/**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE_PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_m(magma_int_t nrgpu, magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = A[0];
if (wantz) {
A[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(nrgpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
#ifdef USE_SINGLE_GPU
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
magma_free( dwork );
#else
magma_dstedx_m(nrgpu, MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
#endif
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dormtr_m(nrgpu, MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */
extern "C" magma_int_t
magma_slobpcg( magma_s_sparse_matrix A, magma_s_solver_par *solver_par ) {
#define residualNorms(i,iter) ( residualNorms + (i) + (iter)*n )
#define magmablas_swap(x, y) { pointer = x; x = y; y = pointer; }
#define hresidualNorms(i,iter) (hresidualNorms + (i) + (iter)*n )
#define gramA( m, n) (gramA + (m) + (n)*ldgram)
#define gramB( m, n) (gramB + (m) + (n)*ldgram)
#define gevectors(m, n) (gevectors + (m) + (n)*ldgram)
#define h_gramB( m, n) (h_gramB + (m) + (n)*ldgram)
#define magma_s_bspmv_tuned(m, n, alpha, A, X, beta, AX) { \
magmablas_stranspose( m, n, X, m, blockW, n ); \
magma_s_vector x, ax; \
x.memory_location = Magma_DEV; x.num_rows = m*n; x.nnz = m*n; x.val = blockW; \
ax.memory_location= Magma_DEV; ax.num_rows = m*n; ax.nnz = m*n; ax.val = AX; \
magma_s_spmv(alpha, A, x, beta, ax ); \
magmablas_stranspose( n, m, blockW, n, X, m ); \
}
//**************************************************************
// Memory allocation for the eigenvectors, eigenvalues, and workspace
solver_par->solver = Magma_LOBPCG;
magma_int_t m = A.num_rows;
magma_int_t n =(solver_par->num_eigenvalues);
float *blockX = solver_par->eigenvectors;
float *evalues = solver_par->eigenvalues;
float *dwork, *hwork;
float *blockP, *blockAP, *blockR, *blockAR, *blockAX, *blockW;
float *gramA, *gramB, *gramM;
float *gevectors, *h_gramB;
float *pointer, *origX = blockX;
float *eval_gpu;
magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
1 + 6*3*n + 2* 3*n* 3*n);
magma_smalloc_pinned( &hwork , lwork );
magma_smalloc( &blockAX , m*n );
magma_smalloc( &blockAR , m*n );
magma_smalloc( &blockAP , m*n );
magma_smalloc( &blockR , m*n );
magma_smalloc( &blockP , m*n );
magma_smalloc( &blockW , m*n );
magma_smalloc( &dwork , m*n );
magma_smalloc( &eval_gpu , 3*n );
//**********************************************************+
magma_int_t verbosity = 1;
magma_int_t *iwork, liwork = 15*n+9;
// === Set solver parameters ===
float residualTolerance = solver_par->epsilon;
magma_int_t maxIterations = solver_par->maxiter;
// === Set some constants & defaults ===
float c_one = MAGMA_S_ONE, c_zero = MAGMA_S_ZERO;
float *residualNorms, *condestGhistory, condestG;
float *gevalues;
magma_int_t *activeMask;
// === Check some parameters for possible quick exit ===
solver_par->info = 0;
if (m < 2)
solver_par->info = -1;
else if (n > m)
solver_par->info = -2;
if (solver_par->info != 0) {
magma_xerbla( __func__, -(solver_par->info) );
return solver_par->info;
}
magma_int_t *info = &(solver_par->info); // local info variable;
// === Allocate GPU memory for the residual norms' history ===
magma_smalloc(&residualNorms, (maxIterations+1) * n);
magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) );
// === Allocate CPU work space ===
magma_smalloc_cpu(&condestGhistory, maxIterations+1);
magma_smalloc_cpu(&gevalues, 3 * n);
magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t));
float *hW;
magma_smalloc_pinned(&hW, n*n);
magma_smalloc_pinned(&gevectors, 9*n*n);
magma_smalloc_pinned(&h_gramB , 9*n*n);
// === Allocate GPU workspace ===
magma_smalloc(&gramM, n * n);
magma_smalloc(&gramA, 9 * n * n);
magma_smalloc(&gramB, 9 * n * n);
#if defined(PRECISION_z) || defined(PRECISION_c)
float *rwork;
magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);
magma_smalloc_cpu(&rwork, lrwork);
#endif
// === Set activemask to one ===
for(int k =0; k<n; k++)
iwork[k]=1;
magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n ,activeMask, n);
magma_int_t gramDim, ldgram = 3*n, ikind = 4;
// === Make the initial vectors orthonormal ===
magma_sgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, info );
//magma_sorthomgs( m, n, blockX );
magma_s_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );
// === Compute the Gram matrix = (X, AX) & its eigenstates ===
magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n);
magma_ssyevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, evalues, hW, n, hwork, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork, info );
// === Update X = X * evectors ===
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramM, n, c_zero, blockW, m);
magmablas_swap(blockW, blockX);
// === Update AX = AX * evectors ===
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramM, n, c_zero, blockW, m);
magmablas_swap(blockW, blockAX);
condestGhistory[1] = 7.82;
magma_int_t iterationNumber, cBlockSize, restart = 1, iter;
//Chronometry
real_Double_t tempo1, tempo2;
magma_device_sync();
tempo1=magma_wtime();
// === Main LOBPCG loop ============================================================
for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
{
// === compute the residuals (R = Ax - x evalues )
magmablas_slacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);
/*
for(int i=0; i<n; i++){
magma_saxpy(m, MAGMA_S_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1);
}
*/
#if defined(PRECISION_z) || defined(PRECISION_d)
magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
#else
magma_ssetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n );
#endif
magma_slobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu);
magmablas_snrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));
// === remove the residuals corresponding to already converged evectors
magma_scompact(m, n, blockR, m,
residualNorms(0, iterationNumber), residualTolerance,
activeMask, &cBlockSize);
if (cBlockSize == 0)
break;
// === apply a preconditioner P to the active residulas: R_new = P R_old
// === for now set P to be identity (no preconditioner => nothing to be done )
// magmablas_slacpy( MagmaUpperLower, m, cBlockSize, blockR, m, blockW, m);
/*
// === make the preconditioned residuals orthogonal to X
magma_sgemm(MagmaTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockR, m);
*/
// === make the active preconditioned residuals orthonormal
magma_sgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, info );
//magma_sorthomgs( m, cBlockSize, blockR );
// === compute AR
magma_s_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR );
if (!restart) {
// === compact P & AP as well
magma_scompactActive(m, n, blockP, m, activeMask);
magma_scompactActive(m, n, blockAP, m, activeMask);
/*
// === make P orthogonal to X ?
magma_sgemm(MagmaTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockP, m);
// === make P orthogonal to R ?
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize,
c_mone, blockR, m, gramB(0,0), ldgram, c_one, blockP, m);
*/
// === Make P orthonormal & properly change AP (without multiplication by A)
magma_sgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, info );
//magma_sorthomgs( m, cBlockSize, blockP );
//magma_s_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP );
magma_ssetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize);
// magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
// m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
// replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
magmablas_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#else
magma_strsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m,
cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#endif
}
iter = max(1,iterationNumber-10- (int)(log(1.*cBlockSize)));
float condestGmean = 0.;
for(int i = 0; i<iterationNumber-iter+1; i++)
condestGmean += condestGhistory[i];
condestGmean = condestGmean / (iterationNumber-iter+1);
if (restart)
gramDim = n+cBlockSize;
else
gramDim = n+2*cBlockSize;
/* --- The Raileight-Ritz method for [X R P] -----------------------
[ X R P ]' [AX AR AP] y = evalues [ X R P ]' [ X R P ], i.e.,
GramA GramB
/ X'AX X'AR X'AP \ / X'X X'R X'P \
| R'AX R'AR R'AP | y = evalues | R'X R'R R'P |
\ P'AX P'AR P'AP / \ P'X P'R P'P /
----------------------------------------------------------------- */
// === assemble GramB; first, set it to I
magmablas_slaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram); // identity
if (!restart) {
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram);
}
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram);
// === get GramB from the GPU to the CPU and compute its eigenvalues only
magma_sgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);
lapackf77_ssyev("N", "L", &gramDim, h_gramB, &ldgram, gevalues,
hwork, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork,
#endif
info);
// === check stability criteria if we need to restart
condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.;
if ((condestG/condestGmean>2 && condestG>2) || condestG>8) {
// Steepest descent restart for stability
restart=1;
printf("restart at step #%d\n", (int) iterationNumber);
}
// === assemble GramA; first, set it to I
magmablas_slaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram); // identity
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram);
if (!restart) {
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockAX, m, c_zero,
gramA(n+cBlockSize,0), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAR, m, c_zero,
gramA(n+cBlockSize,n), ldgram);
magma_sgemm(MagmaTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAP, m, c_zero,
gramA(n+cBlockSize,n+cBlockSize), ldgram);
}
/*
// === Compute X' AX or just use the eigenvalues below ?
magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero,
gramA(0,0), ldgram);
*/
if (restart==0) {
magma_sgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
}
else {
gramDim = n+cBlockSize;
magma_sgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
}
for(int k=0; k<n; k++)
*gevectors(k,k) = MAGMA_S_MAKE(evalues[k], 0);
// === the previous eigensolver destroyed what is in h_gramB => must copy it again
magma_sgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);
magma_int_t itype = 1;
lapackf77_ssygvd(&itype, "V", "L", &gramDim,
gevectors, &ldgram, h_gramB, &ldgram,
gevalues, hwork, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork, info);
for(int k =0; k<n; k++)
evalues[k] = gevalues[k];
// === copy back the result to gramA on the GPU and use it for the updates
magma_ssetmatrix(gramDim, gramDim, gevectors, ldgram, gramA, ldgram);
if (restart == 0) {
// === contribution from P to the new X (in new search direction P)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockP);
// === contribution from R to the new X (in new search direction P)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m);
// === corresponding contribution from AP to the new AX (in AP)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockAP);
// === corresponding contribution from AR to the new AX (in AP)
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m);
}
else {
// === contribution from R (only) to the new X
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m);
// === corresponding contribution from AR (only) to the new AX
magma_sgemm(MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m);
}
// === contribution from old X to the new X + the new search direction P
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramA, ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockX);
//magma_saxpy(m*n, c_one, blockP, 1, blockX, 1);
magma_slobpcg_maxpy( m, n, blockP, blockX );
// === corresponding contribution from old AX to new AX + AP
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m);
magmablas_swap(dwork, blockAX);
//magma_saxpy(m*n, c_one, blockAP, 1, blockAX, 1);
magma_slobpcg_maxpy( m, n, blockAP, blockAX );
condestGhistory[iterationNumber+1]=condestG;
if (verbosity==1) {
// float res;
// magma_sgetmatrix(1, 1,
// (float*)residualNorms(0, iterationNumber), 1,
// (float*)&res, 1);
//
// printf("Iteration %4d, CBS %4d, Residual: %10.7f\n",
// iterationNumber, cBlockSize, res);
printf("%4d-%2d ", (int) iterationNumber, (int) cBlockSize);
magma_sprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
}
restart = 0;
} // === end for iterationNumber = 1,maxIterations =======================
// fill solver info
magma_device_sync();
tempo2=magma_wtime();
solver_par->runtime = (real_Double_t) tempo2-tempo1;
solver_par->numiter = iterationNumber;
if( solver_par->numiter < solver_par->maxiter) {
solver_par->info = 0;
} else if( solver_par->init_res > solver_par->final_res )
solver_par->info = -2;
else
solver_par->info = -1;
// =============================================================================
// === postprocessing;
// =============================================================================
// === compute the real AX and corresponding eigenvalues
magma_s_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );
magma_sgemm(MagmaTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n);
magma_ssyevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, gevalues, dwork, n, hwork, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork, info );
for(int k =0; k<n; k++)
evalues[k] = gevalues[k];
// === update X = X * evectors
magmablas_swap(blockX, dwork);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockX, m);
// === update AX = AX * evectors to compute the final residual
magmablas_swap(blockAX, dwork);
magma_sgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockAX, m);
// === compute R = AX - evalues X
magmablas_slacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);
for(int i=0; i<n; i++)
magma_saxpy(m, MAGMA_S_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1);
// === residualNorms[iterationNumber] = || R ||
magmablas_snrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));
// === restore blockX if needed
if (blockX != origX)
magmablas_slacpy( MagmaUpperLower, m, n, blockX, m, origX, m);
printf("Eigenvalues:\n");
for(int i =0; i<n; i++)
printf("%e ", evalues[i]);
printf("\n\n");
printf("Final residuals:\n");
magma_sprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
printf("\n\n");
//=== Print residual history in a file for plotting ====
float *hresidualNorms;
magma_smalloc_cpu(&hresidualNorms, (iterationNumber+1) * n);
magma_sgetmatrix(n, iterationNumber,
(float*)residualNorms, n,
(float*)hresidualNorms, n);
printf("Residuals are stored in file residualNorms\n");
printf("Plot the residuals using: myplot \n");
FILE *residuals_file;
residuals_file = fopen("residualNorms", "w");
for(int i =1; i<iterationNumber; i++) {
for(int j = 0; j<n; j++)
fprintf(residuals_file, "%f ", *hresidualNorms(j,i));
fprintf(residuals_file, "\n");
}
fclose(residuals_file);
magma_free_cpu(hresidualNorms);
// === free work space
magma_free( residualNorms );
magma_free_cpu( condestGhistory );
magma_free_cpu( gevalues );
magma_free_cpu( iwork );
magma_free_pinned( hW );
magma_free_pinned( gevectors );
magma_free_pinned( h_gramB );
magma_free( gramM );
magma_free( gramA );
magma_free( gramB );
magma_free( activeMask );
magma_free( blockAX );
magma_free( blockAR );
magma_free( blockAP );
magma_free( blockR );
magma_free( blockP );
magma_free( blockW );
magma_free( dwork );
magma_free( eval_gpu );
magma_free_pinned( hwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
magma_free_cpu( rwork );
#endif
return MAGMA_SUCCESS;
}
extern "C" magma_int_t
magma_dsyevd(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
double *a, magma_int_t lda,
double *w,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_queue_t queue,
magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
DSYEVD computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE_PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
or the upper triangle (if UPLO='U') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i and JOBZ = 'N', then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = 'V', then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
===================================================================== */
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
double one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -8;
} else if ((liwork < liwmin) && ! lquery) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = a[0];
if (wantz) {
a[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, a, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, a, &lda, work );
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, a,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time;
timer_start( time );
magma_dsytrd(uplo, n, a, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, queue, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
}
else {
timer_start( time );
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
// TTT Possible bug for n < 128
magma_dstedx(MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, queue, info);
magma_free( dwork );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dormtr(MagmaLeft, uplo, MagmaNoTrans, n, n, a, lda, &work[indtau],
&work[indwrk], n, &work[indwk2], llwrk2, queue, &iinfo);
lapackf77_dlacpy("A", &n, &n, &work[indwrk], &n, a, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd */
magma_int_t magmaf_get_dsytrd_nb( magma_int_t *m )
{
return magma_get_dsytrd_nb( *m );
}
/**
Purpose
-------
DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvd(
magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
double *dA=NULL, *dB=NULL;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, stream );
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_gpu(uplo, n, dB, lddb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_gpu = %6.2f\n", time );
magma_queue_sync( stream );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, stream );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info);
timer_stop( time );
timer_printf( "time dsygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* need to have a dwork here that will be used
* as dB and then passed to dsyevd.
* */
if (n > 5000) {
magma_queue_sync( stream );
magma_free( dB );
}
timer_start( time );
magma_dsyevd_gpu(jobz, uplo, n, dA, ldda, w, A, lda,
work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevd_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (n > 5000) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_dtrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
n, n, d_one, dB, lddb, dA, ldda);
}
magma_dgetmatrix( n, n, dA, ldda, A, lda );
/* free dB */
if (n > 5000) {
magma_free( dB );
}
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_free( dA );
if (n <= 5000) {
magma_free( dB );
}
return *info;
} /* magma_dsygvd */
/**
Purpose
-------
DSYTRD_GPU reduces a real symmetric matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**T * A * Q = T.
Arguments
---------
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE_PRECISION array on the GPU, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if UPLO = MagmaUpper, the diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= MagmaLower, the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
d DOUBLE_PRECISION array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
@param[out]
e DOUBLE_PRECISION array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = MagmaUpper, E(i) = A(i+1,i) if UPLO = MagmaLower.
@param[out]
tau DOUBLE_PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
wA (workspace) DOUBLE_PRECISION array, dimension (LDA,N)
On exit the diagonal, the upper part (UPLO=MagmaUpper)
or the lower part (UPLO=MagmaLower) are copies of DA
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,N).
@param[out]
work (workspace) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= N*NB, where NB is the
optimal blocksize given by magma_get_dsytrd_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.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).
The contents of A on exit are illustrated by the following examples
with n = 5:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
@ingroup magma_dsyev_comp
********************************************************************/
extern "C" magma_int_t
magma_dsytrd_gpu(magma_uplo_t uplo, magma_int_t n,
double *dA, magma_int_t ldda,
double *d, double *e, double *tau,
double *wA, magma_int_t ldwa,
double *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i, j) (wA + (j)*ldwa + (i))
#define dA(i, j) (dA + (j)*ldda + (i))
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t nb = magma_get_dsytrd_nb(n);
double c_neg_one = MAGMA_D_NEG_ONE;
double c_one = MAGMA_D_ONE;
double d_one = MAGMA_D_ONE;
magma_int_t kk, nx;
magma_int_t i, j, i_n;
magma_int_t iinfo;
magma_int_t ldw, lddw, lwkopt;
magma_int_t lquery;
*info = 0;
int upper = (uplo == MagmaUpper);
lquery = (lwork == -1);
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,n)) {
*info = -4;
} else if (ldwa < max(1,n)) {
*info = -9;
} else if (lwork < nb*n && ! lquery) {
*info = -11;
}
/* Determine the block size. */
ldw = lddw = n;
lwkopt = n * nb;
if (*info == 0) {
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
double *dwork;
if (n < 2048)
nx = n;
else
nx = 512;
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, (ldw*nb) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (upper) {
/* Reduce the upper triangle of A.
Columns 1:kk are handled by the unblocked method. */
kk = n - (n - nx + nb - 1) / nb * nb;
for (i = n - nb; i >= kk; i -= nb) {
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel */
magma_dgetmatrix( i+nb, nb, dA(0, i), ldda, A(0, i), ldwa );
magma_dlatrd(uplo, i+nb, nb, A(0, 0), ldwa, e, tau,
work, ldw, dA(0, 0), ldda, dwork, lddw);
/* Update the unreduced submatrix A(0:i-2,0:i-2), using an
update of the form: A := A - V*W' - W*V' */
magma_dsetmatrix( i + nb, nb, work, ldw, dwork, lddw );
magma_dsyr2k(uplo, MagmaNoTrans, i, nb, c_neg_one,
dA(0, i), ldda, dwork,
lddw, d_one, dA(0, 0), ldda);
/* Copy superdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
*A(j-1,j) = MAGMA_D_MAKE( e[j - 1], 0 );
d[j] = MAGMA_D_REAL( *A(j, j) );
}
}
magma_dgetmatrix( kk, kk, dA(0, 0), ldda, A(0, 0), ldwa );
/* Use CPU code to reduce the last or only block */
lapackf77_dsytrd(uplo_, &kk, A(0, 0), &ldwa, d, e, tau, work, &lwork, &iinfo);
magma_dsetmatrix( kk, kk, A(0, 0), ldwa, dA(0, 0), ldda );
}
else {
/* Reduce the lower triangle of A */
for (i = 0; i < n-nx; i += nb) {
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel */
magma_dgetmatrix( n-i, nb, dA(i, i), ldda, A(i, i), ldwa );
magma_dlatrd(uplo, n-i, nb, A(i, i), ldwa, &e[i],
&tau[i], work, ldw,
dA(i, i), ldda,
dwork, lddw);
/* Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V' */
magma_dsetmatrix( n-i, nb, work, ldw, dwork, lddw );
magma_dsyr2k(MagmaLower, MagmaNoTrans, n-i-nb, nb, c_neg_one,
dA(i+nb, i), ldda,
&dwork[nb], lddw, d_one,
dA(i+nb, i+nb), ldda);
/* Copy subdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
*A(j+1,j) = MAGMA_D_MAKE( e[j], 0 );
d[j] = MAGMA_D_REAL( *A(j, j) );
}
}
/* Use unblocked code to reduce the last or only block */
magma_dgetmatrix( n-i, n-i, dA(i, i), ldda, A(i, i), ldwa );
i_n = n-i;
lapackf77_dsytrd(uplo_, &i_n, A(i, i), &ldwa, &d[i], &e[i],
&tau[i], work, &lwork, &iinfo);
magma_dsetmatrix( n-i, n-i, A(i, i), ldwa, dA(i, i), ldda );
}
magma_free( dwork );
work[0] = MAGMA_D_MAKE( lwkopt, 0 );
return *info;
} /* magma_dsytrd_gpu */
extern "C" magma_int_t
magma_zlobpcg(
magma_z_matrix A,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = 0;
#define residualNorms(i,iter) ( residualNorms + (i) + (iter)*n )
#define SWAP(x, y) { pointer = x; x = y; y = pointer; }
#define hresidualNorms(i,iter) (hresidualNorms + (i) + (iter)*n )
#define gramA( m, n) (gramA + (m) + (n)*ldgram)
#define gramB( m, n) (gramB + (m) + (n)*ldgram)
#define gevectors(m, n) (gevectors + (m) + (n)*ldgram)
#define h_gramB( m, n) (h_gramB + (m) + (n)*ldgram)
#define magma_z_bspmv_tuned(m, n, alpha, A, X, beta, AX, queue) { \
magma_z_matrix x={Magma_CSR}, ax={Magma_CSR}; \
x.memory_location = Magma_DEV; x.num_rows = m; x.num_cols = n; x.major = MagmaColMajor; x.nnz = m*n; x.dval = X; x.storage_type = Magma_DENSE; \
ax.memory_location= Magma_DEV; ax.num_rows = m; ax.num_cols = n; ax.major = MagmaColMajor; ax.nnz = m*n; ax.dval = AX; ax.storage_type = Magma_DENSE; \
CHECK( magma_z_spmv(alpha, A, x, beta, ax, queue )); \
}
//**************************************************************
// Memory allocation for the eigenvectors, eigenvalues, and workspace
solver_par->solver = Magma_LOBPCG;
magma_int_t m = A.num_rows;
magma_int_t n = (solver_par->num_eigenvalues);
magmaDoubleComplex *blockX = solver_par->eigenvectors;
double *evalues = solver_par->eigenvalues;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
magmaDoubleComplex *dwork=NULL, *hwork=NULL;
magmaDoubleComplex *blockP=NULL, *blockAP=NULL, *blockR=NULL, *blockAR=NULL, *blockAX=NULL, *blockW=NULL;
magmaDoubleComplex *gramA=NULL, *gramB=NULL, *gramM=NULL;
magmaDoubleComplex *gevectors=NULL, *h_gramB=NULL;
dwork = NULL;
hwork = NULL;
blockP = NULL;
blockR = NULL;
blockAP = NULL;
blockAR = NULL;
blockAX = NULL;
blockW = NULL;
gramA = NULL;
gramB = NULL;
gramM = NULL;
gevectors = NULL;
h_gramB = NULL;
magmaDoubleComplex *pointer, *origX = blockX;
double *eval_gpu=NULL;
magma_int_t iterationNumber, cBlockSize, restart = 1, iter;
//Chronometry
real_Double_t tempo1, tempo2, tempop1, tempop2;
magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
1 + 6*3*n + 2* 3*n* 3*n);
magma_int_t *iwork={0}, liwork = 15*n+9;
magma_int_t gramDim, ldgram = 3*n, ikind = 3;
magmaDoubleComplex *hW={0};
// === Set solver parameters ===
double residualTolerance = solver_par->rtol;
magma_int_t maxIterations = solver_par->maxiter;
double tmp;
double r0=0; // set in 1st iteration
// === Set some constants & defaults ===
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double *residualNorms={0}, *condestGhistory={0}, condestG={0};
double *gevalues={0};
magma_int_t *activeMask={0};
double *hresidualNorms={0};
#ifdef COMPLEX
double *rwork={0};
magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);
CHECK( magma_dmalloc_cpu(&rwork, lrwork));
#endif
CHECK( magma_zmalloc_pinned( &hwork , lwork ));
CHECK( magma_zmalloc( &blockAX , m*n ));
CHECK( magma_zmalloc( &blockAR , m*n ));
CHECK( magma_zmalloc( &blockAP , m*n ));
CHECK( magma_zmalloc( &blockR , m*n ));
CHECK( magma_zmalloc( &blockP , m*n ));
CHECK( magma_zmalloc( &blockW , m*n ));
CHECK( magma_zmalloc( &dwork , m*n ));
CHECK( magma_dmalloc( &eval_gpu , 3*n ));
//**********************************************************+
// === Check some parameters for possible quick exit ===
solver_par->info = MAGMA_SUCCESS;
if (m < 2)
info = MAGMA_DIVERGENCE;
else if (n > m)
info = MAGMA_SLOW_CONVERGENCE;
if (solver_par->info != 0) {
magma_xerbla( __func__, -(info) );
goto cleanup;
}
solver_par->info = info; // local info variable;
// === Allocate GPU memory for the residual norms' history ===
CHECK( magma_dmalloc(&residualNorms, (maxIterations+1) * n));
CHECK( magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) ));
// === Allocate CPU work space ===
CHECK( magma_dmalloc_cpu(&condestGhistory, maxIterations+1));
CHECK( magma_dmalloc_cpu(&gevalues, 3 * n));
CHECK( magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t)));
CHECK( magma_zmalloc_pinned(&hW, n*n));
CHECK( magma_zmalloc_pinned(&gevectors, 9*n*n));
CHECK( magma_zmalloc_pinned(&h_gramB , 9*n*n));
// === Allocate GPU workspace ===
CHECK( magma_zmalloc(&gramM, n * n));
CHECK( magma_zmalloc(&gramA, 9 * n * n));
CHECK( magma_zmalloc(&gramB, 9 * n * n));
// === Set activemask to one ===
for(magma_int_t k =0; k<n; k++){
iwork[k]=1;
}
magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n , activeMask, n, queue);
#if defined(PRECISION_s)
ikind = 3;
#endif
// === Make the initial vectors orthonormal ===
magma_zgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, &info );
//magma_zorthomgs( m, n, blockX, queue );
magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue );
solver_par->spmv_count++;
// === Compute the Gram matrix = (X, AX) & its eigenstates ===
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue );
magma_zheevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, evalues, hW, n, hwork, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork, &info );
// === Update X = X * evectors ===
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramM, n, c_zero, blockW, m, queue );
SWAP(blockW, blockX);
// === Update AX = AX * evectors ===
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramM, n, c_zero, blockW, m, queue );
SWAP(blockW, blockAX);
condestGhistory[1] = 7.82;
tempo1 = magma_sync_wtime( queue );
// === Main LOBPCG loop ============================================================
for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
{
// === compute the residuals (R = Ax - x evalues )
magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );
/*
for(magma_int_t i=0; i<n; i++) {
magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1, queue );
}
*/
magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n, queue );
CHECK( magma_zlobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu, queue ));
magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );
// === remove the residuals corresponding to already converged evectors
CHECK( magma_zcompact(m, n, blockR, m,
residualNorms(0, iterationNumber), residualTolerance,
activeMask, &cBlockSize, queue ));
if (cBlockSize == 0)
break;
// === apply a preconditioner P to the active residulas: R_new = P R_old
// === for now set P to be identity (no preconditioner => nothing to be done )
//magmablas_zlacpy( MagmaFull, m, cBlockSize, blockR, m, blockW, m, queue );
//SWAP(blockW, blockR);
// preconditioner
magma_z_matrix bWv={Magma_CSR}, bRv={Magma_CSR};
bWv.memory_location = Magma_DEV; bWv.num_rows = m; bWv.num_cols = cBlockSize; bWv.major = MagmaColMajor; bWv.nnz = m*cBlockSize; bWv.dval = blockW;
bRv.memory_location = Magma_DEV; bRv.num_rows = m; bRv.num_cols = cBlockSize; bRv.major = MagmaColMajor; bRv.nnz = m*cBlockSize; bRv.dval = blockR;
tempop1 = magma_sync_wtime( queue );
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, bRv, &bWv, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, bWv, &bRv, precond_par, queue ));
tempop2 = magma_sync_wtime( queue );
precond_par->runtime += tempop2-tempop1;
// === make the preconditioned residuals orthogonal to X
if( precond_par->solver != Magma_NONE){
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockR, m, queue );
}
// === make the active preconditioned residuals orthonormal
magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
#if defined(PRECISION_s)
// re-orthogonalization
SWAP(blockX, dwork);
magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
#endif
//magma_zorthomgs( m, cBlockSize, blockR, queue );
// === compute AR
magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR, queue );
solver_par->spmv_count++;
if (!restart) {
// === compact P & AP as well
CHECK( magma_zcompactActive(m, n, blockP, m, activeMask, queue ));
CHECK( magma_zcompactActive(m, n, blockAP, m, activeMask, queue ));
/*
// === make P orthogonal to X ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockP, m, queue );
// === make P orthogonal to R ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize,
c_neg_one, blockR, m, gramB(0,0), ldgram, c_one, blockP, m, queue );
*/
// === Make P orthonormal & properly change AP (without multiplication by A)
magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
#if defined(PRECISION_s)
// re-orthogonalization
SWAP(blockX, dwork);
magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
#endif
//magma_zorthomgs( m, cBlockSize, blockP, queue );
//magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP, queue );
magma_zsetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize, queue );
// replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
magmablas_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue );
#else
magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue );
#endif
}
iter = max( 1, iterationNumber - 10 - int(log(1.*cBlockSize)) );
double condestGmean = 0.;
for(magma_int_t i = 0; i<iterationNumber-iter+1; i++){
condestGmean += condestGhistory[i];
}
condestGmean = condestGmean / (iterationNumber-iter+1);
if (restart)
gramDim = n+cBlockSize;
else
gramDim = n+2*cBlockSize;
/* --- The Raileight-Ritz method for [X R P] -----------------------
[ X R P ]' [AX AR AP] y = evalues [ X R P ]' [ X R P ], i.e.,
GramA GramB
/ X'AX X'AR X'AP \ / X'X X'R X'P \
| R'AX R'AR R'AP | y = evalues | R'X R'R R'P |
\ P'AX P'AR P'AP / \ P'X P'R P'P /
----------------------------------------------------------------- */
// === assemble GramB; first, set it to I
magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram, queue ); // identity
if (!restart) {
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram, queue );
}
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram, queue );
// === get GramB from the GPU to the CPU and compute its eigenvalues only
magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue );
lapackf77_zheev("N", "L", &gramDim, h_gramB, &ldgram, gevalues,
hwork, &lwork,
#ifdef COMPLEX
rwork,
#endif
&info);
// === check stability criteria if we need to restart
condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.;
if ((condestG/condestGmean>2 && condestG>2) || condestG>8) {
// Steepest descent restart for stability
restart=1;
printf("restart at step #%d\n", int(iterationNumber));
}
// === assemble GramA; first, set it to I
magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram, queue ); // identity
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram, queue );
if (!restart) {
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockAX, m, c_zero,
gramA(n+cBlockSize,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAR, m, c_zero,
gramA(n+cBlockSize,n), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAP, m, c_zero,
gramA(n+cBlockSize,n+cBlockSize), ldgram, queue );
}
/*
// === Compute X' AX or just use the eigenvalues below ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero,
gramA(0,0), ldgram, queue );
*/
if (restart==0) {
magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue );
}
else {
gramDim = n+cBlockSize;
magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue );
}
for(magma_int_t k=0; k<n; k++)
*gevectors(k,k) = MAGMA_Z_MAKE(evalues[k], 0);
// === the previous eigensolver destroyed what is in h_gramB => must copy it again
magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue );
magma_int_t itype = 1;
lapackf77_zhegvd(&itype, "V", "L", &gramDim,
gevectors, &ldgram, h_gramB, &ldgram,
gevalues, hwork, &lwork,
#ifdef COMPLEX
rwork, &lrwork,
#endif
iwork, &liwork, &info);
for(magma_int_t k =0; k<n; k++)
evalues[k] = gevalues[k];
// === copy back the result to gramA on the GPU and use it for the updates
magma_zsetmatrix( gramDim, gramDim, gevectors, ldgram, gramA, ldgram, queue );
if (restart == 0) {
// === contribution from P to the new X (in new search direction P)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockP);
// === contribution from R to the new X (in new search direction P)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m, queue );
// === corresponding contribution from AP to the new AX (in AP)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockAP);
// === corresponding contribution from AR to the new AX (in AP)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m, queue );
}
else {
// === contribution from R (only) to the new X
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m, queue );
// === corresponding contribution from AR (only) to the new AX
magma_zgemm( MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m, queue );
}
// === contribution from old X to the new X + the new search direction P
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramA, ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockX);
//magma_zaxpy( m*n, c_one, blockP, 1, blockX, 1, queue );
CHECK( magma_zlobpcg_maxpy( m, n, blockP, blockX, queue ));
// === corresponding contribution from old AX to new AX + AP
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockAX);
//magma_zaxpy( m*n, c_one, blockAP, 1, blockAX, 1, queue );
CHECK( magma_zlobpcg_maxpy( m, n, blockAP, blockAX, queue ));
condestGhistory[iterationNumber+1]=condestG;
magma_dgetmatrix( 1, 1, residualNorms(0, iterationNumber), 1, &tmp, 1, queue );
if ( iterationNumber == 1 ) {
solver_par->init_res = tmp;
r0 = tmp * solver_par->rtol;
if ( r0 < ATOLERANCE )
r0 = ATOLERANCE;
}
solver_par->final_res = tmp;
if ( tmp < r0 ) {
break;
}
if (cBlockSize == 0) {
break;
}
if ( solver_par->verbose!=0 ) {
if ( iterationNumber%solver_par->verbose == 0 ) {
// double res;
// magma_zgetmatrix( 1, 1,
// (magmaDoubleComplex*)residualNorms(0, iterationNumber), 1,
// (magmaDoubleComplex*)&res, 1, queue );
//
// printf("Iteration %4d, CBS %4d, Residual: %10.7f\n",
// iterationNumber, cBlockSize, res);
printf("%4d-%2d ", int(iterationNumber), int(cBlockSize));
magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
}
}
restart = 0;
} // === end for iterationNumber = 1,maxIterations =======================
// fill solver info
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t) tempo2-tempo1;
solver_par->numiter = iterationNumber;
if ( solver_par->numiter < solver_par->maxiter) {
info = MAGMA_SUCCESS;
} else if ( solver_par->init_res > solver_par->final_res )
info = MAGMA_SLOW_CONVERGENCE;
else
info = MAGMA_DIVERGENCE;
// =============================================================================
// === postprocessing;
// =============================================================================
// === compute the real AX and corresponding eigenvalues
magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue );
magma_zheevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, gevalues, dwork, n, hwork, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork, &info );
for(magma_int_t k =0; k<n; k++)
evalues[k] = gevalues[k];
// === update X = X * evectors
SWAP(blockX, dwork);
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockX, m, queue );
// === update AX = AX * evectors to compute the final residual
SWAP(blockAX, dwork);
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockAX, m, queue );
// === compute R = AX - evalues X
magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );
for(magma_int_t i=0; i<n; i++)
magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1, queue );
// === residualNorms[iterationNumber] = || R ||
magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );
// === restore blockX if needed
if (blockX != origX)
magmablas_zlacpy( MagmaFull, m, n, blockX, m, origX, m, queue );
printf("Eigenvalues:\n");
for(magma_int_t i =0; i<n; i++)
printf("%e ", evalues[i]);
printf("\n\n");
printf("Final residuals:\n");
magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
printf("\n\n");
//=== Prmagma_int_t residual history in a file for plotting ====
CHECK( magma_dmalloc_cpu(&hresidualNorms, (iterationNumber+1) * n));
magma_dgetmatrix( n, iterationNumber,
residualNorms, n,
hresidualNorms, n, queue );
solver_par->iter_res = *hresidualNorms(0, iterationNumber-1);
printf("Residuals are stored in file residualNorms\n");
printf("Plot the residuals using: myplot \n");
FILE *residuals_file;
residuals_file = fopen("residualNorms", "w");
for(magma_int_t i =1; i<iterationNumber; i++) {
for(magma_int_t j = 0; j<n; j++)
fprintf(residuals_file, "%f ", *hresidualNorms(j,i));
fprintf(residuals_file, "\n");
}
fclose(residuals_file);
cleanup:
magma_free_cpu(hresidualNorms);
// === free work space
magma_free( residualNorms );
magma_free_cpu( condestGhistory );
magma_free_cpu( gevalues );
magma_free_cpu( iwork );
magma_free_pinned( hW );
magma_free_pinned( gevectors );
magma_free_pinned( h_gramB );
magma_free( gramM );
magma_free( gramA );
magma_free( gramB );
magma_free( activeMask );
if (blockX != (solver_par->eigenvectors))
magma_free( blockX );
if (blockAX != (solver_par->eigenvectors))
magma_free( blockAX );
if (blockAR != (solver_par->eigenvectors))
magma_free( blockAR );
if (blockAP != (solver_par->eigenvectors))
magma_free( blockAP );
if (blockR != (solver_par->eigenvectors))
magma_free( blockR );
if (blockP != (solver_par->eigenvectors))
magma_free( blockP );
if (blockW != (solver_par->eigenvectors))
magma_free( blockW );
if (dwork != (solver_par->eigenvectors))
magma_free( dwork );
magma_free( eval_gpu );
magma_free_pinned( hwork );
#ifdef COMPLEX
magma_free_cpu( rwork );
rwork = NULL;
#endif
return info;
}
/**
Purpose
-------
DSYEVD_GPU computes all eigenvalues and, optionally, eigenvectors of
a real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE PRECISION array on the GPU,
dimension (LDDA, N).
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param
wA (workspace) DOUBLE PRECISION array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevd_gpu(
magma_vec_t jobz, magma_uplo_t uplo,
magma_int_t n,
magmaDouble_ptr dA, magma_int_t ldda,
double *w,
double *wA, magma_int_t ldwa,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magmaDouble_ptr dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (ldda < max(1,n)) {
*info = -5;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -10;
} else if ((liwork < liwmin) && ! lquery) {
*info = -12;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
magma_int_t lda = n;
double *A;
magma_dmalloc_cpu( &A, lda*n );
magma_dgetmatrix( n, n, dA, ldda, A, lda, queue );
lapackf77_dsyevd( lapack_vec_const(jobz), lapack_uplo_const(uplo),
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info );
magma_dsetmatrix( n, n, A, lda, dA, ldda, queue );
magma_free_cpu( A );
magma_queue_destroy( queue );
return *info;
}
// dsytrd2_gpu requires ldda*ceildiv(n,64) + 2*ldda*nb
// dormtr_gpu requires lddc*n
// dlansy requires n
magma_int_t ldwork = max( ldda*magma_ceildiv(n,64) + 2*ldda*nb, lddc*n );
ldwork = max( ldwork, n );
if ( wantz ) {
// dstedx requires 3n^2/2
ldwork = max( ldwork, 3*n*(n/2 + 1) );
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt( smlnum );
rmax = magma_dsqrt( bignum );
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_dlansy( MagmaMaxNorm, uplo, n, dA, ldda, dwork, ldwork, queue );
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_dlascl( uplo, 0, 0, 1., sigma, n, n, dA, ldda, queue, info );
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_dsytrd2_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, ldwork, &iinfo );
#else
magma_dsytrd_gpu( uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo );
#endif
timer_stop( time );
#ifdef FAST_SYMV
timer_printf( "time dsytrd2 = %6.2f\n", time );
#else
timer_printf( "time dsytrd = %6.2f\n", time );
#endif
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf( &n, w, &work[inde], info );
}
else {
timer_start( time );
magma_dstedx( MagmaRangeAll, n, 0., 0., 0, 0, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info );
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dsetmatrix( n, n, &work[indwrk], n, dwork, lddc, queue );
magma_dormtr_gpu( MagmaLeft, uplo, MagmaNoTrans, n, n, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo );
magma_dcopymatrix( n, n, dwork, lddc, dA, ldda, queue );
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal( &n, &d__1, w, &ione );
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
magma_queue_destroy( queue );
magma_free( dwork );
return *info;
} /* magma_dsyevd_gpu */
extern "C" magma_int_t
magma_dsygvd(magma_int_t itype, char jobz, char uplo, magma_int_t n,
double *a, magma_int_t lda, double *b, magma_int_t ldb,
double *w, double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
=========
ITYPE (input) INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO (input) CHARACTER*1
= 'U': Upper triangles of A and B are stored;
= 'L': Lower triangles of A and B are stored.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
A (input/output) COMPLEX*16 array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
or the lower triangle (if UPLO='L') of A, including the
diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) COMPLEX*16 array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = 'U', the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = 'L',
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
W (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
WORK (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = 'N' and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = 'V' and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = 'N' and N > 1, LIWORK >= 1.
If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = 'N', then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = 'V', then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
===============
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
===================================================================== */
char uplo_[2] = {uplo, 0};
char jobz_[2] = {jobz, 0};
double d_one = MAGMA_D_ONE;
double *da;
double *db;
magma_int_t ldda = n;
magma_int_t lddb = n;
magma_int_t lower;
char trans[1];
magma_int_t wantz, lquery;
magma_int_t lwmin, liwmin;
magma_queue_t stream;
magma_queue_create( &stream );
wantz = lapackf77_lsame(jobz_, MagmaVecStr);
lower = lapackf77_lsame(uplo_, MagmaLowerStr);
lquery = lwork == -1 || liwork == -1;
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) {
*info = -2;
} else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else if (ldb < max(1,n)) {
*info = -8;
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
work[0] = lwmin * (1. + lapackf77_dlamch("Epsilon"));
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -11;
} else if (liwork < liwmin && ! lquery) {
*info = -13;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return MAGMA_ERR_ILLEGAL_VALUE;
}
else if (lquery) {
return MAGMA_SUCCESS;
}
/* Quick return if possible */
if (n == 0) {
return 0;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128){
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, a, &lda, b, &ldb,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &da, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &db, n*lddb )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, b, ldb, db, lddb );
magma_dsetmatrix_async( n, n,
a, lda,
da, ldda, stream );
#ifdef ENABLE_TIMER
magma_timestr_t start, end;
start = get_current_time();
#endif
magma_dpotrf_gpu(uplo, n, db, lddb, info);
if (*info != 0) {
*info = n + *info;
return 0;
}
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dpotrf_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
magma_queue_sync( stream );
magma_dgetmatrix_async( n, n,
db, lddb,
b, ldb, stream );
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu(itype, uplo, n, da, ldda, db, lddb, info);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dsygst_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* simple fix to be able to run bigger size.
* need to have a dwork here that will be used
* a db and then passed to dsyevd.
* */
if(n > 5000){
magma_queue_sync( stream );
magma_free( db );
}
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
magma_dsyevd_gpu(jobz, uplo, n, da, ldda, w, a, lda,
work, lwork, iwork, liwork, info);
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dsyevd_gpu = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
if (wantz && *info == 0) {
#ifdef ENABLE_TIMER
start = get_current_time();
#endif
/* allocate and copy db back */
if(n > 5000){
if (MAGMA_SUCCESS != magma_dmalloc( &db, n*lddb ) ){
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, b, ldb, db, lddb );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
*(unsigned char *)trans = MagmaTrans;
} else {
*(unsigned char *)trans = MagmaNoTrans;
}
magma_dtrsm(MagmaLeft, uplo, *trans, MagmaNonUnit,
n, n, d_one, db, lddb, da, ldda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
*(unsigned char *)trans = MagmaNoTrans;
} else {
*(unsigned char *)trans = MagmaTrans;
}
magma_dtrmm(MagmaLeft, uplo, *trans, MagmaNonUnit,
n, n, d_one, db, lddb, da, ldda);
}
magma_dgetmatrix( n, n, da, ldda, a, lda );
#ifdef ENABLE_TIMER
end = get_current_time();
printf("time dtrsm/mm + getmatrix = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
/* free db */
if(n > 5000){
magma_free( db );
}
}
magma_queue_sync( stream );
magma_queue_destroy( stream );
work[0] = lwmin * (1. + lapackf77_dlamch("Epsilon")); // round up
iwork[0] = liwmin;
magma_free( da );
if(n <= 5000){
magma_free( db );
}
return MAGMA_SUCCESS;
} /* magma_dsygvd */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dsygvdx
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time /*cpu_time*/;
double *h_A, *h_R, *h_B, *h_S, *h_work;
double *w1, *w2, vl=0, vu=0;
double result[2] = {0};
magma_int_t *iwork;
magma_int_t N, n2, info, il, iu, m1, m2, nb, lwork, liwork;
double c_zero = MAGMA_D_ZERO;
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
#if defined(PRECISION_z) || defined(PRECISION_c)
double *rwork;
magma_int_t lrwork;
#endif
//double d_one = 1.;
//double d_ten = 10.;
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 );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, uplo = %s, check = %d, fraction = %6.4f\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
(int) opts.check, opts.fraction);
printf(" N M GPU Time (sec)\n");
printf("============================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
n2 = N*N;
nb = magma_get_dsytrd_nb(N);
#if defined(PRECISION_z) || defined(PRECISION_c)
lwork = 2*N*nb + N*N;
lrwork = 1 + 5*N +2*N*N;
#else
lwork = 1 + 6*N*nb + 2* N*N;
#endif
liwork = 3 + 5*N;
if ( opts.fraction == 0 ) {
il = N / 10;
iu = N / 5+il;
}
else {
il = 1;
iu = (int) (opts.fraction*N);
if (iu < 1) iu = 1;
}
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_CPU( h_B, double, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( h_S, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_MALLOC_PIN( rwork, double, lrwork);
#endif
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlarnv( &ione, ISEED, &n2, h_B );
magma_dmake_hpd( N, h_B, N );
magma_dmake_symmetric( N, h_A, N );
// ==================================================================
// Warmup using MAGMA
// ==================================================================
if(opts.warmup){
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_dsygvdx( opts.itype, opts.jobz, MagmaRangeI, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info );
if (info != 0)
printf("magma_dsygvdx returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
gpu_time = magma_wtime();
magma_dsygvdx( opts.itype, opts.jobz, MagmaRangeI, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m1, w1,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_dsygvdx returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvdx routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | S(with V) - S(w/o V) | / | S |
=================================================================== */
#if defined(PRECISION_d) || defined(PRECISION_s)
double *rwork = h_work + N*N;
#endif
double temp1, temp2;
result[0] = 1.;
result[0] /= lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_A, &N, rwork);
result[0] /= lapackf77_dlange("1", &N, &m1, h_R, &N, rwork);
if (opts.itype == 1) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i < m1; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_neg_one, h_B, &N, h_R, &N, &c_one, h_work, &N);
result[0] *= lapackf77_dlange("1", &N, &m1, h_work, &N, rwork)/N;
}
else if (opts.itype == 2) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i < m1; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_dlange("1", &N, &m1, h_R, &N, rwork)/N;
}
else if (opts.itype == 3) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_A, &N, h_R, &N, &c_zero, h_work, &N);
for(int i=0; i < m1; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &m1, &c_one, h_B, &N, h_work, &N, &c_neg_one, h_R, &N);
result[0] *= lapackf77_dlange("1", &N, &m1, h_R, &N, rwork)/N;
}
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &N, h_R, &N );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &N, h_S, &N );
magma_dsygvdx( opts.itype, MagmaNoVec, MagmaRangeI, opts.uplo,
N, h_R, N, h_S, N, vl, vu, il, iu, &m2, w2,
h_work, lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, lrwork,
#endif
iwork, liwork,
&info );
if (info != 0)
printf("magma_dsygvdx returned error %d: %s.\n",
(int) info, magma_strerror( info ));
temp1 = temp2 = 0;
for(int j=0; j < m2; j++) {
temp1 = max(temp1, absv(w1[j]));
temp1 = max(temp1, absv(w2[j]));
temp2 = max(temp2, absv(w1[j]-w2[j]));
}
result[1] = temp2 / (((double)m2)*temp1);
}
/* =====================================================================
Print execution time
=================================================================== */
printf("%5d %5d %7.2f\n",
(int) N, (int) m1, gpu_time);
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if (opts.itype == 1) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype == 2) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
else if (opts.itype == 3) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
printf( "(2) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[1], (result[1] < tolulp ? "ok" : "failed"));
status += ! (result[0] < tol && result[1] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
#if defined(PRECISION_z) || defined(PRECISION_c)
TESTING_FREE_PIN( rwork );
#endif
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dsygvd
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
double *h_A, *h_R, *h_B, *h_S, *h_work;
double *w1, *w2;
magma_int_t *iwork;
magma_int_t N, n2, info, nb, lwork, liwork, lda;
double result[4] = {0};
double c_one = MAGMA_D_ONE;
double c_neg_one = MAGMA_D_NEG_ONE;
double d_zero = 0.;
double d_one = 1.;
double d_neg_one = -1.;
//magma_int_t izero = 0;
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 );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
if ( opts.check && opts.jobz == MagmaNoVec ) {
fprintf( stderr, "checking results requires vectors; setting jobz=V (option -JV)\n" );
opts.jobz = MagmaVec;
}
printf("using: itype = %d, jobz = %s, uplo = %s\n",
(int) opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo));
printf(" N CPU Time (sec) GPU Time(sec)\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 = N*lda;
nb = magma_get_dsytrd_nb(N);
lwork = 1 + 6*N*nb + 2* N*N;
liwork = 3 + 5*N;
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_CPU( h_B, double, n2 );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( iwork, magma_int_t, liwork );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( h_S, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlarnv( &ione, ISEED, &n2, h_B );
magma_dmake_hpd( N, h_B, lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
/* warmup */
if ( opts.warmup ) {
magma_dsygvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_dsygvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
}
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dsygvd( opts.itype, opts.jobz, opts.uplo,
N, h_R, lda, h_S, lda, w1,
h_work, lwork,
iwork, liwork,
&info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_dsygvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
if ( opts.check ) {
/* =====================================================================
Check the results following the LAPACK's [zc]hegvd routine.
A x = lambda B x is solved
and the following 3 tests computed:
(1) | A Z - B Z D | / ( |A||Z| N ) (itype = 1)
| A B Z - Z D | / ( |A||Z| N ) (itype = 2)
| B A Z - Z D | / ( |A||Z| N ) (itype = 3)
(2) | I - V V' B | / ( N ) (itype = 1,2)
| B - V V' | / ( |B| N ) (itype = 3)
(3) | S(with V) - S(w/o V) | / | S |
=================================================================== */
double temp1, temp2;
//double *tau;
if ( opts.itype == 1 || opts.itype == 2 ) {
lapackf77_dlaset( "A", &N, &N, &d_zero, &c_one, h_S, &lda);
blasf77_dgemm("N", "C", &N, &N, &N, &c_one, h_R, &lda, h_R, &lda, &d_zero, h_work, &N);
blasf77_dsymm("R", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_work, &N, &c_one, h_S, &lda);
result[1] = lapackf77_dlange("1", &N, &N, h_S, &lda, h_work) / N;
}
else if ( opts.itype == 3 ) {
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda);
blasf77_dsyrk(lapack_uplo_const(opts.uplo), "N", &N, &N, &d_neg_one, h_R, &lda, &d_one, h_S, &lda);
result[1] = lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_S, &lda, h_work) / N
/ lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_B, &lda, h_work);
}
result[0] = 1.;
result[0] /= lapackf77_dlansy("1", lapack_uplo_const(opts.uplo), &N, h_A, &lda, h_work);
result[0] /= lapackf77_dlange("1", &N, &N, h_R, &lda, h_work);
if ( opts.itype == 1 ) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &d_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_neg_one, h_B, &lda, h_R, &lda, &c_one, h_work, &N);
result[0] *= lapackf77_dlange("1", &N, &N, h_work, &N, &temp1)/N;
}
else if ( opts.itype == 2 ) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_R, &lda, &d_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_dlange("1", &N, &N, h_R, &lda, &temp1)/N;
}
else if ( opts.itype == 3 ) {
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_A, &lda, h_R, &lda, &d_zero, h_work, &N);
for(int i=0; i<N; ++i)
blasf77_dscal(&N, &w1[i], &h_R[i*N], &ione);
blasf77_dsymm("L", lapack_uplo_const(opts.uplo), &N, &N, &c_one, h_B, &lda, h_work, &N, &c_neg_one, h_R, &lda);
result[0] *= lapackf77_dlange("1", &N, &N, h_R, &lda, &temp1)/N;
}
/*
lapackf77_dsyt21(&ione, lapack_uplo_const(opts.uplo), &N, &izero,
h_A, &lda,
w1, w1,
h_R, &lda,
h_R, &lda,
tau, h_work, rwork, &result[0]);
*/
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_B, &lda, h_S, &lda );
magma_dsygvd( opts.itype, MagmaNoVec, opts.uplo,
N, h_R, lda, h_S, lda, w2,
h_work, lwork,
iwork, liwork,
&info );
if (info != 0)
printf("magma_dsygvd returned error %d: %s.\n",
(int) info, magma_strerror( info ));
temp1 = temp2 = 0;
for(int j=0; j<N; j++) {
temp1 = max(temp1, absv(w1[j]));
temp1 = max(temp1, absv(w2[j]));
temp2 = max(temp2, absv(w1[j]-w2[j]));
}
result[2] = temp2 / temp1;
}
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dsygvd( &opts.itype, lapack_vec_const(opts.jobz), lapack_uplo_const(opts.uplo),
&N, h_A, &lda, h_B, &lda, w2,
h_work, &lwork,
iwork, &liwork,
&info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_dsygvd 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);
}
/* =====================================================================
Print execution time
=================================================================== */
if ( opts.check ) {
printf("Testing the eigenvalues and eigenvectors for correctness:\n");
if ( opts.itype==1 ) {
printf("(1) | A Z - B Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==2 ) {
printf("(1) | A B Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
else if ( opts.itype==3 ) {
printf("(1) | B A Z - Z D | / (|A| |Z| N) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed") );
}
if ( opts.itype==1 || opts.itype==2 ) {
printf("(2) | I - Z Z' B | / N = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
else {
printf("(2) | B - Z Z' | / (|B| N) = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed") );
}
printf( "(3) | D(w/ Z) - D(w/o Z) | / |D| = %8.2e %s\n\n", result[2], (result[2] < tolulp ? "ok" : "failed") );
status += ! (result[0] < tol && result[1] < tol && result[2] < tolulp);
}
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_B );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( iwork );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( h_S );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
DSYEVDX computes selected eigenvalues and, optionally, eigenvectors
of a real symmetric matrix A. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
dA DOUBLE_PRECISION array on the GPU,
dimension (LDDA, N).
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
ldda INTEGER
The leading dimension of the array DA. LDDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param
wA (workspace) DOUBLE PRECISION array, dimension (LDWA, N)
@param[in]
ldwa INTEGER
The leading dimension of the array wA. LDWA >= max(1,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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_dsyev_driver
********************************************************************/
extern "C" magma_int_t
magma_dsyevdx_gpu(magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
double *dA, magma_int_t ldda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
double *wA, magma_int_t ldwa,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
magma_int_t ione = 1;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
double *dwork;
magma_int_t lddc = ldda;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (ldda < max(1,n)) {
*info = -6;
} else if (ldwa < max(1,n)) {
*info = -14;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
const char* jobz_ = lapack_vec_const( jobz );
const char* uplo_ = lapack_uplo_const( uplo );
double *A;
magma_dmalloc_cpu( &A, n*n );
magma_dgetmatrix(n, n, dA, ldda, A, n);
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &n,
w, work, &lwork,
iwork, &liwork, info);
magma_dsetmatrix( n, n, A, n, dA, ldda);
magma_free_cpu(A);
return *info;
}
magma_queue_t stream;
magma_queue_create( &stream );
// n*lddc for dsytrd2_gpu
// n for dlansy
magma_int_t ldwork = n*lddc;
if ( wantz ) {
// need 3n^2/2 for dstedx
ldwork = max( ldwork, 3*n*(n/2 + 1));
}
if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = magmablas_dlansy(MagmaMaxNorm, uplo, n, dA, ldda, dwork);
iscale = 0;
sigma = 1;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
magmablas_dlascl(uplo, 0, 0, 1., sigma, n, n, dA, ldda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
#ifdef FAST_SYMV
magma_dsytrd2_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
dwork, n*lddc, &iinfo);
#else
magma_dsytrd_gpu(uplo, n, dA, ldda, w, &work[inde],
&work[indtau], wA, ldwa, &work[indwrk], llwork,
&iinfo);
#endif
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_dstedx(range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, dwork, info);
timer_stop( time );
timer_printf( "time dstedx = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_dsetmatrix( n, *m, &work[indwrk + n* (il-1) ], n, dwork, lddc );
magma_dormtr_gpu(MagmaLeft, uplo, MagmaNoTrans, n, *m, dA, ldda, &work[indtau],
dwork, lddc, wA, ldwa, &iinfo);
magma_dcopymatrix( n, *m, dwork, lddc, dA, ldda );
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
magma_queue_destroy( stream );
magma_free( dwork );
return *info;
} /* magma_dsyevd_gpu */
/**
Purpose
-------
DSYGVDX computes selected eigenvalues and, optionally, eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
Eigenvalues and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired eigenvalues.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T * B * Z = I;
if ITYPE = 3, Z**T * inv(B) * Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B DOUBLE PRECISION array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T * U or B = L * L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
mout INTEGER
The total number of eigenvalues found. 0 <= MOUT <= N.
If RANGE = MagmaRangeAll, MOUT = N, and if RANGE = MagmaRangeI, MOUT = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@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 length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK and IWORK
arrays, returns these values as the first entries of the WORK
and IWORK arrays, and no error message related to LWORK or
LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK and
IWORK arrays, returns these values as the first entries of
the WORK and IWORK arrays, and no error message related to
LWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvdx(
magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *mout, double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double d_one = MAGMA_D_ONE;
double *dA=NULL, *dB=NULL;
magma_int_t ldda = magma_roundup( n, 32 );
magma_int_t lddb = ldda;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz, lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin, liwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* If matrix is very small, then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
lapackf77_dsygvd( &itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info );
*mout = n;
return *info;
}
if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda ) ||
MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb )) {
magma_free( dA );
magma_free( dB );
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* Form a Cholesky factorization of B. */
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
magma_dsetmatrix_async( n, n,
A, lda,
dA, ldda, queue );
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_gpu( uplo, n, dB, lddb, info );
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf_gpu = %6.2f\n", time );
magma_queue_sync( queue );
magma_dgetmatrix_async( n, n,
dB, lddb,
B, ldb, queue );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_gpu( itype, uplo, n, dA, ldda, dB, lddb, info );
timer_stop( time );
timer_printf( "time dsygst_gpu = %6.2f\n", time );
/* simple fix to be able to run bigger size.
* set dB=NULL so we know to re-allocate below
* TODO: have dwork here that will be used as dB and then passed to dsyevd.
*/
if (n > 5000) {
magma_queue_sync( queue );
magma_free( dB ); dB=NULL;
}
timer_start( time );
magma_dsyevdx_gpu( jobz, range, uplo, n, dA, ldda, vl, vu, il, iu, mout, w, A, lda,
work, lwork, iwork, liwork, info );
timer_stop( time );
timer_printf( "time dsyevdx_gpu = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* allocate and copy dB back */
if (dB == NULL) {
if (MAGMA_SUCCESS != magma_dmalloc( &dB, n*lddb ) ) {
magma_free( dA ); dA=NULL;
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_dsetmatrix( n, n, B, ldb, dB, lddb, queue );
}
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
magma_dtrmm( MagmaLeft, uplo, trans, MagmaNonUnit,
n, *mout, d_one, dB, lddb, dA, ldda, queue );
}
magma_dgetmatrix( n, *mout, dA, ldda, A, lda, queue );
timer_stop( time );
timer_printf( "time dtrsm/mm + getmatrix = %6.2f\n", time );
}
magma_queue_sync( queue );
magma_queue_destroy( queue );
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
magma_free( dA ); dA=NULL;
magma_free( dB ); dB=NULL;
return *info;
} /* magma_dsygvd */
/**
Purpose
-------
DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
of a real generalized symmetric-definite eigenproblem, of the form
A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
B are assumed to be symmetric and B is also positive definite.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
nrgpu INTEGER
Number of GPUs to use.
@param[in]
itype INTEGER
Specifies the problem type to be solved:
= 1: A*x = (lambda)*B*x
= 2: A*B*x = (lambda)*x
= 3: B*A*x = (lambda)*x
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangles of A and B are stored;
- = MagmaLower: Lower triangles of A and B are stored.
@param[in]
n INTEGER
The order of the matrices A and B. N >= 0.
@param[in,out]
A COMPLEX_16 array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
\n
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
matrix Z of eigenvectors. The eigenvectors are normalized
as follows:
if ITYPE = 1 or 2, Z**T*B*Z = I;
if ITYPE = 3, Z**T*inv(B)*Z = I.
If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper)
or the lower triangle (if UPLO=MagmaLower) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in,out]
B COMPLEX_16 array, dimension (LDB, N)
On entry, the symmetric matrix B. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of B contains the
upper triangular part of the matrix B. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of B contains
the lower triangular part of the matrix B.
\n
On exit, if INFO <= N, the part of B containing the matrix is
overwritten by the triangular factor U or L from the Cholesky
factorization B = U**T*U or B = L*L**T.
@param[in]
ldb INTEGER
The leading dimension of the array B. LDB >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= N + 1.
If JOBZ = MagmaVec and N > 1, LWORK >= 2*N*nb + N**2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: DPOTRF or DSYEVD returned an error code:
<= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm
failed to converge; i off-diagonal elements of an
intermediate tridiagonal form did not converge to
zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm
failed to compute an eigenvalue while working on
the submatrix lying in rows and columns INFO/(N+1)
through mod(INFO,N+1);
> N: if INFO = N + i, for 1 <= i <= N, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
Further Details
---------------
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
Modified so that no backsubstitution is performed if DSYEVD fails to
converge (NEIG in old code could be greater than N causing out of
bounds reference to A - reported by Ralf Meyer). Also corrected the
description of INFO and the test on ITYPE. Sven, 16 Feb 05.
@ingroup magma_dsygv_driver
********************************************************************/
extern "C" magma_int_t
magma_dsygvdx_m(magma_int_t nrgpu, magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda, double *B, magma_int_t ldb,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w, double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
double c_one = MAGMA_D_ONE;
magma_int_t lower;
magma_trans_t trans;
magma_int_t wantz;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t lwmin;
magma_int_t liwmin;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (itype < 1 || itype > 3) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (wantz || (jobz == MagmaNoVec))) {
*info = -3;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -4;
} else if (n < 0) {
*info = -5;
} else if (lda < max(1,n)) {
*info = -7;
} else if (ldb < max(1,n)) {
*info = -9;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -11;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -12;
} else if (iu < min(n,il) || iu > n) {
*info = -13;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = 1 + 6*n + 2*n*n;
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon");
work[0] = lwmin * one_eps;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -17;
} else if (liwork < liwmin && ! lquery) {
*info = -19;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsygvd(&itype, jobz_, uplo_,
&n, A, &lda, B, &ldb,
w, work, &lwork,
iwork, &liwork, info);
*m = n;
return *info;
}
magma_timer_t time=0;
timer_start( time );
magma_dpotrf_m(nrgpu, uplo, n, B, ldb, info);
if (*info != 0) {
*info = n + *info;
return *info;
}
timer_stop( time );
timer_printf( "time dpotrf = %6.2f\n", time );
timer_start( time );
/* Transform problem to standard eigenvalue problem and solve. */
magma_dsygst_m(nrgpu, itype, uplo, n, A, lda, B, ldb, info);
timer_stop( time );
timer_printf( "time dsygst = %6.2f\n", time );
timer_start( time );
magma_dsyevdx_m(nrgpu, jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dsyevd = %6.2f\n", time );
if (wantz && *info == 0) {
timer_start( time );
/* Backtransform eigenvectors to the original problem. */
if (itype == 1 || itype == 2) {
/* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
if (lower) {
trans = MagmaTrans;
} else {
trans = MagmaNoTrans;
}
magma_dtrsm_m(nrgpu, MagmaLeft, uplo, trans, MagmaNonUnit,
n, *m, c_one, B, ldb, A, lda);
}
else if (itype == 3) {
/* For B*A*x=(lambda)*x;
backtransform eigenvectors: x = L*y or U'*y */
if (lower) {
trans = MagmaNoTrans;
} else {
trans = MagmaTrans;
}
//magma_dtrmm(MagmaLeft, uplo, trans, MagmaNonUnit,
// n, n, c_one, db, lddb, da, ldda);
}
timer_stop( time );
timer_printf( "time setmatrices trsm/mm + getmatrices = %6.2f\n", time );
}
work[0] = lwmin * one_eps; // round up
iwork[0] = liwmin;
return *info;
} /* magma_dsygvd_m */
/**
Purpose
-------
DSYTRD reduces a real symmetric matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**H * A * Q = T.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
nqueue INTEGER
The number of GPU queues used for update. 10 >= nqueue > 0.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = MagmaLower, the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if UPLO = MagmaUpper, the diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= MagmaLower, the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
d DOUBLE PRECISION array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
@param[out]
e DOUBLE PRECISION array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = MagmaUpper, E(i) = A(i+1,i) if UPLO = MagmaLower.
@param[out]
tau DOUBLE PRECISION array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
@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 >= N*NB, where NB is the
optimal blocksize given by magma_get_dsytrd_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.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
Further Details
---------------
If UPLO = MagmaUpper, the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO = MagmaLower, the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).
The contents of A on exit are illustrated by the following examples
with n = 5:
if UPLO = MagmaUpper: if UPLO = MagmaLower:
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
@ingroup magma_dsyev_comp
********************************************************************/
extern "C" magma_int_t
magma_dsytrd_mgpu(
magma_int_t ngpu,
magma_int_t nqueue, magma_uplo_t uplo, magma_int_t n,
double *A, magma_int_t lda,
double *d, double *e, double *tau,
double *work, magma_int_t lwork,
magma_int_t *info)
{
#define A(i, j) (A + (j)*lda + (i))
#define dA(id, i, j) (dA[(id)] + (j)*ldda + (i))
#define dW(id, i, j) (dW[(id)] + (j)*ldda + (i))
/* Constants */
const double c_neg_one = MAGMA_D_NEG_ONE;
const double c_one = MAGMA_D_ONE;
const double d_one = MAGMA_D_ONE;
/* Local variables */
const char* uplo_ = lapack_uplo_const( uplo );
magma_int_t nlocal, ldda;
magma_int_t nb = magma_get_dsytrd_nb(n), ib, ib2;
#ifdef PROFILE_SY2RK
double mv_time = 0.0;
double up_time = 0.0;
#endif
magma_int_t kk, nx;
magma_int_t i, ii, iii, j, dev, i_n;
magma_int_t iinfo;
magma_int_t ldwork, lddw, lwkopt, ldwork2, lhwork;
// set pointers to NULL so it is safe to goto CLEANUP if any malloc fails.
magma_queue_t queues[MagmaMaxGPUs][10] = { { NULL, NULL } };
magma_queue_t queues0[MagmaMaxGPUs] = { NULL };
double *hwork = NULL;
magmaDouble_ptr dwork2[MagmaMaxGPUs] = { NULL };
magmaDouble_ptr dA[MagmaMaxGPUs] = { NULL };
magmaDouble_ptr dW[MagmaMaxGPUs] = { NULL };
*info = 0;
bool upper = (uplo == MagmaUpper);
bool lquery = (lwork == -1);
if (! upper && uplo != MagmaLower) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
} else if (lwork < nb*n && ! lquery) {
*info = -9;
} else if ( nqueue > 2 ) {
*info = 2; // TODO fix
}
/* Determine the block size. */
ldwork = n;
lwkopt = n * nb;
if (*info == 0) {
work[0] = magma_dmake_lwork( lwkopt );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
//#define PROFILE_SY2RK
#ifdef PROFILE_SY2RK
double times[11] = { 0 };
magma_event_t start, stop;
float etime;
magma_setdevice( 0 );
magma_event_create( &start );
magma_event_create( &stop );
#endif
ldda = magma_roundup( lda, 32 );
lddw = ldda;
nlocal = nb*(1 + n/(nb*ngpu));
ldwork2 = ldda*( magma_ceildiv( n, nb ) + 1); // i.e., ldda*(blocks + 1)
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
// TODO fix memory leak
if ( MAGMA_SUCCESS != magma_dmalloc( &dA[dev], nlocal*ldda + 3*lddw*nb ) ||
MAGMA_SUCCESS != magma_dmalloc( &dwork2[dev], ldwork2 ) ) {
*info = MAGMA_ERR_DEVICE_ALLOC;
goto CLEANUP;
}
dW[dev] = dA[dev] + nlocal*ldda;
for( kk=0; kk < nqueue; kk++ ) {
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queues[dev][kk] );
}
queues0[dev] = queues[dev][0];
}
lhwork = nqueue*ngpu*n;
if ( MAGMA_SUCCESS != magma_dmalloc_pinned( &hwork, lhwork ) ) {
*info = MAGMA_ERR_HOST_ALLOC;
goto CLEANUP;
}
// nx <= n is required
// use LAPACK for n < 3000, otherwise switch at 512
if (n < 3000)
nx = n;
else
nx = 512;
if (upper) {
/* Copy the matrix to the GPU */
if (1 <= n-nx) {
magma_dhtodhe( ngpu, uplo, n, nb, A, lda, dA, ldda, queues, &iinfo );
}
/* Reduce the upper triangle of A.
Columns 1:kk are handled by the unblocked method. */
for (i = nb*((n-1)/nb); i >= nx; i -= nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
/* wait for the next panel */
if (i != nb*((n-1)/nb)) {
magma_setdevice( dev );
magma_queue_sync( queues[dev][0] );
}
magma_dlatrd_mgpu( ngpu, uplo, i+ib, ib, nb,
A(0, 0), lda, e, tau,
work, ldwork,
dA, ldda, 0,
dW, i+ib,
hwork, lhwork,
dwork2, ldwork2,
queues0 );
magma_dsyr2k_mgpu( ngpu, MagmaUpper, MagmaNoTrans, nb, i, ib,
c_neg_one, dW, i+ib, 0,
d_one, dA, ldda, 0,
nqueue, queues );
/* get the next panel */
if (i-nb >= nx ) {
ib2 = min(nb, n-(i-nb));
ii = nb*((i-nb)/(nb*ngpu));
dev = ((i-nb)/nb)%ngpu;
magma_setdevice( dev );
magma_dgetmatrix_async( (i-nb)+ib2, ib2,
dA(dev, 0, ii), ldda,
A(0, i-nb), lda,
queues[dev][0] );
}
/* Copy superdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+ib; ++j) {
if ( j > 0 ) {
*A(j-1,j) = MAGMA_D_MAKE( e[j - 1], 0 );
}
d[j] = MAGMA_D_REAL( *A(j, j) );
}
} /* end of for i=... */
if ( nx > 0 ) {
if (1 <= n-nx) { /* else A is already on CPU */
for (i=0; i < nx; i += nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
magma_setdevice( dev );
magma_dgetmatrix_async( nx, ib,
dA(dev, 0, ii), ldda,
A(0, i), lda,
queues[dev][0] );
}
}
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
magma_queue_sync( queues[dev][0] );
}
/* Use CPU code to reduce the last or only block */
lapackf77_dsytrd( uplo_, &nx, A(0, 0), &lda, d, e, tau,
work, &lwork, &iinfo );
}
}
else {
trace_init( 1, ngpu, nqueue, queues );
/* Copy the matrix to the GPU */
if (1 <= n-nx) {
magma_dhtodhe( ngpu, uplo, n, nb, A, lda, dA, ldda, queues, &iinfo );
}
/* Reduce the lower triangle of A */
for (i = 0; i < n-nx; i += nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
/* Reduce columns i:i+ib-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i != 0) {
magma_setdevice( dev );
trace_gpu_start( dev, 0, "comm", "get" );
magma_dgetmatrix_async( n-i, ib,
dA(dev, i, ii), ldda,
A(i,i), lda,
queues[dev][0] );
trace_gpu_end( dev, 0 );
magma_queue_sync( queues[dev][0] );
magma_setdevice( 0 );
}
magma_dlatrd_mgpu( ngpu, uplo, n-i, ib, nb,
A(i, i), lda, &e[i], &tau[i],
work, ldwork,
dA, ldda, i,
dW, n-i,
hwork, lhwork,
dwork2, ldwork2,
queues0 );
#ifdef PROFILE_SY2RK
magma_setdevice( 0 );
if ( i > 0 ) {
cudaEventElapsedTime( &etime, start, stop );
up_time += (etime/1000.0);
}
magma_event_record( start, 0 );
#endif
magma_dsyr2k_mgpu( ngpu, MagmaLower, MagmaNoTrans, nb, n-i-ib, ib,
c_neg_one, dW, n-i, ib,
d_one, dA, ldda, i+ib, nqueue, queues );
#ifdef PROFILE_SY2RK
magma_setdevice( 0 );
magma_event_record( stop, 0 );
#endif
/* Copy subdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+ib; ++j) {
if ( j+1 < n ) {
*A(j+1,j) = MAGMA_D_MAKE( e[j], 0 );
}
d[j] = MAGMA_D_REAL( *A(j, j) );
}
} /* for i=... */
/* Use CPU code to reduce the last or only block */
if ( i < n ) {
iii = i;
i_n = n-i;
if ( i > 0 ) {
for (; i < n; i += nb) {
ib = min(nb, n-i);
ii = nb*(i/(nb*ngpu));
dev = (i/nb)%ngpu;
magma_setdevice( dev );
magma_dgetmatrix_async( i_n, ib,
dA(dev, iii, ii), ldda,
A(iii, i), lda,
queues[dev][0] );
}
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
magma_queue_sync( queues[dev][0] );
}
}
lapackf77_dsytrd( uplo_, &i_n, A(iii, iii), &lda, &d[iii], &e[iii],
&tau[iii], work, &lwork, &iinfo );
}
}
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
for( kk=0; kk < nqueue; kk++ ) {
magma_queue_sync( queues[dev][kk] );
}
}
#ifdef PROFILE_SY2RK
magma_setdevice( 0 );
if ( n > nx ) {
cudaEventElapsedTime( &etime, start, stop );
up_time += (etime/1000.0);
}
magma_event_destroy( start );
magma_event_destroy( stop );
#endif
trace_finalize( "dsytrd.svg", "trace.css" );
#ifdef PROFILE_SY2RK
printf( " n=%d nb=%d\n", n, nb );
printf( " Time in DLARFG: %.2e seconds\n", times[0] );
//printf( " Time in DSYMV : %.2e seconds\n", mv_time );
printf( " Time in DSYR2K: %.2e seconds\n", up_time );
#endif
CLEANUP:
for( dev=0; dev < ngpu; dev++ ) {
magma_setdevice( dev );
for( kk=0; kk < nqueue; kk++ ) {
magma_queue_destroy( queues[dev][kk] );
}
magma_free( dA[dev] );
magma_free( dwork2[dev] );
}
magma_free_pinned( hwork );
magma_setdevice( orig_dev );
work[0] = magma_dmake_lwork( lwkopt );
return *info;
} /* magma_dsytrd */
/***************************************************************************//**
Purpose
-------
DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
real symmetric matrix A. If eigenvectors are desired, it uses a
divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
ngpu INTEGER
Number of GPUs to use. ngpu > 0.
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A DOUBLE PRECISION array, dimension (LDA, N)
On entry, the symmetric matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w DOUBLE PRECISION array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
@param[out]
work (workspace) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
- If N <= 1, LWORK >= 1.
- If JOBZ = MagmaNoVec and N > 1, LWORK >= 2*N + N*NB.
- If JOBZ = MagmaVec and N > 1, LWORK >= max( 2*N + N*NB, 1 + 6*N + 2*N**2 ).
NB can be obtained through magma_get_dsytrd_nb(N).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
- If N <= 1, LIWORK >= 1.
- If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
- If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_heevdx
*******************************************************************************/
extern "C" magma_int_t
magma_dsyevdx_m(
magma_int_t ngpu,
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
double *A, magma_int_t lda,
double vl, double vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, double *w,
double *work, magma_int_t lwork,
#ifdef COMPLEX
double *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magma_int_t ione = 1;
magma_int_t izero = 0;
double d_one = 1.;
double d__1;
double eps;
magma_int_t inde;
double anrm;
double rmin, rmax;
double sigma;
magma_int_t iinfo, lwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t indwk2, llwrk2;
magma_int_t iscale;
double safmin;
double bignum;
magma_int_t indtau;
magma_int_t indwrk, liwmin;
magma_int_t llwork;
double smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_dsytrd_nb( n );
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
}
else if ( wantz ) {
lwmin = max( 2*n + n*nb, 1 + 6*n + 2*n*n );
liwmin = 3 + 5*n;
}
else {
lwmin = 2*n + n*nb;
liwmin = 1;
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((liwork < liwmin) && ! lquery) {
*info = -16;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = A[0];
if (wantz) {
A[0] = 1.;
}
return *info;
}
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
if (n <= 128) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%lld NB=%lld, calling lapack on CPU\n", (long long) n, (long long) nb );
printf("--------------------------------------------------------------\n");
#endif
lapackf77_dsyevd(jobz_, uplo_,
&n, A, &lda,
w, work, &lwork,
iwork, &liwork, info);
return *info;
}
/* Get machine constants. */
safmin = lapackf77_dlamch("Safe minimum");
eps = lapackf77_dlamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_dsqrt(smlnum);
rmax = magma_dsqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_dlansy("M", uplo_, &n, A, &lda, work);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_dlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
// dsytrd work: e (n) + tau (n) + llwork (n*nb) ==> 2n + n*nb
// dstedx work: e (n) + tau (n) + z (n*n) + llwrk2 (1 + 4*n + n^2) ==> 1 + 6n + 2n^2
inde = 0;
indtau = inde + n;
indwrk = indtau + n;
indwk2 = indwrk + n*n;
llwork = lwork - indwrk;
llwrk2 = lwork - indwk2;
magma_timer_t time=0;
timer_start( time );
magma_dsytrd_mgpu(ngpu, 1, uplo, n, A, lda, w, &work[inde],
&work[indtau], &work[indwrk], llwork, &iinfo);
timer_stop( time );
timer_printf( "time dsytrd = %6.2f\n", time );
/* For eigenvalues only, call DSTERF. For eigenvectors, first call
DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call DORMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
lapackf77_dsterf(&n, w, &work[inde], info);
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
}
else {
timer_start( time );
magma_dstedx_m(ngpu, range, n, vl, vu, il, iu, w, &work[inde],
&work[indwrk], n, &work[indwk2],
llwrk2, iwork, liwork, info);
timer_stop( time );
timer_printf( "time dstedc = %6.2f\n", time );
timer_start( time );
magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m);
magma_dormtr_m(ngpu, MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau],
&work[indwrk + n * (il-1)], n, &work[indwk2], llwrk2, &iinfo);
lapackf77_dlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda);
timer_stop( time );
timer_printf( "time dormtr + copy = %6.2f\n", time );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
d__1 = 1. / sigma;
blasf77_dscal(&n, &d__1, w, &ione);
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
} /* magma_dsyevd_m */
