extern "C" magma_int_t
magma_dpidr_merge(
magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x,
magma_d_solver_par *solver_par,
magma_d_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = MAGMA_NOTCONVERGED;
// prepare solver feedback
solver_par->solver = Magma_PIDRMERGE;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
solver_par->init_res = 0.0;
solver_par->final_res = 0.0;
solver_par->iter_res = 0.0;
solver_par->runtime = 0.0;
// constants
const double c_zero = MAGMA_D_ZERO;
const double c_one = MAGMA_D_ONE;
const double c_n_one = MAGMA_D_NEG_ONE;
// internal user parameters
const magma_int_t smoothing = 1; // 0 = disable, 1 = enable
const double angle = 0.7; // [0-1]
// local variables
magma_int_t iseed[4] = {0, 0, 0, 1};
magma_int_t dof;
magma_int_t s;
magma_int_t distr;
magma_int_t k, i, sk;
magma_int_t innerflag;
magma_int_t ldd;
double residual;
double nrm;
double nrmb;
double nrmr;
double nrmt;
double rho;
double om;
double gamma;
double fk;
// matrices and vectors
magma_d_matrix dxs = {Magma_CSR};
magma_d_matrix dr = {Magma_CSR}, drs = {Magma_CSR};
magma_d_matrix dP = {Magma_CSR}, dP1 = {Magma_CSR};
magma_d_matrix dG = {Magma_CSR}, dGcol = {Magma_CSR};
magma_d_matrix dU = {Magma_CSR};
magma_d_matrix dM = {Magma_CSR}, hMdiag = {Magma_CSR};
magma_d_matrix df = {Magma_CSR};
magma_d_matrix dt = {Magma_CSR}, dtt = {Magma_CSR};
magma_d_matrix dc = {Magma_CSR};
magma_d_matrix dv = {Magma_CSR};
magma_d_matrix dlu = {Magma_CSR};
magma_d_matrix dskp = {Magma_CSR}, hskp = {Magma_CSR};
magma_d_matrix dalpha = {Magma_CSR}, halpha = {Magma_CSR};
magma_d_matrix dbeta = {Magma_CSR}, hbeta = {Magma_CSR};
double *d1 = NULL, *d2 = NULL;
// chronometry
real_Double_t tempo1, tempo2;
// initial s space
// TODO: add option for 's' (shadow space number)
// Hack: uses '--restart' option as the shadow space number.
// This is not a good idea because the default value of restart option is used to detect
// if the user provided a custom restart. This means that if the default restart value
// is changed then the code will think it was the user (unless the default value is
// also updated in the 'if' statement below.
s = 1;
if ( solver_par->restart != 50 ) {
if ( solver_par->restart > A.num_cols ) {
s = A.num_cols;
} else {
s = solver_par->restart;
}
}
solver_par->restart = s;
// set max iterations
solver_par->maxiter = min( 2 * A.num_cols, solver_par->maxiter );
// check if matrix A is square
if ( A.num_rows != A.num_cols ) {
//printf("Matrix A is not square.\n");
info = MAGMA_ERR_NOT_SUPPORTED;
goto cleanup;
}
// |b|
nrmb = magma_dnrm2( b.num_rows, b.dval, 1, queue );
if ( nrmb == 0.0 ) {
magma_dscal( x->num_rows, MAGMA_D_ZERO, x->dval, 1, queue );
info = MAGMA_SUCCESS;
goto cleanup;
}
// t = 0
// make t twice as large to contain both, dt and dr
ldd = magma_roundup( b.num_rows, 32 );
CHECK( magma_dvinit( &dt, Magma_DEV, ldd, 2, c_zero, queue ));
dt.num_rows = b.num_rows;
dt.num_cols = 1;
dt.nnz = dt.num_rows;
// redirect the dr.dval to the second part of dt
CHECK( magma_dvinit( &dr, Magma_DEV, b.num_rows, 1, c_zero, queue ));
magma_free( dr.dval );
dr.dval = dt.dval + ldd;
// r = b - A x
CHECK( magma_dresidualvec( A, b, *x, &dr, &nrmr, queue ));
// |r|
solver_par->init_res = nrmr;
solver_par->final_res = solver_par->init_res;
solver_par->iter_res = solver_par->init_res;
if ( solver_par->verbose > 0 ) {
solver_par->res_vec[0] = (real_Double_t)nrmr;
}
// check if initial is guess good enough
if ( nrmr <= solver_par->atol ||
nrmr/nrmb <= solver_par->rtol ) {
info = MAGMA_SUCCESS;
goto cleanup;
}
// P = randn(n, s)
// P = ortho(P)
//---------------------------------------
// P = 0.0
CHECK( magma_dvinit( &dP, Magma_CPU, A.num_cols, s, c_zero, queue ));
// P = randn(n, s)
distr = 3; // 1 = unif (0,1), 2 = unif (-1,1), 3 = normal (0,1)
dof = dP.num_rows * dP.num_cols;
lapackf77_dlarnv( &distr, iseed, &dof, dP.val );
// transfer P to device
CHECK( magma_dmtransfer( dP, &dP1, Magma_CPU, Magma_DEV, queue ));
magma_dmfree( &dP, queue );
// P = ortho(P1)
if ( dP1.num_cols > 1 ) {
// P = magma_dqr(P1), QR factorization
CHECK( magma_dqr( dP1.num_rows, dP1.num_cols, dP1, dP1.ld, &dP, NULL, queue ));
} else {
// P = P1 / |P1|
nrm = magma_dnrm2( dof, dP1.dval, 1, queue );
nrm = 1.0 / nrm;
magma_dscal( dof, nrm, dP1.dval, 1, queue );
CHECK( magma_dmtransfer( dP1, &dP, Magma_DEV, Magma_DEV, queue ));
}
magma_dmfree( &dP1, queue );
//---------------------------------------
// allocate memory for the scalar products
CHECK( magma_dvinit( &hskp, Magma_CPU, 4, 1, c_zero, queue ));
CHECK( magma_dvinit( &dskp, Magma_DEV, 4, 1, c_zero, queue ));
CHECK( magma_dvinit( &halpha, Magma_CPU, s, 1, c_zero, queue ));
CHECK( magma_dvinit( &dalpha, Magma_DEV, s, 1, c_zero, queue ));
CHECK( magma_dvinit( &hbeta, Magma_CPU, s, 1, c_zero, queue ));
CHECK( magma_dvinit( &dbeta, Magma_DEV, s, 1, c_zero, queue ));
// workspace for merged dot product
CHECK( magma_dmalloc( &d1, max(2, s) * b.num_rows ));
CHECK( magma_dmalloc( &d2, max(2, s) * b.num_rows ));
// smoothing enabled
if ( smoothing > 0 ) {
// set smoothing solution vector
CHECK( magma_dmtransfer( *x, &dxs, Magma_DEV, Magma_DEV, queue ));
// tt = 0
// make tt twice as large to contain both, dtt and drs
ldd = magma_roundup( b.num_rows, 32 );
CHECK( magma_dvinit( &dtt, Magma_DEV, ldd, 2, c_zero, queue ));
dtt.num_rows = dr.num_rows;
dtt.num_cols = 1;
dtt.nnz = dtt.num_rows;
// redirect the drs.dval to the second part of dtt
CHECK( magma_dvinit( &drs, Magma_DEV, dr.num_rows, 1, c_zero, queue ));
magma_free( drs.dval );
drs.dval = dtt.dval + ldd;
// set smoothing residual vector
magma_dcopyvector( dr.num_rows, dr.dval, 1, drs.dval, 1, queue );
}
// G(n,s) = 0
if ( s > 1 ) {
ldd = magma_roundup( A.num_rows, 32 );
CHECK( magma_dvinit( &dG, Magma_DEV, ldd, s, c_zero, queue ));
dG.num_rows = A.num_rows;
} else {
CHECK( magma_dvinit( &dG, Magma_DEV, A.num_rows, s, c_zero, queue ));
}
// dGcol represents a single column of dG, array pointer is set inside loop
CHECK( magma_dvinit( &dGcol, Magma_DEV, dG.num_rows, 1, c_zero, queue ));
magma_free( dGcol.dval );
// U(n,s) = 0
if ( s > 1 ) {
ldd = magma_roundup( A.num_cols, 32 );
CHECK( magma_dvinit( &dU, Magma_DEV, ldd, s, c_zero, queue ));
dU.num_rows = A.num_cols;
} else {
CHECK( magma_dvinit( &dU, Magma_DEV, A.num_cols, s, c_zero, queue ));
}
// M(s,s) = I
CHECK( magma_dvinit( &dM, Magma_DEV, s, s, c_zero, queue ));
CHECK( magma_dvinit( &hMdiag, Magma_CPU, s, 1, c_zero, queue ));
magmablas_dlaset( MagmaFull, dM.num_rows, dM.num_cols, c_zero, c_one, dM.dval, dM.ld, queue );
// f = 0
CHECK( magma_dvinit( &df, Magma_DEV, dP.num_cols, 1, c_zero, queue ));
// c = 0
CHECK( magma_dvinit( &dc, Magma_DEV, dM.num_cols, 1, c_zero, queue ));
// v = 0
CHECK( magma_dvinit( &dv, Magma_DEV, dr.num_rows, 1, c_zero, queue ));
// lu = 0
CHECK( magma_dvinit( &dlu, Magma_DEV, dr.num_rows, 1, c_zero, queue ));
//--------------START TIME---------------
// chronometry
tempo1 = magma_sync_wtime( queue );
if ( solver_par->verbose > 0 ) {
solver_par->timing[0] = 0.0;
}
om = MAGMA_D_ONE;
innerflag = 0;
// start iteration
do
{
solver_par->numiter++;
// new RHS for small systems
// f = P' r
magma_dgemvmdot_shfl( dP.num_rows, dP.num_cols, dP.dval, dr.dval, d1, d2, df.dval, queue );
// shadow space loop
for ( k = 0; k < s; ++k ) {
sk = s - k;
// c(k:s) = M(k:s,k:s) \ f(k:s)
magma_dcopyvector( sk, &df.dval[k], 1, &dc.dval[k], 1, queue );
magma_dtrsv( MagmaLower, MagmaNoTrans, MagmaNonUnit, sk, &dM.dval[k*dM.ld+k], dM.ld, &dc.dval[k], 1, queue );
// v = r - G(:,k:s) c(k:s)
magma_dcopyvector( dr.num_rows, dr.dval, 1, dv.dval, 1, queue );
magmablas_dgemv( MagmaNoTrans, dG.num_rows, sk, c_n_one, &dG.dval[k*dG.ld], dG.ld, &dc.dval[k], 1, c_one, dv.dval, 1, queue );
// preconditioning operation
// v = L \ v;
// v = U \ v;
CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, dv, &dlu, precond_par, queue ));
CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, dlu, &dv, precond_par, queue ));
// U(:,k) = om * v + U(:,k:s) c(k:s)
magmablas_dgemv( MagmaNoTrans, dU.num_rows, sk, c_one, &dU.dval[k*dU.ld], dU.ld, &dc.dval[k], 1, om, dv.dval, 1, queue );
magma_dcopyvector( dU.num_rows, dv.dval, 1, &dU.dval[k*dU.ld], 1, queue );
// G(:,k) = A U(:,k)
dGcol.dval = dG.dval + k * dG.ld;
CHECK( magma_d_spmv( c_one, A, dv, c_zero, dGcol, queue ));
solver_par->spmv_count++;
// bi-orthogonalize the new basis vectors
for ( i = 0; i < k; ++i ) {
// alpha = P(:,i)' G(:,k)
halpha.val[i] = magma_ddot( dP.num_rows, &dP.dval[i*dP.ld], 1, &dG.dval[k*dG.ld], 1, queue );
// alpha = alpha / M(i,i)
halpha.val[i] = halpha.val[i] / hMdiag.val[i];
// G(:,k) = G(:,k) - alpha * G(:,i)
magma_daxpy( dG.num_rows, -halpha.val[i], &dG.dval[i*dG.ld], 1, &dG.dval[k*dG.ld], 1, queue );
}
// non-first s iteration
if ( k > 0 ) {
// U update outside of loop using GEMV
// U(:,k) = U(:,k) - U(:,1:k) * alpha(1:k)
magma_dsetvector( k, halpha.val, 1, dalpha.dval, 1, queue );
magmablas_dgemv( MagmaNoTrans, dU.num_rows, k, c_n_one, dU.dval, dU.ld, dalpha.dval, 1, c_one, &dU.dval[k*dU.ld], 1, queue );
}
// new column of M = P'G, first k-1 entries are zero
// M(k:s,k) = P(:,k:s)' G(:,k)
magma_dgemvmdot_shfl( dP.num_rows, sk, &dP.dval[k*dP.ld], &dG.dval[k*dG.ld], d1, d2, &dM.dval[k*dM.ld+k], queue );
magma_dgetvector( 1, &dM.dval[k*dM.ld+k], 1, &hMdiag.val[k], 1, queue );
// check M(k,k) == 0
if ( MAGMA_D_EQUAL(hMdiag.val[k], MAGMA_D_ZERO) ) {
innerflag = 1;
info = MAGMA_DIVERGENCE;
break;
}
// beta = f(k) / M(k,k)
magma_dgetvector( 1, &df.dval[k], 1, &fk, 1, queue );
hbeta.val[k] = fk / hMdiag.val[k];
// check for nan
if ( magma_d_isnan( hbeta.val[k] ) || magma_d_isinf( hbeta.val[k] )) {
innerflag = 1;
info = MAGMA_DIVERGENCE;
break;
}
// r = r - beta * G(:,k)
magma_daxpy( dr.num_rows, -hbeta.val[k], &dG.dval[k*dG.ld], 1, dr.dval, 1, queue );
// smoothing disabled
if ( smoothing <= 0 ) {
// |r|
nrmr = magma_dnrm2( dr.num_rows, dr.dval, 1, queue );
// smoothing enabled
} else {
// x = x + beta * U(:,k)
magma_daxpy( x->num_rows, hbeta.val[k], &dU.dval[k*dU.ld], 1, x->dval, 1, queue );
// smoothing operation
//---------------------------------------
// t = rs - r
magma_didr_smoothing_1( drs.num_rows, drs.num_cols, drs.dval, dr.dval, dtt.dval, queue );
// t't
// t'rs
CHECK( magma_dgemvmdot_shfl( dt.ld, 2, dtt.dval, dtt.dval, d1, d2, &dskp.dval[2], queue ));
magma_dgetvector( 2, &dskp.dval[2], 1, &hskp.val[2], 1, queue );
// gamma = (t' * rs) / (t' * t)
gamma = hskp.val[3] / hskp.val[2];
// rs = rs - gamma * (rs - r)
magma_daxpy( drs.num_rows, -gamma, dtt.dval, 1, drs.dval, 1, queue );
// xs = xs - gamma * (xs - x)
magma_didr_smoothing_2( dxs.num_rows, dxs.num_cols, -gamma, x->dval, dxs.dval, queue );
// |rs|
nrmr = magma_dnrm2( drs.num_rows, drs.dval, 1, queue );
//---------------------------------------
}
// store current timing and residual
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter) % solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)nrmr;
solver_par->timing[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)tempo2 - tempo1;
}
}
// check convergence or iteration limit
if ( nrmr <= solver_par->atol ||
nrmr/nrmb <= solver_par->rtol ) {
s = k + 1; // for the x-update outside the loop
innerflag = 2;
info = MAGMA_SUCCESS;
break;
}
// non-last s iteration
if ( (k + 1) < s ) {
// f(k+1:s) = f(k+1:s) - beta * M(k+1:s,k)
magma_daxpy( sk-1, -hbeta.val[k], &dM.dval[k*dM.ld+(k+1)], 1, &df.dval[k+1], 1, queue );
}
}
// smoothing disabled
if ( smoothing <= 0 && innerflag != 1 ) {
// update solution approximation x
// x = x + U(:,1:s) * beta(1:s)
magma_dsetvector( s, hbeta.val, 1, dbeta.dval, 1, queue );
magmablas_dgemv( MagmaNoTrans, dU.num_rows, s, c_one, dU.dval, dU.ld, dbeta.dval, 1, c_one, x->dval, 1, queue );
}
// check convergence or iteration limit or invalid result of inner loop
if ( innerflag > 0 ) {
break;
}
// v = r
magma_dcopy( dr.num_rows, dr.dval, 1, dv.dval, 1, queue );
// preconditioning operation
// v = L \ v;
// v = U \ v;
CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, dv, &dlu, precond_par, queue ));
CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, dlu, &dv, precond_par, queue ));
// t = A v
CHECK( magma_d_spmv( c_one, A, dv, c_zero, dt, queue ));
solver_par->spmv_count++;
// computation of a new omega
//---------------------------------------
// t't
// t'r
CHECK( magma_dgemvmdot_shfl( dt.ld, 2, dt.dval, dt.dval, d1, d2, dskp.dval, queue ));
magma_dgetvector( 2, dskp.dval, 1, hskp.val, 1, queue );
// |t|
nrmt = magma_dsqrt( MAGMA_D_REAL(hskp.val[0]) );
// rho = abs((t' * r) / (|t| * |r|))
rho = MAGMA_D_ABS( MAGMA_D_REAL(hskp.val[1]) / (nrmt * nrmr) );
// om = (t' * r) / (|t| * |t|)
om = hskp.val[1] / hskp.val[0];
if ( rho < angle ) {
om = (om * angle) / rho;
}
//---------------------------------------
if ( MAGMA_D_EQUAL(om, MAGMA_D_ZERO) ) {
info = MAGMA_DIVERGENCE;
break;
}
// update approximation vector
// x = x + om * v
magma_daxpy( x->num_rows, om, dv.dval, 1, x->dval, 1, queue );
// update residual vector
// r = r - om * t
magma_daxpy( dr.num_rows, -om, dt.dval, 1, dr.dval, 1, queue );
// smoothing disabled
if ( smoothing <= 0 ) {
// residual norm
nrmr = magma_dnrm2( dr.num_rows, dr.dval, 1, queue );
// smoothing enabled
} else {
// smoothing operation
//---------------------------------------
// t = rs - r
magma_didr_smoothing_1( drs.num_rows, drs.num_cols, drs.dval, dr.dval, dtt.dval, queue );
// t't
// t'rs
CHECK( magma_dgemvmdot_shfl( dt.ld, 2, dtt.dval, dtt.dval, d1, d2, &dskp.dval[2], queue ));
magma_dgetvector( 2, &dskp.dval[2], 1, &hskp.val[2], 1, queue );
// gamma = (t' * rs) / (t' * t)
gamma = hskp.val[3] / hskp.val[2];
// rs = rs - gamma * (rs - r)
magma_daxpy( drs.num_rows, -gamma, dtt.dval, 1, drs.dval, 1, queue );
// xs = xs - gamma * (xs - x)
magma_didr_smoothing_2( dxs.num_rows, dxs.num_cols, -gamma, x->dval, dxs.dval, queue );
// |rs|
nrmr = magma_dnrm2( drs.num_rows, drs.dval, 1, queue );
//---------------------------------------
}
// store current timing and residual
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter) % solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)nrmr;
solver_par->timing[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)tempo2 - tempo1;
}
}
// check convergence
if ( nrmr <= solver_par->atol ||
nrmr/nrmb <= solver_par->rtol ) {
info = MAGMA_SUCCESS;
break;
}
}
while ( solver_par->numiter + 1 <= solver_par->maxiter );
// smoothing enabled
if ( smoothing > 0 ) {
// x = xs
magma_dcopyvector( x->num_rows, dxs.dval, 1, x->dval, 1, queue );
// r = rs
magma_dcopyvector( dr.num_rows, drs.dval, 1, dr.dval, 1, queue );
}
// get last iteration timing
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t)tempo2 - tempo1;
//--------------STOP TIME----------------
// get final stats
solver_par->iter_res = nrmr;
CHECK( magma_dresidualvec( A, b, *x, &dr, &residual, queue ));
solver_par->final_res = residual;
// set solver conclusion
if ( info != MAGMA_SUCCESS && info != MAGMA_DIVERGENCE ) {
if ( solver_par->init_res > solver_par->final_res ) {
info = MAGMA_SLOW_CONVERGENCE;
}
}
cleanup:
// free resources
// smoothing enabled
if ( smoothing > 0 ) {
drs.dval = NULL; // needed because its pointer is redirected to dtt
magma_dmfree( &dxs, queue );
magma_dmfree( &drs, queue );
magma_dmfree( &dtt, queue );
}
dr.dval = NULL; // needed because its pointer is redirected to dt
dGcol.dval = NULL; // needed because its pointer is redirected to dG
magma_dmfree( &dr, queue );
magma_dmfree( &dP, queue );
magma_dmfree( &dP1, queue );
magma_dmfree( &dG, queue );
magma_dmfree( &dGcol, queue );
magma_dmfree( &dU, queue );
magma_dmfree( &dM, queue );
magma_dmfree( &hMdiag, queue );
magma_dmfree( &df, queue );
magma_dmfree( &dt, queue );
magma_dmfree( &dc, queue );
magma_dmfree( &dv, queue );
magma_dmfree( &dlu, queue );
magma_dmfree( &dskp, queue );
magma_dmfree( &dalpha, queue );
magma_dmfree( &dbeta, queue );
magma_dmfree( &hskp, queue );
magma_dmfree( &halpha, queue );
magma_dmfree( &hbeta, queue );
magma_free( d1 );
magma_free( d2 );
solver_par->info = info;
return info;
/* magma_dpidr_merge */
}
magma_int_t
magma_dmorderstatistics(
double *val,
magma_index_t *col,
magma_index_t *row,
magma_int_t length,
magma_int_t k,
magma_int_t r,
double *element,
magma_queue_t queue )
{
magma_int_t info = 0;
magma_int_t i, st;
double tmpv;
magma_index_t tmpc, tmpr;
if( r == 0 ){
for ( st = i = 0; i < length - 1; i++ ) {
if ( magma_d_isnan_inf( val[i]) ) {
printf("error: array contains %f + %fi.\n", MAGMA_D_REAL(val[i]), MAGMA_D_IMAG(val[i]) );
info = MAGMA_ERR_NAN;
goto cleanup;
}
if ( MAGMA_D_ABS(val[i]) > MAGMA_D_ABS(val[length-1]) ){
continue;
}
SWAPM(i, st);
st++;
}
SWAPM(length-1, st);
if ( k == st ){
*element = val[st];
}
else if ( st > k ) {
CHECK( magma_dmorderstatistics( val, col, row, st, k, r, element, queue ));
}
else {
CHECK( magma_dmorderstatistics( val+st, col+st, row+st, length-st, k-st, r, element, queue ));
}
} else {
for ( st = i = 0; i < length - 1; i++ ) {
if ( magma_d_isnan_inf( val[i]) ) {
printf("error: array contains %f + %fi.\n", MAGMA_D_REAL(val[i]), MAGMA_D_IMAG(val[i]) );
info = MAGMA_ERR_NAN;
goto cleanup;
}
if ( MAGMA_D_ABS(val[i]) < MAGMA_D_ABS(val[length-1]) ){
continue;
}
SWAPM(i, st);
st++;
}
SWAPM(length-1, st);
if ( k == st ){
*element = val[st];
}
else if ( st > k ) {
CHECK( magma_dmorderstatistics( val, col, row, st, k, r, element, queue ));
}
else {
CHECK( magma_dmorderstatistics( val+st, col+st, row+st, length-st, k-st, r, element, queue ));
}
}
cleanup:
return info;
}
/**
Purpose
-------
DSTEDX 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 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[in,out]
Z DOUBLE PRECISION 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) DOUBLE PRECISION 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) 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
Modified by Francoise Tisseur, University of Tennessee.
@ingroup magma_dsyev_comp
********************************************************************/
extern "C" magma_int_t
magma_dstedx(
magma_range_t range, magma_int_t n, double vl, double vu,
magma_int_t il, magma_int_t iu, double *d, double *e,
double *Z, magma_int_t ldz,
double *work, magma_int_t lwork,
magma_int_t *iwork, magma_int_t liwork,
magmaDouble_ptr dwork,
magma_int_t *info)
{
#define Z(i_,j_) (Z + (i_) + (j_)*ldz)
double d_zero = 0.;
double 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;
double 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_dmake_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_dsteqr("I", &n, d, e, Z, &ldz, work, info);
} else {
lapackf77_dlaset("F", &n, &n, &d_zero, &d_one, Z, &ldz);
//Scale.
orgnrm = lapackf77_dlanst("M", &n, d, e);
if (orgnrm == 0) {
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
}
eps = lapackf77_dlamch( "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_D_ABS(d[end-1]*d[end]));
if (MAGMA_D_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_dlanst("M", &m, &d[start], &e[start]);
lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &m, &ione, &d[start], &m, info);
magma_int_t mm = m-1;
lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &mm, &ione, &e[start], &mm, info);
magma_dlaex0( 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_dlascl("G", &izero, &izero, &d_one, &orgnrm, &m, &ione, &d[start], &m, info);
} else {
lapackf77_dsteqr( "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_dswap(&n, Z(0,i-1), &ione, Z(0,k), &ione);
}
}
}
} else {
// Scale
lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &n, &ione, d, &n, info);
magma_int_t nm = n-1;
lapackf77_dlascl("G", &izero, &izero, &orgnrm, &d_one, &nm, &ione, e, &nm, info);
magma_dlaex0( n, d, e, Z, ldz, work, iwork, dwork, range, vl, vu, il, iu, info);
if ( *info != 0) {
return *info;
}
// Scale Back
lapackf77_dlascl("G", &izero, &izero, &d_one, &orgnrm, &n, &ione, d, &n, info);
}
}
work[0] = magma_dmake_lwork( lwmin );
iwork[0] = liwmin;
return *info;
} /* magma_dstedx */
