extern "C" magma_int_t
magma_sgeev(magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
float *a, magma_int_t lda,
float *WR, float *WI,
float *vl, magma_int_t ldvl,
float *vr, magma_int_t ldvr,
float *work, magma_int_t lwork,
magma_int_t *info, magma_queue_t queue)
{
/* -- clMAGMA (version 1.0.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
September 2012
Purpose
=======
SGEEV computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**T * A = lambda(j) * u(j)**T
where u(j)**T denotes the transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
=========
JOBVL (input) CHARACTER*1
= 'N': left eigenvectors of A are not computed;
= 'V': left eigenvectors of are computed.
JOBVR (input) CHARACTER*1
= 'N': right eigenvectors of A are not computed;
= 'V': right eigenvectors of A are computed.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension (N)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Complex
conjugate pairs of eigenvalues appear consecutively
with the eigenvalue having the positive imaginary part
first.
VL (output) DOUBLE PRECISION array, dimension (LDVL,N)
If JOBVL = 'V', the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = 'N', VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = 'V', LDVL >= N.
VR (output) DOUBLE PRECISION array, dimension (LDVR,N)
If JOBVR = 'V', the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = 'N', VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = 'V', LDVR >= N.
WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= (1+nb)*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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
===================================================================== */
magma_int_t c__1 = 1;
magma_int_t c__0 = 0;
magma_int_t c_n1 = -1;
magma_int_t a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2, i__3;
float d__1, d__2;
magma_int_t i__, k, ihi, ilo;
float r__, cs, sn, scl;
float dum[1], eps;
magma_int_t ibal;
float anrm;
magma_int_t ierr, itau, iwrk, nout;
magma_int_t scalea;
float cscale;
float bignum;
magma_int_t minwrk;
magma_int_t wantvl;
float smlnum;
magma_int_t lquery, wantvr, select[1];
magma_int_t nb = 0;
magmaFloat_ptr dT;
//magma_timestr_t start, end;
char side[2] = {0, 0};
magma_vec_t jobvl_ = jobvl;
magma_vec_t jobvr_ = jobvr;
*info = 0;
lquery = lwork == -1;
wantvl = lapackf77_lsame(lapack_const(jobvl_), "V");
wantvr = lapackf77_lsame(lapack_const(jobvr_), "V");
if (! wantvl && ! lapackf77_lsame(lapack_const(jobvl_), "N")) {
*info = -1;
} else if (! wantvr && ! lapackf77_lsame(lapack_const(jobvr_), "N")) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -9;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -11;
}
/* Compute workspace */
if (*info == 0) {
nb = magma_get_sgehrd_nb(n);
minwrk = (2+nb)*n;
work[0] = (float) minwrk;
if (lwork < minwrk && ! lquery) {
*info = -13;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
// if eigenvectors are needed
#if defined(VERSION3)
if (MAGMA_SUCCESS != magma_malloc( &dT, nb*n*sizeof(float) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
// subtract row and col for 1-based indexing
a_dim1 = lda;
a_offset = 1 + a_dim1;
a -= a_offset;
vl_dim1 = ldvl;
vl_offset = 1 + vl_dim1;
vl -= vl_offset;
vr_dim1 = ldvr;
vr_offset = 1 + vr_dim1;
vr -= vr_offset;
--work;
/* Get machine constants */
eps = lapackf77_slamch("P");
smlnum = lapackf77_slamch("S");
bignum = 1. / smlnum;
lapackf77_slabad(&smlnum, &bignum);
smlnum = magma_ssqrt(smlnum) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_slange("M", &n, &n, &a[a_offset], &lda, dum);
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_slascl("G", &c__0, &c__0, &anrm, &cscale, &n, &n,
&a[a_offset], &lda, &ierr);
}
/* Balance the matrix
(Workspace: need N) */
ibal = 1;
lapackf77_sgebal("B", &n, &a[a_offset], &lda, &ilo, &ihi, &work[ibal], &ierr);
/* Reduce to upper Hessenberg form
(Workspace: need 3*N, prefer 2*N+N*NB) */
itau = ibal + n;
iwrk = itau + n;
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1)
/*
* Version 1 - LAPACK
*/
lapackf77_sgehrd(&n, &ilo, &ihi, &a[a_offset], &lda,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION2)
/*
* Version 2 - LAPACK consistent HRD
*/
magma_sgehrd2(n, ilo, ihi, &a[a_offset], lda,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored,
*/
magma_sgehrd(n, ilo, ihi, &a[a_offset], lda,
&work[itau], &work[iwrk], i__1, dT, 0, &ierr, queue);
#endif
//end = get_current_time();
//printf(" Time for sgehrd = %5.2f sec\n", GetTimerValue(start,end)/1000.);
if (wantvl) {
/* Want left eigenvectors
Copy Householder vectors to VL */
side[0] = 'L';
lapackf77_slacpy(MagmaLowerStr, &n, &n,
&a[a_offset], &lda, &vl[vl_offset], &ldvl);
/*
* Generate orthogonal matrix in VL
* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
*/
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1) || defined(VERSION2)
/*
* Version 1 & 2 - LAPACK
*/
lapackf77_sorghr(&n, &ilo, &ihi, &vl[vl_offset], &ldvl,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
*/
magma_sorghr(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau],
dT, 0, nb, &ierr, queue);
#endif
//end = get_current_time();
//printf(" Time for sorghr = %5.2f sec\n", GetTimerValue(start,end)/1000.);
/*
* Perform QR iteration, accumulating Schur vectors in VL
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
*/
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_shseqr("S", "V", &n, &ilo, &ihi, &a[a_offset], &lda, WR, WI,
&vl[vl_offset], &ldvl, &work[iwrk], &i__1, info);
if (wantvr) {
/* Want left and right eigenvectors
Copy Schur vectors to VR */
side[0] = 'B';
lapackf77_slacpy("F", &n, &n, &vl[vl_offset], &ldvl, &vr[vr_offset], &ldvr);
}
} else if (wantvr) {
/* Want right eigenvectors
Copy Householder vectors to VR */
side[0] = 'R';
lapackf77_slacpy("L", &n, &n, &a[a_offset], &lda, &vr[vr_offset], &ldvr);
/*
* Generate orthogonal matrix in VR
* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB)
*/
i__1 = lwork - iwrk + 1;
//start = get_current_time();
#if defined(VERSION1) || defined(VERSION2)
/*
* Version 1 & 2 - LAPACK
*/
lapackf77_sorghr(&n, &ilo, &ihi, &vr[vr_offset], &ldvr,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION3)
/*
* Version 3 - LAPACK consistent MAGMA HRD + matrices T stored
*/
magma_sorghr(n, ilo, ihi, &vr[vr_offset], ldvr,
&work[itau], dT, 0, nb, &ierr, queue);
#endif
//end = get_current_time();
//printf(" Time for sorghr = %5.2f sec\n", GetTimerValue(start,end)/1000.);
/*
* Perform QR iteration, accumulating Schur vectors in VR
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
*/
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_shseqr("S", "V", &n, &ilo, &ihi, &a[a_offset], &lda, WR, WI,
&vr[vr_offset], &ldvr, &work[iwrk], &i__1, info);
} else {
/*
* Compute eigenvalues only
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
*/
iwrk = itau;
i__1 = lwork - iwrk + 1;
lapackf77_shseqr("E", "N", &n, &ilo, &ihi, &a[a_offset], &lda, WR, WI,
&vr[vr_offset], &ldvr, &work[iwrk], &i__1, info);
}
/* If INFO > 0 from SHSEQR, then quit */
if (*info > 0) {
fprintf(stderr, "SHSEQR returned with info = %d\n", (int) *info);
goto L50;
}
if (wantvl || wantvr) {
/*
* Compute left and/or right eigenvectors
* (Workspace: need 4*N)
*/
lapackf77_strevc(side, "B", select, &n, &a[a_offset], &lda, &vl[vl_offset], &ldvl,
&vr[vr_offset], &ldvr, &n, &nout, &work[iwrk], &ierr);
}
if (wantvl) {
/*
* Undo balancing of left eigenvectors
* (Workspace: need N)
*/
lapackf77_sgebak("B", "L", &n, &ilo, &ihi,
&work[ibal], &n, &vl[vl_offset], &ldvl, &ierr);
/* Normalize left eigenvectors and make largest component real */
for (i__ = 1; i__ <= n; ++i__) {
if ( WI[i__-1] == 0.) {
scl = cblas_snrm2(n, &vl[i__ * vl_dim1 + 1], 1);
scl = 1. / scl;
cblas_sscal(n, (scl), &vl[i__ * vl_dim1 + 1], 1);
} else if (WI[i__-1] > 0.) {
d__1 = cblas_snrm2(n, &vl[ i__ * vl_dim1 + 1], 1);
d__2 = cblas_snrm2(n, &vl[(i__ + 1) * vl_dim1 + 1], 1);
scl = lapackf77_slapy2(&d__1, &d__2);
scl = 1. / scl;
cblas_sscal(n, (scl), &vl[ i__ * vl_dim1 + 1], 1);
cblas_sscal(n, (scl), &vl[(i__ + 1) * vl_dim1 + 1], 1);
i__2 = n;
for (k = 1; k <= i__2; ++k) {
/* Computing 2nd power */
d__1 = vl[k + i__ * vl_dim1];
/* Computing 2nd power */
d__2 = vl[k + (i__ + 1) * vl_dim1];
work[iwrk + k - 1] = d__1 * d__1 + d__2 * d__2;
}
/* Comment:
Fortran BLAS does not have to add 1
C BLAS must add one to cblas_isamax */
k = cblas_isamax(n, &work[iwrk], 1)+1;
lapackf77_slartg(&vl[k + i__ * vl_dim1],
&vl[k + (i__ + 1) * vl_dim1], &cs, &sn, &r__);
cblas_srot(n, &vl[ i__ * vl_dim1 + 1], 1,
&vl[(i__ + 1) * vl_dim1 + 1], 1, cs, (sn));
vl[k + (i__ + 1) * vl_dim1] = 0.;
}
}
}
if (wantvr) {
/*
* Undo balancing of right eigenvectors
* (Workspace: need N)
*/
lapackf77_sgebak("B", "R", &n, &ilo, &ihi, &work[ibal], &n,
&vr[vr_offset], &ldvr, &ierr);
/* Normalize right eigenvectors and make largest component real */
for (i__ = 1; i__ <= n; ++i__) {
if (WI[i__-1] == 0.) {
scl = 1. / cblas_snrm2(n, &vr[i__ * vr_dim1 + 1], 1);
cblas_sscal(n, (scl), &vr[i__ * vr_dim1 + 1], 1);
} else if (WI[i__-1] > 0.) {
d__1 = cblas_snrm2(n, &vr[ i__ * vr_dim1 + 1], 1);
d__2 = cblas_snrm2(n, &vr[(i__ + 1) * vr_dim1 + 1], 1);
scl = lapackf77_slapy2(&d__1, &d__2);
scl = 1. / scl;
cblas_sscal(n, (scl), &vr[ i__ * vr_dim1 + 1], 1);
cblas_sscal(n, (scl), &vr[(i__ + 1) * vr_dim1 + 1], 1);
i__2 = n;
for (k = 1; k <= i__2; ++k) {
/* Computing 2nd power */
d__1 = vr[k + i__ * vr_dim1];
/* Computing 2nd power */
d__2 = vr[k + (i__ + 1) * vr_dim1];
work[iwrk + k - 1] = d__1 * d__1 + d__2 * d__2;
}
/* Comment:
Fortran BLAS does not have to add 1
C BLAS must add one to cblas_isamax */
k = cblas_isamax(n, &work[iwrk], 1)+1;
lapackf77_slartg(&vr[k + i__ * vr_dim1], &vr[k + (i__ + 1) * vr_dim1],
&cs, &sn, &r__);
cblas_srot(n, &vr[ i__ * vr_dim1 + 1], 1,
&vr[(i__ + 1) * vr_dim1 + 1], 1, cs, (sn));
vr[k + (i__ + 1) * vr_dim1] = 0.;
}
}
}
/* Undo scaling if necessary */
L50:
if (scalea) {
i__1 = n - *info;
/* Computing MAX */
i__3 = n - *info;
i__2 = max(i__3,1);
lapackf77_slascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WR + (*info), &i__2, &ierr);
i__1 = n - *info;
/* Computing MAX */
i__3 = n - *info;
i__2 = max(i__3,1);
lapackf77_slascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WI + (*info), &i__2, &ierr);
if (*info > 0) {
i__1 = ilo - 1;
lapackf77_slascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WR, &n, &ierr);
i__1 = ilo - 1;
lapackf77_slascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WI, &n, &ierr);
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
return *info;
} /* magma_sgeev */
/**
Purpose
-------
SGEEV computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**T * A = lambda(j) * u(j)**T
where u(j)**T denotes the transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
---------
@param[in]
jobvl magma_vec_t
- = MagmaNoVec: left eigenvectors of A are not computed;
- = MagmaVec: left eigenvectors of are computed.
@param[in]
jobvr magma_vec_t
- = MagmaNoVec: right eigenvectors of A are not computed;
- = MagmaVec: right eigenvectors of A are computed.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
wr REAL array, dimension (N)
@param[out]
wi REAL array, dimension (N)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Complex
conjugate pairs of eigenvalues appear consecutively
with the eigenvalue having the positive imaginary part
first.
@param[out]
VL REAL array, dimension (LDVL,N)
If JOBVL = MagmaVec, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = MagmaNoVec, VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
@param[in]
ldvl INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = MagmaVec, LDVL >= N.
@param[out]
VR REAL array, dimension (LDVR,N)
If JOBVR = MagmaVec, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = MagmaNoVec, VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
@param[in]
ldvr INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = MagmaVec, LDVR >= N.
@param[out]
work (workspace) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= (2 + nb + nb*ngpu)*N.
For optimal performance, LWORK >= (2 + 2*nb + nb*ngpu)*N.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
@ingroup magma_sgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_sgeev_m(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
float *A, magma_int_t lda,
#ifdef COMPLEX
float *w,
#else
float *wr, float *wi,
#endif
float *VL, magma_int_t ldvl,
float *VR, magma_int_t ldvr,
float *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork,
#endif
magma_int_t *info )
{
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
const magma_int_t ione = 1;
const magma_int_t izero = 0;
float d__1, d__2;
float r, cs, sn, scl;
float dum[1], eps;
float anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, nb;
magma_int_t scalea, minwrk, optwrk, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
magma_int_t ngpu = magma_num_gpus();
magma_timer_t time_total=0, time_gehrd=0, time_unghr=0, time_hseqr=0, time_trevc=0, time_sum=0;
magma_flops_t flop_total=0, flop_gehrd=0, flop_unghr=0, flop_hseqr=0, flop_trevc=0, flop_sum=0;
timer_start( time_total );
flops_start( flop_total );
*info = 0;
lquery = (lwork == -1);
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -9;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -11;
}
/* Compute workspace */
nb = magma_get_sgehrd_nb( n );
if (*info == 0) {
minwrk = (2 + nb + nb*ngpu)*n;
optwrk = (2 + 2*nb + nb*ngpu)*n;
work[0] = magma_smake_lwork( optwrk );
if (lwork < minwrk && ! lquery) {
*info = -13;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(Version3)
float *dT;
if (MAGMA_SUCCESS != magma_smalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version5)
float *T;
if (MAGMA_SUCCESS != magma_smalloc_cpu( &T, nb*n )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_slamch( "P" );
smlnum = lapackf77_slamch( "S" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum = magma_ssqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_slange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_slascl( "G", &izero, &izero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (Workspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_sgebal( "B", &n, A, &lda, &ilo, &ihi, &work[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (Workspace: need 3*N, prefer 2*N + N*NB + NB*NGPU)
* - added NB*NGPU needed for multi-GPU magma_sgehrd_m
* - including N reserved for gebal/gebak, unused by sgehrd */
itau = ibal + n;
iwrk = itau + n;
liwrk = lwork - iwrk;
timer_start( time_gehrd );
flops_start( flop_gehrd );
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_sgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_sgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_sgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_sgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &ierr );
#endif
time_sum += timer_stop( time_gehrd );
flop_sum += flops_stop( flop_gehrd );
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_slacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate orthogonal matrix in VL
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by sorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_sorghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_sorghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_sorghr_m( n, ilo, ihi, VL, ldvl, &work[itau], T, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
timer_start( time_hseqr );
flops_start( flop_hseqr );
/* Perform QR iteration, accumulating Schur vectors in VL
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
VL, &ldvl, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_slacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_slacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate orthogonal matrix in VR
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB)
* - including N reserved for gebal/gebak, unused by sorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_sorghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_sorghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_sorghr_m( n, ilo, ihi, VR, ldvr, &work[itau], T, nb, &ierr );
#endif
time_sum += timer_stop( time_unghr );
flop_sum += flops_stop( flop_unghr );
/* Perform QR iteration, accumulating Schur vectors in VR
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "S", "V", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
else {
/* Compute eigenvalues only
* (Workspace: need N+1, prefer N+HSWORK (see comments) )
* - including N reserved for gebal/gebak, unused by shseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_shseqr( "E", "N", &n, &ilo, &ihi, A, &lda, wr, wi,
VR, &ldvr, &work[iwrk], &liwrk, info );
time_sum += timer_stop( time_hseqr );
flop_sum += flops_stop( flop_hseqr );
}
/* If INFO > 0 from SHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
timer_start( time_trevc );
flops_start( flop_trevc );
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (Workspace: need 4*N, prefer (2 + 2*nb)*N)
* - including N reserved for gebal/gebak, unused by strevc */
liwrk = lwork - iwrk;
#if TREVC_VERSION == 1
lapackf77_strevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &ierr );
#elif TREVC_VERSION == 2
lapackf77_strevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &ierr );
#elif TREVC_VERSION == 3
magma_strevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 4
magma_strevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 5
magma_strevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#else
#error Unknown TREVC_VERSION
#endif
}
time_sum += timer_stop( time_trevc );
flop_sum += flops_stop( flop_trevc );
if (wantvl) {
/* Undo balancing of left eigenvectors
* (Workspace: need N) */
lapackf77_sgebak( "B", "L", &n, &ilo, &ihi, &work[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_snrm2( n, VL(0,i), 1 );
blasf77_sscal( &n, &scl, VL(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_snrm2( n, VL(0,i), 1 );
d__2 = magma_cblas_snrm2( n, VL(0,i+1), 1 );
scl = 1. / lapackf77_slapy2( &d__1, &d__2 );
blasf77_sscal( &n, &scl, VL(0,i), &ione );
blasf77_sscal( &n, &scl, VL(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VL(k,i);
d__2 = *VL(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_slartg( VL(k,i), VL(k,i+1), &cs, &sn, &r );
blasf77_srot( &n, VL(0,i), &ione, VL(0,i+1), &ione, &cs, &sn );
*VL(k,i+1) = 0.;
}
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (Workspace: need N) */
lapackf77_sgebak( "B", "R", &n, &ilo, &ihi, &work[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
if ( wi[i] == 0. ) {
scl = 1. / magma_cblas_snrm2( n, VR(0,i), 1 );
blasf77_sscal( &n, &scl, VR(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_snrm2( n, VR(0,i), 1 );
d__2 = magma_cblas_snrm2( n, VR(0,i+1), 1 );
scl = 1. / lapackf77_slapy2( &d__1, &d__2 );
blasf77_sscal( &n, &scl, VR(0,i), &ione );
blasf77_sscal( &n, &scl, VR(0,i+1), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = *VR(k,i);
d__2 = *VR(k,i+1);
work[iwrk + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_slartg( VR(k,i), VR(k,i+1), &cs, &sn, &r );
blasf77_srot( &n, VR(0,i), &ione, VR(0,i+1), &ione, &cs, &sn );
*VR(k,i+1) = 0.;
}
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
// converged eigenvalues, stored in wr[i+1:n] and wi[i+1:n] for i = INFO
magma_int_t nval = n - (*info);
magma_int_t ld = max( nval, 1 );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr + (*info), &ld, &ierr );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr, &n, &ierr );
lapackf77_slascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi, &n, &ierr );
}
}
#if defined(Version3)
magma_free( dT );
#endif
#if defined(Version5)
magma_free_cpu( T );
#endif
timer_stop( time_total );
flops_stop( flop_total );
timer_printf( "sgeev times n %5d, gehrd %7.3f, unghr %7.3f, hseqr %7.3f, trevc %7.3f, total %7.3f, sum %7.3f\n",
(int) n, time_gehrd, time_unghr, time_hseqr, time_trevc, time_total, time_sum );
timer_printf( "sgeev flops n %5d, gehrd %7lld, unghr %7lld, hseqr %7lld, trevc %7lld, total %7lld, sum %7lld\n",
(int) n, flop_gehrd, flop_unghr, flop_hseqr, flop_trevc, flop_total, flop_sum );
work[0] = magma_smake_lwork( optwrk );
return *info;
} /* magma_sgeev */
magma_int_t magma_clatrsd(
magma_uplo_t uplo, magma_trans_t trans, magma_diag_t diag, magma_bool_t normin,
magma_int_t n, const magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex lambda,
magmaFloatComplex *x,
float *scale, float *cnorm,
magma_int_t *info)
{
#define A(i,j) (A + (i) + (j)*lda)
/* constants */
const magma_int_t ione = 1;
const float d_half = 0.5;
const magmaFloatComplex c_zero = MAGMA_C_ZERO;
const magmaFloatComplex c_one = MAGMA_C_ONE;
/* System generated locals */
magma_int_t len;
magmaFloatComplex ztmp;
/* Local variables */
magma_int_t i, j;
float xj, rec, tjj;
magma_int_t jinc;
float xbnd;
magma_int_t imax;
float tmax;
magmaFloatComplex tjjs;
float xmax, grow;
float tscal;
magmaFloatComplex uscal;
magma_int_t jlast;
magmaFloatComplex csumj;
float bignum;
magma_int_t jfirst;
float smlnum;
/* Function Body */
*info = 0;
magma_int_t upper = (uplo == MagmaUpper);
magma_int_t notran = (trans == MagmaNoTrans);
magma_int_t nounit = (diag == MagmaNonUnit);
/* Test the input parameters. */
if ( ! upper && uplo != MagmaLower ) {
*info = -1;
}
else if (! notran &&
trans != MagmaTrans &&
trans != MagmaConjTrans) {
*info = -2;
}
else if ( ! nounit && diag != MagmaUnit ) {
*info = -3;
}
else if ( ! (normin == MagmaTrue) &&
! (normin == MagmaFalse) ) {
*info = -4;
}
else if ( n < 0 ) {
*info = -5;
}
else if ( lda < max(1,n) ) {
*info = -7;
}
if ( *info != 0 ) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Quick return if possible */
if ( n == 0 ) {
return *info;
}
/* Determine machine dependent parameters to control overflow. */
smlnum = lapackf77_slamch( "Safe minimum" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum /= lapackf77_slamch( "Precision" );
bignum = 1. / smlnum;
*scale = 1.;
if ( normin == MagmaFalse ) {
/* Compute the 1-norm of each column, not including the diagonal. */
if ( upper ) {
/* A is upper triangular. */
cnorm[0] = 0.;
for( j = 1; j < n; ++j ) {
cnorm[j] = magma_cblas_scasum( j, A(0,j), ione );
}
}
else {
/* A is lower triangular. */
for( j = 0; j < n-1; ++j ) {
cnorm[j] = magma_cblas_scasum( n-(j+1), A(j+1,j), ione );
}
cnorm[n-1] = 0.;
}
}
/* Scale the column norms by TSCAL if the maximum element in CNORM is */
/* greater than BIGNUM/2. */
imax = blasf77_isamax( &n, &cnorm[0], &ione ) - 1;
tmax = cnorm[imax];
if ( tmax <= bignum * 0.5 ) {
tscal = 1.;
}
else {
tscal = 0.5 / (smlnum * tmax);
blasf77_sscal( &n, &tscal, &cnorm[0], &ione );
}
/* ================================================================= */
/* Compute a bound on the computed solution vector to see if the */
/* Level 2 BLAS routine CTRSV can be used. */
xmax = 0.;
for( j = 0; j < n; ++j ) {
xmax = max( xmax, 0.5*MAGMA_C_ABS1( x[j] ));
}
xbnd = xmax;
if ( notran ) {
/* ---------------------------------------- */
/* Compute the growth in A * x = b. */
if ( upper ) {
jfirst = n-1;
jlast = 0;
jinc = -1;
}
else {
jfirst = 0;
jlast = n;
jinc = 1;
}
if ( tscal != 1. ) {
grow = 0.;
goto L60;
}
/* A is non-unit triangular. */
/* Compute GROW = 1/G(j) and XBND = 1/M(j). */
/* Initially, G(0) = max{x(i), i=1,...,n}. */
grow = 0.5 / max( xbnd, smlnum );
xbnd = grow;
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Exit the loop if the growth factor is too small. */
if ( grow <= smlnum ) {
goto L60;
}
if ( nounit ) {
tjjs = *A(j,j) - lambda;
}
else {
tjjs = c_one - lambda;
}
tjj = MAGMA_C_ABS1( tjjs );
if ( tjj >= smlnum ) {
/* M(j) = G(j-1) / abs(A(j,j)) */
xbnd = min( xbnd, min(1.,tjj)*grow );
}
else {
/* M(j) could overflow, set XBND to 0. */
xbnd = 0.;
}
if ( tjj + cnorm[j] >= smlnum ) {
/* G(j) = G(j-1)*( 1 + CNORM(j) / abs(A(j,j)) ) */
grow *= (tjj / (tjj + cnorm[j]));
}
else {
/* G(j) could overflow, set GROW to 0. */
grow = 0.;
}
}
grow = xbnd;
L60:
;
}
else {
/* ---------------------------------------- */
/* Compute the growth in A**T * x = b or A**H * x = b. */
if ( upper ) {
jfirst = 0;
jlast = n;
jinc = 1;
}
else {
jfirst = n-1;
jlast = 0;
jinc = -1;
}
if ( tscal != 1. ) {
grow = 0.;
goto L90;
}
/* A is non-unit triangular. */
/* Compute GROW = 1/G(j) and XBND = 1/M(j). */
/* Initially, M(0) = max{x(i), i=1,...,n}. */
grow = 0.5 / max( xbnd, smlnum );
xbnd = grow;
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Exit the loop if the growth factor is too small. */
if ( grow <= smlnum ) {
goto L90;
}
/* G(j) = max( G(j-1), M(j-1)*( 1 + CNORM(j) ) ) */
xj = 1. + cnorm[j];
grow = min( grow, xbnd / xj );
if ( nounit ) {
tjjs = *A(j,j) - lambda;
}
else {
tjjs = c_one - lambda;
}
tjj = MAGMA_C_ABS1( tjjs );
if ( tjj >= smlnum ) {
/* M(j) = M(j-1)*( 1 + CNORM(j) ) / abs(A(j,j)) */
if ( xj > tjj ) {
xbnd *= (tjj / xj);
}
}
else {
/* M(j) could overflow, set XBND to 0. */
xbnd = 0.;
}
}
grow = min( grow, xbnd );
L90:
;
}
/* ================================================================= */
/* Due to modified diagonal, we can't use regular BLAS ctrsv. */
/* Use a Level 1 BLAS solve, scaling intermediate results. */
if ( xmax > bignum * 0.5 ) {
/* Scale X so that its components are less than or equal to */
/* BIGNUM in absolute value. */
*scale = (bignum * 0.5) / xmax;
blasf77_csscal( &n, scale, &x[0], &ione );
xmax = bignum;
}
else {
xmax *= 2.;
}
if ( notran ) {
/* ---------------------------------------- */
/* Solve A * x = b */
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Compute x(j) = b(j) / A(j,j), scaling x if necessary. */
xj = MAGMA_C_ABS1( x[j] );
if ( nounit ) {
tjjs = (*A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
if ( tscal == 1. ) {
goto L110;
}
}
tjj = MAGMA_C_ABS1( tjjs );
if ( tjj > smlnum ) {
/* abs(A(j,j)) > SMLNUM: */
if ( tjj < 1. ) {
if ( xj > tjj * bignum ) {
/* Scale x by 1/b(j). */
rec = 1. / xj;
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
x[j] = x[j] / tjjs;
xj = MAGMA_C_ABS1( x[j] );
}
else if ( tjj > 0. ) {
/* 0 < abs(A(j,j)) <= SMLNUM: */
if ( xj > tjj * bignum ) {
/* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM */
/* to avoid overflow when dividing by A(j,j). */
rec = (tjj * bignum) / xj;
if ( cnorm[j] > 1. ) {
/* Scale by 1/CNORM(j) to avoid overflow when */
/* multiplying x(j) times column j. */
rec /= cnorm[j];
}
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
x[j] = x[j] / tjjs;
xj = MAGMA_C_ABS1( x[j] );
}
else {
/* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
/* scale = 0, and compute a solution to A*x = 0. */
for( i = 0; i < n; ++i ) {
x[i] = c_zero;
}
x[j] = c_one;
xj = 1.;
*scale = 0.;
xmax = 0.;
}
L110:
/* Scale x if necessary to avoid overflow when adding a */
/* multiple of column j of A. */
if ( xj > 1. ) {
rec = 1. / xj;
if ( cnorm[j] > (bignum - xmax) * rec ) {
/* Scale x by 1/(2*abs(x(j))). */
rec *= 0.5;
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
}
}
else if ( xj * cnorm[j] > bignum - xmax ) {
/* Scale x by 1/2. */
blasf77_csscal( &n, &d_half, &x[0], &ione );
*scale *= 0.5;
}
if ( upper ) {
if ( j > 0 ) {
/* Compute the update */
/* x(1:j-1) := x(1:j-1) - x(j) * A(1:j-1,j) */
len = j;
ztmp = -tscal * x[j];
blasf77_caxpy( &len, &ztmp, A(0,j), &ione, &x[0], &ione );
i = blasf77_icamax( &len, &x[0], &ione ) - 1;
xmax = MAGMA_C_ABS1( x[i] );
}
}
else {
if ( j < n-1 ) {
/* Compute the update */
/* x(j+1:n) := x(j+1:n) - x(j) * A(j+1:n,j) */
len = n - (j+1);
ztmp = -tscal * x[j];
blasf77_caxpy( &len, &ztmp, A(j+1,j), &ione, &x[j + 1], &ione );
i = j + blasf77_icamax( &len, &x[j + 1], &ione );
xmax = MAGMA_C_ABS1( x[i] );
}
}
}
}
else if ( trans == MagmaTrans ) {
/* ---------------------------------------- */
/* Solve A**T * x = b */
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Compute x(j) = b(j) - sum A(k,j)*x(k). */
/* k<>j */
xj = MAGMA_C_ABS1( x[j] );
uscal = MAGMA_C_MAKE( tscal, 0. );
rec = 1. / max( xmax, 1. );
if ( cnorm[j] > (bignum - xj) * rec ) {
/* If x(j) could overflow, scale x by 1/(2*XMAX). */
rec *= 0.5;
if ( nounit ) {
tjjs = (*A(j,j) - lambda) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
}
tjj = MAGMA_C_ABS1( tjjs );
if ( tjj > 1. ) {
/* Divide by A(j,j) when scaling x if A(j,j) > 1. */
rec = min( 1., rec * tjj );
uscal = uscal / tjjs;
}
if ( rec < 1. ) {
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
csumj = c_zero;
if ( uscal == c_one ) {
/* If the scaling needed for A in the dot product is 1, */
/* call CDOTU to perform the dot product. */
if ( upper ) {
csumj = magma_cblas_cdotu( j, A(0,j), ione, &x[0], ione );
}
else if ( j < n-1 ) {
csumj = magma_cblas_cdotu( n-(j+1), A(j+1,j), ione, &x[j+1], ione );
}
}
else {
/* Otherwise, use in-line code for the dot product. */
if ( upper ) {
for( i = 0; i < j; ++i ) {
csumj += (*A(i,j) * uscal) * x[i];
}
}
else if ( j < n-1 ) {
for( i = j+1; i < n; ++i ) {
csumj += (*A(i,j) * uscal) * x[i];
}
}
}
if ( uscal == MAGMA_C_MAKE( tscal, 0. )) {
/* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
/* was not used to scale the dotproduct. */
x[j] -= csumj;
xj = MAGMA_C_ABS1( x[j] );
if ( nounit ) {
tjjs = (*A(j,j) - lambda) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
if ( tscal == 1. ) {
goto L160;
}
}
/* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
tjj = MAGMA_C_ABS1( tjjs );
if ( tjj > smlnum ) {
/* abs(A(j,j)) > SMLNUM: */
if ( tjj < 1. ) {
if ( xj > tjj * bignum ) {
/* Scale X by 1/abs(x(j)). */
rec = 1. / xj;
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
x[j] = x[j] / tjjs;
}
else if ( tjj > 0. ) {
/* 0 < abs(A(j,j)) <= SMLNUM: */
if ( xj > tjj * bignum ) {
/* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
rec = (tjj * bignum) / xj;
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
x[j] = x[j] / tjjs;
}
else {
/* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
/* scale = 0 and compute a solution to A**T *x = 0. */
for( i = 0; i < n; ++i ) {
x[i] = c_zero;
}
x[j] = c_one;
*scale = 0.;
xmax = 0.;
}
L160:
;
}
else {
/* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
/* product has already been divided by 1/A(j,j). */
x[j] = (x[j] / tjjs) - csumj;
}
xmax = max( xmax, MAGMA_C_ABS1( x[j] ));
}
}
else {
/* ---------------------------------------- */
/* Solve A**H * x = b */
for( j = jfirst; (jinc < 0 ? j >= jlast : j < jlast); j += jinc ) {
/* Compute x(j) = b(j) - sum A(k,j)*x(k). */
/* k<>j */
xj = MAGMA_C_ABS1( x[j] );
uscal = MAGMA_C_MAKE( tscal, 0. );
rec = 1. / max(xmax, 1.);
if ( cnorm[j] > (bignum - xj) * rec ) {
/* If x(j) could overflow, scale x by 1/(2*XMAX). */
rec *= 0.5;
if ( nounit ) {
tjjs = MAGMA_C_CONJ( *A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
}
tjj = MAGMA_C_ABS1( tjjs );
if ( tjj > 1. ) {
/* Divide by A(j,j) when scaling x if A(j,j) > 1. */
rec = min( 1., rec * tjj );
uscal = uscal / tjjs;
}
if ( rec < 1. ) {
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
csumj = c_zero;
if ( uscal == c_one ) {
/* If the scaling needed for A in the dot product is 1, */
/* call CDOTC to perform the dot product. */
if ( upper ) {
csumj = magma_cblas_cdotc( j, A(0,j), ione, &x[0], ione );
}
else if ( j < n-1 ) {
csumj = magma_cblas_cdotc( n-(j+1), A(j+1,j), ione, &x[j+1], ione );
}
}
else {
/* Otherwise, use in-line code for the dot product. */
if ( upper ) {
for( i = 0; i < j; ++i ) {
csumj += (MAGMA_C_CONJ( *A(i,j) ) * uscal) * x[i];
}
}
else if ( j < n-1 ) {
for( i = j + 1; i < n; ++i ) {
csumj += (MAGMA_C_CONJ( *A(i,j) ) * uscal) * x[i];
}
}
}
if ( uscal == tscal ) {
/* Compute x(j) := ( x(j) - CSUMJ ) / A(j,j) if 1/A(j,j) */
/* was not used to scale the dotproduct. */
x[j] -= csumj;
xj = MAGMA_C_ABS1( x[j] );
if ( nounit ) {
tjjs = MAGMA_C_CONJ( *A(j,j) - lambda ) * tscal;
}
else {
tjjs = (c_one - lambda) * tscal;
if ( tscal == 1. ) {
goto L210;
}
}
/* Compute x(j) = x(j) / A(j,j), scaling if necessary. */
tjj = MAGMA_C_ABS1( tjjs );
if ( tjj > smlnum ) {
/* abs(A(j,j)) > SMLNUM: */
if ( tjj < 1. ) {
if ( xj > tjj * bignum ) {
/* Scale X by 1/abs(x(j)). */
rec = 1. / xj;
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
}
x[j] = x[j] / tjjs;
}
else if ( tjj > 0. ) {
/* 0 < abs(A(j,j)) <= SMLNUM: */
if ( xj > tjj * bignum ) {
/* Scale x by (1/abs(x(j)))*abs(A(j,j))*BIGNUM. */
rec = (tjj * bignum) / xj;
blasf77_csscal( &n, &rec, &x[0], &ione );
*scale *= rec;
xmax *= rec;
}
x[j] = x[j] / tjjs;
}
else {
/* A(j,j) = 0: Set x(1:n) = 0, x(j) = 1, and */
/* scale = 0 and compute a solution to A**H *x = 0. */
for( i = 0; i < n; ++i ) {
x[i] = c_zero;
}
x[j] = c_one;
*scale = 0.;
xmax = 0.;
}
L210:
;
}
else {
/* Compute x(j) := x(j) / A(j,j) - CSUMJ if the dot */
/* product has already been divided by 1/A(j,j). */
x[j] = (x[j] / tjjs) - csumj;
}
xmax = max( xmax, MAGMA_C_ABS1( x[j] ));
}
}
*scale /= tscal;
/* Scale the column norms by 1/TSCAL for return. */
if ( tscal != 1. ) {
float d = 1. / tscal;
blasf77_sscal( &n, &d, &cnorm[0], &ione );
}
return *info;
} /* end clatrsd */
magma_int_t magma_ctrevc3_mt(
magma_side_t side, magma_vec_t howmany,
magma_int_t *select, // logical in Fortran
magma_int_t n,
magmaFloatComplex *T, magma_int_t ldt,
magmaFloatComplex *VL, magma_int_t ldvl,
magmaFloatComplex *VR, magma_int_t ldvr,
magma_int_t mm, magma_int_t *mout,
magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t *info )
{
#define T(i,j) ( T + (i) + (j)*ldt )
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
#define work(i,j) (work + (i) + (j)*n)
// .. Parameters ..
const magmaFloatComplex c_zero = MAGMA_C_ZERO;
const magmaFloatComplex c_one = MAGMA_C_ONE;
const magma_int_t nbmin = 16, nbmax = 128;
const magma_int_t ione = 1;
// .. Local Scalars ..
magma_int_t allv, bothv, leftv, over, rightv, somev;
magma_int_t i, ii, is, j, k, ki, iv, n2, nb, nb2, version;
float ovfl, remax, smin, smlnum, ulp, unfl;
// Decode and test the input parameters
bothv = (side == MagmaBothSides);
rightv = (side == MagmaRight) || bothv;
leftv = (side == MagmaLeft ) || bothv;
allv = (howmany == MagmaAllVec);
over = (howmany == MagmaBacktransVec);
somev = (howmany == MagmaSomeVec);
// Set mout to the number of columns required to store the selected
// eigenvectors.
if ( somev ) {
*mout = 0;
for( j=0; j < n; ++j ) {
if ( select[j] ) {
*mout += 1;
}
}
}
else {
*mout = n;
}
*info = 0;
if ( ! rightv && ! leftv )
*info = -1;
else if ( ! allv && ! over && ! somev )
*info = -2;
else if ( n < 0 )
*info = -4;
else if ( ldt < max( 1, n ) )
*info = -6;
else if ( ldvl < 1 || ( leftv && ldvl < n ) )
*info = -8;
else if ( ldvr < 1 || ( rightv && ldvr < n ) )
*info = -10;
else if ( mm < *mout )
*info = -11;
else if ( lwork < max( 1, 2*n ) )
*info = -14;
if ( *info != 0 ) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// Quick return if possible.
if ( n == 0 ) {
return *info;
}
// Use blocked version (2) if sufficient workspace.
// Requires 1 vector to save diagonal elements, and 2*nb vectors for x and Q*x.
// (Compared to dtrevc3, rwork stores 1-norms.)
// Zero-out the workspace to avoid potential NaN propagation.
nb = 2;
if ( lwork >= n + 2*n*nbmin ) {
version = 2;
nb = (lwork - n) / (2*n);
nb = min( nb, nbmax );
nb2 = 1 + 2*nb;
lapackf77_claset( "F", &n, &nb2, &c_zero, &c_zero, work, &n );
}
else {
version = 1;
}
// Set the constants to control overflow.
unfl = lapackf77_slamch( "Safe minimum" );
ovfl = 1. / unfl;
lapackf77_slabad( &unfl, &ovfl );
ulp = lapackf77_slamch( "Precision" );
smlnum = unfl*( n / ulp );
// Store the diagonal elements of T in working array work.
for( i=0; i < n; ++i ) {
*work(i,0) = *T(i,i);
}
// Compute 1-norm of each column of strictly upper triangular
// part of T to control overflow in triangular solver.
rwork[0] = 0.;
for( j=1; j < n; ++j ) {
rwork[j] = cblas_scasum( j, T(0,j), ione );
}
// launch threads -- each single-threaded MKL
magma_int_t nthread = magma_get_parallel_numthreads();
magma_int_t lapack_nthread = magma_get_lapack_numthreads();
magma_set_lapack_numthreads( 1 );
magma_queue queue;
queue.launch( nthread );
//printf( "nthread %d, %d\n", nthread, lapack_nthread );
// NB = N/thread, rounded up to multiple of 16,
// but avoid multiples of page size, e.g., 512*8 bytes = 4096.
magma_int_t NB = magma_int_t( ceil( ceil( ((float)n) / nthread ) / 16. ) * 16. );
if ( NB % 512 == 0 ) {
NB += 32;
}
magma_timer_t time_total=0, time_trsv=0, time_gemm=0, time_gemv=0, time_trsv_sum=0, time_gemm_sum=0, time_gemv_sum=0;
timer_start( time_total );
if ( rightv ) {
// ============================================================
// Compute right eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=nb, goes down to 1.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
if ( version == 2 ) {
iv = nb;
}
timer_start( time_trsv );
is = *mout - 1;
for( ki=n-1; ki >= 0; --ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
smin = max( ulp*( MAGMA_C_ABS1( *T(ki,ki) ) ), smlnum );
// --------------------------------------------------------
// Complex right eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k=0; k < ki; ++k ) {
*work(k,iv) = -(*T(k,ki));
}
// Solve upper triangular system:
// [ T(1:ki-1,1:ki-1) - T(ki,ki) ]*X = scale*work.
if ( ki > 0 ) {
queue.push_task( new magma_clatrsd_task(
MagmaUpper, MagmaNoTrans, MagmaNonUnit, MagmaTrue,
ki, T, ldt, *T(ki,ki),
work(0,iv), work(ki,iv), rwork ));
}
// Copy the vector x or Q*x to VR and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VR and normalize
queue.sync();
n2 = ki+1;
blasf77_ccopy( &n2, work(0,iv), &ione, VR(0,is), &ione );
ii = blasf77_icamax( &n2, VR(0,is), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *VR(ii,is) );
blasf77_csscal( &n2, &remax, VR(0,is), &ione );
for( k=ki+1; k < n; ++k ) {
*VR(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
queue.sync();
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemv );
if ( ki > 0 ) {
blasf77_cgemv( "n", &n, &ki, &c_one,
VR, &ldvr,
work(0, iv), &ione,
work(ki,iv), VR(0,ki), &ione );
}
time_gemv_sum += timer_stop( time_gemv );
ii = blasf77_icamax( &n, VR(0,ki), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *VR(ii,ki) );
blasf77_csscal( &n, &remax, VR(0,ki), &ione );
timer_start( time_trsv );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out below vector
for( k=ki+1; k < n; ++k ) {
*work(k,iv) = c_zero;
}
// Columns iv:nb of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == 1) || (ki == 0) ) {
queue.sync();
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemm );
nb2 = nb-iv+1;
n2 = ki+nb-iv+1;
// split gemm into multiple tasks, each doing one block row
for( i=0; i < n; i += NB ) {
magma_int_t ib = min( NB, n-i );
queue.push_task( new cgemm_task(
MagmaNoTrans, MagmaNoTrans, ib, nb2, n2, c_one,
VR(i,0), ldvr,
work(0,iv ), n, c_zero,
work(i,nb+iv), n ));
}
queue.sync();
time_gemm_sum += timer_stop( time_gemm );
// normalize vectors
// TODO if somev, should copy vectors individually to correct location.
for( k = iv; k <= nb; ++k ) {
ii = blasf77_icamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *work(ii,nb+k) );
blasf77_csscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_clacpy( "F", &n, &nb2, work(0,nb+iv), &n, VR(0,ki), &ldvr );
iv = nb;
timer_start( time_trsv );
}
else {
iv -= 1;
}
} // blocked back-transform
is -= 1;
}
}
timer_stop( time_trsv );
timer_stop( time_total );
timer_printf( "trevc trsv %.4f, gemm %.4f, gemv %.4f, total %.4f\n",
time_trsv_sum, time_gemm_sum, time_gemv_sum, time_total );
if ( leftv ) {
// ============================================================
// Compute left eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=1, goes up to nb.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
is = 0;
for( ki=0; ki < n; ++ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
smin = max( ulp*MAGMA_C_ABS1( *T(ki,ki) ), smlnum );
// --------------------------------------------------------
// Complex left eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k = ki + 1; k < n; ++k ) {
*work(k,iv) = -MAGMA_C_CNJG( *T(ki,k) );
}
// Solve conjugate-transposed triangular system:
// [ T(ki+1:n,ki+1:n) - T(ki,ki) ]**H * X = scale*work.
// TODO what happens with T(k,k) - lambda is small? Used to have < smin test.
if ( ki < n-1 ) {
n2 = n-ki-1;
queue.push_task( new magma_clatrsd_task(
MagmaUpper, MagmaConjTrans, MagmaNonUnit, MagmaTrue,
n2, T(ki+1,ki+1), ldt, *T(ki,ki),
work(ki+1,iv), work(ki,iv), rwork ));
}
// Copy the vector x or Q*x to VL and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VL and normalize
queue.sync();
n2 = n-ki;
blasf77_ccopy( &n2, work(ki,iv), &ione, VL(ki,is), &ione );
ii = blasf77_icamax( &n2, VL(ki,is), &ione ) + ki - 1;
remax = 1. / MAGMA_C_ABS1( *VL(ii,is) );
blasf77_csscal( &n2, &remax, VL(ki,is), &ione );
for( k=0; k < ki; ++k ) {
*VL(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
queue.sync();
if ( ki < n-1 ) {
n2 = n-ki-1;
blasf77_cgemv( "n", &n, &n2, &c_one,
VL(0,ki+1), &ldvl,
work(ki+1,iv), &ione,
work(ki, iv), VL(0,ki), &ione );
}
ii = blasf77_icamax( &n, VL(0,ki), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *VL(ii,ki) );
blasf77_csscal( &n, &remax, VL(0,ki), &ione );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out above vector
// could go from (ki+1)-NV+1 to ki
for( k=0; k < ki; ++k ) {
*work(k,iv) = c_zero;
}
// Columns 1:iv of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == nb) || (ki == n-1) ) {
queue.sync();
n2 = n-(ki+1)+iv;
// split gemm into multiple tasks, each doing one block row
for( i=0; i < n; i += NB ) {
magma_int_t ib = min( NB, n-i );
queue.push_task( new cgemm_task(
MagmaNoTrans, MagmaNoTrans, ib, iv, n2, c_one,
VL(i,ki-iv+1), ldvl,
work(ki-iv+1,1), n, c_zero,
work(i,nb+1), n ));
}
queue.sync();
// normalize vectors
for( k=1; k <= iv; ++k ) {
ii = blasf77_icamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *work(ii,nb+k) );
blasf77_csscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_clacpy( "F", &n, &iv, work(0,nb+1), &n, VL(0,ki-iv+1), &ldvl );
iv = 1;
}
else {
iv += 1;
}
} // blocked back-transform
is += 1;
}
}
// close down threads
queue.quit();
magma_set_lapack_numthreads( lapack_nthread );
return *info;
} // End of CTREVC
/***************************************************************************//**
Purpose
-------
CGEEV computes for an N-by-N complex nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
---------
@param[in]
jobvl magma_vec_t
- = MagmaNoVec: left eigenvectors of A are not computed;
- = MagmaVec: left eigenvectors of are computed.
@param[in]
jobvr magma_vec_t
- = MagmaNoVec: right eigenvectors of A are not computed;
- = MagmaVec: right eigenvectors of A are computed.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
w COMPLEX array, dimension (N)
W contains the computed eigenvalues.
@param[out]
VL COMPLEX array, dimension (LDVL,N)
If JOBVL = MagmaVec, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = MagmaNoVec, VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
@param[in]
ldvl INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = MagmaVec, LDVL >= N.
@param[out]
VR COMPLEX array, dimension (LDVR,N)
If JOBVR = MagmaVec, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = MagmaNoVec, VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
@param[in]
ldvr INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = MagmaVec, LDVR >= N.
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= (1 + nb + nb*ngpu)*N.
For optimal performance, LWORK >= (1 + 2*nb + nb*ngpu)*N.
\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
rwork (workspace) REAL array, dimension (2*N)
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
@ingroup magma_geev
*******************************************************************************/
extern "C" magma_int_t
magma_cgeev_m(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
#ifdef COMPLEX
magmaFloatComplex *w,
#else
float *wr, float *wi,
#endif
magmaFloatComplex *VL, magma_int_t ldvl,
magmaFloatComplex *VR, magma_int_t ldvr,
magmaFloatComplex *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork,
#endif
magma_int_t *info )
{
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
const magma_int_t ione = 1;
const magma_int_t izero = 0;
float d__1, d__2;
magmaFloatComplex tmp;
float scl;
float dum[1], eps;
float anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, nb;
magma_int_t scalea, minwrk, optwrk, irwork, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
magma_int_t ngpu = magma_num_gpus();
irwork = 0;
*info = 0;
lquery = (lwork == -1);
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -8;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -10;
}
/* Compute workspace */
nb = magma_get_cgehrd_nb( n );
if (*info == 0) {
minwrk = (1 + nb + nb*ngpu)*n;
optwrk = (1 + 2*nb + nb*ngpu)*n;
work[0] = magma_cmake_lwork( optwrk );
if (lwork < minwrk && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(Version3)
magmaFloatComplex *dT;
if (MAGMA_SUCCESS != magma_cmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version5)
magmaFloatComplex *T;
if (MAGMA_SUCCESS != magma_cmalloc_cpu( &T, nb*n )) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_slamch( "P" );
smlnum = lapackf77_slamch( "S" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum = magma_ssqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_clange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_clascl( "G", &izero, &izero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (CWorkspace: none)
* (RWorkspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_cgebal( "B", &n, A, &lda, &ilo, &ihi, &rwork[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (CWorkspace: need 2*N, prefer N + N*NB + NB*NGPU)
* (RWorkspace: N)
* - added NB*NGPU needed for multi-GPU magma_cgehrd_m
* - including N reserved for gebal/gebak, unused by cgehrd */
itau = 0;
iwrk = itau + n;
liwrk = lwork - iwrk;
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_cgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_cgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_cgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_cgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &ierr );
#endif
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_clacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate unitary matrix in VL
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by cunghr */
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_cunghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_cunghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_cunghr_m( n, ilo, ihi, VL, ldvl, &work[itau], T, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VL
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VL, &ldvl, &work[iwrk], &liwrk, info );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_clacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_clacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate unitary matrix in VR
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by cunghr */
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_cunghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_cunghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_cunghr_m( n, ilo, ihi, VR, ldvr, &work[itau], T, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VR
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "S", "V", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
}
else {
/* Compute eigenvalues only
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "E", "N", &n, &ilo, &ihi, A, &lda, w,
VR, &ldvr, &work[iwrk], &liwrk, info );
}
/* If INFO > 0 from CHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (CWorkspace: need 2*N)
* (RWorkspace: need 2*N)
* - including N reserved for gebal/gebak, unused by ctrevc */
irwork = ibal + n;
#if TREVC_VERSION == 1
lapackf77_ctrevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &rwork[irwork], &ierr );
#elif TREVC_VERSION == 2
liwrk = lwork - iwrk;
lapackf77_ctrevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 3
magma_ctrevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 4
magma_ctrevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 5
magma_ctrevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#else
#error Unknown TREVC_VERSION
#endif
}
if (wantvl) {
/* Undo balancing of left eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_cgebak( "B", "L", &n, &ilo, &ihi, &rwork[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / magma_cblas_scnrm2( n, VL(0,i), 1 );
blasf77_csscal( &n, &scl, VL(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_C_REAL( *VL(k,i) );
d__2 = MAGMA_C_IMAG( *VL(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_C_CONJ( *VL(k,i) ) / magma_ssqrt( rwork[irwork + k] );
blasf77_cscal( &n, &tmp, VL(0,i), &ione );
*VL(k,i) = MAGMA_C_MAKE( MAGMA_C_REAL( *VL(k,i) ), 0 );
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_cgebak( "B", "R", &n, &ilo, &ihi, &rwork[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / magma_cblas_scnrm2( n, VR(0,i), 1 );
blasf77_csscal( &n, &scl, VR(0,i), &ione );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_C_REAL( *VR(k,i) );
d__2 = MAGMA_C_IMAG( *VR(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = blasf77_isamax( &n, &rwork[irwork], &ione ) - 1; // subtract 1; k is 0-based
tmp = MAGMA_C_CONJ( *VR(k,i) ) / magma_ssqrt( rwork[irwork + k] );
blasf77_cscal( &n, &tmp, VR(0,i), &ione );
*VR(k,i) = MAGMA_C_MAKE( MAGMA_C_REAL( *VR(k,i) ), 0 );
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
// converged eigenvalues, stored in WR[i+1:n] and WI[i+1:n] for i = INFO
magma_int_t nval = n - (*info);
magma_int_t ld = max( nval, 1 );
lapackf77_clascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, w + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_clascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, w, &n, &ierr );
}
}
#if defined(Version3)
magma_free( dT );
#endif
#if defined(Version5)
magma_free_cpu( T );
#endif
work[0] = magma_cmake_lwork( minwrk ); // TODO use optwrk as in dgeev
return *info;
} /* magma_cgeev */
