extern "C" magma_int_t
magma_dgehrd2(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *a, magma_int_t lda,
double *tau, double *work,
magma_int_t lwork, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEHRD2 reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H .
Arguments
=========
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
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.
Further Details
===============
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
===================================================================== */
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t N = n, ldda = n;
magma_int_t ib;
magma_int_t nh, iws;
magma_int_t nbmin, iinfo;
magma_int_t ldwork;
magma_int_t lquery;
--tau;
*info = 0;
MAGMA_D_SET2REAL( work[0], (double) n * nb );
lquery = lwork == -1;
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
nh = ihi - ilo + 1;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
double *da;
if (MAGMA_SUCCESS != magma_dmalloc( &da, N*ldda + 2*N*nb + nb*nb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *d_A = da;
double *d_work = da + (N+nb)*ldda;
magma_int_t i__;
double *t, *d_t;
magma_dmalloc_cpu( &t, nb*nb );
if ( t == NULL ) {
magma_free( da );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
d_t = d_work + nb * ldda;
dzero_nbxnb_block(nb, d_A+N*ldda, ldda);
/* Set elements 1:ILO-1 and IHI:N-1 of TAU to zero */
for (i__ = 1; i__ < ilo; ++i__)
tau[i__] = c_zero;
for (i__ = max(1,ihi); i__ < n; ++i__)
tau[i__] = c_zero;
for(i__=0; i__< nb*nb; i__+=4)
t[i__] = t[i__+1] = t[i__+2] = t[i__+3] = c_zero;
nbmin = 2;
iws = 1;
if (nb > 1 && nb < nh) {
/* Determine when to cross over from blocked to unblocked code
(last block is always handled by unblocked code) */
if (nb < nh) {
/* Determine if workspace is large enough for blocked code */
iws = n * nb;
if (lwork < iws) {
/* Not enough workspace to use optimal NB: determine the
minimum value of NB, and reduce NB or force use of
unblocked code */
nbmin = nb;
if (lwork >= n * nbmin)
nb = lwork / n;
else
nb = 1;
}
}
}
ldwork = n;
if (nb < nbmin || nb >= nh) {
/* Use unblocked code below */
i__ = ilo;
}
else {
/* Use blocked code */
/* Copy the matrix to the GPU */
magma_dsetmatrix( N, N-ilo+1, a+(ilo-1)*(lda), lda, d_A, ldda );
for (i__ = ilo; i__ < ihi - nb; i__ += nb) {
/* Computing MIN */
ib = min(nb, ihi - i__);
/* Reduce columns i:i+ib-1 to Hessenberg form, returning the
matrices V and T of the block reflector H = I - V*T*V'
which performs the reduction, and also the matrix Y = A*V*T */
/* Get the current panel (no need for the 1st iteration) */
magma_dgetmatrix( ihi-i__+1, ib,
d_A + (i__ - ilo)*ldda + i__ - 1, ldda,
a + (i__ - 1 )*lda + i__ - 1, lda );
magma_dlahr2(ihi, i__, ib,
d_A + (i__ - ilo)*ldda,
d_A + N*ldda + 1,
a + (i__ - 1 )*(lda) , lda,
&tau[i__], t, nb, work, ldwork);
/* Copy T from the CPU to D_T on the GPU */
magma_dsetmatrix( nb, nb, t, nb, d_t, nb );
magma_dlahru(n, ihi, i__ - 1, ib,
a + (i__ - 1 )*(lda), lda,
d_A + (i__ - ilo)*ldda,
d_A + (i__ - ilo)*ldda + i__ - 1,
d_A + N*ldda, d_t, d_work);
}
}
/* Use unblocked code to reduce the rest of the matrix */
if (!(nb < nbmin || nb >= nh)) {
magma_dgetmatrix( n, n-i__+1,
d_A+ (i__-ilo)*ldda, ldda,
a + (i__-1)*(lda), lda );
}
lapackf77_dgehd2(&n, &i__, &ihi, a, &lda, &tau[1], work, &iinfo);
MAGMA_D_SET2REAL( work[0], (double) iws );
magma_free( da );
magma_free_cpu(t);
return *info;
} /* magma_dgehrd2 */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dgehrd_m
*/
int main( int argc, char** argv)
{
TESTING_INIT();
magma_setdevice( 0 ); // without this, T -> dT copy fails
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
double *h_A, *h_R, *h_Q, *h_work, *tau, *twork, *T, *dT;
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
#endif
double eps, result[2];
magma_int_t N, n2, lda, nb, lwork, ltwork, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
eps = lapackf77_dlamch( "E" );
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
printf(" N CPU GFlop/s (sec) GPU GFlop/s (sec) |A-QHQ'|/N|A| |I-QQ'|/N\n");
printf("=========================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = lda*N;
nb = magma_get_dgehrd_nb(N);
// magma needs larger workspace than lapack, esp. multi-gpu verison
lwork = N*(nb + nb*MagmaMaxGPUs);
gflops = FLOPS_DGEHRD( N ) / 1e9;
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_CPU( tau, double, N );
TESTING_MALLOC_CPU( T, double, nb*N );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
TESTING_MALLOC_DEV( dT, double, nb*N );
/* Initialize the matrices */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dgehrd_m( N, ione, N, h_R, lda, tau, h_work, lwork, T, &info);
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0)
printf("magma_dgehrd_m returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Check the factorization
=================================================================== */
if ( opts.check ) {
ltwork = 2*(N*N);
TESTING_MALLOC_PIN( h_Q, double, lda*N );
TESTING_MALLOC_CPU( twork, double, ltwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_CPU( rwork, double, N );
#endif
lapackf77_dlacpy(MagmaUpperLowerStr, &N, &N, h_R, &lda, h_Q, &lda);
for( int j = 0; j < N-1; ++j )
for( int i = j+2; i < N; ++i )
h_R[i+j*lda] = MAGMA_D_ZERO;
magma_dsetmatrix( nb, N, T, nb, dT, nb );
magma_dorghr(N, ione, N, h_Q, lda, tau, dT, nb, &info);
if ( info != 0 ) {
printf("magma_dorghr returned error %d: %s.\n",
(int) info, magma_strerror( info ));
exit(1);
}
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_dhst01(&N, &ione, &N,
h_A, &lda, h_R, &lda,
h_Q, &lda, twork, <work, rwork, result);
#else
lapackf77_dhst01(&N, &ione, &N,
h_A, &lda, h_R, &lda,
h_Q, &lda, twork, <work, result);
#endif
TESTING_FREE_PIN( h_Q );
TESTING_FREE_CPU( twork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_CPU( rwork );
#endif
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dgehrd(&N, &ione, &N, h_R, &lda, tau, h_work, &lwork, &info);
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0)
printf("lapackf77_dgehrd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* =====================================================================
Print performance and error.
=================================================================== */
if ( opts.lapack ) {
printf("%5d %7.2f (%7.2f) %7.2f (%7.2f)",
(int) N, cpu_perf, cpu_time, gpu_perf, gpu_time );
}
else {
printf("%5d --- ( --- ) %7.2f (%7.2f)",
(int) N, gpu_perf, gpu_time );
}
if ( opts.check ) {
printf(" %8.2e %8.2e %s\n",
result[0]*eps, result[1]*eps,
( ( (result[0]*eps < tol) && (result[1]*eps < tol) ) ? "ok" : "failed") );
status += ! (result[0]*eps < tol);
status += ! (result[1]*eps < tol);
}
else {
printf(" --- ---\n");
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( tau );
TESTING_FREE_CPU( T );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
TESTING_FREE_DEV( dT );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
DGEHRD reduces a DOUBLE PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@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 length of the array WORK. LWORK >= N*NB,
where NB is the optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
dT DOUBLE PRECISION array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_dorghr.
@ingroup magma_dgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_dgehrd(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
magmaDouble_ptr dT,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#ifdef HAVE_clBLAS
#define dA(i_,j_) dwork, ((i_) + (j_)*ldda + nb*ldda*2)
#define dT(i_,j_) dT, ((i_) + (j_)*nb + dT_offset)
#define dV(i_,j_) dwork, ((i_) + (j_)*ldda + nb*ldda)
#define dwork(i_) dwork, ((i_))
#else
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dT(i_,j_) (dT + (i_) + (j_)*nb)
#define dV(i_,j_) (dV + (i_) + (j_)*ldda)
#define dwork(i_) (dwork + (i_))
#endif
// Constants
const double c_one = MAGMA_D_ONE;
const double c_zero = MAGMA_D_ZERO;
// Local variables
magma_int_t nb = magma_get_dgehrd_nb( n );
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t i, nh, iws;
magma_int_t iinfo;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = magma_dmake_lwork( iws );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < iws && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// Now requires lwork >= iws; else dT won't be computed in unblocked code.
// If not enough workspace, use unblocked code
//if ( lwork < iws ) {
// nb = 1;
//}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
// GPU workspace is:
// nb*ldda for dwork for dlahru
// nb*ldda for dV
// n*ldda for dA
magmaDouble_ptr dwork;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *dV = dwork + nb*ldda;
double *dA = dwork + nb*ldda*2;
double *T;
magma_dmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
magmablas_dlaset( MagmaFull, nb, nb, c_zero, c_zero, dV(0,0), ldda, queue );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
assert( nb % 4 == 0 );
for (i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_dlaset( MagmaFull, nb, n, c_zero, c_zero, dT(0,0), nb, queue );
// Copy the matrix to the GPU
magma_dsetmatrix( n, n-ilo, A(0,ilo), lda, dA(0,0), ldda, queue );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_dgetmatrix( ihi-i, nb,
dA(i,i-ilo), ldda,
A(i,i), lda, queue );
// add 1 to i for 1-based index
magma_dlahr2( ihi, i+1, nb,
dA(0,i-ilo), ldda,
dV(0,0), ldda,
A(0,i), lda,
&tau[i], T, nb, work, n, queue );
// Copy T from the CPU to dT on the GPU
magma_dsetmatrix( nb, nb, T, nb, dT(0,i-ilo), nb, queue );
magma_dlahru( n, ihi, i, nb,
A(0,i), lda,
dA(0,i-ilo), ldda, // dA
dA(i,i-ilo), ldda, // dY, stored over current panel
dV(0,0), ldda,
dT(0,i-ilo), dwork(0), queue );
}
// Copy remainder to host
magma_dgetmatrix( n, n-i,
dA(0,i-ilo), ldda,
A(0,i), lda, queue );
magma_free( dwork );
magma_free_cpu( T );
magma_queue_destroy( queue );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = magma_dmake_lwork( iws );
return *info;
} /* magma_dgehrd */
/**
Purpose
-------
DGEHRD reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@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 length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
T DOUBLE_PRECISION array, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices, for later use in magma_dorghr.
@ingroup magma_dgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_dgehrd_m(
magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
double *T,
magma_int_t *info)
{
#define A( i, j ) (A + (i) + (j)*lda)
#define dA( d, i, j ) (data.A[d] + (i) + (j)*ldda)
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t nh, iws, ldda, min_lblocks, max_lblocks, last_dev, d;
magma_int_t dpanel, di, nlocal, i, i2, ib, ldwork;
magma_int_t iinfo;
magma_int_t lquery;
struct dgehrd_data data;
int ngpu = magma_num_gpus();
*info = 0;
iws = n*(nb + nb*ngpu);
work[0] = MAGMA_D_MAKE( iws, 0 );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
// set T to zero
lapackf77_dlaset( "Full", &nb, &n, &c_zero, &c_zero, T, &nb );
// set to null, to simplify cleanup code
for( d = 0; d < ngpu; ++d ) {
data.A[d] = NULL;
data.streams[d] = NULL;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb >= nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// allocate memory on GPUs for A and workspaces
ldda = ((n+31)/32)*32;
min_lblocks = (n / nb) / ngpu;
max_lblocks = ((n-1) / nb) / ngpu + 1;
last_dev = (n / nb) % ngpu;
// V and Vd need to be padded for copying in mdlahr2
data.ngpu = ngpu;
data.ldda = ldda;
data.ldv = nb*max_lblocks*ngpu;
data.ldvd = nb*max_lblocks;
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
nlocal = min_lblocks*nb;
if ( d < last_dev ) {
nlocal += nb;
}
else if ( d == last_dev ) {
nlocal += (n % nb);
}
ldwork = nlocal*ldda // A
+ nb*data.ldv // V
+ nb*data.ldvd // Vd
+ nb*ldda // Y
+ nb*ldda // W
+ nb*nb; // Ti
if ( MAGMA_SUCCESS != magma_dmalloc( &data.A[d], ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
goto CLEANUP;
}
data.V [d] = data.A [d] + nlocal*ldda;
data.Vd[d] = data.V [d] + nb*data.ldv;
data.Y [d] = data.Vd[d] + nb*data.ldvd;
data.W [d] = data.Y [d] + nb*ldda;
data.Ti[d] = data.W [d] + nb*ldda;
magma_queue_create( &data.streams[d] );
}
// Copy the matrix to GPUs
magma_dsetmatrix_1D_col_bcyclic( n, n, A, lda, data.A, ldda, ngpu, nb );
// round ilo down to block boundary
ilo = (ilo/nb)*nb;
for (i = ilo; i < ihi - 1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
dpanel = (i / nb) % ngpu;
di = ((i / nb) / ngpu) * nb;
if ( i > ilo ) {
magma_setdevice( dpanel );
magma_dgetmatrix( ihi-i, nb,
dA(dpanel, i, di), ldda,
A(i,i), lda );
}
// add 1 to i for 1-based index
magma_dlahr2_m( ihi, i+1, nb, A(0,i), lda,
&tau[i], &T[i*nb], nb, work, n, &data );
magma_dlahru_m( n, ihi, i, nb, A, lda, &data );
// copy first i rows above panel to host
magma_setdevice( dpanel );
magma_dgetmatrix_async( i, nb,
dA(dpanel, 0, di), ldda,
A(0,i), lda, data.streams[dpanel] );
}
// Copy remainder to host, block-by-block
for( i2 = i; i2 < n; i2 += nb ) {
ib = min( nb, n-i2 );
d = (i2 / nb) % ngpu;
di = (i2 / nb) / ngpu * nb;
magma_setdevice( d );
magma_dgetmatrix( n, ib,
dA(d, 0, di), ldda,
A(0,i2), lda );
}
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_D_MAKE( iws, 0 );
CLEANUP:
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_free( data.A[d] );
magma_queue_destroy( data.streams[d] );
}
magma_setdevice( orig_dev );
return *info;
} /* magma_dgehrd */
int main( int argc, char** argv)
{
real_Double_t gpu_time, cpu_time;
double *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2;
double *w1i, *w2i;
double c_neg_one = MAGMA_D_NEG_ONE;
double matnorm, tnrm, result[8];
/* Matrix size */
magma_int_t N=0, n2, lda, nb, lwork;
magma_int_t size[8] = {1024,2048,3072,4032,5184,6016,7040,8064};
magma_int_t i, j, info, checkres, once = 0;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_vec_t jobl = MagmaVec;
magma_vec_t jobr = MagmaVec;
if (argc != 1){
for(i = 1; i<argc; i++){
if (strcmp("-N", argv[i])==0) {
N = atoi(argv[++i]);
once = 1;
}
else if (strcmp("-LN", argv[i])==0)
jobl = MagmaNoVec;
else if (strcmp("-LV", argv[i])==0)
jobl = MagmaVec;
else if (strcmp("-RN", argv[i])==0)
jobr = MagmaNoVec;
else if (strcmp("-RV", argv[i])==0)
jobr = MagmaVec;
}
if ( N > 0 )
printf(" testing_dgeev -L[N|V] -R[N|V] -N %d\n\n", (int) N);
else
{
printf("\nUsage: \n");
printf(" testing_dgeev -L[N|V] -R[N|V] -N %d\n\n", 1024);
exit(1);
}
}
else {
printf("\nUsage: \n");
printf(" testing_dgeev -L[N|V] -R[N|V] -N %d\n\n", 1024);
N = size[7];
}
checkres = getenv("MAGMA_TESTINGS_CHECK") != NULL;
lda = N;
n2 = lda * N;
nb = magma_get_dgehrd_nb(N);
lwork = N*(2+nb);
// generous workspace - required by dget22
lwork = max(lwork, N * ( 5 + 2*N));
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( w1i, double, N );
TESTING_MALLOC_CPU( w2i, double, N );
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( VL, double, n2 );
TESTING_MALLOC_PIN( VR, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
/* Initialize */
magma_queue_t queue;
magma_device_t device[ MagmaMaxGPUs ];
int num = 0;
magma_err_t err;
magma_init();
err = magma_get_devices( device, MagmaMaxGPUs, &num );
if ( err != 0 || num < 1 ) {
fprintf( stderr, "magma_get_devices failed: %d\n", err );
exit(-1);
}
err = magma_queue_create( device[0], &queue );
if ( err != 0 ) {
fprintf( stderr, "magma_queue_create failed: %d\n", err );
exit(-1);
}
printf(" N CPU Time(s) GPU Time(s) ||R||_F / ||A||_F\n");
printf("==========================================================\n");
for(i=0; i<8; i++){
if ( argc == 1 ){
N = size[i];
}
lda = N;
n2 = lda*N;
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
// warm-up
magma_dgeev(jobl, jobr,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info, queue);
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
gpu_time = magma_wtime();
magma_dgeev(jobl, jobr,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info, queue);
gpu_time = magma_wtime() - gpu_time;
if (info < 0)
printf("Argument %d of magma_dgeev had an illegal value.\n", (int) -info);
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = magma_wtime();
lapackf77_dgeev(lapack_const(jobl), lapack_const(jobr),
&N, h_A, &lda, w2, w2i,
VL, &lda, VR, &lda,
h_work, &lwork, &info);
cpu_time = magma_wtime() - cpu_time;
if (info < 0)
printf("Argument %d of dgeev had an illegal value.\n", (int) -info);
/* =====================================================================
Check the result compared to LAPACK
=================================================================== */
if ( checkres )
{
/* ===================================================================
Check the result following LAPACK's [zcds]drvev routine.
The following 7 tests are performed:
* (1) | A * VR - VR * W | / ( n |A| )
*
* Here VR is the matrix of unit right eigenvectors.
* W is a diagonal matrix with diagonal entries W(j).
*
* (2) | A**T * VL - VL * W**T | / ( n |A| )
*
* Here VL is the matrix of unit left eigenvectors, A**T is the
* ugate-transpose of A, and W is as above.
*
* (3) | |VR(i)| - 1 | and whether largest component real
*
* VR(i) denotes the i-th column of VR.
*
* (4) | |VL(i)| - 1 | and whether largest component real
*
* VL(i) denotes the i-th column of VL.
*
* (5) W(full) = W(partial)
*
* W(full) denotes the eigenvalues computed when both VR and VL
* are also computed, and W(partial) denotes the eigenvalues
* computed when only W, only W and VR, or only W and VL are
* computed.
*
* (6) VR(full) = VR(partial)
*
* VR(full) denotes the right eigenvectors computed when both VR
* and VL are computed, and VR(partial) denotes the result
* when only VR is computed.
*
* (7) VL(full) = VL(partial)
*
* VL(full) denotes the left eigenvectors computed when both VR
* and VL are also computed, and VL(partial) denotes the result
* when only VL is computed.
================================================================= */
int jj;
double ulp, ulpinv, vmx, vrmx, vtst, res[2];
double *LRE, DUM;
TESTING_MALLOC_PIN( LRE, double, n2 );
ulp = lapackf77_dlamch( "P" );
ulpinv = 1./ulp;
// Initialize RESULT
for (j = 0; j < 8; j++)
result[j] = -1.;
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev(MagmaVec, MagmaVec,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info, queue);
// Do test 1
lapackf77_dget22("N", "N", "N", &N, h_A, &lda, VR, &lda, w1, w1i,
h_work, res);
result[0] = res[0];
result[0] *= ulp;
// Do test 2
lapackf77_dget22("T", "N", "T", &N, h_A, &lda, VL, &lda, w1, w1i,
h_work, &result[1]);
result[1] *= ulp;
// Do test 3
result[2] = -1.;
for (j = 0; j < N; ++j) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = cblas_dnrm2(N, &VR[j * lda], ione);
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( cblas_dnrm2(N, &VR[j * lda], ione),
cblas_dnrm2(N, &VR[(j+1)* lda], ione) );
result[2] = fmax(result[2], fmin(ulpinv, magma_abs(tnrm-1.)/ulp));
if (w1i[j] > 0.)
{
vmx = vrmx = 0.;
for (jj = 0; jj <N; ++jj) {
vtst = magma_dlapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VR[jj + (j+1)*lda])==0. &&
magma_abs( VR[jj+j*lda] ) > vrmx)
vrmx = magma_abs( VR[jj+j*lda] );
}
if (vrmx / vmx < 1. - ulp * 2.)
result[2] = ulpinv;
}
}
result[2] *= ulp;
// Do test 4
result[3] = -1.;
for (j = 0; j < N; ++j) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = cblas_dnrm2(N, &VL[j * lda], ione);
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( cblas_dnrm2(N, &VL[j * lda], ione),
cblas_dnrm2(N, &VL[(j+1)* lda], ione) );
result[3] = fmax(result[3], fmin(ulpinv, magma_abs(tnrm-1.)/ulp));
if (w1i[j] > 0.)
{
vmx = vrmx = 0.;
for (jj = 0; jj <N; ++jj) {
vtst = magma_dlapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VL[jj + (j+1)*lda])==0. &&
magma_abs( VL[jj+j*lda]) > vrmx)
vrmx = magma_abs( VL[jj+j*lda] );
}
if (vrmx / vmx < 1. - ulp * 2.)
result[3] = ulpinv;
}
}
result[3] *= ulp;
// Compute eigenvalues only, and test them
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev(MagmaNoVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
&DUM, 1, &DUM, 1,
h_work, lwork, &info, queue);
if (info != 0) {
result[0] = ulpinv;
info = abs(info);
printf("Info = %d fo case N, N\n", (int) info);
}
// Do test 5
result[4] = 1;
for (j = 0; j < N; ++j)
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[4] = 0;
//if (result[4] == 0) printf("test 5 failed with N N\n");
// Compute eigenvalues and right eigenvectors, and test them
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev(MagmaNoVec, MagmaVec,
N, h_R, lda, w2, w2i,
&DUM, 1, LRE, lda,
h_work, lwork, &info, queue);
if (info != 0) {
result[0] = ulpinv;
info = abs(info);
printf("Info = %d fo case N, V\n", (int) info);
}
// Do test 5 again
result[4] = 1;
for (j = 0; j < N; ++j)
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[4] = 0;
//if (result[4] == 0) printf("test 5 failed with N V\n");
// Do test 6
result[5] = 1;
for (j = 0; j < N; ++j)
for (jj = 0; jj < N; ++jj)
if ( VR[j+jj*lda] != LRE[j+jj*lda] )
result[5] = 0;
// Compute eigenvalues and left eigenvectors, and test them
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev(MagmaVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
LRE, lda, &DUM, 1,
h_work, lwork, &info, queue);
if (info != 0) {
result[0] = ulpinv;
info = abs(info);
printf("Info = %d fo case V, N\n", (int) info);
}
// Do test 5 again
result[4] = 1;
for (j = 0; j < N; ++j)
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[4] = 0;
//if (result[4] == 0) printf("test 5 failed with V N\n");
// Do test 7
result[6] = 1;
for (j = 0; j < N; ++j)
for (jj = 0; jj < N; ++jj)
if ( VL[j+jj*lda] != LRE[j+jj*lda] )
result[6] = 0;
printf("Test 1: | A * VR - VR * W | / ( n |A| ) = %e\n", result[0]);
printf("Test 2: | A'* VL - VL * W'| / ( n |A| ) = %e\n", result[1]);
printf("Test 3: | |VR(i)| - 1 | = %e\n", result[2]);
printf("Test 4: | |VL(i)| - 1 | = %e\n", result[3]);
printf("Test 5: W (full) == W (partial) = %f\n", result[4]);
printf("Test 6: VR (full) == VR (partial) = %f\n", result[5]);
printf("Test 7: VL (full) == VL (partial) = %f\n", result[6]);
//====================================================================
matnorm = lapackf77_dlange("f", &N, &ione, w1, &N, h_work);
blasf77_daxpy(&N, &c_neg_one, w1, &ione, w2, &ione);
result[7] = lapackf77_dlange("f", &N, &ione, w2, &N, h_work) / matnorm;
printf("%5d %6.2f %6.2f %e\n",
(int) N, cpu_time, gpu_time, result[7]);
TESTING_FREE_PIN( LRE );
}
else
{
printf("%5d %6.2f %6.2f\n",
(int) N, cpu_time, gpu_time);
}
if (argc != 1)
break;
}
/* Memory clean up */
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( w1i );
TESTING_FREE_CPU( w2i );
TESTING_FREE_CPU( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( VL );
TESTING_FREE_PIN( VR );
TESTING_FREE_PIN( h_work );
/* Shutdown */
magma_queue_destroy( queue );
magma_finalize();
}
extern "C" magma_int_t
magma_dgeev(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
double *a, magma_int_t lda,
double *WR, double *WI,
double *vl, magma_int_t ldvl,
double *vr, magma_int_t ldvr,
double *work, magma_int_t lwork,
magma_queue_t queue,
magma_int_t *info)
{
/* -- clMAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DGEEV 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 ione = 1;
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;
double d__1, d__2;
magma_int_t i__, k, ihi, ilo;
double r__, cs, sn, scl;
double dum[1], eps;
magma_int_t ibal;
double anrm;
magma_int_t ierr, itau, iwrk, nout;
magma_int_t scalea;
double cscale;
double bignum;
magma_int_t minwrk;
magma_int_t wantvl;
double smlnum;
magma_int_t lquery, wantvr, select[1];
magma_int_t nb = 0;
magmaDouble_ptr dT;
//magma_timestr_t start, end;
const char* side_ = NULL;
*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 */
if (*info == 0) {
nb = magma_get_dgehrd_nb(n);
minwrk = (2+nb)*n;
work[0] = (double) 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_dmalloc( &dT, nb*n )) {
*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_dlamch("P");
smlnum = lapackf77_dlamch("S");
bignum = 1. / smlnum;
lapackf77_dlabad(&smlnum, &bignum);
smlnum = magma_dsqrt(smlnum) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_dlange("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_dlascl("G", &c__0, &c__0, &anrm, &cscale, &n, &n,
&a[a_offset], &lda, &ierr);
}
/* Balance the matrix
(Workspace: need N) */
ibal = 1;
lapackf77_dgebal("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_dgehrd(&n, &ilo, &ihi, &a[a_offset], &lda,
&work[itau], &work[iwrk], &i__1, &ierr);
#elif defined(VERSION2)
/*
* Version 2 - LAPACK consistent HRD
*/
magma_dgehrd2(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_dgehrd(n, ilo, ihi, &a[a_offset], lda,
&work[itau], &work[iwrk], i__1, dT, 0, queue, &ierr);
#endif
//end = get_current_time();
//printf(" Time for dgehrd = %5.2f sec\n", GetTimerValue(start,end)/1000.);
if (wantvl) {
/* Want left eigenvectors
Copy Householder vectors to VL */
side_ = "Left";
lapackf77_dlacpy(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_dorghr(&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_dorghr(n, ilo, ihi, &vl[vl_offset], ldvl, &work[itau],
dT, 0, nb, queue, &ierr);
#endif
//end = get_current_time();
//printf(" Time for dorghr = %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_dhseqr("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_ = "Both";
lapackf77_dlacpy("F", &n, &n, &vl[vl_offset], &ldvl, &vr[vr_offset], &ldvr);
}
} else if (wantvr) {
/* Want right eigenvectors
Copy Householder vectors to VR */
side_ = "Right";
lapackf77_dlacpy("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_dorghr(&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_dorghr(n, ilo, ihi, &vr[vr_offset], ldvr,
&work[itau], dT, 0, nb, queue, &ierr);
#endif
//end = get_current_time();
//printf(" Time for dorghr = %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_dhseqr("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_dhseqr("E", "N", &n, &ilo, &ihi, &a[a_offset], &lda, WR, WI,
&vr[vr_offset], &ldvr, &work[iwrk], &i__1, info);
}
/* If INFO > 0 from DHSEQR, then quit */
if (*info > 0) {
fprintf(stderr, "DHSEQR returned with info = %d\n", (int) *info);
goto L50;
}
if (wantvl || wantvr) {
/*
* Compute left and/or right eigenvectors
* (Workspace: need 4*N)
*/
lapackf77_dtrevc(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_dgebak("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 = magma_cblas_dnrm2(n, &vl[i__ * vl_dim1 + 1], 1);
scl = 1. / scl;
blasf77_dscal( &n, &scl, &vl[i__ * vl_dim1 + 1], &ione );
} else if (WI[i__-1] > 0.) {
d__1 = magma_cblas_dnrm2(n, &vl[ i__ * vl_dim1 + 1], 1);
d__2 = magma_cblas_dnrm2(n, &vl[(i__ + 1) * vl_dim1 + 1], 1);
scl = lapackf77_dlapy2(&d__1, &d__2);
scl = 1. / scl;
blasf77_dscal( &n, &scl, &vl[ i__ * vl_dim1 + 1], &ione );
blasf77_dscal( &n, &scl, &vl[(i__ + 1) * vl_dim1 + 1], &ione );
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_idamax */
k = blasf77_idamax( &n, &work[iwrk], &ione ); //+1;
lapackf77_dlartg(&vl[k + i__ * vl_dim1],
&vl[k + (i__ + 1) * vl_dim1], &cs, &sn, &r__);
blasf77_drot( &n, &vl[ i__ * vl_dim1 + 1], &ione,
&vl[(i__ + 1) * vl_dim1 + 1], &ione, &cs, &sn );
vl[k + (i__ + 1) * vl_dim1] = 0.;
}
}
}
if (wantvr) {
/*
* Undo balancing of right eigenvectors
* (Workspace: need N)
*/
lapackf77_dgebak("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. / magma_cblas_dnrm2(n, &vr[i__ * vr_dim1 + 1], 1);
blasf77_dscal( &n, &scl, &vr[i__ * vr_dim1 + 1], &ione );
} else if (WI[i__-1] > 0.) {
d__1 = magma_cblas_dnrm2(n, &vr[ i__ * vr_dim1 + 1], 1);
d__2 = magma_cblas_dnrm2(n, &vr[(i__ + 1) * vr_dim1 + 1], 1);
scl = lapackf77_dlapy2(&d__1, &d__2);
scl = 1. / scl;
blasf77_dscal( &n, &scl, &vr[ i__ * vr_dim1 + 1], &ione );
blasf77_dscal( &n, &scl, &vr[(i__ + 1) * vr_dim1 + 1], &ione );
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_idamax */
k = blasf77_idamax( &n, &work[iwrk], &ione ); //+1;
lapackf77_dlartg(&vr[k + i__ * vr_dim1], &vr[k + (i__ + 1) * vr_dim1],
&cs, &sn, &r__);
blasf77_drot( &n, &vr[ i__ * vr_dim1 + 1], &ione,
&vr[(i__ + 1) * vr_dim1 + 1], &ione, &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_dlascl("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_dlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WI + (*info), &i__2, &ierr);
if (*info > 0) {
i__1 = ilo - 1;
lapackf77_dlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WR, &n, &ierr);
i__1 = ilo - 1;
lapackf77_dlascl("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1,
WI, &n, &ierr);
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
return *info;
} /* magma_dgeev */
magma_int_t magmaf_get_dgehrd_nb( magma_int_t *m )
{
return magma_get_dgehrd_nb( *m );
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dgehrd
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time;
double *h_A, *h_R, *h_Q, *h_work, *tau, *twork, *T;
magmaDouble_ptr dT;
#ifdef COMPLEX
double *rwork;
#endif
double eps, result[2];
magma_int_t N, n2, lda, nb, lwork, ltwork, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
eps = lapackf77_dlamch( "E" );
magma_opts opts;
opts.parse_opts( argc, argv );
double tol = opts.tolerance * lapackf77_dlamch("E");
// pass ngpu = -1 to test multi-GPU code using 1 gpu
magma_int_t abs_ngpu = abs( opts.ngpu );
printf("%% version %d, ngpu = %d\n", int(opts.version), int(abs_ngpu) );
printf("%% N CPU Gflop/s (sec) GPU Gflop/s (sec) |A-QHQ^H|/N|A| |I-QQ^H|/N\n");
printf("%%==========================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = lda*N;
nb = magma_get_dgehrd_nb( N );
// magma needs larger workspace than lapack, esp. multi-gpu verison
lwork = N*nb;
if (opts.ngpu != 1) {
lwork += N*nb*abs_ngpu;
}
gflops = FLOPS_DGEHRD( N ) / 1e9;
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_CPU( tau, double, N );
TESTING_MALLOC_CPU( T, double, nb*N ); // for multi GPU
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
TESTING_MALLOC_DEV( dT, double, nb*N ); // for single GPU
/* Initialize the matrices */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaFullStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
if ( opts.version == 1 ) {
if ( opts.ngpu == 1 ) {
magma_dgehrd( N, ione, N, h_R, lda, tau, h_work, lwork, dT, &info );
}
else {
magma_dgehrd_m( N, ione, N, h_R, lda, tau, h_work, lwork, T, &info );
}
}
else {
// LAPACK-complaint arguments, no dT array
printf( "magma_dgehrd2\n" );
magma_dgehrd2( N, ione, N, h_R, lda, tau, h_work, lwork, &info );
}
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gflops / gpu_time;
if (info != 0) {
printf("magma_dgehrd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* =====================================================================
Check the factorization
=================================================================== */
if ( opts.check ) {
ltwork = 2*N*N;
TESTING_MALLOC_PIN( h_Q, double, lda*N );
TESTING_MALLOC_CPU( twork, double, ltwork );
#ifdef COMPLEX
TESTING_MALLOC_CPU( rwork, double, N );
#endif
lapackf77_dlacpy( MagmaFullStr, &N, &N, h_R, &lda, h_Q, &lda );
for( int j = 0; j < N-1; ++j )
for( int i = j+2; i < N; ++i )
h_R[i+j*lda] = MAGMA_D_ZERO;
if ( opts.version == 1 ) {
if ( opts.ngpu != 1 ) {
magma_dsetmatrix( nb, N, T, nb, dT, nb, opts.queue );
}
magma_dorghr( N, ione, N, h_Q, lda, tau, dT, nb, &info );
}
else {
// for magma_dgehrd2, no dT array
lapackf77_dorghr( &N, &ione, &N, h_Q, &lda, tau, h_work, &lwork, &info );
}
if (info != 0) {
printf("magma_dorghr returned error %d: %s.\n",
(int) info, magma_strerror( info ));
return -1;
}
lapackf77_dhst01( &N, &ione, &N,
h_A, &lda, h_R, &lda,
h_Q, &lda, twork, <work,
#ifdef COMPLEX
rwork,
#endif
result );
TESTING_FREE_PIN( h_Q );
TESTING_FREE_CPU( twork );
#ifdef COMPLEX
TESTING_FREE_CPU( rwork );
#endif
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dgehrd( &N, &ione, &N, h_A, &lda, tau, h_work, &lwork, &info );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
if (info != 0) {
printf("lapackf77_dgehrd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
}
/* =====================================================================
Print performance and error.
=================================================================== */
if ( opts.lapack ) {
printf("%5d %7.2f (%7.2f) %7.2f (%7.2f)",
(int) N, cpu_perf, cpu_time, gpu_perf, gpu_time );
}
else {
printf("%5d --- ( --- ) %7.2f (%7.2f)",
(int) N, gpu_perf, gpu_time );
}
if ( opts.check ) {
bool okay = (result[0]*eps < tol) && (result[1]*eps < tol);
status += ! okay;
printf(" %8.2e %8.2e %s\n",
result[0]*eps, result[1]*eps,
(okay ? "ok" : "failed") );
}
else {
printf(" --- ---\n");
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( tau );
TESTING_FREE_CPU( T );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_work );
TESTING_FREE_DEV( dT );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
opts.cleanup();
TESTING_FINALIZE();
return status;
}
extern "C" magma_int_t
magma_dgehrd(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
double *dT,
magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DGEHRD reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
=========
N (input) INTEGER
The order of the matrix A. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
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.
dT (output) DOUBLE_PRECISION array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_dorghr.
===================================================================== */
#define A( i, j ) ( A + (i) + (j)*lda)
#define dA( i, j ) (dA + (i) + (j-ilo)*ldda)
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t ldda = n; // assumed in dlahru
magma_int_t nh, iws;
magma_int_t iinfo;
magma_int_t ldwork;
magma_int_t lquery;
*info = 0;
iws = n*nb;
MAGMA_D_SET2REAL( work[0], (double) iws );
lquery = lwork == -1;
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// GPU workspace is:
// nb*ldda for dwork for dlahru
// nb*ldda for dV
// n*ldda for dA
double *dwork;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *dV = dwork + nb*ldda;
double *dA = dwork + nb*ldda*2;
ldwork = n;
magma_int_t i;
double *T, *dTi;
magma_dmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
dzero_nbxnb_block(nb, dV, ldda);
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for(i = 0; i < ilo; ++i)
tau[i] = c_zero;
for(i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
for(i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_dlaset( 'F', nb, n, dT, nb );
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// Copy the matrix to the GPU
magma_dsetmatrix( n, n-ilo, A(0,ilo), lda, dA, ldda );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_dgetmatrix( ihi-i, nb,
dA(i,i), ldda,
A (i,i), lda );
// add 1 to i for 1-based index
magma_dlahr2( ihi, i+1, nb,
dA(0,i),
dV,
A (0,i), lda,
&tau[i], T, nb, work, ldwork);
// Copy T from the CPU to dT on the GPU
dTi = dT + (i - ilo)*nb;
magma_dsetmatrix( nb, nb, T, nb, dTi, nb );
magma_dlahru( n, ihi, i, nb,
A (0,i), lda,
dA(0,i), // dA
dA(i,i), // dY, stored over current panel
dV, dTi, dwork );
}
// Copy remainder to host
magma_dgetmatrix( n, n-i,
dA(0,i), ldda,
A (0,i), lda );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
MAGMA_D_SET2REAL( work[0], (double) iws );
magma_free( dwork );
magma_free_cpu( T );
return *info;
} /* magma_dgehrd */
/**
Purpose
-------
DGEHRD reduces a DOUBLE_PRECISION general matrix A to upper Hessenberg form H by
an orthogonal similarity transformation: Q' * A * Q = H . This version
stores the triangular matrices used in the factorization so that they can
be applied directly (i.e., without being recomputed) later. As a result,
the application of Q is much faster.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in]
ilo INTEGER
@param[in]
ihi INTEGER
It is assumed that A is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL; otherwise they should be
set to 1 and N respectively. See Further Details.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA,N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
elements below the first subdiagonal, with the array TAU,
represent the orthogonal matrix Q as a product of elementary
reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to
zero.
@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 length of the array WORK. LWORK >= max(1,N).
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
dT DOUBLE_PRECISION array on the GPU, dimension NB*N,
where NB is the optimal blocksize. It stores the NB*NB blocks
of the triangular T matrices used in the reduction.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
---------------
The matrix Q is represented as a product of (ihi-ilo) elementary
reflectors
Q = H(ilo) H(ilo+1) . . . H(ihi-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
exit in A(i+2:ihi,i), and tau in TAU(i).
The contents of A are illustrated by the following example, with
n = 7, ilo = 2 and ihi = 6:
@verbatim
on entry, on exit,
( a a a a a a a ) ( a a h h h h a )
( a a a a a a ) ( a h h h h a )
( a a a a a a ) ( h h h h h h )
( a a a a a a ) ( v2 h h h h h )
( a a a a a a ) ( v2 v3 h h h h )
( a a a a a a ) ( v2 v3 v4 h h h )
( a ) ( a )
@endverbatim
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
This version stores the T matrices in dT, for later use in magma_dorghr.
@ingroup magma_dgeev_comp
********************************************************************/
extern "C" magma_int_t
magma_dgehrd(magma_int_t n, magma_int_t ilo, magma_int_t ihi,
double *A, magma_int_t lda,
double *tau,
double *work, magma_int_t lwork,
double *dT,
magma_int_t *info)
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
double c_one = MAGMA_D_ONE;
double c_zero = MAGMA_D_ZERO;
magma_int_t nb = magma_get_dgehrd_nb(n);
magma_int_t ldda = ((n+31)/32)*32;
magma_int_t i, nh, iws;
magma_int_t iinfo;
magma_int_t lquery;
*info = 0;
iws = n*nb;
work[0] = MAGMA_D_MAKE( iws, 0 );
lquery = (lwork == -1);
if (n < 0) {
*info = -1;
} else if (ilo < 1 || ilo > max(1,n)) {
*info = -2;
} else if (ihi < min(ilo,n) || ihi > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (lwork < max(1,n) && ! lquery) {
*info = -8;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
// Adjust from 1-based indexing
ilo -= 1;
// Quick return if possible
nh = ihi - ilo;
if (nh <= 1) {
work[0] = c_one;
return *info;
}
// If not enough workspace, use unblocked code
if ( lwork < iws ) {
nb = 1;
}
if (nb == 1 || nb > nh) {
// Use unblocked code below
i = ilo;
}
else {
// Use blocked code
// GPU workspace is:
// nb*ldda for dwork for dlahru
// nb*ldda for dV
// n*ldda for dA
double *dwork;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 2*nb*ldda + n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
double *dV = dwork + nb*ldda;
double *dA = dwork + nb*ldda*2;
double *dTi;
double *T;
magma_dmalloc_cpu( &T, nb*nb );
if ( T == NULL ) {
magma_free( dwork );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
// zero first block of V, which is lower triangular
magmablas_dlaset( MagmaFull, nb, nb, c_zero, c_zero, dV, ldda );
// Set elements 0:ILO-1 and IHI-1:N-2 of TAU to zero
for (i = 0; i < ilo; ++i)
tau[i] = c_zero;
for (i = max(0,ihi-1); i < n-1; ++i)
tau[i] = c_zero;
assert( nb % 4 == 0 );
for (i=0; i < nb*nb; i += 4)
T[i] = T[i+1] = T[i+2] = T[i+3] = c_zero;
magmablas_dlaset( MagmaFull, nb, n, c_zero, c_zero, dT, nb );
// Copy the matrix to the GPU
magma_dsetmatrix( n, n-ilo, A(0,ilo), lda, dA, ldda );
for (i = ilo; i < ihi-1 - nb; i += nb) {
// Reduce columns i:i+nb-1 to Hessenberg form, returning the
// matrices V and T of the block reflector H = I - V*T*V'
// which performs the reduction, and also the matrix Y = A*V*T
// Get the current panel (no need for the 1st iteration)
magma_dgetmatrix( ihi-i, nb,
dA(i,i-ilo), ldda,
A(i,i), lda );
// add 1 to i for 1-based index
magma_dlahr2( ihi, i+1, nb,
dA(0,i-ilo), ldda,
dV, ldda,
A(0,i), lda,
&tau[i], T, nb, work, n);
// Copy T from the CPU to dT on the GPU
dTi = dT + (i - ilo)*nb;
magma_dsetmatrix( nb, nb, T, nb, dTi, nb );
magma_dlahru( n, ihi, i, nb,
A(0,i), lda,
dA(0,i-ilo), ldda, // dA
dA(i,i-ilo), ldda, // dY, stored over current panel
dV, ldda,
dTi, dwork );
}
// Copy remainder to host
magma_dgetmatrix( n, n-i,
dA(0,i-ilo), ldda,
A(0,i), lda );
magma_free( dwork );
magma_free_cpu( T );
}
// Use unblocked code to reduce the rest of the matrix
// add 1 to i for 1-based index
i += 1;
lapackf77_dgehd2(&n, &i, &ihi, A, &lda, tau, work, &iinfo);
work[0] = MAGMA_D_MAKE( iws, 0 );
return *info;
} /* magma_dgehrd */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dgeev
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
double *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2;
double *w1i, *w2i;
magmaDoubleComplex *w1copy, *w2copy;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double tnrm, result[9];
magma_int_t N, n2, lda, nb, lwork, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
double ulp, ulpinv, error;
magma_int_t status = 0;
ulp = lapackf77_dlamch( "P" );
ulpinv = 1./ulp;
magma_opts opts;
parse_opts( argc, argv, &opts );
// need slightly looser bound (60*eps instead of 30*eps) for some tests
opts.tolerance = max( 60., opts.tolerance );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
// enable at least some minimal checks, if requested
if ( opts.check && !opts.lapack && opts.jobvl == MagmaNoVec && opts.jobvr == MagmaNoVec ) {
fprintf( stderr, "NOTE: Some checks require vectors to be computed;\n"
" set jobvl=V (option -LV), or jobvr=V (option -RV), or both.\n"
" Some checks require running lapack (-l); setting lapack.\n\n");
opts.lapack = true;
}
printf(" N CPU Time (sec) GPU Time (sec) |W_magma - W_lapack| / |W_lapack|\n");
printf("===========================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = lda*N;
nb = magma_get_dgehrd_nb(N);
lwork = N*(2 + nb);
// generous workspace - required by dget22
lwork = max( lwork, N*(5 + 2*N) );
TESTING_MALLOC_CPU( w1copy, magmaDoubleComplex, N );
TESTING_MALLOC_CPU( w2copy, magmaDoubleComplex, N );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( w1i, double, N );
TESTING_MALLOC_CPU( w2i, double, N );
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( VL, double, n2 );
TESTING_MALLOC_PIN( VR, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dgeev( opts.jobvl, opts.jobvr,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, opts.queue, &info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_dgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Check the result
=================================================================== */
if ( opts.check ) {
/* ===================================================================
* Check the result following LAPACK's [zcds]drvev routine.
* The following tests are performed:
* (1) | A * VR - VR * W | / ( n |A| )
*
* Here VR is the matrix of unit right eigenvectors.
* W is a diagonal matrix with diagonal entries W(j).
*
* (2) | |VR(i)| - 1 | and whether largest component real
*
* VR(i) denotes the i-th column of VR.
*
* (3) | A**T * VL - VL * W**T | / ( n |A| )
*
* Here VL is the matrix of unit left eigenvectors, A**T is the
* transpose of A, and W is as above.
*
* (4) | |VL(i)| - 1 | and whether largest component real
*
* VL(i) denotes the i-th column of VL.
*
* (5) W(full) = W(partial, W only) -- currently skipped
* (6) W(full) = W(partial, W and VR)
* (7) W(full) = W(partial, W and VL)
*
* W(full) denotes the eigenvalues computed when both VR and VL
* are also computed, and W(partial) denotes the eigenvalues
* computed when only W, only W and VR, or only W and VL are
* computed.
*
* (8) VR(full) = VR(partial, W and VR)
*
* VR(full) denotes the right eigenvectors computed when both VR
* and VL are computed, and VR(partial) denotes the result
* when only VR is computed.
*
* (9) VL(full) = VL(partial, W and VL)
*
* VL(full) denotes the left eigenvectors computed when both VR
* and VL are also computed, and VL(partial) denotes the result
* when only VL is computed.
*
* (1, 2) only if jobvr = V
* (3, 4) only if jobvl = V
* (5-9) only if check = 2 (option -c2)
================================================================= */
double vmx, vrmx, vtst;
// Initialize result. -1 indicates test was not run.
for( int j = 0; j < 9; ++j )
result[j] = -1.;
if ( opts.jobvr == MagmaVec ) {
// Do test 1: | A * VR - VR * W | / ( n |A| )
// Note this writes result[1] also
lapackf77_dget22( MagmaNoTransStr, MagmaNoTransStr, MagmaNoTransStr,
&N, h_A, &lda, VR, &lda, w1, w1i,
h_work, &result[0] );
result[0] *= ulp;
// Do test 2: | |VR(i)| - 1 | and whether largest component real
result[1] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = magma_cblas_dnrm2( N, &VR[j*lda], ione );
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( magma_cblas_dnrm2( N, &VR[j*lda], ione ),
magma_cblas_dnrm2( N, &VR[(j+1)*lda], ione ));
result[1] = max( result[1], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_dlapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VR[jj + (j+1)*lda])==0. &&
MAGMA_D_ABS( VR[jj+j*lda] ) > vrmx)
{
vrmx = MAGMA_D_ABS( VR[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[1] = ulpinv;
}
}
result[1] *= ulp;
}
if ( opts.jobvl == MagmaVec ) {
// Do test 3: | A**T * VL - VL * W**T | / ( n |A| )
// Note this writes result[3] also
lapackf77_dget22( MagmaTransStr, MagmaNoTransStr, MagmaTransStr,
&N, h_A, &lda, VL, &lda, w1, w1i,
h_work, &result[2] );
result[2] *= ulp;
// Do test 4: | |VL(i)| - 1 | and whether largest component real
result[3] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = magma_cblas_dnrm2( N, &VL[j*lda], ione );
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( magma_cblas_dnrm2( N, &VL[j*lda], ione ),
magma_cblas_dnrm2( N, &VL[(j+1)*lda], ione ));
result[3] = max( result[3], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_dlapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VL[jj + (j+1)*lda])==0. &&
MAGMA_D_ABS( VL[jj+j*lda]) > vrmx)
{
vrmx = MAGMA_D_ABS( VL[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[3] = ulpinv;
}
}
result[3] *= ulp;
}
}
if ( opts.check == 2 ) {
// more extensive tests
// this is really slow because it calls magma_zgeev multiple times
double *LRE, DUM;
TESTING_MALLOC_PIN( LRE, double, n2 );
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
// ----------
// Compute eigenvalues, left and right eigenvectors
magma_dgeev( MagmaVec, MagmaVec,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, opts.queue, &info );
if (info != 0)
printf("magma_zgeev (case V, V) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// ----------
// Compute eigenvalues only
// These are not exactly equal, and not in the same order, so skip for now.
//lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
//magma_dgeev( MagmaNoVec, MagmaNoVec,
// N, h_R, lda, w2, w2i,
// &DUM, 1, &DUM, 1,
// h_work, lwork, opts.queue, &info );
//if (info != 0)
// printf("magma_dgeev (case N, N) returned error %d: %s.\n",
// (int) info, magma_strerror( info ));
//
//// Do test 5: W(full) = W(partial, W only)
//result[4] = 1;
//for( int j = 0; j < N; ++j )
// if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
// result[4] = 0;
// ----------
// Compute eigenvalues and right eigenvectors
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev( MagmaNoVec, MagmaVec,
N, h_R, lda, w2, w2i,
&DUM, 1, LRE, lda,
h_work, lwork, opts.queue, &info );
if (info != 0)
printf("magma_dgeev (case N, V) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// Do test 6: W(full) = W(partial, W and VR)
result[5] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[5] = 0;
// Do test 8: VR(full) = VR(partial, W and VR)
result[7] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_D_EQUAL( VR[j+jj*lda], LRE[j+jj*lda] ))
result[7] = 0;
// ----------
// Compute eigenvalues and left eigenvectors
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev( MagmaVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
LRE, lda, &DUM, 1,
h_work, lwork, opts.queue, &info );
if (info != 0)
printf("magma_dgeev (case V, N) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// Do test 7: W(full) = W(partial, W and VL)
result[6] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[6] = 0;
// Do test 9: VL(full) = VL(partial, W and VL)
result[8] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_D_EQUAL( VL[j+jj*lda], LRE[j+jj*lda] ))
result[8] = 0;
TESTING_FREE_PIN( LRE );
}
/* =====================================================================
Performs operation using LAPACK
Do this after checks, because it overwrites VL and VR.
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dgeev( lapack_vec_const(opts.jobvl), lapack_vec_const(opts.jobvr),
&N, h_A, &lda, w2, w2i,
VL, &lda, VR, &lda,
h_work, &lwork, &info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_dgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// check | W_magma - W_lapack | / | W |
// need to sort eigenvalues first
// copy them into complex vectors for ease
for( int j=0; j < N; ++j ) {
w1copy[j] = MAGMA_Z_MAKE( w1[j], w1i[j] );
w2copy[j] = MAGMA_Z_MAKE( w2[j], w2i[j] );
}
std::sort( w1copy, &w1copy[N], lessthan );
std::sort( w2copy, &w2copy[N], lessthan );
// adjust sorting to deal with numerical inaccuracy
// search down w2 for eigenvalue that matches w1's eigenvalue
for( int j=0; j < N; ++j ) {
for( int j2=j; j2 < N; ++j2 ) {
magmaDoubleComplex diff = MAGMA_Z_SUB( w1copy[j], w2copy[j2] );
double diff2 = magma_dzlapy2( diff ) / max( magma_dzlapy2( w1copy[j] ), tol );
if ( diff2 < 100*tol ) {
if ( j != j2 ) {
std::swap( w2copy[j], w2copy[j2] );
}
break;
}
}
}
blasf77_zaxpy( &N, &c_neg_one, w2copy, &ione, w1copy, &ione );
error = magma_cblas_dznrm2( N, w1copy, 1 );
error /= magma_cblas_dznrm2( N, w2copy, 1 );
printf("%5d %7.2f %7.2f %8.2e %s\n",
(int) N, cpu_time, gpu_time,
error, (error < tolulp ? "ok" : "failed"));
status += ! (error < tolulp);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
if ( opts.check ) {
// -1 indicates test was not run
if ( result[0] != -1 ) {
printf(" | A * VR - VR * W | / ( n |A| ) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
if ( result[1] != -1 ) {
printf(" | |VR(i)| - 1 | = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed"));
}
if ( result[2] != -1 ) {
printf(" | A'* VL - VL * W'| / ( n |A| ) = %8.2e %s\n", result[2], (result[2] < tol ? "ok" : "failed"));
}
if ( result[3] != -1 ) {
printf(" | |VL(i)| - 1 | = %8.2e %s\n", result[3], (result[3] < tol ? "ok" : "failed"));
}
if ( result[4] != -1 ) {
printf(" W (full) == W (partial, W only) %s\n", (result[4] == 1. ? "ok" : "failed"));
}
if ( result[5] != -1 ) {
printf(" W (full) == W (partial, W and VR) %s\n", (result[5] == 1. ? "ok" : "failed"));
}
if ( result[6] != -1 ) {
printf(" W (full) == W (partial, W and VL) %s\n", (result[6] == 1. ? "ok" : "failed"));
}
if ( result[7] != -1 ) {
printf(" VR (full) == VR (partial, W and VR) %s\n", (result[7] == 1. ? "ok" : "failed"));
}
if ( result[8] != -1 ) {
printf(" VL (full) == VL (partial, W and VL) %s\n", (result[8] == 1. ? "ok" : "failed"));
}
int newline = 0;
if ( result[0] != -1 ) {
status += ! (result[0] < tol);
newline = 1;
}
if ( result[1] != -1 ) {
status += ! (result[1] < tol);
newline = 1;
}
if ( result[2] != -1 ) {
status += ! (result[2] < tol);
newline = 1;
}
if ( result[3] != -1 ) {
status += ! (result[3] < tol);
newline = 1;
}
if ( result[4] != -1 ) {
status += ! (result[4] == 1.);
newline = 1;
}
if ( result[5] != -1 ) {
status += ! (result[5] == 1.);
newline = 1;
}
if ( result[6] != -1 ) {
status += ! (result[6] == 1.);
newline = 1;
}
if ( result[7] != -1 ) {
status += ! (result[7] == 1.);
newline = 1;
}
if ( result[8] != -1 ) {
status += ! (result[8] == 1.);
newline = 1;
}
if ( newline ) {
printf( "\n" );
}
}
TESTING_FREE_CPU( w1copy );
TESTING_FREE_CPU( w2copy );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( w1i );
TESTING_FREE_CPU( w2i );
TESTING_FREE_CPU( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( VL );
TESTING_FREE_PIN( VR );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
extern "C" magma_int_t
magma_dgeev(
char jobvl, char jobvr, magma_int_t n,
double *A, magma_int_t lda,
double *WR, double *WI,
double *vl, magma_int_t ldvl,
double *vr, magma_int_t ldvr,
double *work, magma_int_t lwork,
magma_int_t *info )
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
DGEEV 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 >= (2+nb)*N.
For optimal performance, LWORK >= (2+2*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.
===================================================================== */
#define vl(i,j) (vl + (i) + (j)*ldvl)
#define vr(i,j) (vr + (i) + (j)*ldvr)
magma_int_t c_one = 1;
magma_int_t c_zero = 0;
double d__1, d__2;
double r, cs, sn, scl;
double dum[1], eps;
double anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, i__1, i__2, nb;
magma_int_t scalea, minwrk, lquery, wantvl, wantvr, select[1];
char side[2] = {0, 0};
char jobvl_[2] = {jobvl, 0};
char jobvr_[2] = {jobvr, 0};
*info = 0;
lquery = lwork == -1;
wantvl = lapackf77_lsame( jobvl_, "V" );
wantvr = lapackf77_lsame( jobvr_, "V" );
if (! wantvl && ! lapackf77_lsame( jobvl_, "N" )) {
*info = -1;
} else if (! wantvr && ! lapackf77_lsame( 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 */
nb = magma_get_dgehrd_nb( n );
if (*info == 0) {
minwrk = (2+nb)*n;
work[0] = MAGMA_D_MAKE( (double) minwrk, 0. );
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)
double *dT;
if (MAGMA_SUCCESS != magma_dmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_dlamch( "P" );
smlnum = lapackf77_dlamch( "S" );
bignum = 1. / smlnum;
lapackf77_dlabad( &smlnum, &bignum );
smlnum = magma_dsqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_dlange( "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_dlascl( "G", &c_zero, &c_zero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (Workspace: need N) */
ibal = 0;
lapackf77_dgebal( "B", &n, A, &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;
liwrk = lwork - iwrk;
#if defined(VERSION1)
// Version 1 - LAPACK
lapackf77_dgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(VERSION2)
// Version 2 - LAPACK consistent HRD
magma_dgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_dgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#endif
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side[0] = 'L';
lapackf77_dlacpy( MagmaLowerStr, &n, &n,
A, &lda, vl, &ldvl );
/* Generate orthogonal matrix in VL
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB) */
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_dorghr( &n, &ilo, &ihi, vl, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_dorghr( n, ilo, ihi, vl, ldvl, &work[itau], dT, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VL
* (Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, WR, WI,
vl, &ldvl, &work[iwrk], &liwrk, info );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side[0] = 'B';
lapackf77_dlacpy( "F", &n, &n, vl, &ldvl, vr, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side[0] = 'R';
lapackf77_dlacpy( "L", &n, &n, A, &lda, vr, &ldvr );
/* Generate orthogonal matrix in VR
* (Workspace: need 3*N-1, prefer 2*N + (N-1)*NB) */
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_dorghr( &n, &ilo, &ihi, vr, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_dorghr( n, ilo, ihi, vr, ldvr, &work[itau], dT, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VR
* (Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "S", "V", &n, &ilo, &ihi, A, &lda, WR, WI,
vr, &ldvr, &work[iwrk], &liwrk, info );
}
else {
/* Compute eigenvalues only
* (Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "E", "N", &n, &ilo, &ihi, A, &lda, WR, WI,
vr, &ldvr, &work[iwrk], &liwrk, info );
}
/* If INFO > 0 from DHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (Workspace: need 4*N) */
liwrk = lwork - iwrk;
#if TREVC_VERSION == 1
lapackf77_dtrevc( side, "B", select, &n, A, &lda, vl, &ldvl,
vr, &ldvr, &n, &nout, &work[iwrk], &ierr );
#elif TREVC_VERSION == 2
lapackf77_dtrevc3( side, "B", select, &n, A, &lda, vl, &ldvl,
vr, &ldvr, &n, &nout, &work[iwrk], &liwrk, &ierr );
#endif
}
if (wantvl) {
/* Undo balancing of left eigenvectors
* (Workspace: need N) */
lapackf77_dgebak( "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. / cblas_dnrm2( n, vl(0,i), 1 );
cblas_dscal( n, scl, vl(0,i), 1 );
}
else if ( WI[i] > 0. ) {
d__1 = cblas_dnrm2( n, vl(0,i), 1 );
d__2 = cblas_dnrm2( n, vl(0,i+1), 1 );
scl = 1. / lapackf77_dlapy2( &d__1, &d__2 );
cblas_dscal( n, scl, vl(0,i), 1 );
cblas_dscal( n, scl, vl(0,i+1), 1 );
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 = cblas_idamax( n, &work[iwrk], 1 );
lapackf77_dlartg( vl(k,i), vl(k,i+1), &cs, &sn, &r );
cblas_drot( n, vl(0,i), 1, vl(0,i+1), 1, cs, sn );
*vl(k,i+1) = 0.;
}
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (Workspace: need N) */
lapackf77_dgebak( "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. / cblas_dnrm2( n, vr(0,i), 1 );
cblas_dscal( n, scl, vr(0,i), 1 );
}
else if ( WI[i] > 0. ) {
d__1 = cblas_dnrm2( n, vr(0,i), 1 );
d__2 = cblas_dnrm2( n, vr(0,i+1), 1 );
scl = 1. / lapackf77_dlapy2( &d__1, &d__2 );
cblas_dscal( n, scl, vr(0,i), 1 );
cblas_dscal( n, scl, vr(0,i+1), 1 );
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 = cblas_idamax( n, &work[iwrk], 1 );
lapackf77_dlartg( vr(k,i), vr(k,i+1), &cs, &sn, &r );
cblas_drot( n, vr(0,i), 1, vr(0,i+1), 1, cs, sn );
*vr(k,i+1) = 0.;
}
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
i__1 = n - (*info);
i__2 = max( n - (*info), 1 );
lapackf77_dlascl( "G", &c_zero, &c_zero, &cscale, &anrm, &i__1, &c_one,
WR + (*info), &i__2, &ierr );
lapackf77_dlascl( "G", &c_zero, &c_zero, &cscale, &anrm, &i__1, &c_one,
WI + (*info), &i__2, &ierr );
if (*info > 0) {
i__1 = ilo - 1;
lapackf77_dlascl( "G", &c_zero, &c_zero, &cscale, &anrm, &i__1, &c_one,
WR, &n, &ierr );
lapackf77_dlascl( "G", &c_zero, &c_zero, &cscale, &anrm, &i__1, &c_one,
WI, &n, &ierr );
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
return *info;
} /* magma_dgeev */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dgeev
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
double *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2;
double *w1i, *w2i;
double tnrm, result[8];
magma_int_t N, n2, lda, nb, lwork, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
// need slightly looser bound (60*eps instead of 30*eps) for some tests
opts.tolerance = max( 60., opts.tolerance );
double tol = opts.tolerance * lapackf77_dlamch("E");
printf(" N CPU Time (sec) GPU Time (sec) ||R||_F / ||A||_F\n");
printf("===========================================================\n");
for( int i = 0; i < opts.ntest; ++i ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[i];
lda = N;
n2 = lda*N;
nb = magma_get_dgehrd_nb(N);
lwork = N*(2 + nb);
// generous workspace - required by dget22
lwork = max( lwork, N*(5 + 2*N) );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( w1i, double, N );
TESTING_MALLOC_CPU( w2i, double, N );
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( VL, double, n2 );
TESTING_MALLOC_PIN( VR, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dgeev_m( opts.jobvl, opts.jobvr,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_dgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dgeev( &opts.jobvl, &opts.jobvr,
&N, h_A, &lda, w2, w2i,
VL, &lda, VR, &lda,
h_work, &lwork, &info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_dgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
printf("%5d %7.2f %7.2f\n",
(int) N, cpu_time, gpu_time);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
/* =====================================================================
Check the result
=================================================================== */
if ( opts.check ) {
/* ===================================================================
* Check the result following LAPACK's [zcds]drvev routine.
* The following 7 tests are performed:
* (1) | A * VR - VR * W | / ( n |A| )
*
* Here VR is the matrix of unit right eigenvectors.
* W is a diagonal matrix with diagonal entries W(j).
*
* (2) | A**T * VL - VL * W**T | / ( n |A| )
*
* Here VL is the matrix of unit left eigenvectors, A**T is the
* transpose of A, and W is as above.
*
* (3) | |VR(i)| - 1 | and whether largest component real
*
* VR(i) denotes the i-th column of VR.
*
* (4) | |VL(i)| - 1 | and whether largest component real
*
* VL(i) denotes the i-th column of VL.
*
* (5) W(full) = W(partial)
*
* W(full) denotes the eigenvalues computed when both VR and VL
* are also computed, and W(partial) denotes the eigenvalues
* computed when only W, only W and VR, or only W and VL are
* computed.
*
* (6) VR(full) = VR(partial)
*
* VR(full) denotes the right eigenvectors computed when both VR
* and VL are computed, and VR(partial) denotes the result
* when only VR is computed.
*
* (7) VL(full) = VL(partial)
*
* VL(full) denotes the left eigenvectors computed when both VR
* and VL are also computed, and VL(partial) denotes the result
* when only VL is computed.
================================================================= */
double ulp, ulpinv, vmx, vrmx, vtst;
double *LRE, DUM;
TESTING_MALLOC_PIN( LRE, double, n2 );
ulp = lapackf77_dlamch( "P" );
ulpinv = 1./ulp;
// Initialize RESULT
for( int j = 0; j < 8; ++j )
result[j] = -1.;
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
// ----------
// Compute eigenvalues, left and right eigenvectors, and test them
magma_dgeev_m( MagmaVec, MagmaVec,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info );
// Do test 1
lapackf77_dget22( MagmaNoTransStr, MagmaNoTransStr, MagmaNoTransStr,
&N, h_A, &lda, VR, &lda, w1, w1i,
h_work, &result[0] );
result[0] *= ulp;
// Do test 2
lapackf77_dget22( MagmaTransStr, MagmaNoTransStr, MagmaTransStr,
&N, h_A, &lda, VL, &lda, w1, w1i,
h_work, &result[1] );
result[1] *= ulp;
// Do test 3
result[2] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = cblas_dnrm2(N, &VR[j*lda], ione);
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( cblas_dnrm2(N, &VR[j *lda], ione),
cblas_dnrm2(N, &VR[(j+1)*lda], ione) );
result[2] = max( result[2], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_dlapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VR[jj + (j+1)*lda])==0. &&
MAGMA_D_ABS( VR[jj+j*lda] ) > vrmx)
{
vrmx = MAGMA_D_ABS( VR[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[2] = ulpinv;
}
}
result[2] *= ulp;
// Do test 4
result[3] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = cblas_dnrm2(N, &VL[j*lda], ione);
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( cblas_dnrm2(N, &VL[j *lda], ione),
cblas_dnrm2(N, &VL[(j+1)*lda], ione) );
result[3] = max( result[3], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_dlapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VL[jj + (j+1)*lda])==0. &&
MAGMA_D_ABS( VL[jj+j*lda]) > vrmx)
{
vrmx = MAGMA_D_ABS( VL[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[3] = ulpinv;
}
}
result[3] *= ulp;
// ----------
// Compute eigenvalues only, and test them
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev_m( MagmaNoVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
&DUM, 1, &DUM, 1,
h_work, lwork, &info );
if (info != 0) {
result[0] = ulpinv;
printf("magma_dgeev (case N, N) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
// Do test 5
result[4] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[4] = 0;
//if (result[4] == 0) printf("test 5 failed with N N\n");
// ----------
// Compute eigenvalues and right eigenvectors, and test them
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev_m( MagmaNoVec, MagmaVec,
N, h_R, lda, w2, w2i,
&DUM, 1, LRE, lda,
h_work, lwork, &info );
if (info != 0) {
result[0] = ulpinv;
printf("magma_dgeev (case N, V) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
// Do test 5 again
result[4] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[4] = 0;
//if (result[4] == 0) printf("test 5 failed with N V\n");
// Do test 6
result[5] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_D_EQUAL( VR[j+jj*lda], LRE[j+jj*lda] ))
result[5] = 0;
// ----------
// Compute eigenvalues and left eigenvectors, and test them
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev_m( MagmaVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
LRE, lda, &DUM, 1,
h_work, lwork, &info );
if (info != 0) {
result[0] = ulpinv;
printf("magma_dgeev (case V, N) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
// Do test 5 again
result[4] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[4] = 0;
//if (result[4] == 0) printf("test 5 failed with V N\n");
// Do test 7
result[6] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_D_EQUAL( VL[j+jj*lda], LRE[j+jj*lda] ))
result[6] = 0;
printf("Test 1: | A * VR - VR * W | / ( n |A| ) = %8.2e%s\n", result[0], (result[0] < tol ? " ok" : " failed"));
printf("Test 2: | A'* VL - VL * W'| / ( n |A| ) = %8.2e%s\n", result[1], (result[1] < tol ? " ok" : " failed"));
printf("Test 3: | |VR(i)| - 1 | = %8.2e%s\n", result[2], (result[2] < tol ? " ok" : " failed"));
printf("Test 4: | |VL(i)| - 1 | = %8.2e%s\n", result[3], (result[3] < tol ? " ok" : " failed"));
printf("Test 5: W (full) == W (partial) = %s\n", (result[4] == 1. ? " ok" : " failed"));
printf("Test 6: VR (full) == VR (partial) = %s\n", (result[5] == 1. ? " ok" : " failed"));
printf("Test 7: VL (full) == VL (partial) = %s\n\n", (result[6] == 1. ? " ok" : " failed"));
status |= ! (result[0] < tol);
status |= ! (result[1] < tol);
status |= ! (result[2] < tol);
status |= ! (result[3] < tol);
status |= ! (result[4] == 1.);
status |= ! (result[5] == 1.);
status |= ! (result[6] == 1.);
TESTING_FREE_PIN( LRE );
}
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( w1i );
TESTING_FREE_CPU( w2i );
TESTING_FREE_CPU( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( VL );
TESTING_FREE_PIN( VR );
TESTING_FREE_PIN( h_work );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
DGEEV 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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (N)
@param[out]
wi 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.
@param[out]
VL DOUBLE PRECISION 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 DOUBLE PRECISION 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) DOUBLE PRECISION 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)*N.
For optimal performance, LWORK >= (2+2*nb)*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_dgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_dgeev_m(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
double *A, magma_int_t lda,
double *wr, double *wi,
double *VL, magma_int_t ldvl,
double *VR, magma_int_t ldvr,
double *work, magma_int_t lwork,
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;
double d__1, d__2;
double r, cs, sn, scl;
double dum[1], eps;
double 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_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_dgehrd_nb( n );
if (*info == 0) {
minwrk = (2 + nb)*n;
optwrk = (2 + 2*nb)*n;
work[0] = MAGMA_D_MAKE( (double) optwrk, 0. );
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) || defined(Version4) || defined(Version5)
double *dT;
if (MAGMA_SUCCESS != magma_dmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
#if defined(Version4) || defined(Version5)
double *T;
if (MAGMA_SUCCESS != magma_dmalloc_cpu( &T, nb*n )) {
magma_free( dT );
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_dlamch( "P" );
smlnum = lapackf77_dlamch( "S" );
bignum = 1. / smlnum;
lapackf77_dlabad( &smlnum, &bignum );
smlnum = magma_dsqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_dlange( "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_dlascl( "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_dgebal( "B", &n, A, &lda, &ilo, &ihi, &work[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (Workspace: need 3*N, prefer 2*N + N*NB)
* - including N reserved for gebal/gebak, unused by dgehrd */
itau = ibal + n;
iwrk = itau + n;
liwrk = lwork - iwrk;
timer_start( time_gehrd );
flops_start( flop_gehrd );
#if defined(Version1)
// Version 1 - LAPACK
lapackf77_dgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(Version2)
// Version 2 - LAPACK consistent HRD
magma_dgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(Version3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_dgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#elif defined(Version4) || defined(Version5)
// Version 4 - Multi-GPU, T on host
magma_dgehrd_m( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, T, &ierr );
magma_dsetmatrix( nb, n, T, nb, dT, nb );
#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_dlacpy( 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 dorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_dorghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3) || defined(Version4)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_dorghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_dorghr_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 dhseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "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_dlacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_dlacpy( "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 dorghr */
timer_start( time_unghr );
flops_start( flop_unghr );
#if defined(Version1) || defined(Version2)
// Version 1 & 2 - LAPACK
lapackf77_dorghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(Version3) || defined(Version4)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_dorghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#elif defined(Version5)
// Version 5 - Multi-GPU, T on host
magma_dorghr_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 dhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "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 dhseqr */
timer_start( time_hseqr );
flops_start( flop_hseqr );
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_dhseqr( "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 DHSEQR, 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 dtrevc */
liwrk = lwork - iwrk;
#if TREVC_VERSION == 1
lapackf77_dtrevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &ierr );
#elif TREVC_VERSION == 2
lapackf77_dtrevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &ierr );
#elif TREVC_VERSION == 3
magma_dtrevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 4
magma_dtrevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &ierr );
#elif TREVC_VERSION == 5
magma_dtrevc3_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_dgebak( "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_dnrm2( n, VL(0,i), 1 );
blasf77_dscal( &n, &scl, VL(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_dnrm2( n, VL(0,i), 1 );
d__2 = magma_cblas_dnrm2( n, VL(0,i+1), 1 );
scl = 1. / lapackf77_dlapy2( &d__1, &d__2 );
blasf77_dscal( &n, &scl, VL(0,i), &ione );
blasf77_dscal( &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_idamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_dlartg( VL(k,i), VL(k,i+1), &cs, &sn, &r );
blasf77_drot( &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_dgebak( "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_dnrm2( n, VR(0,i), 1 );
blasf77_dscal( &n, &scl, VR(0,i), &ione );
}
else if ( wi[i] > 0. ) {
d__1 = magma_cblas_dnrm2( n, VR(0,i), 1 );
d__2 = magma_cblas_dnrm2( n, VR(0,i+1), 1 );
scl = 1. / lapackf77_dlapy2( &d__1, &d__2 );
blasf77_dscal( &n, &scl, VR(0,i), &ione );
blasf77_dscal( &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_idamax( &n, &work[iwrk], &ione ) - 1; // subtract 1; k is 0-based
lapackf77_dlartg( VR(k,i), VR(k,i+1), &cs, &sn, &r );
blasf77_drot( &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_dlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr + (*info), &ld, &ierr );
lapackf77_dlascl( "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_dlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wr, &n, &ierr );
lapackf77_dlascl( "G", &izero, &izero, &cscale, &anrm, &nval, &ione, wi, &n, &ierr );
}
}
#if defined(Version3) || defined(Version4) || defined(Version5)
magma_free( dT );
#endif
#if defined(Version4) || defined(Version5)
magma_free_cpu( T );
#endif
timer_stop( time_total );
flops_stop( flop_total );
timer_printf( "dgeev 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( "dgeev 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_D_MAKE( (double) optwrk, 0. );
return *info;
} /* magma_dgeev */
