/**
Purpose
-------
ZSTEDX computes some eigenvalues and eigenvectors of a
symmetric tridiagonal matrix using the divide and conquer method.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none. See DLAEX3 for details.
Arguments
---------
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
n INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
@param[in]
vl DOUBLE PRECISION
@param[in]
vu DOUBLE PRECISION
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[in,out]
d DOUBLE PRECISION array, dimension (N)
On entry, the diagonal elements of the tridiagonal matrix.
On exit, if INFO = 0, the eigenvalues in ascending order.
@param[in,out]
e DOUBLE PRECISION array, dimension (N-1)
On entry, the subdiagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
@param[out]
Z COMPLEX_16 array, dimension (LDZ,N)
On exit, if INFO = 0, Z contains the orthonormal eigenvectors
of the symmetric tridiagonal matrix.
@param[in]
ldz INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
@param[out]
rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK)
On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
LRWORK >= 1 + 4*N + 2*N**2.
Note that if N is less than or
equal to the minimum divide size, usually 25, then LRWORK
need only be max(1,2*(N-1)).
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
LIWORK >= 3 + 5*N .
Note that if N is less than or
equal to the minimum divide size, usually 25, then LIWORK
need only be 1.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal 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
dwork (workspace) DOUBLE PRECISION array, dimension (3*N*N/2+3*N)
@param[out]
info INTEGER
- = 0: successful exit.
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: The algorithm failed to compute an eigenvalue while
working on the submatrix lying in rows and columns
INFO/(N+1) through mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
@ingroup magma_zheev_comp
********************************************************************/
extern "C" magma_int_t
magma_zstedx(magma_range_t range, magma_int_t n, double vl, double vu,
magma_int_t il, magma_int_t iu, double* d, double* e,
magmaDoubleComplex* Z, magma_int_t ldz,
double* rwork, magma_int_t lrwork,
magma_int_t* iwork, magma_int_t liwork,
double* dwork, magma_int_t* info)
{
magma_int_t alleig, indeig, valeig, lquery;
magma_int_t i, j, smlsiz;
magma_int_t liwmin, lrwmin;
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lrwork == -1 || liwork == -1);
*info = 0;
if (! (alleig || valeig || indeig)) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldz < max(1,n)) {
*info = -10;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -4;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -5;
} else if (iu < min(n,il) || iu > n) {
*info = -6;
}
}
}
if (*info == 0) {
// Compute the workspace requirements
smlsiz = magma_get_smlsize_divideconquer();
if ( n <= 1 ) {
lrwmin = 1;
liwmin = 1;
} else {
lrwmin = 1 + 4*n + 2*n*n;
liwmin = 3 + 5*n;
}
rwork[0] = lrwmin;
iwork[0] = liwmin;
if (lrwork < lrwmin && ! lquery) {
*info = -12;
} else if (liwork < liwmin && ! lquery) {
*info = -14;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
// Quick return if possible
if (n == 0)
return *info;
if (n == 1) {
*Z = MAGMA_Z_MAKE( 1, 0 );
return *info;
}
// If N is smaller than the minimum divide size (SMLSIZ+1), then
// solve the problem with another solver.
if (n < smlsiz) {
lapackf77_zsteqr("I", &n, d, e, Z, &ldz, rwork, info);
} else {
// We simply call DSTEDX instead.
magma_dstedx(range, n, vl, vu, il, iu, d, e, rwork, n,
rwork+n*n, lrwork-n*n, iwork, liwork, dwork, info);
for (j=0; j < n; ++j)
for (i=0; i < n; ++i) {
*(Z+i+ldz*j) = MAGMA_Z_MAKE( *(rwork+i+n*j), 0 );
}
}
rwork[0] = lrwmin;
iwork[0] = liwmin;
return *info;
} /* magma_zstedx */
/**
Purpose
-------
SSTEDX computes some eigenvalues and, optionally, eigenvectors of a
symmetric tridiagonal matrix using the divide and conquer method.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none. See SLAEX3 for details.
Arguments
---------
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
n INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[in,out]
d REAL array, dimension (N)
On entry, the diagonal elements of the tridiagonal matrix.
On exit, if INFO = 0, the eigenvalues in ascending order.
@param[in,out]
e REAL array, dimension (N-1)
On entry, the subdiagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
@param[in,out]
Z REAL array, dimension (LDZ,N)
On exit, if INFO = 0, Z contains the orthonormal eigenvectors
of the symmetric tridiagonal matrix.
@param[in]
ldz INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
@param[out]
work (workspace) REAL array, dimension (LWORK)
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK.
If N > 1 then LWORK >= ( 1 + 4*N + N**2 ).
Note that if N is less than or
equal to the minimum divide size, usually 25, then LWORK need
only be max(1,2*(N-1)).
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
LIWORK >= ( 3 + 5*N ).
Note that if N is less than or
equal to the minimum divide size, usually 25, then LIWORK
need only be 1.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
@param
dwork (workspace) REAL array, dimension (3*N*N/2+3*N)
@param[out]
info INTEGER
- = 0: successful exit.
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: The algorithm failed to compute an eigenvalue while
working on the submatrix lying in rows and columns
INFO/(N+1) through mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified by Francoise Tisseur, University of Tennessee.
@ingroup magma_ssyev_comp
********************************************************************/
extern "C" magma_int_t
magma_sstedx(
magma_range_t range, magma_int_t n, float vl, float vu,
magma_int_t il, magma_int_t iu, float *d, float *e,
float *Z, magma_int_t ldz,
float *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magmaFloat_ptr dwork,
magma_int_t *info)
{
#define Z(i_,j_) (Z + (i_) + (j_)*ldz)
float d_zero = 0.;
float d_one = 1.;
magma_int_t izero = 0;
magma_int_t ione = 1;
magma_int_t alleig, indeig, valeig, lquery;
magma_int_t i, j, k, m;
magma_int_t liwmin, lwmin;
magma_int_t start, end, smlsiz;
float eps, orgnrm, p, tiny;
// Test the input parameters.
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (alleig || valeig || indeig)) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldz < max(1,n)) {
*info = -10;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -4;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -5;
} else if (iu < min(n,il) || iu > n) {
*info = -6;
}
}
}
if (*info == 0) {
// Compute the workspace requirements
smlsiz = magma_get_smlsize_divideconquer();
if ( n <= 1 ) {
lwmin = 1;
liwmin = 1;
} else {
lwmin = 1 + 4*n + n*n;
liwmin = 3 + 5*n;
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -12;
} else if (liwork < liwmin && ! lquery) {
*info = -14;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return *info;
} else if (lquery) {
return *info;
}
// Quick return if possible
if (n == 0)
return *info;
if (n == 1) {
*Z = 1.;
return *info;
}
/* determine the number of threads *///not needed here to be checked Azzam
//magma_int_t threads = magma_get_parallel_numthreads();
//magma_int_t mklth = magma_get_lapack_numthreads();
//magma_set_lapack_numthreads(mklth);
#ifdef ENABLE_DEBUG
//printf(" D&C is using %d threads\n", threads);
#endif
// If N is smaller than the minimum divide size (SMLSIZ+1), then
// solve the problem with another solver.
if (n < smlsiz) {
lapackf77_ssteqr("I", &n, d, e, Z, &ldz, work, info);
} else {
lapackf77_slaset("F", &n, &n, &d_zero, &d_one, Z, &ldz);
//Scale.
orgnrm = lapackf77_slanst("M", &n, d, e);
if (orgnrm == 0) {
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
}
eps = lapackf77_slamch( "Epsilon" );
if (alleig) {
start = 0;
while ( start < n ) {
// Let FINISH be the position of the next subdiagonal entry
// such that E( END ) <= TINY or FINISH = N if no such
// subdiagonal exists. The matrix identified by the elements
// between START and END constitutes an independent
// sub-problem.
for (end = start+1; end < n; ++end) {
tiny = eps * sqrt( MAGMA_S_ABS(d[end-1]*d[end]));
if (MAGMA_S_ABS(e[end-1]) <= tiny)
break;
}
// (Sub) Problem determined. Compute its size and solve it.
m = end - start;
if (m == 1) {
start = end;
continue;
}
if (m > smlsiz) {
// Scale
orgnrm = lapackf77_slanst("M", &m, &d[start], &e[start]);
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &m, &ione, &d[start], &m, info);
magma_int_t mm = m-1;
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &mm, &ione, &e[start], &mm, info);
magma_slaex0( m, &d[start], &e[start], Z(start, start), ldz, work, iwork, dwork, MagmaRangeAll, vl, vu, il, iu, info);
if ( *info != 0) {
return *info;
}
// Scale Back
lapackf77_slascl("G", &izero, &izero, &d_one, &orgnrm, &m, &ione, &d[start], &m, info);
} else {
lapackf77_ssteqr( "I", &m, &d[start], &e[start], Z(start, start), &ldz, work, info);
if (*info != 0) {
*info = (start+1) *(n+1) + end;
}
}
start = end;
}
// If the problem split any number of times, then the eigenvalues
// will not be properly ordered. Here we permute the eigenvalues
// (and the associated eigenvectors) into ascending order.
if (m < n) {
// Use Selection Sort to minimize swaps of eigenvectors
for (i = 1; i < n; ++i) {
k = i-1;
p = d[i-1];
for (j = i; j < n; ++j) {
if (d[j] < p) {
k = j;
p = d[j];
}
}
if (k != i-1) {
d[k] = d[i-1];
d[i-1] = p;
blasf77_sswap(&n, Z(0,i-1), &ione, Z(0,k), &ione);
}
}
}
} else {
// Scale
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &n, &ione, d, &n, info);
magma_int_t nm = n-1;
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &nm, &ione, e, &nm, info);
magma_slaex0( n, d, e, Z, ldz, work, iwork, dwork, range, vl, vu, il, iu, info);
if ( *info != 0) {
return *info;
}
// Scale Back
lapackf77_slascl("G", &izero, &izero, &d_one, &orgnrm, &n, &ione, d, &n, info);
}
}
work[0] = magma_smake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
} /* magma_sstedx */
/**
Purpose
-------
SLAEX0 computes all eigenvalues and the choosen eigenvectors of a
symmetric tridiagonal matrix using the divide and conquer method.
Arguments
---------
@param[in]
n INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
@param[in,out]
d REAL array, dimension (N)
On entry, the main diagonal of the tridiagonal matrix.
On exit, its eigenvalues.
@param[in]
e REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
@param[in,out]
Q REAL array, dimension (LDQ, N)
On entry, Q will be the identity matrix.
On exit, Q contains the eigenvectors of the
tridiagonal matrix.
@param[in]
ldq INTEGER
The leading dimension of the array Q. If eigenvectors are
desired, then LDQ >= max(1,N). In any case, LDQ >= 1.
@param
work (workspace) REAL array,
the dimension of WORK >= 4*N + N**2.
@param
iwork (workspace) INTEGER array,
the dimension of IWORK >= 3 + 5*N.
@param
dwork (workspace) REAL array, dimension (3*N*N/2+3*N)
@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]
vl REAL
@param[in]
vu REAL
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]
info INTEGER
- = 0: successful exit.
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: The algorithm failed to compute an eigenvalue while
working on the submatrix lying in rows and columns
INFO/(N+1) through mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
@ingroup magma_ssyev_aux
********************************************************************/
extern "C" magma_int_t
magma_slaex0(
magma_int_t n,
float *d, float *e,
float *Q, magma_int_t ldq,
float *work, magma_int_t *iwork,
magmaFloat_ptr dwork,
magma_range_t range, float vl, float vu,
magma_int_t il, magma_int_t iu,
magma_int_t *info)
{
#define Q(i_,j_) (Q + (i_) + (j_)*ldq)
magma_int_t ione = 1;
magma_range_t range2;
magma_int_t curlvl, i, indxq;
magma_int_t j, k, matsiz, msd2, smlsiz;
magma_int_t submat, subpbs, tlvls;
// Test the input parameters.
*info = 0;
if ( n < 0 )
*info = -1;
else if ( ldq < max(1, n) )
*info = -5;
if ( *info != 0 ) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// Quick return if possible
if (n == 0)
return *info;
smlsiz = magma_get_smlsize_divideconquer();
// Determine the size and placement of the submatrices, and save in
// the leading elements of IWORK.
iwork[0] = n;
subpbs= 1;
tlvls = 0;
while (iwork[subpbs - 1] > smlsiz) {
for (j = subpbs; j > 0; --j) {
iwork[2*j - 1] = (iwork[j-1]+1)/2;
iwork[2*j - 2] = iwork[j-1]/2;
}
++tlvls;
subpbs *= 2;
}
for (j=1; j < subpbs; ++j)
iwork[j] += iwork[j-1];
// Divide the matrix into SUBPBS submatrices of size at most SMLSIZ+1
// using rank-1 modifications (cuts).
for (i=0; i < subpbs-1; ++i) {
submat = iwork[i];
d[submat-1] -= MAGMA_S_ABS(e[submat-1]);
d[submat] -= MAGMA_S_ABS(e[submat-1]);
}
indxq = 4*n + 3;
// Solve each submatrix eigenproblem at the bottom of the divide and
// conquer tree.
magma_timer_t time=0;
timer_start( time );
for (i = 0; i < subpbs; ++i) {
if (i == 0) {
submat = 0;
matsiz = iwork[0];
} else {
submat = iwork[i-1];
matsiz = iwork[i] - iwork[i-1];
}
lapackf77_ssteqr("I", &matsiz, &d[submat], &e[submat],
Q(submat, submat), &ldq, work, info); // change to edc?
if (*info != 0) {
printf("info: %d\n, submat: %d\n", (int) *info, (int) submat);
*info = (submat+1)*(n+1) + submat + matsiz;
printf("info: %d\n", (int) *info);
return *info;
}
k = 1;
for (j = submat; j < iwork[i]; ++j) {
iwork[indxq+j] = k;
++k;
}
}
timer_stop( time );
timer_printf( " for: ssteqr = %6.2f\n", time );
// Successively merge eigensystems of adjacent submatrices
// into eigensystem for the corresponding larger matrix.
curlvl = 1;
while (subpbs > 1) {
timer_start( time );
for (i=0; i < subpbs-1; i += 2) {
if (i == 0) {
submat = 0;
matsiz = iwork[1];
msd2 = iwork[0];
} else {
submat = iwork[i-1];
matsiz = iwork[i+1] - iwork[i-1];
msd2 = matsiz / 2;
}
// Merge lower order eigensystems (of size MSD2 and MATSIZ - MSD2)
// into an eigensystem of size MATSIZ.
// SLAEX1 is used only for the full eigensystem of a tridiagonal
// matrix.
if (matsiz == n)
range2 = range;
else
// We need all the eigenvectors if it is not last step
range2 = MagmaRangeAll;
magma_slaex1(matsiz, &d[submat], Q(submat, submat), ldq,
&iwork[indxq+submat], e[submat+msd2-1], msd2,
work, &iwork[subpbs], dwork,
range2, vl, vu, il, iu, info);
if (*info != 0) {
*info = (submat+1)*(n+1) + submat + matsiz;
return *info;
}
iwork[i/2]= iwork[i+1];
}
subpbs /= 2;
++curlvl;
timer_stop( time );
timer_printf("%d: time: %6.2f\n", (int) curlvl, time );
}
// Re-merge the eigenvalues/vectors which were deflated at the final
// merge step.
for (i = 0; i < n; ++i) {
j = iwork[indxq+i] - 1;
work[i] = d[j];
blasf77_scopy(&n, Q(0, j), &ione, &work[ n*(i+1) ], &ione);
}
blasf77_scopy(&n, work, &ione, d, &ione);
lapackf77_slacpy( "A", &n, &n, &work[n], &n, Q, &ldq );
return *info;
} /* magma_slaex0 */
extern "C" magma_int_t
magma_slaex0_m(magma_int_t nrgpu, magma_int_t n, float* d, float* e, float* q, magma_int_t ldq,
float* work, magma_int_t* iwork,
char range, float vl, float vu,
magma_int_t il, magma_int_t iu, magma_int_t* info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
.. Scalar Arguments ..
CHARACTER RANGE
INTEGER IL, IU, INFO, LDQ, N
REAL VL, VU
..
.. Array Arguments ..
INTEGER IWORK( * )
REAL D( * ), E( * ), Q( LDQ, * ),
$ WORK( * )
..
Purpose
=======
SLAEX0 computes all eigenvalues and the choosen eigenvectors of a
symmetric tridiagonal matrix using the divide and conquer method.
Arguments
=========
N (input) INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
D (input/output) REAL array, dimension (N)
On entry, the main diagonal of the tridiagonal matrix.
On exit, its eigenvalues.
E (input) REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
Q (input/output) REAL array, dimension (LDQ, N)
On entry, Q will be the identity matrix.
On exit, Q contains the eigenvectors of the
tridiagonal matrix.
LDQ (input) INTEGER
The leading dimension of the array Q. If eigenvectors are
desired, then LDQ >= max(1,N). In any case, LDQ >= 1.
WORK (workspace) REAL array,
the dimension of WORK >= 4*N + N**2.
IWORK (workspace) INTEGER array,
the dimension of IWORK >= 3 + 5*N.
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
VL (input) REAL
VU (input) REAL
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute an eigenvalue while
working on the submatrix lying in rows and columns
INFO/(N+1) through mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
=====================================================================
*/
magma_int_t ione = 1;
char range_;
magma_int_t curlvl, i, indxq;
magma_int_t igpu, j, k, matsiz, msd2, smlsiz;
magma_int_t submat, subpbs, tlvls;
float* dw[MagmaMaxGPUs];
magma_queue_t stream [MagmaMaxGPUs][2];
int gpu_b;
magma_getdevice(&gpu_b);
// Test the input parameters.
*info = 0;
if( n < 0 )
*info = -1;
else if( ldq < max(1, n) )
*info = -5;
if( *info != 0 ){
magma_xerbla( __func__, -*info );
return MAGMA_ERR_ILLEGAL_VALUE;
}
// Quick return if possible
if(n == 0)
return MAGMA_SUCCESS;
//workspace dimension for nrgpu > 1
size_t tmp = (n-1)/2+1;
if (nrgpu > 1){
size_t tmp2 = (tmp-1) / (nrgpu/2) + 1;
tmp = tmp * tmp2 + 2 * magma_get_slaex3_m_nb()*(tmp + tmp2);
}
for (igpu = 0; igpu < nrgpu; ++igpu){
magma_setdevice(igpu);
if(nrgpu==1){
if (MAGMA_SUCCESS != magma_smalloc( &dw[igpu], 3*n*(n/2 + 1) )) {
*info = -15;
return MAGMA_ERR_DEVICE_ALLOC;
}
}
else {
if (MAGMA_SUCCESS != magma_smalloc( &dw[igpu], tmp )) {
*info = -15;
return MAGMA_ERR_DEVICE_ALLOC;
}
}
magma_queue_create( &stream[igpu][0] );
magma_queue_create( &stream[igpu][1] );
}
smlsiz = magma_get_smlsize_divideconquer();
// Determine the size and placement of the submatrices, and save in
// the leading elements of IWORK.
iwork[0] = n;
subpbs= 1;
tlvls = 0;
while (iwork[subpbs - 1] > smlsiz) {
for (j = subpbs; j > 0; --j){
iwork[2*j - 1] = (iwork[j-1]+1)/2;
iwork[2*j - 2] = iwork[j-1]/2;
}
++tlvls;
subpbs *= 2;
}
for (j=1; j<subpbs; ++j)
iwork[j] += iwork[j-1];
// Divide the matrix into SUBPBS submatrices of size at most SMLSIZ+1
// using rank-1 modifications (cuts).
for(i=0; i < subpbs-1; ++i){
submat = iwork[i];
d[submat-1] -= MAGMA_S_ABS(e[submat-1]);
d[submat] -= MAGMA_S_ABS(e[submat-1]);
}
indxq = 4*n + 3;
// Solve each submatrix eigenproblem at the bottom of the divide and
// conquer tree.
char char_I[] = {'I', 0};
#ifdef ENABLE_TIMER_DIVIDE_AND_CONQUER
magma_timestr_t start, end;
start = get_current_time();
#endif
for (i = 0; i < subpbs; ++i){
if(i == 0){
submat = 0;
matsiz = iwork[0];
} else {
submat = iwork[i-1];
matsiz = iwork[i] - iwork[i-1];
}
lapackf77_ssteqr(char_I , &matsiz, &d[submat], &e[submat],
Q(submat, submat), &ldq, work, info); // change to edc?
if(*info != 0){
printf("info: %d\n, submat: %d\n", (int) *info, (int) submat);
*info = (submat+1)*(n+1) + submat + matsiz;
printf("info: %d\n", (int) *info);
return MAGMA_SUCCESS;
}
k = 1;
for(j = submat; j < iwork[i]; ++j){
iwork[indxq+j] = k;
++k;
}
}
#ifdef ENABLE_TIMER_DIVIDE_AND_CONQUER
end = get_current_time();
printf(" for: ssteqr = %6.2f\n", GetTimerValue(start,end)/1000.);
#endif
// Successively merge eigensystems of adjacent submatrices
// into eigensystem for the corresponding larger matrix.
curlvl = 1;
while (subpbs > 1){
#ifdef ENABLE_TIMER_DIVIDE_AND_CONQUER
magma_timestr_t start, end;
start = get_current_time();
#endif
for (i=0; i<subpbs-1; i+=2){
if(i == 0){
submat = 0;
matsiz = iwork[1];
msd2 = iwork[0];
} else {
submat = iwork[i-1];
matsiz = iwork[i+1] - iwork[i-1];
msd2 = matsiz / 2;
}
// Merge lower order eigensystems (of size MSD2 and MATSIZ - MSD2)
// into an eigensystem of size MATSIZ.
// SLAEX1 is used only for the full eigensystem of a tridiagonal
// matrix.
if (matsiz == n)
range_=range;
else
// We need all the eigenvectors if it is not last step
range_='A';
magma_slaex1_m(nrgpu, matsiz, &d[submat], Q(submat, submat), ldq,
&iwork[indxq+submat], e[submat+msd2-1], msd2,
work, &iwork[subpbs], dw, stream,
range_, vl, vu, il, iu, info);
if(*info != 0){
*info = (submat+1)*(n+1) + submat + matsiz;
return MAGMA_SUCCESS;
}
iwork[i/2]= iwork[i+1];
}
subpbs /= 2;
++curlvl;
#ifdef ENABLE_TIMER_DIVIDE_AND_CONQUER
end = get_current_time();
//printf("%d: time: %6.2f\n", curlvl, GetTimerValue(start,end)/1000.);
#endif
}
// Re-merge the eigenvalues/vectors which were deflated at the final
// merge step.
for(i = 0; i<n; ++i){
j = iwork[indxq+i] - 1;
work[i] = d[j];
blasf77_scopy(&n, Q(0, j), &ione, &work[ n*(i+1) ], &ione);
}
blasf77_scopy(&n, work, &ione, d, &ione);
char char_A[] = {'A',0};
lapackf77_slacpy ( char_A, &n, &n, &work[n], &n, q, &ldq );
for (igpu = 0; igpu < nrgpu; ++igpu){
magma_setdevice(igpu);
magma_queue_destroy( stream[igpu][0] );
magma_queue_destroy( stream[igpu][1] );
magma_free( dw[igpu] );
}
magma_setdevice(gpu_b);
return MAGMA_SUCCESS;
} /* magma_slaex0 */
extern "C" magma_int_t
magma_sstedx(
magma_range_t range, magma_int_t n, float vl, float vu,
magma_int_t il, magma_int_t iu, float* d, float* e, float* z, magma_int_t ldz,
float* work, magma_int_t lwork, magma_int_t* iwork, magma_int_t liwork,
magmaFloat_ptr dwork,
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
.. Scalar Arguments ..
CHARACTER RANGE
INTEGER IL, IU, INFO, LDZ, LIWORK, LWORK, N
REAL VL, VU
..
.. Array Arguments ..
INTEGER IWORK( * )
REAL D( * ), E( * ), WORK( * ), Z( LDZ, * ),
$ DWORK ( * )
..
Purpose
=======
SSTEDX computes some eigenvalues and, optionally, eigenvectors of a
symmetric tridiagonal matrix using the divide and conquer method.
This code makes very mild assumptions about floating point
arithmetic. It will work on machines with a guard digit in
add/subtract, or on those binary machines without guard digits
which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none. See SLAEX3 for details.
Arguments
=========
RANGE (input) CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
N (input) INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
VL (input) REAL
VU (input) REAL
If RANGE='V', the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER
If RANGE='I', the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'.
D (input/output) REAL array, dimension (N)
On entry, the diagonal elements of the tridiagonal matrix.
On exit, if INFO = 0, the eigenvalues in ascending order.
E (input/output) REAL array, dimension (N-1)
On entry, the subdiagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
Z (input/output) REAL array, dimension (LDZ,N)
On exit, if INFO = 0, Z contains the orthonormal eigenvectors
of the symmetric tridiagonal matrix.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
WORK (workspace/output) REAL array,
dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK.
If N > 1 then LWORK >= ( 1 + 4*N + N**2 ).
Note that if N is less than or
equal to the minimum divide size, usually 25, then LWORK need
only be max(1,2*(N-1)).
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.
IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
LIWORK (input) INTEGER
The dimension of the array IWORK.
LIWORK >= ( 3 + 5*N ).
Note that if N is less than or
equal to the minimum divide size, usually 25, then LIWORK
need only be 1.
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal size of the IWORK array,
returns this value as the first entry of the IWORK array, and
no error message related to LIWORK is issued by XERBLA.
DWORK (device workspace) REAL array, dimension (3*N*N/2+3*N)
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute an eigenvalue while
working on the submatrix lying in rows and columns
INFO/(N+1) through mod(INFO,N+1).
Further Details
===============
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified by Francoise Tisseur, University of Tennessee.
===================================================================== */
float d_zero = 0.;
float d_one = 1.;
magma_int_t izero = 0;
magma_int_t ione = 1;
magma_int_t alleig, indeig, valeig, lquery;
magma_int_t i, j, k, m;
magma_int_t liwmin, lwmin;
magma_int_t start, end, smlsiz;
float eps, orgnrm, p, tiny;
// Test the input parameters.
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || liwork == -1);
*info = 0;
if (! (alleig || valeig || indeig)) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldz < max(1,n)) {
*info = -10;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -4;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -5;
} else if (iu < min(n,il) || iu > n) {
*info = -6;
}
}
}
if (*info == 0) {
// Compute the workspace requirements
smlsiz = magma_get_smlsize_divideconquer();
if( n <= 1 ){
lwmin = 1;
liwmin = 1;
} else {
lwmin = 1 + 4*n + n*n;
liwmin = 3 + 5*n;
}
work[0] = lwmin;
iwork[0] = liwmin;
if (lwork < lwmin && ! lquery) {
*info = -12;
} else if (liwork < liwmin && ! lquery) {
*info = -14;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info));
return MAGMA_ERR_ILLEGAL_VALUE;
} else if (lquery) {
return MAGMA_SUCCESS;
}
// Quick return if possible
if(n==0)
return MAGMA_SUCCESS;
if(n==1){
*z = 1.;
return MAGMA_SUCCESS;
}
// If N is smaller than the minimum divide size (SMLSIZ+1), then
// solve the problem with another solver.
if (n < smlsiz){
lapackf77_ssteqr("I", &n, d, e, z, &ldz, work, info);
} else {
lapackf77_slaset("F", &n, &n, &d_zero, &d_one, z, &ldz);
//Scale.
orgnrm = lapackf77_slanst("M", &n, d, e);
if (orgnrm == 0){
work[0] = lwmin;
iwork[0] = liwmin;
return MAGMA_SUCCESS;
}
eps = lapackf77_slamch( "Epsilon" );
if (alleig){
start = 0;
while ( start < n ){
// Let FINISH be the position of the next subdiagonal entry
// such that E( END ) <= TINY or FINISH = N if no such
// subdiagonal exists. The matrix identified by the elements
// between START and END constitutes an independent
// sub-problem.
for(end = start+1; end < n; ++end){
tiny = eps * sqrt( MAGMA_S_ABS(d[end-1]*d[end]));
if (MAGMA_S_ABS(e[end-1]) <= tiny)
break;
}
// (Sub) Problem determined. Compute its size and solve it.
m = end - start;
if (m==1){
start = end;
continue;
}
if (m > smlsiz){
// Scale
orgnrm = lapackf77_slanst("M", &m, &d[start], &e[start]);
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &m, &ione, &d[start], &m, info);
magma_int_t mm = m-1;
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &mm, &ione, &e[start], &mm, info);
magma_slaex0( m, &d[start], &e[start], Z(start, start), ldz, work, iwork, dwork, MagmaRangeAll, vl, vu, il, iu, queue, info);
if( *info != 0) {
return MAGMA_SUCCESS;
}
// Scale Back
lapackf77_slascl("G", &izero, &izero, &d_one, &orgnrm, &m, &ione, &d[start], &m, info);
} else {
lapackf77_ssteqr( "I", &m, &d[start], &e[start], Z(start, start), &ldz, work, info);
if (*info != 0){
*info = (start+1) *(n+1) + end;
}
}
start = end;
}
// If the problem split any number of times, then the eigenvalues
// will not be properly ordered. Here we permute the eigenvalues
// (and the associated eigenvectors) into ascending order.
if (m < n){
// Use Selection Sort to minimize swaps of eigenvectors
for (i = 1; i < n; ++i){
k = i-1;
p = d[i-1];
for (j = i; j < n; ++j){
if (d[j] < p){
k = j;
p = d[j];
}
}
if(k != i-1) {
d[k] = d[i-1];
d[i-1] = p;
blasf77_sswap(&n, Z(0,i-1), &ione, Z(0,k), &ione);
}
}
}
} else {
// Scale
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &n, &ione, d, &n, info);
magma_int_t nm = n-1;
lapackf77_slascl("G", &izero, &izero, &orgnrm, &d_one, &nm, &ione, e, &nm, info);
magma_slaex0( n, d, e, z, ldz, work, iwork, dwork, range, vl, vu, il, iu, queue, info);
if( *info != 0) {
return MAGMA_SUCCESS;
}
// Scale Back
lapackf77_slascl("G", &izero, &izero, &d_one, &orgnrm, &n, &ione, d, &n, info);
}
}
work[0] = lwmin;
iwork[0] = liwmin;
return MAGMA_SUCCESS;
} /* sstedx */
