/** Purpose ------- ZHEEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian 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 COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian 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) COMPLEX_16 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 >= N + N*NB. If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ). NB can be obtained through magma_get_zhetrd_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] rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK. @param[in] lrwork INTEGER The dimension of the array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LRWORK >= N. If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2. \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[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_zheev_driver ********************************************************************/ extern "C" magma_int_t magma_zheevd_m(magma_int_t nrgpu, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, double *w, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t lrwork, 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; magma_int_t imax; double rmin, rmax; double sigma; magma_int_t iinfo, lwmin; magma_int_t lower; magma_int_t llrwk; magma_int_t wantz; magma_int_t indwk2, llwrk2; magma_int_t iscale; double safmin; double bignum; magma_int_t indtau; magma_int_t indrwk, indwrk, liwmin; magma_int_t lrwmin, llwork; double smlnum; magma_int_t lquery; wantz = (jobz == MagmaVec); lower = (uplo == MagmaLower); lquery = (lwork == -1 || lrwork == -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_zhetrd_nb( n ); if ( n <= 1 ) { lwmin = 1; lrwmin = 1; liwmin = 1; } else if ( wantz ) { lwmin = max( n + n*nb, 2*n + n*n ); lrwmin = 1 + 5*n + 2*n*n; liwmin = 3 + 5*n; } else { lwmin = n + n*nb; lrwmin = n; 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] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; if ((lwork < lwmin) && !lquery) { *info = -8; } else if ((lrwork < lrwmin) && ! lquery) { *info = -10; } else if ((liwork < liwmin) && ! lquery) { *info = -12; } if (*info != 0) { magma_xerbla( __func__, -(*info) ); return *info; } else if (lquery) { return *info; } /* Quick return if possible */ if (n == 0) { return *info; } if (n == 1) { w[0] = MAGMA_Z_REAL(A[0]); if (wantz) { A[0] = MAGMA_Z_ONE; } 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_zheevd(jobz_, uplo_, &n, A, &lda, w, work, &lwork, #if defined(PRECISION_z) || defined(PRECISION_c) rwork, &lrwork, #endif 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_zlanhe("M", uplo_, &n, A, &lda, rwork); 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_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A, &lda, info); } /* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */ // zhetrd rwork: e (n) // zstedx rwork: e (n) + llrwk (1 + 4*N + 2*N**2) ==> 1 + 5n + 2n^2 inde = 0; indrwk = inde + n; llrwk = lrwork - indrwk; // zhetrd work: tau (n) + llwork (n*nb) ==> n + n*nb // zstedx work: tau (n) + z (n^2) // zunmtr work: tau (n) + z (n^2) + llwrk2 (n or n*nb) ==> 2n + n^2, or n + n*nb + n^2 indtau = 0; indwrk = indtau + n; indwk2 = indwrk + n*n; llwork = lwork - indwrk; llwrk2 = lwork - indwk2; magma_timer_t time=0; timer_start( time ); magma_zhetrd_mgpu(nrgpu, 1, uplo, n, A, lda, w, &rwork[inde], &work[indtau], &work[indwrk], llwork, &iinfo); timer_stop( time ); timer_printf( "time zhetrd = %6.2f\n", time ); /* For eigenvalues only, call DSTERF. For eigenvectors, first call ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the tridiagonal matrix, then call ZUNMTR to multiply it to the Householder transformations represented as Householder vectors in A. */ if (! wantz) { lapackf77_dsterf(&n, w, &rwork[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_zstedx(MagmaRangeAll, n, 0, 0, 0, 0, w, &rwork[inde], &work[indwrk], n, &rwork[indrwk], llrwk, iwork, liwork, dwork, info); magma_free( dwork ); #else magma_zstedx_m(nrgpu, MagmaRangeAll, n, 0, 0, 0, 0, w, &rwork[inde], &work[indwrk], n, &rwork[indrwk], llrwk, iwork, liwork, info); #endif timer_stop( time ); timer_printf( "time zstedc = %6.2f\n", time ); timer_start( time ); magma_zunmtr_m(nrgpu, MagmaLeft, uplo, MagmaNoTrans, n, n, A, lda, &work[indtau], &work[indwrk], n, &work[indwk2], llwrk2, &iinfo); lapackf77_zlacpy("A", &n, &n, &work[indwrk], &n, A, &lda); timer_stop( time ); timer_printf( "time zunmtr + copy = %6.2f\n", time ); } /* If matrix was scaled, then rescale eigenvalues appropriately. */ if (iscale == 1) { if (*info == 0) { imax = n; } else { imax = *info - 1; } d__1 = 1. / sigma; blasf77_dscal(&imax, &d__1, w, &ione); } work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; return *info; } /* magma_zheevd_m */
/** Purpose ------- ZHEEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian 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 COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian 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) COMPLEX_16 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 >= N + N*NB. If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ). NB can be obtained through magma_get_zhetrd_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] rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK. @param[in] lrwork INTEGER The dimension of the array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LRWORK >= N. If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2. \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[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_zheev_driver ********************************************************************/ extern "C" magma_int_t magma_zheevdx_m( magma_int_t ngpu, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, double vl, double vu, magma_int_t il, magma_int_t iu, magma_int_t *m, double *w, magmaDoubleComplex *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; magma_int_t imax; double rmin, rmax; double sigma; magma_int_t iinfo, lwmin; magma_int_t lower; magma_int_t llrwk; magma_int_t wantz; magma_int_t indwk2, llwrk2; magma_int_t iscale; double safmin; double bignum; magma_int_t indtau; magma_int_t indrwk, indwrk, liwmin; magma_int_t lrwmin, 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 || lrwork == -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_zhetrd_nb( n ); if ( n <= 1 ) { lwmin = 1; lrwmin = 1; liwmin = 1; } else if ( wantz ) { lwmin = max( n + n*nb, 2*n + n*n ); lrwmin = 1 + 5*n + 2*n*n; liwmin = 3 + 5*n; } else { lwmin = n + n*nb; lrwmin = n; liwmin = 1; } work[0] = magma_zmake_lwork( lwmin ); rwork[0] = magma_dmake_lwork( lrwmin ); iwork[0] = liwmin; if ((lwork < lwmin) && !lquery) { *info = -14; } else if ((lrwork < lrwmin) && ! lquery) { *info = -16; } else if ((liwork < liwmin) && ! lquery) { *info = -18; } 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] = MAGMA_Z_REAL(A[0]); if (wantz) { A[0] = MAGMA_Z_ONE; } 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_zheevd(jobz_, uplo_, &n, A, &lda, w, work, &lwork, #ifdef COMPLEX rwork, &lrwork, #endif 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_zlanhe("M", uplo_, &n, A, &lda, rwork); 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_zlascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A, &lda, info); } /* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. */ inde = 0; indtau = 0; indwrk = indtau + n; indrwk = inde + n; indwk2 = indwrk + n * n; llwork = lwork - indwrk; llwrk2 = lwork - indwk2; llrwk = lrwork - indrwk; magma_timer_t time=0; timer_start( time ); magma_zhetrd_mgpu(ngpu, 1, uplo, n, A, lda, w, &rwork[inde], &work[indtau], &work[indwrk], llwork, &iinfo); timer_stop( time ); timer_printf( "time zhetrd = %6.2f\n", time ); /* For eigenvalues only, call DSTERF. For eigenvectors, first call ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the tridiagonal matrix, then call ZUNMTR to multiply it to the Householder transformations represented as Householder vectors in A. */ if (! wantz) { lapackf77_dsterf(&n, w, &rwork[inde], info); magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m); } else { timer_start( time ); magma_zstedx_m(ngpu, range, n, vl, vu, il, iu, w, &rwork[inde], &work[indwrk], n, &rwork[indrwk], llrwk, iwork, liwork, info); timer_stop( time ); timer_printf( "time zstedc = %6.2f\n", time ); timer_start( time ); magma_dmove_eig(range, n, w, &il, &iu, vl, vu, m); magma_zunmtr_m(ngpu, MagmaLeft, uplo, MagmaNoTrans, n, *m, A, lda, &work[indtau], &work[indwrk + n * (il-1)], n, &work[indwk2], llwrk2, &iinfo); lapackf77_zlacpy("A", &n, m, &work[indwrk + n * (il-1)], &n, A, &lda); timer_stop( time ); timer_printf( "time zunmtr + copy = %6.2f\n", time ); } /* If matrix was scaled, then rescale eigenvalues appropriately. */ if (iscale == 1) { if (*info == 0) { imax = n; } else { imax = *info - 1; } d__1 = 1. / sigma; blasf77_dscal(&imax, &d__1, w, &ione); } work[0] = magma_zmake_lwork( lwmin ); rwork[0] = magma_dmake_lwork( lrwmin ); iwork[0] = liwmin; return *info; } /* magma_zheevd_m */