j))
#define L1(i)    (dL1  + (i)*lddl1      )
#define L2(i,j)  (dL2  + (i)*lddl2i + (j)*lddl2j)

    magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;

    int ip, ii, sb;
    magmaDoubleComplex_ptr dA1T, dA2T;
    magma_trans_t transL;
    int lddl2i, lddl2j;
    
    MAGMA_UNUSED( ip );  // used only if NOSWAPBLK

    /* Check input arguments */
    *info = 0;
    if (m1 < 0) {
        *info = -1;
    }
    else if (n1 < 0) {
        *info = -2;
    }
    else if (m2 < 0) {
        *info = -3;
    }
    else if (n2 < 0) {
        *info = -4;
    }
    else if (k < 0) {
        *info = -5;
    }
    else if (ib < 0) {
        *info = -6;
    }
    else if (ldda1 < max(1,m1)) {
        *info = -8;
    }
    else if (ldda2 < max(1,m2)) {
        *info = -10;
    }
    else if (lddl1 < max(1,ib)) {
        *info = -12;
    }
    else if (lddl2 < max(1,m2)) {
        *info = -14;
    }

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

    /* Quick return */
    if ((m1 == 0) || (n1 == 0) || (m2 == 0) || (n2 == 0) || (k == 0) || (ib == 0))
        return *info;

    if ( order == MagmaColMajor ) {
        magmablas_zgetmo_in( dA1, dA1T, ldda1, m1, n1 );
        magmablas_zgetmo_in( dA2, dA2T, ldda2, m2, n2 );
        transL = MagmaTrans;
        lddl2i = 1; lddl2j = lddl2;
    } else {
        dA1T = dA1;
        dA2T = dA2;
        transL = MagmaNoTrans;
        lddl2i = lddl2; lddl2j = 1;
    }

    ip = 0;
    for( ii=0; ii < k; ii += ib ) {
        sb = min( k-ii, ib);

#ifndef NOSWAPBLK
        magmablas_zswapblk( MagmaRowMajor, n1,
                            A1T(0, 0), ldda1,
                            A2T(0, 0), ldda2,
                            ii+1, ii+ib, ipiv, 1, m1 );
#else
        {
            int im;
            for (i=0; i < ib; i++) {
                im = ipiv[ip]-1;

                if (im != (ii+i)) {
                    im = im - m1;

                    assert( (im >= 0) && (im < m1) && (im < m2) );
                    magmablas_zswap( n1, A1T(ii+i, 0), 1, A2T(im, 0), 1 );
                }
                ip++;
            }
        }
#endif

#ifndef WITHOUTTRTRI
        /* Lower, Trans, because L1 is not transposed */
        magma_ztrmm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                     n1, sb,
                     c_one, L1( ii),    lddl1,
                            A1T(ii, 0), ldda1);
#else
        /* Lower, Trans, because L1 is not transposed */
        magma_ztrsm( MagmaRight, MagmaLower, MagmaTrans, MagmaUnit,
                     n1, sb,
                     c_one, L1( ii),    lddl1,
                            A1T(ii, 0), ldda1);
#endif

        /* Second parameter is trans because L2 is not transposed */
        magma_zgemm( MagmaNoTrans, transL,
                     n2, m2, sb,
                     c_neg_one, A1T(ii, 0), ldda1,
                                L2( 0, ii), lddl2,
                     c_one,     A2T(0, 0 ), ldda2 );
    }

    if ( order == MagmaColMajor ) {
        magmablas_zgetmo_out( dA1, dA1T, ldda1, m1, n1 );
        magmablas_zgetmo_out( dA2, dA2T, ldda2, m2, n2 );
    }
    return *info;
}
Exemplo n.º 21
0
extern "C" magma_int_t
magma_zhegvdx_2stage(magma_int_t itype, char jobz, char range, char uplo, magma_int_t n,
                     magmaDoubleComplex *a, magma_int_t lda, 
                     magmaDoubleComplex *b, magma_int_t ldb,
                     double vl, double vu, magma_int_t il, magma_int_t iu,
                     magma_int_t *m, double *w, 
                     magmaDoubleComplex *work, magma_int_t lwork, 
                     double *rwork, magma_int_t lrwork, 
                     magma_int_t *iwork, magma_int_t liwork, 
                     magma_int_t *info)
{
/*  -- MAGMA (version 1.4.1) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       December 2013

    Purpose
    =======
    ZHEGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
    of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
    It uses a two-stage algorithm for the tridiagonalization.
    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

    RANGE   (input) CHARACTER*1
            = 'A': all eigenvalues will be found.
            = 'V': all eigenvalues in the half-open interval (VL,VU]
                   will be found.
            = 'I': the IL-th through IU-th eigenvalues will be found.

    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 Hermitian 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**H*B*Z = I;
            if ITYPE = 3, Z**H*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 Hermitian 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**H*U or B = L*L**H.

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

    VL      (input) DOUBLE PRECISION
    VU      (input) DOUBLE PRECISION
            If RANGE='V', the lower and upper bounds of the interval to
            be searched for eigenvalues. VL < VU.
            Not referenced if RANGE = 'A' or 'I'.

    IL      (input) INTEGER
    IU      (input) INTEGER
            If RANGE='I', 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 = 'A' or 'V'.

    M       (output) INTEGER
            The total number of eigenvalues found.  0 <= M <= N.
            If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

    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 >= LQ2 + N * (NB + 1).
            If JOBZ  = 'V' and N > 1, LWORK >= LQ2 + 2*N + N**2.
                                      where LQ2 is the size needed to store
                                      the Q2 matrix and is returned by
                                      MAGMA_BULGE_GET_LQ2.

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

    RWORK   (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
            On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.

    LRWORK  (input) INTEGER
            The dimension of the array RWORK.
            If N <= 1,                LRWORK >= 1.
            If JOBZ  = 'N' and N > 1, LRWORK >= N.
            If JOBZ  = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.

            If LRWORK = -1, then a workspace query is assumed; the
            routine only calculates the optimal sizes of the WORK, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK 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, RWORK
            and IWORK arrays, returns these values as the first entries
            of the WORK, RWORK and IWORK arrays, and no error message
            related to LWORK or LRWORK 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:  ZPOTRF or ZHEEVD 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 ZHEEVD 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};
    char range_[2] = {range, 0};

    magmaDoubleComplex c_one = MAGMA_Z_ONE;

    magmaDoubleComplex *da;
    magmaDoubleComplex *db;
    magma_int_t ldda = n;
    magma_int_t lddb = n;

    magma_int_t lower;
    char trans[1];
    magma_int_t wantz;
    magma_int_t lquery;
    magma_int_t alleig, valeig, indeig;

//    magma_int_t lopt;
    magma_int_t lwmin;
//    magma_int_t liopt;
    magma_int_t liwmin;
//    magma_int_t lropt;
    magma_int_t lrwmin;

    magma_queue_t stream;
    magma_queue_create( &stream );

    /* determine the number of threads */
    magma_int_t threads = magma_get_numthreads();
    magma_setlapack_numthreads(threads);

    wantz = lapackf77_lsame(jobz_, MagmaVecStr);
    lower = lapackf77_lsame(uplo_, MagmaLowerStr);
    alleig = lapackf77_lsame(range_, "A");
    valeig = lapackf77_lsame(range_, "V");
    indeig = lapackf77_lsame(range_, "I");
    lquery = lwork == -1 || lrwork == -1 || liwork == -1;

    *info = 0;
    if (itype < 1 || itype > 3) {
        *info = -1;
    } else if (! (alleig || valeig || indeig)) {
        *info = -2;
    } else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
        *info = -3;
    } else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
        *info = -4;
    } else if (n < 0) {
        *info = -5;
    } else if (lda < max(1,n)) {
        *info = -7;
    } else if (ldb < max(1,n)) {
        *info = -9;
    } else {
        if (valeig) {
            if (n > 0 && vu <= vl) {
                *info = -11;
            }
        } else if (indeig) {
            if (il < 1 || il > max(1,n)) {
                *info = -12;
            } else if (iu < min(n,il) || iu > n) {
                *info = -13;
            }
        }
    }

    magma_int_t nb = magma_get_zbulge_nb(n, threads);
    magma_int_t lq2 = magma_zbulge_get_lq2(n, threads);

    if (wantz) {
        lwmin = lq2 + 2 * n + n * n;
        lrwmin = 1 + 5 * n + 2 * n * n;
        liwmin = 5 * n + 3;
    } else {
        lwmin = lq2 + n * (nb + 1);
        lrwmin = n;
        liwmin = 1;
    }

    work[0]  = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.);  // round up
    rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
    iwork[0] = liwmin;

    if (lwork < lwmin && ! lquery) {
        *info = -17;
    } else if (lrwork < lrwmin && ! lquery) {
        *info = -19;
    } else if (liwork < liwmin && ! lquery) {
        *info = -21;
    }

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

    /* Quick return if possible */
    if (n == 0) {
        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_zhegvd(&itype, jobz_, uplo_,
                         &n, a, &lda, b, &ldb,
                         w, work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
                         rwork, &lrwork, 
#endif  
                         iwork, &liwork, info);
        *m = n;
        return *info;
    }

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

    magma_zsetmatrix_async( n, n,
                           a,  lda,
                           da, ldda, stream );

#ifdef ENABLE_TIMER
    magma_timestr_t start, end;
    start = get_current_time();
#endif

    magma_zpotrf_gpu(uplo_[0], n, db, lddb, info);
    if (*info != 0) {
        *info = n + *info;
        return *info;
    }

#ifdef ENABLE_TIMER
    end = get_current_time();
    printf("time zpotrf_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif

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

#ifdef ENABLE_TIMER
    start = get_current_time();
#endif

    /*     Transform problem to standard eigenvalue problem and solve. */
    magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info);
#ifdef ENABLE_TIMER
    end = get_current_time();
    printf("time zhegst_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif

    magma_zgetmatrix( n, n, da, ldda, a, lda );
    magma_queue_sync( stream );
    magma_free( da );
    magma_free( db );

#ifdef ENABLE_TIMER
    start = get_current_time();
#endif

    magma_zheevdx_2stage(jobz, range, uplo, n, a, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info);

#ifdef ENABLE_TIMER
    end = get_current_time();
    printf("time zheevdx_2stage = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif

    if (wantz && *info == 0) {

        if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) ||
            MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb )) {
            *info = MAGMA_ERR_DEVICE_ALLOC;
            return *info;
        }

#ifdef ENABLE_TIMER
        start = get_current_time();
#endif

        magma_zsetmatrix( n, *m, a, lda, da, ldda );
        magma_zsetmatrix( n,  n, b, ldb, db, lddb );

        /* 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 = MagmaConjTrans;
            } else {
                *(unsigned char *)trans = MagmaNoTrans;
            }

            magma_ztrsm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_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 = MagmaConjTrans;
            }

            magma_ztrmm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, da, ldda);
        }

        magma_zgetmatrix( n, *m, da, ldda, a, lda );

#ifdef ENABLE_TIMER
        end = get_current_time();
        printf("time trsm/mm + getmatrix = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif

        magma_free( da );
        magma_free( db );

    }

    magma_queue_destroy( stream );

    work[0]  = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.);  // round up
    rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon"));
    iwork[0] = liwmin;

    return *info;
} /* zhegvdx_2stage */
Exemplo n.º 22
0
extern "C" magma_int_t
magma_zhegst(magma_int_t itype, char uplo, magma_int_t n,
             magmaDoubleComplex *a, magma_int_t lda,
             magmaDoubleComplex *b, magma_int_t ldb, magma_int_t *info)
{
/*  -- MAGMA (version 1.4.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       August 2013

    Purpose
    =======
    ZHEGST reduces a complex Hermitian-definite generalized
    eigenproblem to standard form.
    
    If ITYPE = 1, the problem is A*x = lambda*B*x,
    and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
    
    If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
    B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
    
    B must have been previously factorized as U**H*U or L*L**H by ZPOTRF.
    
    Arguments
    =========
    ITYPE   (input) INTEGER
            = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
            = 2 or 3: compute U*A*U**H or L**H*A*L.
    
    UPLO    (input) CHARACTER*1
            = 'U':  Upper triangle of A is stored and B is factored as
                    U**H*U;
            = 'L':  Lower triangle of A is stored and B is factored as
                    L*L**H.
    
    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 Hermitian 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.
    
            On exit, if INFO = 0, the transformed matrix, stored in the
            same format as A.
    
    LDA     (input) INTEGER
            The leading dimension of the array A.  LDA >= max(1,N).
    
    B       (input) COMPLEX_16 array, dimension (LDB,N)
            The triangular factor from the Cholesky factorization of B,
            as returned by ZPOTRF.
    
    LDB     (input) INTEGER
            The leading dimension of the array B.  LDB >= max(1,N).
    
    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
    
    =====================================================================*/
    
    char uplo_[2] = {uplo, 0};
    magma_int_t        nb;
    magma_int_t        k, kb, kb2;
    magmaDoubleComplex    c_one      = MAGMA_Z_ONE;
    magmaDoubleComplex    c_neg_one  = MAGMA_Z_NEG_ONE;
    magmaDoubleComplex    c_half     = MAGMA_Z_HALF;
    magmaDoubleComplex    c_neg_half = MAGMA_Z_NEG_HALF;
    magmaDoubleComplex   *dw;
    magma_int_t        ldda = n;
    magma_int_t        lddb = n;
    double             d_one = 1.0;
    int upper = lapackf77_lsame(uplo_, "U");
    
    /* Test the input parameters. */
    *info = 0;
    if (itype<1 || itype>3){
        *info = -1;
    }else if ((! upper) && (! lapackf77_lsame(uplo_, "L"))) {
        *info = -2;
    } else if (n < 0) {
        *info = -3;
    } else if (lda < max(1,n)) {
        *info = -5;
    }else if (ldb < max(1,n)) {
        *info = -7;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    
    /* Quick return */
    if ( n == 0 )
        return *info;
    
    if (MAGMA_SUCCESS != magma_zmalloc( &dw, 2*n*n )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    
    nb = magma_get_zhegst_nb(n);
    
    magma_queue_t stream[2];
    magma_queue_create( &stream[0] );
    magma_queue_create( &stream[1] );
    
    magma_zsetmatrix( n, n, A(0, 0), lda, dA(0, 0), ldda );
    magma_zsetmatrix( n, n, B(0, 0), ldb, dB(0, 0), lddb );
    
    /* Use hybrid blocked code */
    
    if (itype==1) {
        if (upper) {
            /* Compute inv(U')*A*inv(U) */
            
            for(k = 0; k<n; k+=nb){
                kb = min(n-k,nb);
                kb2= min(n-k-nb,nb);
                
                /* Update the upper triangle of A(k:n,k:n) */
                
                lapackf77_zhegst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info);
                
                magma_zsetmatrix_async( kb, kb,
                                        A(k, k),  lda,
                                        dA(k, k), ldda, stream[0] );
                
                if(k+kb<n){
                    magma_ztrsm(MagmaLeft, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
                                kb, n-k-kb,
                                c_one, dB(k,k), lddb,
                                dA(k,k+kb), ldda);
                    
                    magma_queue_sync( stream[0] );
                    
                    magma_zhemm(MagmaLeft, MagmaUpper,
                                kb, n-k-kb,
                                c_neg_half, dA(k,k), ldda,
                                dB(k,k+kb), lddb,
                                c_one, dA(k, k+kb), ldda);
                    
                    magma_zher2k(MagmaUpper, MagmaConjTrans,
                                 n-k-kb, kb,
                                 c_neg_one, dA(k,k+kb), ldda,
                                 dB(k,k+kb), lddb,
                                 d_one, dA(k+kb,k+kb), ldda);
                    
                    magma_zgetmatrix_async( kb2, kb2,
                                            dA(k+kb, k+kb), ldda,
                                            A(k+kb, k+kb),  lda, stream[1] );
                    
                    magma_zhemm(MagmaLeft, MagmaUpper,
                                kb, n-k-kb,
                                c_neg_half, dA(k,k), ldda,
                                dB(k,k+kb), lddb,
                                c_one, dA(k, k+kb), ldda);
                    
                    magma_ztrsm(MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
                                kb, n-k-kb,
                                c_one ,dB(k+kb,k+kb), lddb,
                                dA(k,k+kb), ldda);
                    
                    magma_queue_sync( stream[1] );
                }
            }
            
            magma_queue_sync( stream[0] );
        }
        else {
            /* Compute inv(L)*A*inv(L') */
            
            for(k = 0; k<n; k+=nb){
                kb= min(n-k,nb);
                kb2= min(n-k-nb,nb);
                
                /* Update the lower triangle of A(k:n,k:n) */
                
                lapackf77_zhegst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info);
                
                magma_zsetmatrix_async( kb, kb,
                                        A(k, k),  lda,
                                        dA(k, k), ldda, stream[0] );
                
                if(k+kb<n){
                    magma_ztrsm(MagmaRight, MagmaLower, MagmaConjTrans, MagmaNonUnit,
                                n-k-kb, kb,
                                c_one, dB(k,k), lddb,
                                dA(k+kb,k), ldda);
                    
                    magma_queue_sync( stream[0] );
                    
                    magma_zhemm(MagmaRight, MagmaLower,
                                n-k-kb, kb,
                                c_neg_half, dA(k,k), ldda,
                                dB(k+kb,k), lddb,
                                c_one, dA(k+kb, k), ldda);
                    
                    magma_zher2k(MagmaLower, MagmaNoTrans,
                                 n-k-kb, kb,
                                 c_neg_one, dA(k+kb,k), ldda,
                                 dB(k+kb,k), lddb,
                                 d_one, dA(k+kb,k+kb), ldda);
                    
                    magma_zgetmatrix_async( kb2, kb2,
                                            dA(k+kb, k+kb), ldda,
                                            A(k+kb, k+kb),  lda, stream[1] );
                    
                    magma_zhemm(MagmaRight, MagmaLower,
                                n-k-kb, kb,
                                c_neg_half, dA(k,k), ldda,
                                dB(k+kb,k), lddb,
                                c_one, dA(k+kb, k), ldda);
                    
                    magma_ztrsm(MagmaLeft, MagmaLower, MagmaNoTrans, MagmaNonUnit,
                                n-k-kb, kb,
                                c_one, dB(k+kb,k+kb), lddb,
                                dA(k+kb,k), ldda);
                }
                
                magma_queue_sync( stream[1] );
            }
        }
        
        magma_queue_sync( stream[0] );
    }
    else {
        if (upper) {
            /* Compute U*A*U' */
            for(k = 0; k<n; k+=nb){
                kb= min(n-k,nb);
                
                magma_zgetmatrix_async( kb, kb,
                                        dA(k, k), ldda,
                                        A(k, k),  lda, stream[0] );
                
                /* Update the upper triangle of A(1:k+kb-1,1:k+kb-1) */
                if(k>0){
                    magma_ztrmm(MagmaLeft, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
                                k, kb,
                                c_one ,dB(0,0), lddb,
                                dA(0,k), ldda);
                    
                    magma_zhemm(MagmaRight, MagmaUpper,
                                k, kb,
                                c_half, dA(k,k), ldda,
                                dB(0,k), lddb,
                                c_one, dA(0, k), ldda);
                    
                    magma_queue_sync( stream[1] );
                    
                    magma_zher2k(MagmaUpper, MagmaNoTrans,
                                 k, kb,
                                 c_one, dA(0,k), ldda,
                                 dB(0,k), lddb,
                                 d_one, dA(0,0), ldda);
                    
                    magma_zhemm(MagmaRight, MagmaUpper,
                                k, kb,
                                c_half, dA(k,k), ldda,
                                dB(0,k), lddb,
                                c_one, dA(0, k), ldda);
                    
                    magma_ztrmm(MagmaRight, MagmaUpper, MagmaConjTrans, MagmaNonUnit,
                                k, kb,
                                c_one, dB(k,k), lddb,
                                dA(0,k), ldda);
                }
                
                magma_queue_sync( stream[0] );
                
                lapackf77_zhegst( &itype, uplo_, &kb, A(k, k), &lda, B(k, k), &ldb, info);
                
                magma_zsetmatrix_async( kb, kb,
                                        A(k, k),  lda,
                                        dA(k, k), ldda, stream[1] );
            }
            
            magma_queue_sync( stream[1] );
        }
        else {
            /* Compute L'*A*L */
            for(k = 0; k<n; k+=nb){
                kb= min(n-k,nb);
                
                magma_zgetmatrix_async( kb, kb,
                                        dA(k, k), ldda,
                                        A(k, k),  lda, stream[0] );
                
                /* Update the lower triangle of A(1:k+kb-1,1:k+kb-1) */
                if(k>0){
                    
                    magma_ztrmm(MagmaRight, MagmaLower, MagmaNoTrans, MagmaNonUnit,
                                kb, k,
                                c_one ,dB(0,0), lddb,
                                dA(k,0), ldda);
                    
                    magma_zhemm(MagmaLeft, MagmaLower,
                                kb, k,
                                c_half, dA(k,k), ldda,
                                dB(k,0), lddb,
                                c_one, dA(k, 0), ldda);
                    
                    magma_queue_sync( stream[1] );
                    
                    magma_zher2k(MagmaLower, MagmaConjTrans,
                                 k, kb,
                                 c_one, dA(k,0), ldda,
                                 dB(k,0), lddb,
                                 d_one, dA(0,0), ldda);
                    
                    magma_zhemm(MagmaLeft, MagmaLower,
                                kb, k,
                                c_half, dA(k,k), ldda,
                                dB(k,0), lddb,
                                c_one, dA(k, 0), ldda);
                    
                    magma_ztrmm(MagmaLeft, MagmaLower, MagmaConjTrans, MagmaNonUnit,
                                kb, k,
                                c_one, dB(k,k), lddb,
                                dA(k,0), ldda);
                }
                
                magma_queue_sync( stream[0] );
                
                lapackf77_zhegst( &itype, uplo_, &kb, A(k,k), &lda, B(k,k), &ldb, info);
                
                magma_zsetmatrix_async( kb, kb,
                                        A(k, k),  lda,
                                        dA(k, k), ldda, stream[1] );
            }
            
            magma_queue_sync( stream[1] );
        }
    }
    
    magma_zgetmatrix( n, n, dA(0, 0), ldda, A(0, 0), lda );
    
    magma_queue_destroy( stream[0] );
    magma_queue_destroy( stream[1] );
    
    magma_free( dw );
    
    return *info;
} /* magma_zhegst_gpu */
Exemplo n.º 23
0
/**
    Purpose
    -------
    ZLARFB applies a complex block reflector H or its transpose H^H to a
    COMPLEX_16 m by n matrix C, from the left.

    Arguments
    ---------
    @param[in]
    side    magma_side_t
      -     = MagmaLeft:      apply H or H^H from the Left
      -     = MagmaRight:     apply H or H^H from the Right

    @param[in]
    trans   magma_trans_t
      -     = MagmaNoTrans:    apply H   (No transpose)
      -     = Magma_ConjTrans: apply H^H (Conjugate transpose)

    @param[in]
    direct  magma_direct_t
            Indicates how H is formed from a product of elementary
            reflectors
      -     = MagmaForward:  H = H(1) H(2) . . . H(k) (Forward)
      -     = MagmaBackward: H = H(k) . . . H(2) H(1) (Backward)

    @param[in]
    storev  magma_storev_t
            Indicates how the vectors which define the elementary
            reflectors are stored:
      -     = MagmaColumnwise: Columnwise
      -     = MagmaRowwise:    Rowwise

    @param[in]
    m       INTEGER
            The number of rows of the matrix C.

    @param[in]
    n       INTEGER
            The number of columns of the matrix C.

    @param[in]
    k       INTEGER
            The order of the matrix T (= the number of elementary
            reflectors whose product defines the block reflector).

    @param[in]
    dV      COMPLEX_16 array on the GPU, dimension
                (LDDV,K) if STOREV = MagmaColumnwise
                (LDDV,M) if STOREV = MagmaRowwise and SIDE = MagmaLeft
                (LDDV,N) if STOREV = MagmaRowwise and SIDE = MagmaRight
            The matrix V. See further details.

    @param[in]
    lddv    INTEGER
            The leading dimension of the array V.
            If STOREV = MagmaColumnwise and SIDE = MagmaLeft,  LDDV >= max(1,M);
            if STOREV = MagmaColumnwise and SIDE = MagmaRight, LDDV >= max(1,N);
            if STOREV = MagmaRowwise, LDDV >= K.

    @param[in]
    dT      COMPLEX_16 array on the GPU, dimension (LDDT,K)
            The triangular k by k matrix T in the representation of the
            block reflector.

    @param[in]
    lddt    INTEGER
            The leading dimension of the array T. LDDT >= K.

    @param[in,out]
    dC      COMPLEX_16 array on the GPU, dimension (LDDC,N)
            On entry, the m by n matrix C.
            On exit, C is overwritten by H*C, or H^H*C, or C*H, or C*H^H.

    @param[in]
    lddc    INTEGER
            The leading dimension of the array C. LDDC >= max(1,M).

    @param
    dwork   (workspace) COMPLEX_16 array, dimension (LDWORK,K)

    @param[in]
    ldwork  INTEGER
            The leading dimension of the array WORK.
            If SIDE = MagmaLeft,  LDWORK >= max(1,N);
            if SIDE = MagmaRight, LDWORK >= max(1,M);

    @param[in]
    queue   magma_queue_t
            Queue to execute in.

    Further Details
    ---------------
    The shape of the matrix V and the storage of the vectors which define
    the H(i) is best illustrated by the following example with n = 5 and
    k = 3.
    All elements including 0's and 1's are stored, unlike LAPACK.

        DIRECT = MagmaForward and         DIRECT = MagmaForward and
        STOREV = MagmaColumnwise:         STOREV = MagmaRowwise:

                 V = (  1  0  0 )                 V = (  1 v1 v1 v1 v1 )
                     ( v1  1  0 )                     (  0  1 v2 v2 v2 )
                     ( v1 v2  1 )                     (  0  0  1 v3 v3 )
                     ( v1 v2 v3 )
                     ( v1 v2 v3 )

        DIRECT = MagmaBackward and        DIRECT = MagmaBackward and
        STOREV = MagmaColumnwise:         STOREV = MagmaRowwise:

                 V = ( v1 v2 v3 )                 V = ( v1 v1  1  0  0 )
                     ( v1 v2 v3 )                     ( v2 v2 v2  1  0 )
                     (  1 v2 v3 )                     ( v3 v3 v3 v3  1 )
                     (  0  1 v3 )
                     (  0  0  1 )

    @ingroup magma_zaux3
    ********************************************************************/
extern "C" magma_int_t
magma_zlarfb_gpu_q(
    magma_side_t side, magma_trans_t trans, magma_direct_t direct, magma_storev_t storev,
    magma_int_t m, magma_int_t n, magma_int_t k,
    magmaDoubleComplex_const_ptr dV,    magma_int_t lddv,
    magmaDoubleComplex_const_ptr dT,    magma_int_t lddt,
    magmaDoubleComplex_ptr dC,          magma_int_t lddc,
    magmaDoubleComplex_ptr dwork,       magma_int_t ldwork,
    magma_queue_t queue )
{
    #define dV(i_,j_)  (dV    + (i_) + (j_)*lddv)
    #define dT(i_,j_)  (dT    + (i_) + (j_)*lddt)
    #define dC(i_,j_)  (dC    + (i_) + (j_)*lddc)
    #define dwork(i_)  (dwork + (i_))
    
    /* Constants */
    const magmaDoubleComplex c_zero    = MAGMA_Z_ZERO;
    const magmaDoubleComplex c_one     = MAGMA_Z_ONE;
    const magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    
    /* Check input arguments */
    magma_int_t info = 0;
    if (m < 0) {
        info = -5;
    } else if (n < 0) {
        info = -6;
    } else if (k < 0) {
        info = -7;
    } else if ( ((storev == MagmaColumnwise) && (side == MagmaLeft) && lddv < max(1,m)) ||
                ((storev == MagmaColumnwise) && (side == MagmaRight) && lddv < max(1,n)) ||
                ((storev == MagmaRowwise) && lddv < k) ) {
        info = -9;
    } else if (lddt < k) {
        info = -11;
    } else if (lddc < max(1,m)) {
        info = -13;
    } else if ( ((side == MagmaLeft) && ldwork < max(1,n)) ||
                ((side == MagmaRight) && ldwork < max(1,m)) ) {
        info = -15;
    }
    if (info != 0) {
        magma_xerbla( __func__, -(info) );
        return info;
    }
    
    /* Function Body */
    if (m <= 0 || n <= 0) {
        return info;
    }
    
    /* Local variables */
    // opposite of trans
    magma_trans_t transt;
    if (trans == MagmaNoTrans)
        transt = Magma_ConjTrans;
    else
        transt = MagmaNoTrans;
    
    // whether T is upper or lower triangular
    magma_uplo_t uplo;
    if (direct == MagmaForward)
        uplo = MagmaUpper;
    else
        uplo = MagmaLower;
    
    // whether V is stored transposed or not
    magma_trans_t notransV, transV;
    if (storev == MagmaColumnwise) {
        notransV = MagmaNoTrans;
        transV   = Magma_ConjTrans;
    }
    else {
        notransV = Magma_ConjTrans;
        transV   = MagmaNoTrans;
    }

    if ( side == MagmaLeft ) {
        // Form H C or H^H C
        // Comments assume H C.
        // When forming H^H C, T gets transposed via transt.
        
        // W = C^H V
        magma_zgemm( Magma_ConjTrans, notransV,
                     n, k, m,
                     c_one,  dC(0,0),  lddc,
                             dV(0,0),  lddv,
                     c_zero, dwork(0), ldwork, queue );

        // W = W T^H = C^H V T^H
        magma_ztrmm( MagmaRight, uplo, transt, MagmaNonUnit,
                     n, k,
                     c_one, dT(0,0),  lddt,
                            dwork(0), ldwork, queue );

        // C = C - V W^H = C - V T V^H C = (I - V T V^H) C = H C
        magma_zgemm( notransV, Magma_ConjTrans,
                     m, n, k,
                     c_neg_one, dV(0,0),  lddv,
                                dwork(0), ldwork,
                     c_one,     dC(0,0),  lddc, queue );
    }
    else {
        // Form C H or C H^H
        // Comments assume C H.
        // When forming C H^H, T gets transposed via trans.
        
        // W = C V
        magma_zgemm( MagmaNoTrans, notransV,
                     m, k, n,
                     c_one,  dC(0,0),  lddc,
                             dV(0,0),  lddv,
                     c_zero, dwork(0), ldwork, queue );

        // W = W T = C V T
        magma_ztrmm( MagmaRight, uplo, trans, MagmaNonUnit,
                     m, k,
                     c_one, dT(0,0),  lddt,
                            dwork(0), ldwork, queue );

        // C = C - W V^H = C - C V T V^H = C (I - V T V^H) = C H
        magma_zgemm( MagmaNoTrans, transV,
                     m, n, k,
                     c_neg_one, dwork(0), ldwork,
                                dV(0,0),  lddv,
                     c_one,     dC(0,0),  lddc, queue );
    }

    return info;
} /* magma_zlarfb */