extern "C" magma_int_t magma_dlaex0(magma_int_t n, double* d, double* e, double* q, magma_int_t ldq, double* work, magma_int_t* iwork, magmaDouble_ptr dwork, magma_vec_t range, double vl, double vu, magma_int_t il, magma_int_t iu, magma_int_t* info, magma_queue_t queue) { /* -- MAGMA (version 1.1.0) -- Univ. of Tennessee, Knoxville Univ. of California, Berkeley Univ. of Colorado, Denver @date January 2014 .. Scalar Arguments .. CHARACTER RANGE INTEGER IL, IU, INFO, LDQ, N DOUBLE PRECISION VL, VU .. .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION D( * ), E( * ), Q( LDQ, * ), $ WORK( * ), DWORK( * ) .. Purpose ======= DLAEX0 computes all eigenvalues and the choosen eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method. Arguments ========= N (input) INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the main diagonal of the tridiagonal matrix. On exit, its eigenvalues. E (input) DOUBLE PRECISION array, dimension (N-1) The off-diagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) On entry, Q will be the identity matrix. On exit, Q contains the eigenvectors of the tridiagonal matrix. LDQ (input) INTEGER The leading dimension of the array Q. If eigenvectors are desired, then LDQ >= max(1,N). In any case, LDQ >= 1. WORK (workspace) DOUBLE PRECISION array, the dimension of WORK must be at least 4*N + N**2. IWORK (workspace) INTEGER array, the dimension of IWORK must be at least 3 + 5*N. DWORK (device workspace) DOUBLE PRECISION array, dimension (3*N*N/2+3*N) 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. 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'. INFO (output) INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: The algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1). Further Details =============== Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA ===================================================================== */ magma_int_t ione = 1; magma_vec_t range_ = range; magma_int_t curlvl, curprb, i, indxq; magma_int_t j, k, matsiz, msd2, smlsiz; magma_int_t submat, subpbs, tlvls; // Test the input parameters. *info = 0; if( n < 0 ) *info = -1; else if( ldq < max(1, n) ) *info = -5; if( *info != 0 ){ magma_xerbla( __func__, -*info ); return MAGMA_ERR_ILLEGAL_VALUE; } // Quick return if possible if(n == 0) return MAGMA_SUCCESS; smlsiz = get_dlaex0_smlsize(); // Determine the size and placement of the submatrices, and save in // the leading elements of IWORK. iwork[0] = n; subpbs= 1; tlvls = 0; while (iwork[subpbs - 1] > smlsiz) { for (j = subpbs; j > 0; --j){ iwork[2*j - 1] = (iwork[j-1]+1)/2; iwork[2*j - 2] = iwork[j-1]/2; } ++tlvls; subpbs *= 2; } for (j=1; j<subpbs; ++j) iwork[j] += iwork[j-1]; // Divide the matrix into SUBPBS submatrices of size at most SMLSIZ+1 // using rank-1 modifications (cuts). for(i=0; i < subpbs-1; ++i){ submat = iwork[i]; d[submat-1] -= MAGMA_D_ABS(e[submat-1]); d[submat] -= MAGMA_D_ABS(e[submat-1]); } indxq = 4*n + 3; // Solve each submatrix eigenproblem at the bottom of the divide and // conquer tree. char char_I[] = {'I', 0}; //#define ENABLE_TIMER #ifdef ENABLE_TIMER magma_timestr_t start, end; start = get_current_time(); #endif for (i = 0; i < subpbs; ++i){ if(i == 0){ submat = 0; matsiz = iwork[0]; } else { submat = iwork[i-1]; matsiz = iwork[i] - iwork[i-1]; } lapackf77_dsteqr(char_I , &matsiz, &d[submat], &e[submat], Q(submat, submat), &ldq, work, info); // change to edc? if(*info != 0){ printf("info: %d\n, submat: %d\n", (int) *info, (int) submat); *info = (submat+1)*(n+1) + submat + matsiz; printf("info: %d\n", (int) *info); return MAGMA_SUCCESS; } k = 1; for(j = submat; j < iwork[i]; ++j){ iwork[indxq+j] = k; ++k; } } #ifdef ENABLE_TIMER end = get_current_time(); printf("for: dsteqr = %6.2f\n", GetTimerValue(start,end)/1000.); #endif // Successively merge eigensystems of adjacent submatrices // into eigensystem for the corresponding larger matrix. curlvl = 1; while (subpbs > 1){ #ifdef ENABLE_TIMER magma_timestr_t start, end; start = get_current_time(); #endif for (i=0; i<subpbs-1; i+=2){ if(i == 0){ submat = 0; matsiz = iwork[1]; msd2 = iwork[0]; } else { submat = iwork[i-1]; matsiz = iwork[i+1] - iwork[i-1]; msd2 = matsiz / 2; } // Merge lower order eigensystems (of size MSD2 and MATSIZ - MSD2) // into an eigensystem of size MATSIZ. // DLAEX1 is used only for the full eigensystem of a tridiagonal // matrix. if (matsiz == n) range_=range; else // We need all the eigenvectors if it is not last step range_= MagmaAllVec; magma_dlaex1(matsiz, &d[submat], Q(submat, submat), ldq, &iwork[indxq+submat], e[submat+msd2-1], msd2, work, &iwork[subpbs], dwork, range_, vl, vu, il, iu, info, queue); if(*info != 0){ *info = (submat+1)*(n+1) + submat + matsiz; return MAGMA_SUCCESS; } iwork[i/2]= iwork[i+1]; } subpbs /= 2; ++curlvl; #ifdef ENABLE_TIMER end = get_current_time(); printf("%d: time: %6.2f\n", curlvl, GetTimerValue(start,end)/1000.); #endif } // Re-merge the eigenvalues/vectors which were deflated at the final // merge step. for(i = 0; i<n; ++i){ j = iwork[indxq+i] - 1; work[i] = d[j]; blasf77_dcopy(&n, Q(0, j), &ione, &work[ n*(i+1) ], &ione); } blasf77_dcopy(&n, work, &ione, d, &ione); char char_A[] = {'A',0}; lapackf77_dlacpy ( char_A, &n, &n, &work[n], &n, q, &ldq ); return MAGMA_SUCCESS; } /* magma_dlaex0 */
/** Purpose ------- DSTEDX computes some eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method. This code 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. See DLAEX3 for details. Arguments --------- @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] n INTEGER The dimension of the symmetric tridiagonal matrix. N >= 0. @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[in,out] d DOUBLE PRECISION array, dimension (N) On entry, the diagonal elements of the tridiagonal matrix. On exit, if INFO = 0, the eigenvalues in ascending order. @param[in,out] e DOUBLE PRECISION array, dimension (N-1) On entry, the subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. @param[in,out] Z DOUBLE PRECISION array, dimension (LDZ,N) On exit, if INFO = 0, Z contains the orthonormal eigenvectors of the symmetric tridiagonal matrix. @param[in] ldz INTEGER The leading dimension of the array Z. LDZ >= max(1,N). @param[out] work (workspace) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK. @param[in] lwork INTEGER The dimension of the array WORK. If N > 1 then LWORK >= ( 1 + 4*N + N**2 ). Note that if N is less than or equal to the minimum divide size, usually 25, then LWORK need only be max(1,2*(N-1)). \n If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. @param[out] 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. LIWORK >= ( 3 + 5*N ). Note that if N is less than or equal to the minimum divide size, usually 25, then LIWORK need only be 1. \n If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA. @param dwork (workspace) DOUBLE PRECISION array, dimension (3*N*N/2+3*N) @param[out] info INTEGER - = 0: successful exit. - < 0: if INFO = -i, the i-th argument had an illegal value. - > 0: The algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1). Further Details --------------- Based on contributions by Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee. @ingroup magma_dsyev_comp ********************************************************************/ extern "C" magma_int_t magma_dstedx( magma_range_t range, magma_int_t n, double vl, double vu, magma_int_t il, magma_int_t iu, double *d, double *e, double *Z, magma_int_t ldz, double *work, magma_int_t lwork, magma_int_t *iwork, magma_int_t liwork, magmaDouble_ptr dwork, magma_int_t *info) { #define Z(i_,j_) (Z + (i_) + (j_)*ldz) double d_zero = 0.; double d_one = 1.; magma_int_t izero = 0; magma_int_t ione = 1; magma_int_t alleig, indeig, valeig, lquery; magma_int_t i, j, k, m; magma_int_t liwmin, lwmin; magma_int_t start, end, smlsiz; double eps, orgnrm, p, tiny; // Test the input parameters. alleig = (range == MagmaRangeAll); valeig = (range == MagmaRangeV); indeig = (range == MagmaRangeI); lquery = (lwork == -1 || liwork == -1); *info = 0; if (! (alleig || valeig || indeig)) { *info = -1; } else if (n < 0) { *info = -2; } else if (ldz < max(1,n)) { *info = -10; } else { if (valeig) { if (n > 0 && vu <= vl) { *info = -4; } } else if (indeig) { if (il < 1 || il > max(1,n)) { *info = -5; } else if (iu < min(n,il) || iu > n) { *info = -6; } } } if (*info == 0) { // Compute the workspace requirements smlsiz = magma_get_smlsize_divideconquer(); if ( n <= 1 ) { lwmin = 1; liwmin = 1; } else { lwmin = 1 + 4*n + n*n; liwmin = 3 + 5*n; } work[0] = magma_dmake_lwork( lwmin ); iwork[0] = liwmin; if (lwork < lwmin && ! lquery) { *info = -12; } else if (liwork < liwmin && ! lquery) { *info = -14; } } if (*info != 0) { magma_xerbla( __func__, -(*info)); return *info; } else if (lquery) { return *info; } // Quick return if possible if (n == 0) return *info; if (n == 1) { *Z = 1.; return *info; } /* determine the number of threads *///not needed here to be checked Azzam //magma_int_t threads = magma_get_parallel_numthreads(); //magma_int_t mklth = magma_get_lapack_numthreads(); //magma_set_lapack_numthreads(mklth); #ifdef ENABLE_DEBUG //printf(" D&C is using %d threads\n", threads); #endif // If N is smaller than the minimum divide size (SMLSIZ+1), then // solve the problem with another solver. if (n < smlsiz) { lapackf77_dsteqr("I", &n, d, e, Z, &ldz, work, info); } else { lapackf77_dlaset("F", &n, &n, &d_zero, &d_one, Z, &ldz); //Scale. orgnrm = lapackf77_dlanst("M", &n, d, e); if (orgnrm == 0) { work[0] = magma_dmake_lwork( lwmin ); iwork[0] = liwmin; return *info; } eps = lapackf77_dlamch( "Epsilon" ); if (alleig) { start = 0; while ( start < n ) { // Let FINISH be the position of the next subdiagonal entry // such that E( END ) <= TINY or FINISH = N if no such // subdiagonal exists. The matrix identified by the elements // between START and END constitutes an independent // sub-problem. for (end = start+1; end < n; ++end) { tiny = eps * sqrt( MAGMA_D_ABS(d[end-1]*d[end])); if (MAGMA_D_ABS(e[end-1]) <= tiny) break; } // (Sub) Problem determined. Compute its size and solve it. m = end - start; if (m == 1) { start = end; continue; } if (m > smlsiz) { // Scale orgnrm = lapackf77_dlanst("M", &m, &d[start], &e[start]); lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &m, &ione, &d[start], &m, info); magma_int_t mm = m-1; lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &mm, &ione, &e[start], &mm, info); magma_dlaex0( m, &d[start], &e[start], Z(start, start), ldz, work, iwork, dwork, MagmaRangeAll, vl, vu, il, iu, info); if ( *info != 0) { return *info; } // Scale Back lapackf77_dlascl("G", &izero, &izero, &d_one, &orgnrm, &m, &ione, &d[start], &m, info); } else { lapackf77_dsteqr( "I", &m, &d[start], &e[start], Z(start, start), &ldz, work, info); if (*info != 0) { *info = (start+1) *(n+1) + end; } } start = end; } // If the problem split any number of times, then the eigenvalues // will not be properly ordered. Here we permute the eigenvalues // (and the associated eigenvectors) into ascending order. if (m < n) { // Use Selection Sort to minimize swaps of eigenvectors for (i = 1; i < n; ++i) { k = i-1; p = d[i-1]; for (j = i; j < n; ++j) { if (d[j] < p) { k = j; p = d[j]; } } if (k != i-1) { d[k] = d[i-1]; d[i-1] = p; blasf77_dswap(&n, Z(0,i-1), &ione, Z(0,k), &ione); } } } } else { // Scale lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &n, &ione, d, &n, info); magma_int_t nm = n-1; lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &nm, &ione, e, &nm, info); magma_dlaex0( n, d, e, Z, ldz, work, iwork, dwork, range, vl, vu, il, iu, info); if ( *info != 0) { return *info; } // Scale Back lapackf77_dlascl("G", &izero, &izero, &d_one, &orgnrm, &n, &ione, d, &n, info); } } work[0] = magma_dmake_lwork( lwmin ); iwork[0] = liwmin; return *info; } /* magma_dstedx */