magma_int_t
magma_d_applyprecond( magma_d_sparse_matrix A, magma_d_vector b, 
                      magma_d_vector *x, magma_d_preconditioner *precond )
{
    if( precond->solver == Magma_JACOBI ){
        magma_djacobi_diagscal( A.num_rows, precond->d.val, b.val, x->val );
        return MAGMA_SUCCESS;
    }
    else if( precond->solver == Magma_PASTIX ){
        magma_dapplypastix( b, x, precond );
        return MAGMA_SUCCESS;
    }
    else if( precond->solver == Magma_ILU ){
        magma_d_vector tmp;
        magma_d_vinit( &tmp, Magma_DEV, A.num_rows, MAGMA_D_MAKE(1.0, 0.0) );
     //   magma_dapplycuilu_l( b, &tmp, precond ); 
     //   magma_dapplycuilu_r( tmp, x, precond );
        magma_d_vfree( &tmp );
        return MAGMA_SUCCESS;
    }
    else if( precond->solver == Magma_ICC ){
        magma_d_vector tmp;
        magma_d_vinit( &tmp, Magma_DEV, A.num_rows, MAGMA_D_MAKE(1.0, 0.0) );
       // magma_dtrisv_l_nu( precond->L, b, &tmp );
       // magma_dtrisv_r_nu( precond->L, tmp, x );
        magma_d_vfree( &tmp );
        return MAGMA_SUCCESS;
    }
    else{
        printf( "error: preconditioner type not yet supported.\n" );
        return MAGMA_ERR_NOT_SUPPORTED;
    }

}
示例#2
0
magma_int_t
magma_dvread(
    magma_d_matrix *x,
    magma_int_t length,
    char * filename,
    magma_queue_t queue )
{
    magma_int_t info = 0;
    
    magma_int_t nnz=0, i=0;
    FILE *fid;
    
    x->memory_location = Magma_CPU;
    x->storage_type = Magma_DENSE;
    x->num_rows = length;
    x->num_cols = 1;
    x->major = MagmaColMajor;
    CHECK( magma_dmalloc_cpu( &x->val, length ));
    
    fid = fopen(filename, "r");
    
    while( i<length )  // eof() is 'true' at the end of data
    {
        double VAL1;

        double VAL;
        #define REAL
        
        #ifdef COMPLEX
            double VAL2;
            fscanf(fid, " %lf %lf \n", &VAL1, &VAL2);
            VAL = MAGMA_D_MAKE(VAL1, VAL2);
        #else
            fscanf(fid, " %lf \n", &VAL1);
            VAL = MAGMA_D_MAKE(VAL1, 0.0);
        #endif
        
        if ( VAL != MAGMA_D_ZERO )
            nnz++;
        x->val[i] = VAL;
        i++;
    }
    fclose(fid);
    
    x->nnz = nnz;
    
cleanup:
    return info;
}
示例#3
0
static void
init_butterfly(
        magma_int_t n,
        double* u, double* v)
{
    magma_int_t idx;
    double u1, v1;
    for (idx=0; idx < n; idx++) {
        u1 = exp((((rand() * 1.0)/RAND_MAX)-0.5)/10);
        v1 = exp((((rand() * 1.0)/RAND_MAX)-0.5)/10);
        u[idx] = MAGMA_D_MAKE(u1,u1);

        v[idx] = MAGMA_D_MAKE(v1,v1);
    }
}
示例#4
0
magma_int_t
magma_dapplycuicc_l( magma_d_vector b, magma_d_vector *x, 
                    magma_d_preconditioner *precond ){

            double one = MAGMA_D_MAKE( 1.0, 0.0);

            // CUSPARSE context //
            cusparseHandle_t cusparseHandle;
            cusparseStatus_t cusparseStatus;
            cusparseStatus = cusparseCreate(&cusparseHandle);
             if(cusparseStatus != 0)    printf("error in Handle.\n");


            cusparseMatDescr_t descrL;
            cusparseStatus = cusparseCreateMatDescr(&descrL);
             if(cusparseStatus != 0)    printf("error in MatrDescr.\n");

            cusparseStatus =
            cusparseSetMatType(descrL,CUSPARSE_MATRIX_TYPE_TRIANGULAR);
             if(cusparseStatus != 0)    printf("error in MatrType.\n");

            cusparseStatus =
            cusparseSetMatDiagType (descrL, CUSPARSE_DIAG_TYPE_NON_UNIT);
             if(cusparseStatus != 0)    printf("error in DiagType.\n");


            cusparseStatus =
            cusparseSetMatFillMode(descrL,CUSPARSE_FILL_MODE_LOWER);
             if(cusparseStatus != 0)    printf("error in fillmode.\n");

            cusparseStatus =
            cusparseSetMatIndexBase(descrL,CUSPARSE_INDEX_BASE_ZERO);
             if(cusparseStatus != 0)    printf("error in IndexBase.\n");


            // end CUSPARSE context //

            cusparseStatus =
            cusparseDcsrsv_solve(   cusparseHandle, 
                                    CUSPARSE_OPERATION_NON_TRANSPOSE, 
                                    precond->M.num_rows, &one, 
                                    descrL,
                                    precond->M.val,
                                    precond->M.row,
                                    precond->M.col,
                                    precond->cuinfoL,
                                    b.val,
                                    x->val );
             if(cusparseStatus != 0)   printf("error in L triangular solve:%p.\n", precond->cuinfoL );

    cusparseDestroyMatDescr( descrL );
    cusparseDestroy( cusparseHandle );
    magma_device_sync();
    return MAGMA_SUCCESS;



}
示例#5
0
// fill matrix with entries Aij = offset + (i+1) + (j+1)/10000,
// which makes it easy to identify which rows & cols have been swapped.
static void init_matrix( magma_int_t m, magma_int_t n, double *A, magma_int_t lda, magma_int_t offset )
{
    assert( lda >= m );
    for( magma_int_t j = 0; j < n; ++j ) {
        for( magma_int_t i=0; i < m; ++i ) {
            A[i + j*lda] = MAGMA_D_MAKE( offset + (i+1) + (j+1)/10000., 0 );
        }
    }
}
示例#6
0
void magma_dmake_hpd( magma_int_t N, double* A, magma_int_t lda )
{
    magma_int_t i, j;
    for( i=0; i<N; ++i ) {
        A(i,i) = MAGMA_D_MAKE( MAGMA_D_REAL( A(i,i) ) + N, 0. );
        for( j=0; j<i; ++j ) {
            A(j,i) = MAGMA_D_CNJG( A(i,j) );
        }
    }
}
示例#7
0
void init_matrix( magma_int_t N, double *h_A, magma_int_t lda )
{
    magma_int_t ione = 1, n2 = N*lda;
    magma_int_t ISEED[4] = {0,0,0,1};
    lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
    /* Symmetrize and increase the diagonal */
    for (magma_int_t i = 0; i < N; ++i) {
        h_A(i,i) = MAGMA_D_MAKE( MAGMA_D_REAL(h_A(i,i)) + N, 0 );
        for (magma_int_t j = 0; j < i; ++j)
            h_A(i, j) = MAGMA_D_CNJG( h_A(j, i) );
    }
}
示例#8
0
magma_int_t
magma_dmLdiagadd(
    magma_d_matrix *L,
    magma_queue_t queue )
{
    magma_int_t info = 0;

    magma_d_matrix LL={Magma_CSR};

    if( L->row[1]==1 ){        // lower triangular with unit diagonal
        //printf("L lower triangular.\n");
        LL.diagorder_type = Magma_UNITY;
        CHECK( magma_dmconvert( *L, &LL, Magma_CSR, Magma_CSRL, queue ));
    }
    else if( L->row[1]==0 ){ // strictly lower triangular
        //printf("L strictly lower triangular.\n");
        CHECK( magma_dmtransfer( *L, &LL, Magma_CPU, Magma_CPU, queue ));
        magma_free_cpu( LL.col );
        magma_free_cpu( LL.val );
        LL.nnz = L->nnz+L->num_rows;
        CHECK( magma_dmalloc_cpu( &LL.val, LL.nnz ));
        CHECK( magma_index_malloc_cpu( &LL.col, LL.nnz ));
        magma_int_t z=0;
        for( magma_int_t i=0; i<L->num_rows; i++){
            LL.row[i] = z;
            for( magma_int_t j=L->row[i]; j<L->row[i+1]; j++){
                LL.val[z] = L->val[j];
                LL.col[z] = L->col[j];
                z++;
            }
            // add unit diagonal
            LL.val[z] = MAGMA_D_MAKE(1.0, 0.0);
            LL.col[z] = i;
            z++;
        }
        LL.row[LL.num_rows] = z;
        LL.nnz = z;
    }
    else{
        printf("error: L neither lower nor strictly lower triangular!\n");
    }
    magma_dmfree( L, queue );
    CHECK( magma_dmtransfer(LL, L, Magma_CPU, Magma_CPU, queue ));

cleanup:
    if( info != 0 ){
        magma_dmfree( L, queue );
    }
    magma_dmfree( &LL, queue );
    return info;
}
示例#9
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dprint
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    double *hA;
    magmaDouble_ptr dA;
    //magma_int_t ione     = 1;
    //magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t M, N, lda, ldda;  //size
    magma_int_t status = 0;
    
    magma_opts opts;
    opts.parse_opts( argc, argv );

    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            M     = opts.msize[itest];
            N     = opts.nsize[itest];
            lda   = M;
            ldda  = magma_roundup( M, opts.align );  // multiple of 32 by default
            //size  = lda*N;

            /* Allocate host memory for the matrix */
            TESTING_MALLOC_CPU( hA, double, lda *N );
            TESTING_MALLOC_DEV( dA, double, ldda*N );
        
            //lapackf77_dlarnv( &ione, ISEED, &size, hA );
            for( int j = 0; j < N; ++j ) {
                for( int i = 0; i < M; ++i ) {
                    hA[i + j*lda] = MAGMA_D_MAKE( i + j*0.01, 0. );
                }
            }
            magma_dsetmatrix( M, N, hA, lda, dA, ldda );
            
            printf( "A=" );
            magma_dprint( M, N, hA, lda );
            
            printf( "dA=" );
            magma_dprint_gpu( M, N, dA, ldda );
            
            TESTING_FREE_CPU( hA );
            TESTING_FREE_DEV( dA );
        }
    }

    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
示例#10
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dgetrf
*/
int main( int argc, char** argv)
{
    TESTING_INIT();
    magma_setdevice( 0 );

    double *hA, *dA;

    /* Matrix size */
    magma_int_t m = 5;
    magma_int_t n = 10;
    //magma_int_t ione     = 1;
    //magma_int_t ISEED[4] = {0,0,0,1};
    //magma_int_t size;
    magma_int_t lda, ldda;
    
    lda    = ((m + 31)/32)*32;
    ldda   = ((m + 31)/32)*32;

    /* Allocate host memory for the matrix */
    TESTING_MALLOC_CPU( hA, double, lda *n );
    TESTING_MALLOC_DEV( dA, double, ldda*n );

    //size = lda*n;
    //lapackf77_dlarnv( &ione, ISEED, &size, hA );
    for( int j = 0; j < n; ++j ) {
        for( int i = 0; i < m; ++i ) {
            hA[i + j*lda] = MAGMA_D_MAKE( i + j*0.01, 0. );
        }
    }
    magma_dsetmatrix( m, n, hA, lda, dA, ldda );
    
    printf( "A=" );
    magma_dprint( m, n, hA, lda );
    printf( "dA=" );
    magma_dprint_gpu( m, n, dA, ldda );
    
    //printf( "dA=" );
    //magma_dprint( m, n, dA, ldda );
    //printf( "A=" );
    //magma_dprint_gpu( m, n, hA, lda );
    
    /* Memory clean up */
    TESTING_FREE_CPU( hA );
    TESTING_FREE_DEV( dA );

    /* Shutdown */
    TESTING_FINALIZE();
}
示例#11
0
// On input, LU and ipiv is LU factorization of A. On output, LU is overwritten.
// Works for any m, n.
// Uses init_matrix() to re-generate original A as needed.
// Returns error in factorization, |PA - LU| / (n |A|)
// This allocates 3 more matrices to store A, L, and U.
double get_LU_error(magma_int_t M, magma_int_t N,
                    double *LU, magma_int_t lda,
                    magma_int_t *ipiv)
{
    magma_int_t min_mn = min(M,N);
    magma_int_t ione   = 1;
    magma_int_t i, j;
    double alpha = MAGMA_D_ONE;
    double beta  = MAGMA_D_ZERO;
    double *A, *L, *U;
    double work[1], matnorm, residual;
    
    TESTING_MALLOC_CPU( A, double, lda*N    );
    TESTING_MALLOC_CPU( L, double, M*min_mn );
    TESTING_MALLOC_CPU( U, double, min_mn*N );
    memset( L, 0, M*min_mn*sizeof(double) );
    memset( U, 0, min_mn*N*sizeof(double) );

    // set to original A
    init_matrix( M, N, A, lda );
    lapackf77_dlaswp( &N, A, &lda, &ione, &min_mn, ipiv, &ione);
    
    // copy LU to L and U, and set diagonal to 1
    lapackf77_dlacpy( MagmaLowerStr, &M, &min_mn, LU, &lda, L, &M      );
    lapackf77_dlacpy( MagmaUpperStr, &min_mn, &N, LU, &lda, U, &min_mn );
    for(j=0; j<min_mn; j++)
        L[j+j*M] = MAGMA_D_MAKE( 1., 0. );
    
    matnorm = lapackf77_dlange("f", &M, &N, A, &lda, work);

    blasf77_dgemm("N", "N", &M, &N, &min_mn,
                  &alpha, L, &M, U, &min_mn, &beta, LU, &lda);

    for( j = 0; j < N; j++ ) {
        for( i = 0; i < M; i++ ) {
            LU[i+j*lda] = MAGMA_D_SUB( LU[i+j*lda], A[i+j*lda] );
        }
    }
    residual = lapackf77_dlange("f", &M, &N, LU, &lda, work);

    TESTING_FREE_CPU( A );
    TESTING_FREE_CPU( L );
    TESTING_FREE_CPU( U );

    return residual / (matnorm * N);
}
示例#12
0
extern "C" magma_int_t
magma_dapplycumilu_r_transpose(
    magma_d_matrix b,
    magma_d_matrix *x,
    magma_d_preconditioner *precond,
    magma_queue_t queue )
{
    magma_int_t info = 0;
    
    cusparseHandle_t cusparseHandle=NULL;
    cusparseMatDescr_t descrU=NULL;
    
    double one = MAGMA_D_MAKE( 1.0, 0.0);

    // CUSPARSE context //
    CHECK_CUSPARSE( cusparseCreate( &cusparseHandle ));
    CHECK_CUSPARSE( cusparseSetStream( cusparseHandle, queue->cuda_stream() ));
    CHECK_CUSPARSE( cusparseCreateMatDescr( &descrU ));
    CHECK_CUSPARSE( cusparseSetMatType( descrU, CUSPARSE_MATRIX_TYPE_TRIANGULAR ));
    CHECK_CUSPARSE( cusparseSetMatDiagType( descrU, CUSPARSE_DIAG_TYPE_NON_UNIT ));
    CHECK_CUSPARSE( cusparseSetMatIndexBase( descrU, CUSPARSE_INDEX_BASE_ZERO ));
    CHECK_CUSPARSE( cusparseSetMatFillMode( descrU, CUSPARSE_FILL_MODE_LOWER ));
    CHECK_CUSPARSE( cusparseDcsrsm_solve( cusparseHandle,
                            CUSPARSE_OPERATION_NON_TRANSPOSE,
                            precond->UT.num_rows,
                            b.num_rows*b.num_cols/precond->UT.num_rows,
                            &one,
                            descrU,
                            precond->UT.dval,
                            precond->UT.drow,
                            precond->UT.dcol,
                            precond->cuinfoUT,
                            b.dval,
                            precond->UT.num_rows,
                            x->dval,
                            precond->UT.num_rows ));
    
    

cleanup:
    cusparseDestroyMatDescr( descrU );
    cusparseDestroy( cusparseHandle );
    return info; 
}
示例#13
0
double get_LU_error(magma_int_t M, magma_int_t N,
                    double *A,  magma_int_t lda,
                    double *LU, magma_int_t *IPIV)
{
    magma_int_t min_mn = min(M,N);
    magma_int_t ione   = 1;
    magma_int_t i, j;
    double alpha = MAGMA_D_ONE;
    double beta  = MAGMA_D_ZERO;
    double *L, *U;
    double work[1], matnorm, residual;
    
    TESTING_MALLOC( L, double, M*min_mn);
    TESTING_MALLOC( U, double, min_mn*N);
    memset( L, 0, M*min_mn*sizeof(double) );
    memset( U, 0, min_mn*N*sizeof(double) );

    lapackf77_dlaswp( &N, A, &lda, &ione, &min_mn, IPIV, &ione);
    lapackf77_dlacpy( MagmaLowerStr, &M, &min_mn, LU, &lda, L, &M      );
    lapackf77_dlacpy( MagmaUpperStr, &min_mn, &N, LU, &lda, U, &min_mn );

    for(j=0; j<min_mn; j++)
        L[j+j*M] = MAGMA_D_MAKE( 1., 0. );
    
    matnorm = lapackf77_dlange("f", &M, &N, A, &lda, work);

    blasf77_dgemm("N", "N", &M, &N, &min_mn,
                  &alpha, L, &M, U, &min_mn, &beta, LU, &lda);

    for( j = 0; j < N; j++ ) {
        for( i = 0; i < M; i++ ) {
            LU[i+j*lda] = MAGMA_D_SUB( LU[i+j*lda], A[i+j*lda] );
        }
    }
    residual = lapackf77_dlange("f", &M, &N, LU, &lda, work);

    TESTING_FREE(L);
    TESTING_FREE(U);

    return residual / (matnorm * N);
}
示例#14
0
magma_int_t
magma_dinitrecursiveLU(
    magma_d_matrix A,
    magma_d_matrix *B,
    magma_queue_t queue ){

    magma_int_t i,j,k;

    for(i=0; i<A.num_rows; i++){
        for(j=B->row[i]; j<B->row[i+1]; j++){
            B->val[j] = MAGMA_D_MAKE(0.0, 0.0);
            magma_index_t localcol = B->col[j];
            for( k=A.row[i]; k<A.row[i+1]; k++){
                if(A.col[k] == localcol){
                    B->val[j] = A.val[k];
                }
            }
        }
    }

    return MAGMA_SUCCESS; 
}
示例#15
0
/**
    Purpose
    -------
    DGEBRD reduces a general real M-by-N matrix A to upper or lower
    bidiagonal form B by an orthogonal transformation: Q**H * A * P = B.

    If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal.

    Arguments
    ---------
    @param[in]
    m       INTEGER
            The number of rows in the matrix A.  M >= 0.

    @param[in]
    n       INTEGER
            The number of columns in the matrix A.  N >= 0.

    @param[in,out]
    A       DOUBLE_PRECISION array, dimension (LDA,N)
            On entry, the M-by-N general matrix to be reduced.
            On exit,
            if m >= n, the diagonal and the first superdiagonal are
              overwritten with the upper bidiagonal matrix B; the
              elements below the diagonal, with the array TAUQ, represent
              the orthogonal matrix Q as a product of elementary
              reflectors, and the elements above the first superdiagonal,
              with the array TAUP, represent the orthogonal matrix P as
              a product of elementary reflectors;
    \n
            if m < n, the diagonal and the first subdiagonal are
              overwritten with the lower bidiagonal matrix B; the
              elements below the first subdiagonal, with the array TAUQ,
              represent the orthogonal matrix Q as a product of
              elementary reflectors, and the elements above the diagonal,
              with the array TAUP, represent the orthogonal matrix P as
              a product of elementary reflectors.
            See Further Details.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.  LDA >= max(1,M).

    @param[out]
    d       double precision array, dimension (min(M,N))
            The diagonal elements of the bidiagonal matrix B:
            D(i) = A(i,i).

    @param[out]
    e       double precision array, dimension (min(M,N)-1)
            The off-diagonal elements of the bidiagonal matrix B:
            if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1;
            if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1.

    @param[out]
    tauq    DOUBLE_PRECISION array dimension (min(M,N))
            The scalar factors of the elementary reflectors which
            represent the orthogonal matrix Q. See Further Details.

    @param[out]
    taup    DOUBLE_PRECISION array, dimension (min(M,N))
            The scalar factors of the elementary reflectors which
            represent the orthogonal matrix P. 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 length of the array WORK.  LWORK >= (M+N)*NB, where NB
            is the optimal blocksize.
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the WORK array, returns
            this value as the first entry of the WORK array, and no error
            message related to LWORK is issued by XERBLA.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value.

    Further Details
    ---------------
    The matrices Q and P are represented as products of elementary
    reflectors:

    If m >= n,

       Q = H(1) H(2) . . . H(n)  and  P = G(1) G(2) . . . G(n-1)

    Each H(i) and G(i) has the form:

       H(i) = I - tauq * v * v'  and G(i) = I - taup * u * u'

    where tauq and taup are real scalars, and v and u are real vectors;
    v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i);
    u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n);
    tauq is stored in TAUQ(i) and taup in TAUP(i).

    If m < n,

       Q = H(1) H(2) . . . H(m-1)  and  P = G(1) G(2) . . . G(m)

    Each H(i) and G(i) has the form:

       H(i) = I - tauq * v * v'  and G(i) = I - taup * u * u'

    where tauq and taup are real scalars, and v and u are real vectors;
    v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i);
    u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n);
    tauq is stored in TAUQ(i) and taup in TAUP(i).

    The contents of A on exit are illustrated by the following examples:

    @verbatim
    m = 6 and n = 5 (m > n):          m = 5 and n = 6 (m < n):

      (  d   e   u1  u1  u1 )           (  d   u1  u1  u1  u1  u1 )
      (  v1  d   e   u2  u2 )           (  e   d   u2  u2  u2  u2 )
      (  v1  v2  d   e   u3 )           (  v1  e   d   u3  u3  u3 )
      (  v1  v2  v3  d   e  )           (  v1  v2  e   d   u4  u4 )
      (  v1  v2  v3  v4  d  )           (  v1  v2  v3  e   d   u5 )
      (  v1  v2  v3  v4  v5 )
    @endverbatim

    where d and e denote diagonal and off-diagonal elements of B, vi
    denotes an element of the vector defining H(i), and ui an element of
    the vector defining G(i).

    @ingroup magma_dgesvd_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dgebrd(magma_int_t m, magma_int_t n,
             double *A, magma_int_t lda, double *d, double *e,
             double *tauq, double *taup,
             double *work, magma_int_t lwork,
             magma_int_t *info)
{
#define  A(i, j) (A  + (j)*lda  + (i))
#define dA(i, j) (dA + (j)*ldda + (i))

    double c_neg_one = MAGMA_D_NEG_ONE;
    double c_one     = MAGMA_D_ONE;
    double *dA, *dwork;

    magma_int_t ncol, nrow, jmax, nb, ldda;

    magma_int_t i, j, nx;
    magma_int_t iinfo;

    magma_int_t minmn;
    magma_int_t ldwrkx, ldwrky, lwkopt;
    magma_int_t lquery;

    nb   = magma_get_dgebrd_nb(n);
    ldda = m;

    lwkopt = (m + n) * nb;
    work[0] = MAGMA_D_MAKE( lwkopt, 0. );
    lquery = (lwork == -1);
    
    /* Check arguments */
    *info = 0;
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    } else if (lwork < lwkopt && (! lquery) ) {
        *info = -10;
    }
    if (*info < 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery)
        return *info;

    /* Quick return if possible */
    minmn = min(m,n);
    if (minmn == 0) {
        work[0] = c_one;
        return *info;
    }

    if (MAGMA_SUCCESS != magma_dmalloc( &dA, n*ldda + (m + n)*nb )) {
        fprintf (stderr, "!!!! device memory allocation error in dgebrd\n" );
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dwork = dA + n*ldda;

    ldwrkx = m;
    ldwrky = n;

    /* Set the block/unblock crossover point NX. */
    nx = 128;

    /* Copy the matrix to the GPU */
    if (minmn - nx >= 1) {
        magma_dsetmatrix( m, n, A, lda, dA, ldda );
    }
    
    for (i=0; i < (minmn - nx); i += nb) {
        /*  Reduce rows and columns i:i+nb-1 to bidiagonal form and return
            the matrices X and Y which are needed to update the unreduced
            part of the matrix */
        nrow = m - i;
        ncol = n - i;

        /*   Get the current panel (no need for the 1st iteration) */
        if ( i > 0 ) {
            magma_dgetmatrix( nrow, nb, dA(i, i), ldda, A( i, i), lda );
            magma_dgetmatrix( nb, ncol - nb,
                              dA(i, i+nb), ldda,
                              A( i, i+nb), lda );
        }

        magma_dlabrd_gpu(nrow, ncol, nb,
                         A(i, i),          lda,    dA(i, i),          ldda,
                         d+i, e+i, tauq+i, taup+i,
                         work,             ldwrkx, dwork,             ldwrkx,  // x, dx
                         work+(ldwrkx*nb), ldwrky, dwork+(ldwrkx*nb), ldwrky); // y, dy

        /*  Update the trailing submatrix A(i+nb:m,i+nb:n), using an update
            of the form  A := A - V*Y' - X*U' */
        nrow = m - i - nb;
        ncol = n - i - nb;

        // Send Y back to the GPU
        magma_dsetmatrix( nrow, nb, work  + nb, ldwrkx, dwork + nb, ldwrkx );
        magma_dsetmatrix( ncol, nb,
                          work  + (ldwrkx+1)*nb, ldwrky,
                          dwork + (ldwrkx+1)*nb, ldwrky );

        magma_dgemm( MagmaNoTrans, MagmaConjTrans,
                     nrow, ncol, nb,
                     c_neg_one, dA(i+nb, i   ),      ldda,
                                dwork+(ldwrkx+1)*nb, ldwrky,
                     c_one,     dA(i+nb, i+nb),      ldda);

        magma_dgemm( MagmaNoTrans, MagmaNoTrans,
                     nrow, ncol, nb,
                     c_neg_one, dwork+nb,         ldwrkx,
                                dA( i,    i+nb ), ldda,
                     c_one,     dA( i+nb, i+nb ), ldda);

        /* Copy diagonal and off-diagonal elements of B back into A */
        if (m >= n) {
            jmax = i + nb;
            for (j = i; j < jmax; ++j) {
                *A(j, j  ) = MAGMA_D_MAKE( d[j], 0. );
                *A(j, j+1) = MAGMA_D_MAKE( e[j], 0. );
            }
        } else {
            jmax = i + nb;
            for (j = i; j < jmax; ++j) {
                *A(j,   j ) = MAGMA_D_MAKE( d[j], 0. );
                *A(j+1, j ) = MAGMA_D_MAKE( e[j], 0. );
            }
        }
    }

    /* Use unblocked code to reduce the remainder of the matrix */
    nrow = m - i;
    ncol = n - i;

    if ( 0 < minmn - nx ) {
        magma_dgetmatrix( nrow, ncol, dA(i, i), ldda, A(i, i), lda );
    }
    
    lapackf77_dgebrd( &nrow, &ncol,
                      A(i, i), &lda, d+i, e+i,
                      tauq+i, taup+i, work, &lwork, &iinfo);
    work[0] = MAGMA_D_MAKE( lwkopt, 0. );

    magma_free( dA );
    return *info;
} /* magma_dgebrd */
示例#16
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing ssyrk
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gflops, cublas_perf, cublas_time, cpu_perf, cpu_time;
    float          cublas_error, Cnorm, work[1];
    magma_int_t N, K;
    magma_int_t Ak, An;
    magma_int_t sizeA, sizeC;
    magma_int_t lda, ldc, ldda, lddc;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    
    float *h_A, *h_C, *h_Ccublas;
    float *d_A, *d_C;
    float c_neg_one = MAGMA_S_NEG_ONE;
    float alpha = MAGMA_D_MAKE(  0.29, -0.86 );
    float beta  = MAGMA_D_MAKE( -0.48,  0.38 );
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    printf("If running lapack (option --lapack), MAGMA and CUBLAS error are both computed\n"
           "relative to CPU BLAS result. Else, MAGMA error is computed relative to CUBLAS result.\n\n"
           "uplo = %c, transA = %c\n", opts.uplo, opts.transA );
    printf("    N     K   CUBLAS Gflop/s (ms)   CPU Gflop/s (ms)  CUBLAS error\n");
    printf("==================================================================\n");
    for( int i = 0; i < opts.ntest; ++i ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.nsize[i];
            K = opts.ksize[i];
            gflops = FLOPS_SSYRK(K, N) / 1e9;

            if ( opts.transA == MagmaNoTrans ) {
                lda = An = N;
                Ak = K;
            } else {
                lda = An = K;
                Ak = N;
            }
            
            ldc = N;
            
            ldda = ((lda+31)/32)*32;
            lddc = ((ldc+31)/32)*32;
            
            sizeA = lda*Ak;
            sizeC = ldc*N;
            
            TESTING_MALLOC( h_A,  float, lda*Ak );
            TESTING_MALLOC( h_C,  float, ldc*N  );
            TESTING_MALLOC( h_Ccublas, float, ldc*N  );
            
            TESTING_DEVALLOC( d_A, float, ldda*Ak );
            TESTING_DEVALLOC( d_C, float, lddc*N  );
            
            /* Initialize the matrices */
            lapackf77_slarnv( &ione, ISEED, &sizeA, h_A );
            lapackf77_slarnv( &ione, ISEED, &sizeC, h_C );
            
            /* =====================================================================
               Performs operation using CUDA-BLAS
               =================================================================== */
            magma_ssetmatrix( An, Ak, h_A, lda, d_A, ldda );
            magma_ssetmatrix( N, N, h_C, ldc, d_C, lddc );

            cublas_time = magma_sync_wtime( NULL );
            cublasSsyrk( opts.uplo, opts.transA, N, K,
                         alpha, d_A, ldda,
                         beta,  d_C, lddc );
            cublas_time = magma_sync_wtime( NULL ) - cublas_time;
            cublas_perf = gflops / cublas_time;
            
            magma_sgetmatrix( N, N, d_C, lddc, h_Ccublas, ldc );
            
            /* =====================================================================
               Performs operation using CPU BLAS
               =================================================================== */
            if ( opts.lapack ) {
                cpu_time = magma_wtime();
                blasf77_ssyrk( &opts.uplo, &opts.transA, &N, &K,
                               &alpha, h_A, &lda,
                               &beta,  h_C, &ldc );
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
            }
            
            /* =====================================================================
               Check the result
               =================================================================== */
            if ( opts.lapack ) {
                // compute relative error for both magma & cublas, relative to lapack,
                // |C_magma - C_lapack| / |C_lapack|
                Cnorm = lapackf77_slansy("fro", &opts.uplo, &N, h_C, &ldc, work);

                blasf77_saxpy( &sizeC, &c_neg_one, h_C, &ione, h_Ccublas, &ione );
                cublas_error = lapackf77_slansy( "fro", &opts.uplo, &N, h_Ccublas, &ldc, work ) / Cnorm;
                
                printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)    %8.2e\n",
                       (int) N, (int) K,
                       cublas_perf, 1000.*cublas_time,
                       cpu_perf,    1000.*cpu_time,
                       cublas_error );
            }
            else {
                printf("%5d %5d   %7.2f (%7.2f)    ---   (  ---  )    ---     ---\n",
                       (int) N, (int) K,
                       cublas_perf, 1000.*cublas_time);
            }
            
            TESTING_FREE( h_A  );
            TESTING_FREE( h_C  );
            TESTING_FREE( h_Ccublas );
            
            TESTING_DEVFREE( d_A );
            TESTING_DEVFREE( d_C );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    TESTING_FINALIZE();
    return 0;
}
示例#17
0
extern "C" magma_int_t
magma_dgeqp3( magma_int_t m, magma_int_t n,
              double *A, magma_int_t lda,
              magma_int_t *jpvt, double *tau,
              double *work, magma_int_t lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
              double *rwork,
#endif
              magma_int_t *info )
{
    /*  -- MAGMA (version 1.4.0) --
           Univ. of Tennessee, Knoxville
           Univ. of California, Berkeley
           Univ. of Colorado, Denver
           August 2013

        Purpose
        =======
        DGEQP3 computes a QR factorization with column pivoting of a
        matrix A:  A*P = Q*R  using Level 3 BLAS.

        Arguments
        =========
        M       (input) INTEGER
                The number of rows of the matrix A. M >= 0.

        N       (input) INTEGER
                The number of columns of the matrix A.  N >= 0.

        A       (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
                On entry, the M-by-N matrix A.
                On exit, the upper triangle of the array contains the
                min(M,N)-by-N upper trapezoidal matrix R; the elements below
                the diagonal, together with the array TAU, represent the
                unitary matrix Q as a product of min(M,N) elementary
                reflectors.

        LDA     (input) INTEGER
                The leading dimension of the array A. LDA >= max(1,M).

        JPVT    (input/output) INTEGER array, dimension (N)
                On entry, if JPVT(J).ne.0, the J-th column of A is permuted
                to the front of A*P (a leading column); if JPVT(J)=0,
                the J-th column of A is a free column.
                On exit, if JPVT(J)=K, then the J-th column of A*P was the
                the K-th column of A.

        TAU     (output) DOUBLE_PRECISION array, dimension (min(M,N))
                The scalar factors of the elementary reflectors.

        WORK    (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
                On exit, if INFO=0, WORK(1) returns the optimal LWORK.

        LWORK   (input) INTEGER
                The dimension of the array WORK.
                For [sd]geqp3, LWORK >= (N+1)*NB + 2*N;
                for [cz]geqp3, LWORK >= (N+1)*NB,
                where NB is the optimal blocksize.

                If LWORK = -1, then a workspace query is assumed; the routine
                only calculates the optimal size of the WORK array, returns
                this value as the first entry of the WORK array, and no error
                message related to LWORK is issued by XERBLA.

        For [cz]geqp3 only:
        RWORK   (workspace) DOUBLE PRECISION array, dimension (2*N)

        INFO    (output) INTEGER
                = 0: successful exit.
                < 0: if INFO = -i, the i-th argument had an illegal value.

        Further Details
        ===============
        The matrix Q is represented as a product of elementary reflectors

          Q = H(1) H(2) . . . H(k), where k = min(m,n).

        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-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in
        A(i+1:m,i), and tau in TAU(i).
        =====================================================================   */

#define  A(i, j) (A     + (i) + (j)*(lda ))
#define dA(i, j) (dwork + (i) + (j)*(ldda))

    double   *dwork, *df;

    magma_int_t ione = 1;

    magma_int_t n_j, ldda, ldwork;
    magma_int_t j, jb, na, nb, sm, sn, fjb, nfxd, minmn;
    magma_int_t topbmn, sminmn, lwkopt, lquery;

    *info = 0;
    lquery = (lwork == -1);
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    }

    nb = magma_get_dgeqp3_nb(min(m, n));
    if (*info == 0) {
        minmn = min(m,n);
        if (minmn == 0) {
            lwkopt = 1;
        } else {
            lwkopt = (n + 1)*nb;
#if defined(PRECISION_d) || defined(PRECISION_s)
            lwkopt += 2*n;
#endif
        }
        work[0] = MAGMA_D_MAKE( lwkopt, 0. );

        if (lwork < lwkopt && ! lquery) {
            *info = -8;
        }
    }

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    } else if (lquery) {
        return *info;
    }

    if (minmn == 0)
        return *info;

#if defined(PRECISION_d) || defined(PRECISION_s)
    double *rwork = work + (n + 1)*nb;
#endif

    ldda = ((m+31)/32)*32;
    ldwork = n*ldda + (n+1)*nb;
    if (MAGMA_SUCCESS != magma_dmalloc( &dwork, ldwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    df = dwork + n*ldda;
    // dwork used for dA

    magma_queue_t stream;
    magma_queue_create( &stream );

    /* Move initial columns up front.
     * Note jpvt uses 1-based indices for historical compatibility. */
    nfxd = 0;
    for (j = 0; j < n; ++j) {
        if (jpvt[j] != 0) {
            if (j != nfxd) {
                blasf77_dswap(&m, A(0, j), &ione, A(0, nfxd), &ione);
                jpvt[j]    = jpvt[nfxd];
                jpvt[nfxd] = j + 1;
            }
            else {
                jpvt[j] = j + 1;
            }
            ++nfxd;
        }
        else {
            jpvt[j] = j + 1;
        }
    }

    /*     Factorize fixed columns
           =======================
           Compute the QR factorization of fixed columns and update
           remaining columns. */
    if (nfxd > 0) {
        na = min(m,nfxd);
        lapackf77_dgeqrf(&m, &na, A, &lda, tau, work, &lwork, info);
        if (na < n) {
            n_j = n - na;
            lapackf77_dormqr( MagmaLeftStr, MagmaTransStr, &m, &n_j, &na,
                              A, &lda, tau, A(0, na), &lda,
                              work, &lwork, info );
        }
    }

    /*  Factorize free columns */
    if (nfxd < minmn) {
        sm = m - nfxd;
        sn = n - nfxd;
        sminmn = minmn - nfxd;

        if (nb < sminmn) {
            j = nfxd;

            // Set the original matrix to the GPU
            magma_dsetmatrix_async( m, sn,
                                    A (0,j), lda,
                                    dA(0,j), ldda, stream );
        }

        /* Initialize partial column norms. */
        for (j = nfxd; j < n; ++j) {
            rwork[j] = cblas_dnrm2(sm, A(nfxd, j), ione);
            rwork[n + j] = rwork[j];
        }

        j = nfxd;
        if (nb < sminmn) {
            /* Use blocked code initially. */
            magma_queue_sync( stream );

            /* Compute factorization: while loop. */
            topbmn = minmn - nb;
            while(j < topbmn) {
                jb = min(nb, topbmn - j);

                /* Factorize JB columns among columns J:N. */
                n_j = n - j;

                if (j>nfxd) {
                    // Get panel to the CPU
                    magma_dgetmatrix( m-j, jb,
                                      dA(j,j), ldda,
                                      A (j,j), lda );

                    // Get the rows
                    magma_dgetmatrix( jb, n_j - jb,
                                      dA(j,j + jb), ldda,
                                      A (j,j + jb), lda );
                }

                magma_dlaqps( m, n_j, j, jb, &fjb,
                              A (0, j), lda,
                              dA(0, j), ldda,
                              &jpvt[j], &tau[j], &rwork[j], &rwork[n + j],
                              work,
                              &work[jb], n_j,
                              &df[jb],   n_j );

                j += fjb;  /* fjb is actual number of columns factored */
            }
        }

        /* Use unblocked code to factor the last or only block. */
        if (j < minmn) {
            n_j = n - j;
            if (j > nfxd) {
                magma_dgetmatrix( m-j, n_j,
                                  dA(j,j), ldda,
                                  A (j,j), lda );
            }
            lapackf77_dlaqp2(&m, &n_j, &j, A(0, j), &lda, &jpvt[j],
                             &tau[j], &rwork[j], &rwork[n+j], work );
        }
    }

    work[0] = MAGMA_D_MAKE( lwkopt, 0. );
    magma_free( dwork );

    magma_queue_destroy( stream );

    return *info;
} /* dgeqp3 */
示例#18
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing zher2k
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gflops, cublas_perf, cublas_time, cpu_perf, cpu_time;
    double          cublas_error, Cnorm, work[1];
    magma_int_t N, K;
    magma_int_t Ak, An, Bk, Bn;
    magma_int_t sizeA, sizeB, sizeC;
    magma_int_t lda, ldb, ldc, ldda, lddb, lddc;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    
    magmaDoubleComplex *h_A, *h_B, *h_C, *h_Ccublas;
    magmaDoubleComplex *d_A, *d_B, *d_C;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    magmaDoubleComplex alpha = MAGMA_Z_MAKE(  0.29, -0.86 );
    double beta  = MAGMA_D_MAKE( -0.48,  0.38 );
    magma_int_t status = 0;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    opts.lapack |= opts.check;  // check (-c) implies lapack (-l)
    
    double tol = opts.tolerance * lapackf77_dlamch("E");
    
    printf("If running lapack (option --lapack), CUBLAS error is computed\n"
           "relative to CPU BLAS result.\n\n");
    printf("uplo = %s, transA = %s\n",
           lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA) );
    printf("    N     K   CUBLAS Gflop/s (ms)   CPU Gflop/s (ms)  CUBLAS error\n");
    printf("==================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.msize[itest];
            K = opts.ksize[itest];
            gflops = FLOPS_ZHER2K(K, N) / 1e9;

            if ( opts.transA == MagmaNoTrans ) {
                lda = An = N;
                Ak = K;
                ldb = Bn = N;
                Bk = K;
            } else {
                lda = An = K;
                Ak = N;
                ldb = Bn = K;
                Bk = N;
            }
            
            ldc = N;
            
            ldda = ((lda+31)/32)*32;
            lddb = ((ldb+31)/32)*32;
            lddc = ((ldc+31)/32)*32;
            
            sizeA = lda*Ak;
            sizeB = ldb*Ak;
            sizeC = ldc*N;
            
            TESTING_MALLOC_CPU( h_A,       magmaDoubleComplex, lda*Ak );
            TESTING_MALLOC_CPU( h_B,       magmaDoubleComplex, ldb*Bk );
            TESTING_MALLOC_CPU( h_C,       magmaDoubleComplex, ldc*N  );
            TESTING_MALLOC_CPU( h_Ccublas, magmaDoubleComplex, ldc*N  );
            
            TESTING_MALLOC_DEV( d_A, magmaDoubleComplex, ldda*Ak );
            TESTING_MALLOC_DEV( d_B, magmaDoubleComplex, lddb*Bk );
            TESTING_MALLOC_DEV( d_C, magmaDoubleComplex, lddc*N  );
            
            /* Initialize the matrices */
            lapackf77_zlarnv( &ione, ISEED, &sizeA, h_A );
            lapackf77_zlarnv( &ione, ISEED, &sizeB, h_B );
            lapackf77_zlarnv( &ione, ISEED, &sizeC, h_C );
            
            /* =====================================================================
               Performs operation using CUBLAS
               =================================================================== */
            magma_zsetmatrix( An, Ak, h_A, lda, d_A, ldda );
            magma_zsetmatrix( Bn, Bk, h_B, ldb, d_B, lddb );
            magma_zsetmatrix( N, N, h_C, ldc, d_C, lddc );
            
            cublas_time = magma_sync_wtime( NULL );
            cublasZher2k( handle, cublas_uplo_const(opts.uplo), cublas_trans_const(opts.transA), N, K,
                          &alpha, d_A, ldda,
                                  d_B, lddb,
                          &beta,  d_C, lddc );
            cublas_time = magma_sync_wtime( NULL ) - cublas_time;
            cublas_perf = gflops / cublas_time;
            
            magma_zgetmatrix( N, N, d_C, lddc, h_Ccublas, ldc );
            
            /* =====================================================================
               Performs operation using CPU BLAS
               =================================================================== */
            if ( opts.lapack ) {
                cpu_time = magma_wtime();
                blasf77_zher2k( lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA), &N, &K,
                               &alpha, h_A, &lda,
                                       h_B, &ldb,
                               &beta,  h_C, &ldc );
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
            }
            
            /* =====================================================================
               Check the result
               =================================================================== */
            if ( opts.lapack ) {
                // compute relative error for both magma & cublas, relative to lapack,
                // |C_magma - C_lapack| / |C_lapack|
                Cnorm = lapackf77_zlange( "M", &N, &N, h_C, &ldc, work );
                
                blasf77_zaxpy( &sizeC, &c_neg_one, h_C, &ione, h_Ccublas, &ione );
                cublas_error = lapackf77_zlange( "M", &N, &N, h_Ccublas, &ldc, work ) / Cnorm;
                
                printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)    %8.2e   %s\n",
                       (int) N, (int) K,
                       cublas_perf, 1000.*cublas_time,
                       cpu_perf,    1000.*cpu_time,
                       cublas_error, (cublas_error < tol ? "ok" : "failed"));
                status += ! (cublas_error < tol);
            }
            else {
                printf("%5d %5d   %7.2f (%7.2f)    ---   (  ---  )    ---     ---\n",
                       (int) N, (int) K,
                       cublas_perf, 1000.*cublas_time);
            }
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_B );
            TESTING_FREE_CPU( h_C );
            TESTING_FREE_CPU( h_Ccublas );
            
            TESTING_FREE_DEV( d_A );
            TESTING_FREE_DEV( d_B );
            TESTING_FREE_DEV( d_C );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    TESTING_FINALIZE();
    return status;
}
示例#19
0
extern "C" magma_int_t
magma_dgelqf( magma_int_t m, magma_int_t n,
              double *a,    magma_int_t lda,   double *tau,
              double *work, magma_int_t lwork, magma_int_t *info)
{
/*  -- MAGMA (version 1.4.0) --
       Univ. of Tennessee, Knoxville
       Univ. of California, Berkeley
       Univ. of Colorado, Denver
       August 2013

    Purpose
    =======
    DGELQF computes an LQ factorization of a DOUBLE_PRECISION M-by-N matrix A:
    A = L * Q.

    Arguments
    =========
    M       (input) INTEGER
            The number of rows of the matrix A.  M >= 0.

    N       (input) INTEGER
            The number of columns of the matrix A.  N >= 0.

    A       (input/output) DOUBLE_PRECISION array, dimension (LDA,N)
            On entry, the M-by-N matrix A.
            On exit, the elements on and below the diagonal of the array
            contain the m-by-min(m,n) lower trapezoidal matrix L (L is
            lower triangular if m <= n); the elements above the diagonal,
            with the array TAU, represent the orthogonal matrix Q as a
            product of elementary reflectors (see Further Details).

            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    LDA     (input) INTEGER
            The leading dimension of the array A.  LDA >= max(1,M).

    TAU     (output) DOUBLE_PRECISION array, dimension (min(M,N))
            The scalar factors of the elementary reflectors (see Further
            Details).

    WORK    (workspace/output) DOUBLE_PRECISION array, dimension (MAX(1,LWORK))
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

            Higher performance is achieved if WORK is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    LWORK   (input) INTEGER
            The dimension of the array WORK.  LWORK >= max(1,M).
            For optimum performance LWORK >= M*NB, where NB is the
            optimal blocksize.

            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the WORK array, returns
            this value as the first entry of the WORK array, and no error
            message related to LWORK is issued.

    INFO    (output) INTEGER
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
                  if INFO = -10 internal GPU memory allocation failed.

    Further Details
    ===============
    The matrix Q is represented as a product of elementary reflectors

       Q = H(k) . . . H(2) H(1), where k = min(m,n).

    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-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n),
    and tau in TAU(i).
    =====================================================================    */

    #define  a_ref(a_1,a_2) ( a+(a_2)*(lda) + (a_1))

    double *dA, *dAT;
    double c_one = MAGMA_D_ONE;
    magma_int_t maxm, maxn, maxdim, nb;
    magma_int_t iinfo, ldda;
    int lquery;

    /* Function Body */
    *info = 0;
    nb = magma_get_dgelqf_nb(m);

    work[0] = MAGMA_D_MAKE( (double)(m*nb), 0 );
    lquery = (lwork == -1);
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    } else if (lwork < max(1,m) && ! lquery) {
        *info = -7;
    }
    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery) {
        return *info;
    }

    /*  Quick return if possible */
    if (min(m, n) == 0) {
        work[0] = c_one;
        return *info;
    }

    maxm = ((m + 31)/32)*32;
    maxn = ((n + 31)/32)*32;
    maxdim = max(maxm, maxn);

    if (maxdim*maxdim < 2*maxm*maxn)
        {
            ldda = maxdim;

            if (MAGMA_SUCCESS != magma_dmalloc( &dA, maxdim*maxdim )) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }

            magma_dsetmatrix( m, n, a, lda, dA, ldda );
            dAT = dA;
            magmablas_dtranspose_inplace( ldda, dAT, ldda );
        }
    else
        {
            ldda = maxn;

            if (MAGMA_SUCCESS != magma_dmalloc( &dA, 2*maxn*maxm )) {
                *info = MAGMA_ERR_DEVICE_ALLOC;
                return *info;
            }

            magma_dsetmatrix( m, n, a, lda, dA, maxm );

            dAT = dA + maxn * maxm;
            magmablas_dtranspose2( dAT, ldda, dA, maxm, m, n );
        }

    magma_dgeqrf2_gpu(n, m, dAT, ldda, tau, &iinfo);

    if (maxdim*maxdim < 2*maxm*maxn) {
        magmablas_dtranspose_inplace( ldda, dAT, ldda );
        magma_dgetmatrix( m, n, dA, ldda, a, lda );
    } else {
        magmablas_dtranspose2( dA, maxm, dAT, ldda, n, m );
        magma_dgetmatrix( m, n, dA, maxm, a, lda );
    }

    magma_free( dA );

    return *info;
} /* magma_dgelqf */
示例#20
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Debugging file
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    magma_d_solver_par solver_par;
    magma_d_preconditioner precond_par;
    solver_par.epsilon = 10e-16;
    solver_par.maxiter = 1000;
    solver_par.verbose = 0;
    precond_par.solver = Magma_JACOBI;

    magma_dsolverinfo_init( &solver_par, &precond_par );
    
    double one = MAGMA_D_MAKE(1.0, 0.0);
    double zero = MAGMA_D_MAKE(0.0, 0.0);

    magma_d_sparse_matrix A, B, B_d;
    magma_d_vector x, b;

    // generate matrix of desired structure and size
    magma_int_t n=10;   // size is n*n
    magma_int_t nn = n*n;
    magma_int_t offdiags = 2;
    magma_index_t *diag_offset;
    double *diag_vals;
    magma_dmalloc_cpu( &diag_vals, offdiags+1 );
    magma_index_malloc_cpu( &diag_offset, offdiags+1 );
    diag_offset[0] = 0;
    diag_offset[1] = 1;
    diag_offset[2] = n;
    diag_vals[0] = MAGMA_D_MAKE( 4.0, 0.0 );
    diag_vals[1] = MAGMA_D_MAKE( -1.0, 0.0 );
    diag_vals[2] = MAGMA_D_MAKE( -1.0, 0.0 );
    magma_dmgenerator( nn, offdiags, diag_offset, diag_vals, &A );

    // convert marix into desired format
    B.storage_type = Magma_SELLC;
    B.blocksize = 8;
    B.alignment = 8;
    // scale matrix
    magma_dmscale( &A, Magma_UNITDIAG );

    magma_d_mconvert( A, &B, Magma_CSR, B.storage_type );
    magma_d_mtransfer( B, &B_d, Magma_CPU, Magma_DEV );

    // vectors and initial guess
    magma_d_vinit( &b, Magma_DEV, A.num_cols, one );
    magma_d_vinit( &x, Magma_DEV, A.num_cols, one );
    magma_d_spmv( one, B_d, x, zero, b );                 //  b = A x
    magma_d_vfree(&x);
    magma_d_vinit( &x, Magma_DEV, A.num_cols, zero );

    // solver
    magma_dpcg( B_d, b, &x, &solver_par, &precond_par );

    // solverinfo
    magma_dsolverinfo( &solver_par, &precond_par );

    magma_dsolverinfo_free( &solver_par, &precond_par );

    magma_d_mfree(&B_d);
    magma_d_mfree(&B);
    magma_d_mfree(&A); 
    magma_d_vfree(&x);
    magma_d_vfree(&b);

    TESTING_FINALIZE();
    return 0;
}
示例#21
0
int main( int argc, char** argv )
{
    TESTING_INIT();
    
    real_Double_t   gflops, t1, t2;
    double c_neg_one = MAGMA_D_NEG_ONE;
    magma_int_t ione = 1;
    const char trans[] = { 'N', 'C', 'T' };
    const char uplo[]  = { 'L', 'U' };
    const char diag[]  = { 'U', 'N' };
    const char side[]  = { 'L', 'R' };
    
    double  *A,  *B,  *C,   *C2, *LU;
    double *dA, *dB, *dC1, *dC2;
    double alpha = MAGMA_D_MAKE( 0.5, 0.1 );
    double beta  = MAGMA_D_MAKE( 0.7, 0.2 );
    double dalpha = 0.6;
    double dbeta  = 0.8;
    double work[1], error, total_error;
    magma_int_t ISEED[4] = {0,0,0,1};
    magma_int_t m, n, k, size, maxn, ld, info;
    magma_int_t *piv;
    magma_err_t err;
    
    magma_opts opts;
    parse_opts( argc, argv, &opts );
    
    printf( "Compares magma wrapper function to cublas function; all diffs should be exactly 0.\n\n" );
    
    total_error = 0.;
    for( int i = 0; i < opts.ntest; ++i ) {
        m = opts.msize[i];
        n = opts.nsize[i];
        k = opts.ksize[i];
        printf("=========================================================================\n");
        printf( "M %d, N %d, K %d\n", (int) m, (int) n, (int) k );
        
        // allocate matrices
        // over-allocate so they can be any combination of {m,n,k} x {m,n,k}.
        maxn = max( max( m, n ), k );
        ld = maxn;
        size = maxn*maxn;
        err = magma_malloc_cpu( (void**) &piv, maxn*sizeof(magma_int_t) );  assert( err == 0 );
        err = magma_dmalloc_pinned( &A,  size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &B,  size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &C,  size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &C2, size );  assert( err == 0 );
        err = magma_dmalloc_pinned( &LU, size );  assert( err == 0 );
        err = magma_dmalloc( &dA,  size );        assert( err == 0 );
        err = magma_dmalloc( &dB,  size );        assert( err == 0 );
        err = magma_dmalloc( &dC1, size );        assert( err == 0 );
        err = magma_dmalloc( &dC2, size );        assert( err == 0 );
        
        // initialize matrices
        size = maxn*maxn;
        lapackf77_dlarnv( &ione, ISEED, &size, A  );
        lapackf77_dlarnv( &ione, ISEED, &size, B  );
        lapackf77_dlarnv( &ione, ISEED, &size, C  );
        
        printf( "========== Level 1 BLAS ==========\n" );
        
        // ----- test DSWAP
        // swap 2nd and 3rd columns of dA, then copy to C2 and compare with A
        assert( n >= 4 );
        magma_dsetmatrix( m, n, A, ld, dA, ld );
        magma_dsetmatrix( m, n, A, ld, dB, ld );
        magma_dswap( m, dA(0,1), 1, dA(0,2), 1 );
        magma_dswap( m, dB(0,1), 1, dB(0,2), 1 );
        
        // check results, storing diff between magma and cuda calls in C2
        cublasDaxpy( ld*n, c_neg_one, dA, 1, dB, 1 );
        magma_dgetmatrix( m, n, dB, ld, C2, ld );
        error = lapackf77_dlange( "F", &m, &k, C2, &ld, work );
        total_error += error;
        printf( "dswap             diff %.2g\n", error );
        
        // ----- test IDAMAX
        // get argmax of column of A
        magma_dsetmatrix( m, k, A, ld, dA, ld );
        error = 0;
        for( int j = 0; j < k; ++j ) {
            magma_int_t i1 = magma_idamax( m, dA(0,j), 1 );
            magma_int_t i2 = cublasIdamax( m, dA(0,j), 1 );
            assert( i1 == i2 );
            error += abs( i1 - i2 );
        }
        total_error += error;
        gflops = (double)m * k / 1e9;
        printf( "idamax            diff %.2g\n", error );
        printf( "\n" );
        
        printf( "========== Level 2 BLAS ==========\n" );
        
        // ----- test DGEMV
        // c = alpha*A*b + beta*c,  with A m*n; b,c m or n-vectors
        // try no-trans/trans
        for( int ia = 0; ia < 3; ++ia ) {
            magma_dsetmatrix( m, n, A,  ld, dA,  ld );
            magma_dsetvector( maxn, B, 1, dB,  1 );
            magma_dsetvector( maxn, C, 1, dC1, 1 );
            magma_dsetvector( maxn, C, 1, dC2, 1 );
            t1 = magma_sync_wtime( 0 );
            magma_dgemv( trans[ia], m, n, alpha, dA, ld, dB, 1, beta, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDgemv( trans[ia], m, n, alpha, dA, ld, dB, 1, beta, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            size = (trans[ia] == 'N' ? m : n);
            cublasDaxpy( size, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetvector( size, dC2, 1, C2, 1 );
            error = lapackf77_dlange( "F", &size, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DGEMV( m, n ) / 1e9;
            printf( "dgemv( %c )        diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    trans[ia], error, gflops/t1, gflops/t2 );
        }
        printf( "\n" );
        
        // ----- test DSYMV
        // c = alpha*A*b + beta*c,  with A m*m symmetric; b,c m-vectors
        // try upper/lower
        for( int iu = 0; iu < 2; ++iu ) {
            magma_dsetmatrix( m, m, A, ld, dA, ld );
            magma_dsetvector( m, B, 1, dB,  1 );
            magma_dsetvector( m, C, 1, dC1, 1 );
            magma_dsetvector( m, C, 1, dC2, 1 );
            t1 = magma_sync_wtime( 0 );
            magma_dsymv( uplo[iu], m, alpha, dA, ld, dB, 1, beta, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsymv( uplo[iu], m, alpha, dA, ld, dB, 1, beta, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( m, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetvector( m, dC2, 1, C2, 1 );
            error = lapackf77_dlange( "F", &m, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYMV( m ) / 1e9;
            printf( "dsymv( %c )        diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], error, gflops/t1, gflops/t2 );
        }
        printf( "\n" );
        
        // ----- test DTRSV
        // solve A*c = c,  with A m*m triangular; c m-vector
        // try upper/lower, no-trans/trans, unit/non-unit diag
        // Factor A into LU to get well-conditioned triangles, else solve yields garbage.
        // Still can give garbage if solves aren't consistent with LU factors,
        // e.g., using unit diag for U, so copy lower triangle to upper triangle.
        // Also used for trsm later.
        lapackf77_dlacpy( "Full", &maxn, &maxn, A, &ld, LU, &ld );
        lapackf77_dgetrf( &maxn, &maxn, LU, &ld, piv, &info );
        for( int j = 0; j < maxn; ++j ) {
            for( int i = 0; i < j; ++i ) {
                *LU(i,j) = *LU(j,i);
            }
        }
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            magma_dsetmatrix( m, m, LU, ld, dA, ld );
            magma_dsetvector( m, C, 1, dC1, 1 );
            magma_dsetvector( m, C, 1, dC2, 1 );
            t1 = magma_sync_wtime( 0 );
            magma_dtrsv( uplo[iu], trans[it], diag[id], m, dA, ld, dC1, 1 );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDtrsv( uplo[iu], trans[it], diag[id], m, dA, ld, dC2, 1 );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( m, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetvector( m, dC2, 1, C2, 1 );
            error = lapackf77_dlange( "F", &m, &ione, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DTRSM( MagmaLeft, m, 1 ) / 1e9;
            printf( "dtrsv( %c, %c, %c )  diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], diag[id], error, gflops/t1, gflops/t2 );
        }}}
        printf( "\n" );
        
        printf( "========== Level 3 BLAS ==========\n" );
        
        // ----- test DGEMM
        // C = alpha*A*B + beta*C,  with A m*k or k*m; B k*n or n*k; C m*n
        // try combinations of no-trans/trans
        for( int ia = 0; ia < 3; ++ia ) {
        for( int ib = 0; ib < 3; ++ib ) {
            bool nta = (trans[ia] == 'N');
            bool ntb = (trans[ib] == 'N');
            magma_dsetmatrix( (nta ? m : k), (nta ? m : k), A, ld, dA,  ld );
            magma_dsetmatrix( (ntb ? k : n), (ntb ? n : k), B, ld, dB,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dgemm( trans[ia], trans[ib], m, n, k, alpha, dA, ld, dB, ld, beta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDgemm( trans[ia], trans[ib], m, n, k, alpha, dA, ld, dB, ld, beta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &m, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DGEMM( m, n, k ) / 1e9;
            printf( "dgemm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    trans[ia], trans[ib], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DSYMM
        // C = alpha*A*B + beta*C  (left)  with A m*m symmetric; B,C m*n; or
        // C = alpha*B*A + beta*C  (right) with A n*n symmetric; B,C m*n
        // try left/right, upper/lower
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
            magma_dsetmatrix( m, m, A, ld, dA,  ld );
            magma_dsetmatrix( m, n, B, ld, dB,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dsymm( side[is], uplo[iu], m, n, alpha, dA, ld, dB, ld, beta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsymm( side[is], uplo[iu], m, n, alpha, dA, ld, dB, ld, beta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &m, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYMM( side[is], m, n ) / 1e9;
            printf( "dsymm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    side[is], uplo[iu], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DSYRK
        // C = alpha*A*A^H + beta*C  (no-trans) with A m*k and C m*m symmetric; or
        // C = alpha*A^H*A + beta*C  (trans)    with A k*m and C m*m symmetric
        // try upper/lower, no-trans/trans
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
            magma_dsetmatrix( n, k, A, ld, dA,  ld );
            magma_dsetmatrix( n, n, C, ld, dC1, ld );
            magma_dsetmatrix( n, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dsyrk( uplo[iu], trans[it], n, k, dalpha, dA, ld, dbeta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsyrk( uplo[iu], trans[it], n, k, dalpha, dA, ld, dbeta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( n, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYRK( k, n ) / 1e9;
            printf( "dsyrk( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DSYR2K
        // C = alpha*A*B^H + ^alpha*B*A^H + beta*C  (no-trans) with A,B n*k; C n*n symmetric; or
        // C = alpha*A^H*B + ^alpha*B^H*A + beta*C  (trans)    with A,B k*n; C n*n symmetric
        // try upper/lower, no-trans/trans
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
            bool nt = (trans[it] == 'N');
            magma_dsetmatrix( (nt ? n : k), (nt ? n : k), A, ld, dA,  ld );
            magma_dsetmatrix( n, n, C, ld, dC1, ld );
            magma_dsetmatrix( n, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dsyr2k( uplo[iu], trans[it], n, k, alpha, dA, ld, dB, ld, dbeta, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDsyr2k( uplo[iu], trans[it], n, k, alpha, dA, ld, dB, ld, dbeta, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( n, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DSYR2K( k, n ) / 1e9;
            printf( "dsyr2k( %c, %c )    diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}
        printf( "\n" );
        
        // ----- test DTRMM
        // C = alpha*A*C  (left)  with A m*m triangular; C m*n; or
        // C = alpha*C*A  (right) with A n*n triangular; C m*n
        // try left/right, upper/lower, no-trans/trans, unit/non-unit
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            bool left = (side[is] == 'L');
            magma_dsetmatrix( (left ? m : n), (left ? m : n), A, ld, dA,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dtrmm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDtrmm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DTRMM( side[is], m, n ) / 1e9;
            printf( "dtrmm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}}}
        printf( "\n" );
        
        // ----- test DTRSM
        // solve A*X = alpha*B  (left)  with A m*m triangular; B m*n; or
        // solve X*A = alpha*B  (right) with A n*n triangular; B m*n
        // try left/right, upper/lower, no-trans/trans, unit/non-unit
        for( int is = 0; is < 2; ++is ) {
        for( int iu = 0; iu < 2; ++iu ) {
        for( int it = 0; it < 3; ++it ) {
        for( int id = 0; id < 2; ++id ) {
            bool left = (side[is] == 'L');
            magma_dsetmatrix( (left ? m : n), (left ? m : n), LU, ld, dA,  ld );
            magma_dsetmatrix( m, n, C, ld, dC1, ld );
            magma_dsetmatrix( m, n, C, ld, dC2, ld );
            t1 = magma_sync_wtime( 0 );
            magma_dtrsm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC1, ld );
            t1 = magma_sync_wtime( 0 ) - t1;
            t2 = magma_sync_wtime( 0 );
            cublasDtrsm( side[is], uplo[iu], trans[it], diag[id], m, n, alpha, dA, ld, dC2, ld );
            t2 = magma_sync_wtime( 0 ) - t2;
            
            // check results, storing diff between magma and cuda call in C2
            cublasDaxpy( ld*n, c_neg_one, dC1, 1, dC2, 1 );
            magma_dgetmatrix( m, n, dC2, ld, C2, ld );
            error = lapackf77_dlange( "F", &n, &n, C2, &ld, work );
            total_error += error;
            gflops = FLOPS_DTRSM( side[is], m, n ) / 1e9;
            printf( "dtrsm( %c, %c )     diff %.2g,  Gflop/s %6.2f, %6.2f\n",
                    uplo[iu], trans[it], error, gflops/t1, gflops/t2 );
        }}}}
        printf( "\n" );
        
        // cleanup
        magma_free_cpu( piv );
        magma_free_pinned( A  );
        magma_free_pinned( B  );
        magma_free_pinned( C  );
        magma_free_pinned( C2 );
        magma_free_pinned( LU );
        magma_free( dA  );
        magma_free( dB  );
        magma_free( dC1 );
        magma_free( dC2 );
    }
    
    if ( total_error != 0. ) {
        printf( "total error %.2g -- ought to be 0 -- some test failed (see above).\n",
                total_error );
    }
    else {
        printf( "all tests passed\n" );
    }
    
    TESTING_FINALIZE();
    return 0;
}
示例#22
0
extern "C" magma_int_t
magma_dlobpcg( magma_d_sparse_matrix A, magma_d_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_d_bspmv_tuned(m, n, alpha, A, X, beta, AX)       {        \
            magmablas_dtranspose( m, n, X, m, blockW, n );        	\
            magma_d_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_d_spmv(alpha, A, x, beta, ax );                           \
            magmablas_dtranspose( 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);
    double *blockX = solver_par->eigenvectors;
    double *evalues = solver_par->eigenvalues;


    double *dwork, *hwork;
    double *blockP, *blockAP, *blockR, *blockAR, *blockAX, *blockW;
    double *gramA, *gramB, *gramM;
    double *gevectors, *h_gramB;

    double *pointer, *origX = blockX;
    double *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_dmalloc_pinned( &hwork   ,        lwork );
    magma_dmalloc(        &blockAX   ,        m*n );
    magma_dmalloc(        &blockAR   ,        m*n );
    magma_dmalloc(        &blockAP   ,        m*n );
    magma_dmalloc(        &blockR    ,        m*n );
    magma_dmalloc(        &blockP    ,        m*n );
    magma_dmalloc(        &blockW    ,        m*n );
    magma_dmalloc(        &dwork     ,        m*n );            
    magma_dmalloc(        &eval_gpu  ,        3*n );




//**********************************************************+

    magma_int_t verbosity = 1;
    magma_int_t *iwork, liwork = 15*n+9;

    // === Set solver parameters ===
    double residualTolerance  = solver_par->epsilon;
    magma_int_t maxIterations = solver_par->maxiter;

    // === Set some constants & defaults ===
    double c_one = MAGMA_D_ONE, c_zero = MAGMA_D_ZERO;

    double *residualNorms, *condestGhistory, condestG;
    double *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_dmalloc(&residualNorms, (maxIterations+1) * n);
    magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) );

    // === Allocate CPU work space ===
    magma_dmalloc_cpu(&condestGhistory, maxIterations+1);
    magma_dmalloc_cpu(&gevalues, 3 * n);
    magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t));

    double *hW;
    magma_dmalloc_pinned(&hW, n*n);
    magma_dmalloc_pinned(&gevectors, 9*n*n); 
    magma_dmalloc_pinned(&h_gramB  , 9*n*n);

    // === Allocate GPU workspace ===
    magma_dmalloc(&gramM, n * n);
    magma_dmalloc(&gramA, 9 * n * n);
    magma_dmalloc(&gramB, 9 * n * n);

    #if defined(PRECISION_z) || defined(PRECISION_c)
    double *rwork;
    magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);

    magma_dmalloc_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_dgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, info );
    //magma_dorthomgs( m, n, blockX );
    
    magma_d_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );

    // === Compute the Gram matrix = (X, AX) & its eigenstates ===
    magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, n, m,
                c_one,  blockX, m, blockAX, m, c_zero, gramM, n);

    magma_dsyevd_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_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one,  blockX, m, gramM, n, c_zero, blockW, m);
    magmablas_swap(blockW, blockX);

    // === Update AX = AX * evectors ===
    magma_dgemm(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_dlacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);

/*
            for(int i=0; i<n; i++){
               magma_daxpy(m, MAGMA_D_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_dlobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu);

            magmablas_dnrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));

            // === remove the residuals corresponding to already converged evectors
            magma_dcompact(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_dlacpy( MagmaUpperLower, m, cBlockSize, blockR, m, blockW, m);

            /*
            // === make the preconditioned residuals orthogonal to X
            magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
                        c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram);
            magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                        c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockR, m);
            */

            // === make the active preconditioned residuals orthonormal
            magma_dgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, info );
            //magma_dorthomgs( m, cBlockSize, blockR );
            
            // === compute AR
            magma_d_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR );
 
            if (!restart) {
                // === compact P & AP as well
                magma_dcompactActive(m, n, blockP,  m, activeMask);
                magma_dcompactActive(m, n, blockAP, m, activeMask);
          
                /*
                // === make P orthogonal to X ?
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
                            c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram);
                magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
                            c_mone, blockX, m, gramB(0,0), ldgram, c_one, blockP, m);

                // === make P orthogonal to R ?
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                            c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram);
                magma_dgemm(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_dgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, info );
                //magma_dorthomgs( m, cBlockSize, blockP );

                //magma_d_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP );
                magma_dsetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize);


//                magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, 
  //                           m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);

            // replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
            magmablas_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, 
                        m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#else
            magma_dtrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m, 
                            cBlockSize, c_one, dwork, cBlockSize, blockAP, m);
#endif
            }

            iter = max(1,iterationNumber-10- (int)(log(1.*cBlockSize)));
            double 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_dlaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram);  // identity

            if (!restart) {
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
                            c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram);
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                            c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram);
            }
            magma_dgemm(MagmaConjTrans, 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_dgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);
            lapackf77_dsyev("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_dlaset(MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram);  // identity

            magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
                        c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram);
            magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
                        c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram);

            if (!restart) {
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m, 
                            c_one, blockP, m, blockAX, m, c_zero, 
                            gramA(n+cBlockSize,0), ldgram);
                magma_dgemm(MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m, 
                            c_one, blockP, m, blockAR, m, c_zero, 
                            gramA(n+cBlockSize,n), ldgram);
                magma_dgemm(MagmaConjTrans, 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_dgemm(MagmaConjTrans, MagmaNoTrans, n, n, m,
                        c_one, blockX, m, blockAX, m, c_zero,
                        gramA(0,0), ldgram);
            */

            if (restart==0) {
                magma_dgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
            }
            else {
                gramDim = n+cBlockSize;
                magma_dgetmatrix(gramDim, gramDim, gramA, ldgram, gevectors, ldgram);
            }

            for(int k=0; k<n; k++)
                *gevectors(k,k) = MAGMA_D_MAKE(evalues[k], 0);

            // === the previous eigensolver destroyed what is in h_gramB => must copy it again
            magma_dgetmatrix(gramDim, gramDim, gramB, ldgram, h_gramB, ldgram);

            magma_int_t itype = 1;
            lapackf77_dsygvd(&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_dsetmatrix(gramDim, gramDim, gevectors, ldgram, gramA, ldgram);

            if (restart == 0) {
                // === contribution from P to the new X (in new search direction P)
                magma_dgemm(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_dgemm(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_dgemm(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_dgemm(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_dgemm(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_dgemm(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_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                        c_one, blockX, m, gramA, ldgram, c_zero, dwork, m);
            magmablas_swap(dwork, blockX);
            //magma_daxpy(m*n, c_one, blockP, 1, blockX, 1);
            magma_dlobpcg_maxpy( m, n, blockP, blockX );    

            
            // === corresponding contribution from old AX to new AX + AP
            magma_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                        c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m);
            magmablas_swap(dwork, blockAX);
            //magma_daxpy(m*n, c_one, blockAP, 1, blockAX, 1);
            magma_dlobpcg_maxpy( m, n, blockAP, blockAX );    

            condestGhistory[iterationNumber+1]=condestG;
            if (verbosity==1) {
                // double res;
                // magma_dgetmatrix(1, 1, 
                //                  (double*)residualNorms(0, iterationNumber), 1, 
                //                  (double*)&res, 1);
                // 
                //  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
    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_d_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX );
    magma_dgemm(MagmaConjTrans, MagmaNoTrans, n, n, m,
                c_one,  blockX, m, blockAX, m, c_zero, gramM, n);

    magma_dsyevd_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_dgemm(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_dgemm(MagmaNoTrans, MagmaNoTrans, m, n, n,
                c_one, dwork, m, gramM, n, c_zero, blockAX, m);

    // === compute R = AX - evalues X
    magmablas_dlacpy( MagmaUpperLower, m, n, blockAX, m, blockR, m);
    for(int i=0; i<n; i++)
        magma_daxpy(m, MAGMA_D_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1);

    // === residualNorms[iterationNumber] = || R ||    
    magmablas_dnrm2_cols(m, n, blockR, m, residualNorms(0, iterationNumber));

    // === restore blockX if needed
    if (blockX != origX)
        magmablas_dlacpy( 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_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
    printf("\n\n");

    //=== Print residual history in a file for plotting ====
    double *hresidualNorms;
    magma_dmalloc_cpu(&hresidualNorms, (iterationNumber+1) * n);
    magma_dgetmatrix(n, iterationNumber, 
                     (double*)residualNorms, n, 
                     (double*)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;
}
示例#23
0
/* ////////////////////////////////////////////////////////////////////////////
   -- Testing dsyr2k
*/
int main( int argc, char** argv)
{
    TESTING_INIT();

    real_Double_t   gflops, cublas_perf, cublas_time, cpu_perf, cpu_time;
    double          cublas_error, Cnorm, work[1];
    magma_int_t N, K;
    magma_int_t Ak, An, Bk, Bn;
    magma_int_t sizeA, sizeB, sizeC;
    magma_int_t lda, ldb, ldc, ldda, lddb, lddc;
    magma_int_t ione     = 1;
    magma_int_t ISEED[4] = {0,0,0,1};
    
    double *h_A, *h_B, *h_C, *h_Ccublas;
    magmaDouble_ptr d_A, d_B, d_C;
    double c_neg_one = MAGMA_D_NEG_ONE;
    double alpha = MAGMA_D_MAKE(  0.29, -0.86 );
    double beta  = MAGMA_D_MAKE( -0.48,  0.38 );
    magma_int_t status = 0;
    
    magma_opts opts;
    opts.parse_opts( argc, argv );
    opts.lapack |= opts.check;  // check (-c) implies lapack (-l)
    
    double tol = opts.tolerance * lapackf77_dlamch("E");
    
    #ifdef COMPLEX
    if (opts.transA == MagmaTrans) {
        opts.transA = MagmaConjTrans; 
        printf("%% WARNING: transA = MagmaTrans changed to MagmaConjTrans\n");
    }
    #endif
    
    printf("%% If running lapack (option --lapack), CUBLAS error is computed\n"
           "%% relative to CPU BLAS result.\n\n");
    printf("%% uplo = %s, transA = %s\n",
           lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA) );
    printf("%%   N     K   CUBLAS Gflop/s (ms)   CPU Gflop/s (ms)  CUBLAS error\n");
    printf("%%=================================================================\n");
    for( int itest = 0; itest < opts.ntest; ++itest ) {
        for( int iter = 0; iter < opts.niter; ++iter ) {
            N = opts.msize[itest];
            K = opts.ksize[itest];
            gflops = FLOPS_DSYR2K(K, N) / 1e9;

            if ( opts.transA == MagmaNoTrans ) {
                lda = An = N;
                Ak = K;
                ldb = Bn = N;
                Bk = K;
            } else {
                lda = An = K;
                Ak = N;
                ldb = Bn = K;
                Bk = N;
            }
            
            ldc = N;
            
            ldda = magma_roundup( lda, opts.align );  // multiple of 32 by default
            lddb = magma_roundup( ldb, opts.align );  // multiple of 32 by default
            lddc = magma_roundup( ldc, opts.align );  // multiple of 32 by default
            
            sizeA = lda*Ak;
            sizeB = ldb*Ak;
            sizeC = ldc*N;
            
            TESTING_MALLOC_CPU( h_A,       double, lda*Ak );
            TESTING_MALLOC_CPU( h_B,       double, ldb*Bk );
            TESTING_MALLOC_CPU( h_C,       double, ldc*N  );
            TESTING_MALLOC_CPU( h_Ccublas, double, ldc*N  );
            
            TESTING_MALLOC_DEV( d_A, double, ldda*Ak );
            TESTING_MALLOC_DEV( d_B, double, lddb*Bk );
            TESTING_MALLOC_DEV( d_C, double, lddc*N  );
            
            /* Initialize the matrices */
            lapackf77_dlarnv( &ione, ISEED, &sizeA, h_A );
            lapackf77_dlarnv( &ione, ISEED, &sizeB, h_B );
            lapackf77_dlarnv( &ione, ISEED, &sizeC, h_C );
            
            /* =====================================================================
               Performs operation using CUBLAS
               =================================================================== */
            magma_dsetmatrix( An, Ak, h_A, lda, d_A, ldda );
            magma_dsetmatrix( Bn, Bk, h_B, ldb, d_B, lddb );
            magma_dsetmatrix( N, N, h_C, ldc, d_C, lddc );
            
            magmablasSetKernelStream( opts.queue );  // opts.handle also uses opts.queue
            cublas_time = magma_sync_wtime( opts.queue );
            #ifdef HAVE_CUBLAS
                cublasDsyr2k( opts.handle, cublas_uplo_const(opts.uplo), cublas_trans_const(opts.transA), N, K,
                              &alpha, d_A, ldda,
                                      d_B, lddb,
                              &beta,  d_C, lddc );
            #else
                magma_dsyr2k( opts.uplo, opts.transA, N, K,
                              alpha, d_A, 0, ldda,
                                     d_B, 0, lddb,
                              beta,  d_C, 0, lddc, opts.queue );
            #endif
            cublas_time = magma_sync_wtime( opts.queue ) - cublas_time;
            cublas_perf = gflops / cublas_time;
            
            magma_dgetmatrix( N, N, d_C, lddc, h_Ccublas, ldc );
            
            /* =====================================================================
               Performs operation using CPU BLAS
               =================================================================== */
            if ( opts.lapack ) {
                cpu_time = magma_wtime();
                blasf77_dsyr2k( lapack_uplo_const(opts.uplo), lapack_trans_const(opts.transA), &N, &K,
                               &alpha, h_A, &lda,
                                       h_B, &ldb,
                               &beta,  h_C, &ldc );
                cpu_time = magma_wtime() - cpu_time;
                cpu_perf = gflops / cpu_time;
            }
            
            /* =====================================================================
               Check the result
               =================================================================== */
            if ( opts.lapack ) {
                // compute relative error for both magma & cublas, relative to lapack,
                // |C_magma - C_lapack| / |C_lapack|
                Cnorm = lapackf77_dlange( "M", &N, &N, h_C, &ldc, work );
                
                blasf77_daxpy( &sizeC, &c_neg_one, h_C, &ione, h_Ccublas, &ione );
                cublas_error = lapackf77_dlange( "M", &N, &N, h_Ccublas, &ldc, work ) / Cnorm;
                
                printf("%5d %5d   %7.2f (%7.2f)   %7.2f (%7.2f)    %8.2e   %s\n",
                       (int) N, (int) K,
                       cublas_perf, 1000.*cublas_time,
                       cpu_perf,    1000.*cpu_time,
                       cublas_error, (cublas_error < tol ? "ok" : "failed"));
                status += ! (cublas_error < tol);
            }
            else {
                printf("%5d %5d   %7.2f (%7.2f)    ---   (  ---  )    ---     ---\n",
                       (int) N, (int) K,
                       cublas_perf, 1000.*cublas_time);
            }
            
            TESTING_FREE_CPU( h_A );
            TESTING_FREE_CPU( h_B );
            TESTING_FREE_CPU( h_C );
            TESTING_FREE_CPU( h_Ccublas );
            
            TESTING_FREE_DEV( d_A );
            TESTING_FREE_DEV( d_B );
            TESTING_FREE_DEV( d_C );
            fflush( stdout );
        }
        if ( opts.niter > 1 ) {
            printf( "\n" );
        }
    }

    opts.cleanup();
    TESTING_FINALIZE();
    return status;
}
       Univ. of Colorado, Denver
       @date May 2016

       @author Mark Gates
       @generated from control/magma_znan_inf.cpp normal z -> d, Mon May  2 23:29:59 2016

*/
#include <limits>

#include "magma_internal.h"

#define REAL


const double MAGMA_D_NAN
    = MAGMA_D_MAKE( std::numeric_limits<double>::quiet_NaN(),
                    std::numeric_limits<double>::quiet_NaN() );

const double MAGMA_D_INF
    = MAGMA_D_MAKE( std::numeric_limits<double>::infinity(),
                    std::numeric_limits<double>::infinity() );

/** @return true if either real(x) or imag(x) is NAN. */
int magma_d_isnan( double x )
{
#ifdef COMPLEX
    return isnan( real( x )) ||
           isnan( imag( x ));
#else
    return isnan( x );
#endif
}
示例#25
0
/**
    Purpose
    -------
    DORMQR overwrites the general real M-by-N matrix C with

    @verbatim
                                SIDE = MagmaLeft    SIDE = MagmaRight
    TRANS = MagmaNoTrans:       Q * C               C * Q
    TRANS = MagmaTrans:    Q**H * C            C * Q**H
    @endverbatim

    where Q is a real unitary matrix defined as the product of k
    elementary reflectors

          Q = H(1) H(2) . . . H(k)

    as returned by DGEQRF. Q is of order M if SIDE = MagmaLeft and of order N
    if SIDE = MagmaRight.

    Arguments
    ---------
    @param[in]
    ngpu    INTEGER
            Number of GPUs to use. ngpu > 0.

    @param[in]
    side    magma_side_t
      -     = MagmaLeft:      apply Q or Q**H from the Left;
      -     = MagmaRight:     apply Q or Q**H from the Right.

    @param[in]
    trans   magma_trans_t
      -     = MagmaNoTrans:    No transpose, apply Q;
      -     = MagmaTrans: Conjugate transpose, apply Q**H.

    @param[in]
    m       INTEGER
            The number of rows of the matrix C. M >= 0.

    @param[in]
    n       INTEGER
            The number of columns of the matrix C. N >= 0.

    @param[in]
    k       INTEGER
            The number of elementary reflectors whose product defines
            the matrix Q.
            If SIDE = MagmaLeft,  M >= K >= 0;
            if SIDE = MagmaRight, N >= K >= 0.

    @param[in]
    A       DOUBLE_PRECISION array, dimension (LDA,K)
            The i-th column must contain the vector which defines the
            elementary reflector H(i), for i = 1,2,...,k, as returned by
            DGEQRF in the first k columns of its array argument A.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.
            If SIDE = MagmaLeft,  LDA >= max(1,M);
            if SIDE = MagmaRight, LDA >= max(1,N).

    @param[in]
    tau     DOUBLE_PRECISION array, dimension (K)
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i), as returned by DGEQRF.

    @param[in,out]
    C       DOUBLE_PRECISION array, dimension (LDC,N)
            On entry, the M-by-N matrix C.
            On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q.

    @param[in]
    ldc     INTEGER
            The leading dimension of the array C. LDC >= max(1,M).

    @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.
            If SIDE = MagmaLeft,  LWORK >= max(1,N);
            if SIDE = MagmaRight, LWORK >= max(1,M).
            For optimum performance LWORK >= N*NB if SIDE = MagmaLeft, and
            LWORK >= M*NB if SIDE = MagmaRight, where NB is the optimal
            blocksize.
    \n
            If LWORK = -1, then a workspace query is assumed; the routine
            only calculates the optimal size of the WORK array, returns
            this value as the first entry of the WORK array, and no error
            message related to LWORK is issued by XERBLA.

    @param[out]
    info    INTEGER
      -     = 0:  successful exit
      -     < 0:  if INFO = -i, the i-th argument had an illegal value

    @ingroup magma_dgeqrf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dormqr_m(
    magma_int_t ngpu,
    magma_side_t side, magma_trans_t trans,
    magma_int_t m, magma_int_t n, magma_int_t k,
    double *A,    magma_int_t lda,
    double *tau,
    double *C,    magma_int_t ldc,
    double *work, magma_int_t lwork,
    magma_int_t *info)
{
#define  A(i, j) (A + (j)*lda  + (i))
#define  C(i, j) (C + (j)*ldc  + (i))

#define    dC(gpui,      i, j) (dw[gpui] + (j)*lddc + (i))
#define  dA_c(gpui, ind, i, j) (dw[gpui] + maxnlocal*lddc + (ind)*lddar*lddac + (i) + (j)*lddac)
#define  dA_r(gpui, ind, i, j) (dw[gpui] + maxnlocal*lddc + (ind)*lddar*lddac + (i) + (j)*lddar)
#define    dT(gpui, ind)       (dw[gpui] + maxnlocal*lddc + 2*lddac*lddar + (ind)*((nb+1)*nb))
#define dwork(gpui, ind)       (dw[gpui] + maxnlocal*lddc + 2*lddac*lddar + 2*((nb+1)*nb) + (ind)*(lddwork*nb))

    double c_zero = MAGMA_D_ZERO;
    double c_one  = MAGMA_D_ONE;

    const char* side_  = lapack_side_const( side );
    const char* trans_ = lapack_trans_const( trans );

    // TODO fix memory leak (alloc after argument checks)
    magma_int_t nb = 128;
    double *T;
    magma_dmalloc_pinned(&T, nb*nb);
    //printf("calling dormqr_m with nb=%d\n", (int) nb);

    double* dw[MagmaMaxGPUs];
    magma_queue_t stream [MagmaMaxGPUs][2];
    magma_event_t  event [MagmaMaxGPUs][2];

    magma_int_t ind_c;
    magma_device_t igpu;
    
    magma_device_t orig_dev;
    magma_getdevice( &orig_dev );
    magma_queue_t orig_stream;
    magmablasGetKernelStream( &orig_stream );

    *info = 0;

    magma_int_t left   = (side == MagmaLeft);
    magma_int_t notran = (trans == MagmaNoTrans);
    magma_int_t lquery = (lwork == -1);

    /* NQ is the order of Q and NW is the minimum dimension of WORK */
    magma_int_t nq, nw;
    if (left) {
        nq = m;
        nw = n;
    } else {
        nq = n;
        nw = m;
    }


    if (! left && side != MagmaRight) {
        *info = -1;
    } else if (! notran && trans != MagmaTrans) {
        *info = -2;
    } else if (m < 0) {
        *info = -3;
    } else if (n < 0) {
        *info = -4;
    } else if (k < 0 || k > nq) {
        *info = -5;
    } else if (lda < max(1,nq)) {
        *info = -7;
    } else if (ldc < max(1,m)) {
        *info = -10;
    } else if (lwork < max(1,nw) && ! lquery) {
        *info = -12;
    }

    magma_int_t lwkopt = max(1,nw) * 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 (m == 0 || n == 0 || k == 0) {
        work[0] = c_one;
        return *info;
    }

    if (nb >= k) {
        /* Use CPU code */
        lapackf77_dormqr(side_, trans_, &m, &n, &k, A, &lda, tau,
                         C, &ldc, work, &lwork, info);
        return *info;
    }

    magma_int_t lddc = (m+63)/64*64;
    magma_int_t lddac = nq;
    magma_int_t lddar = nb;
    magma_int_t lddwork = nw;

    magma_int_t nlocal[ MagmaMaxGPUs ] = { 0 };

    magma_int_t nb_l=256;
    magma_int_t nbl = (n-1)/nb_l+1; // number of blocks
    magma_int_t maxnlocal = (nbl+ngpu-1)/ngpu*nb_l;

    ngpu = min(ngpu, (n+nb_l-1)/nb_l); // Don't use GPU that will not have data.

    magma_int_t ldw = maxnlocal*lddc // dC
                    + 2*lddac*lddar // 2*dA
                    + 2*(nb + 1 + lddwork)*nb; // 2*(dT and dwork)

    for (igpu = 0; igpu < ngpu; ++igpu) {
        magma_setdevice(igpu);
        if (MAGMA_SUCCESS != magma_dmalloc( &dw[igpu], ldw )) {
            *info = MAGMA_ERR_DEVICE_ALLOC;
            magma_xerbla( __func__, -(*info) );
            return *info;
        }
        magma_queue_create( &stream[igpu][0] );
        magma_queue_create( &stream[igpu][1] );
        magma_event_create( &event[igpu][0] );
        magma_event_create( &event[igpu][1] );
    }

    /* Use hybrid CPU-MGPU code */
    if (left) {
        //copy C to mgpus
        for (magma_int_t i = 0; i < nbl; ++i) {
            magma_int_t igpu = i%ngpu;
            magma_setdevice(igpu);
            magma_int_t kb = min(nb_l, n-i*nb_l);
            magma_dsetmatrix_async( m, kb,
                                   C(0, i*nb_l), ldc,
                                   dC(igpu, 0, i/ngpu*nb_l), lddc, stream[igpu][0] );
            nlocal[igpu] += kb;
        }

        magma_int_t i1, i2, i3;
        if ( !notran ) {
            i1 = 0;
            i2 = k;
            i3 = nb;
        } else {
            i1 = (k - 1) / nb * nb;
            i2 = 0;
            i3 = -nb;
        }

        ind_c = 0;

        for (magma_int_t i = i1; (i3 < 0 ? i >= i2 : i < i2); i += i3) {
            // start the copy of A panel
            magma_int_t kb = min(nb, k - i);
            for (igpu = 0; igpu < ngpu; ++igpu) {
                magma_setdevice(igpu);
                magma_event_sync(event[igpu][ind_c]); // check if the new data can be copied
                magma_dsetmatrix_async(nq-i, kb,
                                       A(i, i),                 lda,
                                       dA_c(igpu, ind_c, i, 0), lddac, stream[igpu][0] );
                // set upper triangular part of dA to identity
                magmablas_dlaset_band_q( MagmaUpper, kb, kb, kb, c_zero, c_one, dA_c(igpu, ind_c, i, 0), lddac, stream[igpu][0] );
            }

            /* Form the triangular factor of the block reflector
             H = H(i) H(i+1) . . . H(i+ib-1) */
            magma_int_t nqi = nq - i;
            lapackf77_dlarft("F", "C", &nqi, &kb, A(i, i), &lda,
                             &tau[i], T, &kb);

            /* H or H' is applied to C(1:m,i:n) */

            /* Apply H or H'; First copy T to the GPU */
            for (igpu = 0; igpu < ngpu; ++igpu) {
                magma_setdevice(igpu);
                magma_dsetmatrix_async(kb, kb,
                                       T,               kb,
                                       dT(igpu, ind_c), kb, stream[igpu][0] );
            }

            for (igpu = 0; igpu < ngpu; ++igpu) {
                magma_setdevice(igpu);
                magma_queue_sync( stream[igpu][0] ); // check if the data was copied
                magmablasSetKernelStream(stream[igpu][1]);
                magma_dlarfb_gpu( side, trans, MagmaForward, MagmaColumnwise,
                                 m-i, nlocal[igpu], kb,
                                 dA_c(igpu, ind_c, i, 0), lddac, dT(igpu, ind_c), kb,
                                 dC(igpu, i, 0), lddc,
                                 dwork(igpu, ind_c), lddwork);
                magma_event_record(event[igpu][ind_c], stream[igpu][1] );
            }

            ind_c = (ind_c+1)%2;
        }

        for (igpu = 0; igpu < ngpu; ++igpu) {
            magma_setdevice(igpu);
            magma_queue_sync( stream[igpu][1] );
        }

        //copy C from mgpus
        for (magma_int_t i = 0; i < nbl; ++i) {
            magma_int_t igpu = i%ngpu;
            magma_setdevice(igpu);
            magma_int_t kb = min(nb_l, n-i*nb_l);
            magma_dgetmatrix( m, kb,
                              dC(igpu, 0, i/ngpu*nb_l), lddc,
                              C(0, i*nb_l), ldc );
//            magma_dgetmatrix_async( m, kb,
//                                   dC(igpu, 0, i/ngpu*nb_l), lddc,
//                                   C(0, i*nb_l), ldc, stream[igpu][0] );
        }
    } else {
        // TODO fix memory leak T, dw, event, stream
        fprintf(stderr, "The case (side == right) is not implemented\n");
        *info = MAGMA_ERR_NOT_IMPLEMENTED;
        magma_xerbla( __func__, -(*info) );
        return *info;
        /*
        if ( notran ) {
            i1 = 0;
            i2 = k;
            i3 = nb;
        } else {
            i1 = (k - 1) / nb * nb;
            i2 = 0;
            i3 = -nb;
        }

        mi = m;
        ic = 0;

        for (i = i1; (i3 < 0 ? i >= i2 : i < i2); i += i3) {
            ib = min(nb, k - i);
            
            // Form the triangular factor of the block reflector
            // H = H(i) H(i+1) . . . H(i+ib-1)
            i__4 = nq - i;
            lapackf77_dlarft("F", "C", &i__4, &ib, A(i, i), &lda,
            &tau[i], T, &ib);
            
            // 1) copy the panel from A to the GPU, and
            // 2) set upper triangular part of dA to identity
            magma_dsetmatrix( i__4, ib, A(i, i), lda, dA(i, 0), ldda );
            magmablas_dlaset_band( MagmaUpper, ib, ib, ib, c_zero, c_one, dA(i, 0), ldda );
            
            // H or H' is applied to C(1:m,i:n)
            ni = n - i;
            jc = i;
            
            // Apply H or H'; First copy T to the GPU
            magma_dsetmatrix( ib, ib, T, ib, dT, ib );
            magma_dlarfb_gpu( side, trans, MagmaForward, MagmaColumnwise,
            mi, ni, ib,
            dA(i, 0), ldda, dT, ib,
            dC(ic, jc), lddc,
            dwork, lddwork);
        }
        */
    }

    work[0] = MAGMA_D_MAKE( lwkopt, 0 );

    for (igpu = 0; igpu < ngpu; ++igpu) {
        magma_setdevice(igpu);
        magma_event_destroy( event[igpu][0] );
        magma_event_destroy( event[igpu][1] );
        magma_queue_destroy( stream[igpu][0] );
        magma_queue_destroy( stream[igpu][1] );
        magma_free( dw[igpu] );
    }
    magma_setdevice( orig_dev );
    magmablasSetKernelStream( orig_stream );

    return *info;
} /* magma_dormqr */
示例#26
0
/**
    Purpose
    -------
    If VECT = MagmaQ, DORMBR overwrites the general real M-by-N matrix C with
                                 SIDE = MagmaLeft     SIDE = MagmaRight
    TRANS = MagmaNoTrans:        Q*C                  C*Q
    TRANS = MagmaTrans:     Q**H*C               C*Q**H
    
    If VECT = MagmaP, DORMBR overwrites the general real M-by-N matrix C with
                                 SIDE = MagmaLeft     SIDE = MagmaRight
    TRANS = MagmaNoTrans:        P*C                  C*P
    TRANS = MagmaTrans:     P**H*C               C*P**H
    
    Here Q and P**H are the unitary matrices determined by DGEBRD when
    reducing A real matrix A to bidiagonal form: A = Q*B * P**H. Q
    and P**H are defined as products of elementary reflectors H(i) and
    G(i) respectively.
    
    Let nq = m if SIDE = MagmaLeft and nq = n if SIDE = MagmaRight. Thus nq is the
    order of the unitary matrix Q or P**H that is applied.
    
    If VECT = MagmaQ, A is assumed to have been an NQ-by-K matrix:
    if nq >= k, Q = H(1) H(2) . . . H(k);
    if nq <  k, Q = H(1) H(2) . . . H(nq-1).
    
    If VECT = MagmaP, A is assumed to have been A K-by-NQ matrix:
    if k <  nq, P = G(1) G(2) . . . G(k);
    if k >= nq, P = G(1) G(2) . . . G(nq-1).
    
    Arguments
    ---------
    @param[in]
    vect    magma_vect_t
      -     = MagmaQ: apply Q or Q**H;
      -     = MagmaP: apply P or P**H.
    
    @param[in]
    side    magma_side_t
      -     = MagmaLeft:  apply Q, Q**H, P or P**H from the Left;
      -     = MagmaRight: apply Q, Q**H, P or P**H from the Right.
    
    @param[in]
    trans   magma_trans_t
      -     = MagmaNoTrans:    No transpose, apply Q or P;
      -     = MagmaTrans: Conjugate transpose, apply Q**H or P**H.
    
    @param[in]
    m       INTEGER
            The number of rows of the matrix C. M >= 0.
    
    @param[in]
    n       INTEGER
            The number of columns of the matrix C. N >= 0.
    
    @param[in]
    k       INTEGER
            If VECT = MagmaQ, the number of columns in the original
            matrix reduced by DGEBRD.
            If VECT = MagmaP, the number of rows in the original
            matrix reduced by DGEBRD.
            K >= 0.
    
    @param[in]
    A       DOUBLE_PRECISION array, dimension
                                  (LDA,min(nq,K)) if VECT = MagmaQ
                                  (LDA,nq)        if VECT = MagmaP
            The vectors which define the elementary reflectors H(i) and
            G(i), whose products determine the matrices Q and P, as
            returned by DGEBRD.
    
    @param[in]
    lda     INTEGER
            The leading dimension of the array A.
            If VECT = MagmaQ, LDA >= max(1,nq);
            if VECT = MagmaP, LDA >= max(1,min(nq,K)).
    
    @param[in]
    tau     DOUBLE_PRECISION array, dimension (min(nq,K))
            TAU(i) must contain the scalar factor of the elementary
            reflector H(i) or G(i) which determines Q or P, as returned
            by DGEBRD in the array argument TAUQ or TAUP.
    
    @param[in,out]
    C       DOUBLE_PRECISION array, dimension (LDC,N)
            On entry, the M-by-N matrix C.
            On exit, C is overwritten by Q*C or Q**H*C or C*Q**H or C*Q
            or P*C or P**H*C or C*P or C*P**H.
    
    @param[in]
    ldc     INTEGER
            The leading dimension of the array C. LDC >= max(1,M).
    
    @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.
            If SIDE = MagmaLeft,  LWORK >= max(1,N);
            if SIDE = MagmaRight, LWORK >= max(1,M);
            if N = 0 or M = 0, LWORK >= 1.
            For optimum performance
            if SIDE = MagmaLeft,  LWORK >= max(1,N*NB);
            if SIDE = MagmaRight, LWORK >= max(1,M*NB),
            where NB is the optimal blocksize. (NB = 0 if M = 0 or N = 0.)
    \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
    

    @ingroup magma_dgesvd_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dormbr(
    magma_vect_t vect, magma_side_t side, magma_trans_t trans,
    magma_int_t m, magma_int_t n, magma_int_t k,
    double *A, magma_int_t lda,
    double *tau,
    double *C, magma_int_t ldc,
    double *work, magma_int_t lwork,
    magma_int_t *info)
{
    #define A(i,j)  (A + (i) + (j)*lda)
    #define C(i,j)  (C + (i) + (j)*ldc)
            
    magma_int_t i1, i2, nb, mi, ni, nq, nq_1, nw, iinfo, lwkopt;
    magma_int_t left, notran, applyq, lquery;
    magma_trans_t transt;
    
    MAGMA_UNUSED( nq_1 );  // used only in version 1

    *info = 0;
    applyq = (vect  == MagmaQ);
    left   = (side  == MagmaLeft);
    notran = (trans == MagmaNoTrans);
    lquery = (lwork == -1);

    /* NQ is the order of Q or P and NW is the minimum dimension of WORK */
    if (left) {
        nq = m;
        nw = n;
    }
    else {
        nq = n;
        nw = m;
    }
    if (m == 0 || n == 0) {
        nw = 0;
    }
    
    /* check arguments */
    if (! applyq && vect != MagmaP) {
        *info = -1;
    }
    else if (! left && side != MagmaRight) {
        *info = -2;
    }
    else if (! notran && trans != MagmaTrans) {
        *info = -3;
    }
    else if (m < 0) {
        *info = -4;
    }
    else if (n < 0) {
        *info = -5;
    }
    else if (k < 0) {
        *info = -6;
    }
    else if ( (   applyq && lda < max(1,nq)        ) ||
              ( ! applyq && lda < max(1,min(nq,k)) ) ) {
        *info = -8;
    }
    else if (ldc < max(1,m)) {
        *info = -11;
    }
    else if (lwork < max(1,nw) && ! lquery) {
        *info = -13;
    }

    if (*info == 0) {
        if (nw > 0) {
            // TODO have get_dormqr_nb and get_dormlq_nb routines? see original LAPACK dormbr.
            // TODO make them dependent on m, n, and k?
            nb = magma_get_dgebrd_nb( min( m, n ));
            lwkopt = max(1, nw*nb);
        }
        else {
            lwkopt = 1;
        }
        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 (m == 0 || n == 0) {
        return *info;
    }

    if (applyq) {
        /* Apply Q */
        if (nq >= k) {
            /* Q was determined by a call to DGEBRD with nq >= k */
            #if VERSION == 1
            lapackf77_dormqr( lapack_side_const(side), lapack_trans_const(trans),
                              &m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &iinfo);
            #else
            magma_dormqr( side, trans,
                          m, n, k, A, lda, tau, C, ldc, work, lwork, &iinfo);
            #endif
        }
        else if (nq > 1) {
            /* Q was determined by a call to DGEBRD with nq < k */
            if (left) {
                mi = m - 1;
                ni = n;
                i1 = 1;
                i2 = 0;
            }
            else {
                mi = m;
                ni = n - 1;
                i1 = 0;
                i2 = 1;
            }
            #if VERSION == 1
            nq_1 = nq - 1;
            lapackf77_dormqr( lapack_side_const(side), lapack_trans_const(trans),
                              &mi, &ni, &nq_1, A(1,0), &lda, tau, C(i1,i2), &ldc, work, &lwork, &iinfo);
            #else
            magma_dormqr( side, trans,
                          mi, ni, nq-1, A(1,0), lda, tau, C(i1,i2), ldc, work, lwork, &iinfo);
            #endif
        }
    }
    else {
        /* Apply P */
        if (notran) {
            transt = MagmaTrans;
        }
        else {
            transt = MagmaNoTrans;
        }
        if (nq > k) {
            /* P was determined by a call to DGEBRD with nq > k */
            #if VERSION == 1
            lapackf77_dormlq( lapack_side_const(side), lapack_trans_const(transt),
                              &m, &n, &k, A, &lda, tau, C, &ldc, work, &lwork, &iinfo);
            #else
            magma_dormlq( side, transt,
                          m, n, k, A, lda, tau, C, ldc, work, lwork, &iinfo);
            #endif
        }
        else if (nq > 1) {
            /* P was determined by a call to DGEBRD with nq <= k */
            if (left) {
                mi = m - 1;
                ni = n;
                i1 = 1;
                i2 = 0;
            }
            else {
                mi = m;
                ni = n - 1;
                i1 = 0;
                i2 = 1;
            }
            #if VERSION == 1
            nq_1 = nq - 1;
            lapackf77_dormlq( lapack_side_const(side), lapack_trans_const(transt),
                              &mi, &ni, &nq_1, A(0,1), &lda, tau, C(i1,i2), &ldc, work, &lwork, &iinfo);
            #else
            magma_dormlq( side, transt,
                          mi, ni, nq-1, A(0,1), lda, tau, C(i1,i2), ldc, work, lwork, &iinfo);
            #endif
        }
    }
    work[0] = MAGMA_D_MAKE( lwkopt, 0 );
    return *info;
} /* magma_dormbr */
示例#27
0
/**
    Purpose
    -------
    DGEQLF computes a QL factorization of a DOUBLE_PRECISION M-by-N matrix A:
    A = Q * L.

    Arguments
    ---------
    @param[in]
    m       INTEGER
            The number of rows of the matrix A.  M >= 0.

    @param[in]
    n       INTEGER
            The number of columns of the matrix A.  N >= 0.

    @param[in,out]
    A       DOUBLE_PRECISION array, dimension (LDA,N)
            On entry, the M-by-N matrix A.
            On exit, if m >= n, the lower triangle of the subarray
            A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L;
            if m <= n, the elements on and below the (n-m)-th
            superdiagonal contain the M-by-N lower trapezoidal matrix L;
            the remaining elements, with the array TAU, represent the
            orthogonal matrix Q as a product of elementary reflectors
            (see Further Details).
    \n
            Higher performance is achieved if A is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lda     INTEGER
            The leading dimension of the array A.  LDA >= max(1,M).

    @param[out]
    tau     DOUBLE_PRECISION array, dimension (min(M,N))
            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.
    \n
            Higher performance is achieved if WORK is in pinned memory, e.g.
            allocated using magma_malloc_pinned.

    @param[in]
    lwork   INTEGER
            The dimension of the array WORK.  LWORK >= max(1,N,2*NB^2).
            For optimum performance LWORK >= max(N*NB, 2*NB^2) where NB can be obtained
            through magma_get_dgeqlf_nb(M).
    \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
                  or another error occured, such as memory allocation failed.

    Further Details
    ---------------
    The matrix Q is represented as a product of elementary reflectors

       Q = H(k) . . . H(2) H(1), where k = min(m,n).

    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(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in
    A(1:m-k+i-1,n-k+i), and tau in TAU(i).

    @ingroup magma_dgeqlf_comp
    ********************************************************************/
extern "C" magma_int_t
magma_dgeqlf(
    magma_int_t m, magma_int_t n,
    double *A,    magma_int_t lda, double *tau,
    double *work, magma_int_t lwork,
    magma_int_t *info)
{
    #define  A(i_,j_) ( A + (i_) + (j_)*lda)
    #define dA(i_,j_) (dA + (i_) + (j_)*ldda)
    #define dwork(i_) (dwork + (i_))

    magmaDouble_ptr dA, dwork;
    double c_one = MAGMA_D_ONE;
    magma_int_t i, k, lddwork, old_i, old_ib, nb;
    magma_int_t rows, cols;
    magma_int_t ib, ki, kk, mu, nu, iinfo, ldda;
    int lquery;

    nb = magma_get_dgeqlf_nb(m);
    *info = 0;
    lquery = (lwork == -1);

    // silence "uninitialized" warnings
    old_ib = nb;
    old_i  = 0;
    
    if (m < 0) {
        *info = -1;
    } else if (n < 0) {
        *info = -2;
    } else if (lda < max(1,m)) {
        *info = -4;
    }

    k = min(m,n);
    if (*info == 0) {
        if (k == 0)
            work[0] = c_one;
        else {
            work[0] = MAGMA_D_MAKE( max(n*nb, 2*nb*nb), 0 );
        }

        if (lwork < max(max(1,n), 2*nb*nb) && ! lquery)
            *info = -7;
    }

    if (*info != 0) {
        magma_xerbla( __func__, -(*info) );
        return *info;
    }
    else if (lquery)
        return *info;

    /* Quick return if possible */
    if (k == 0)
        return *info;

    lddwork = ((n+31)/32)*32;
    ldda    = ((m+31)/32)*32;

    if (MAGMA_SUCCESS != magma_dmalloc( &dA, (n)*ldda + nb*lddwork )) {
        *info = MAGMA_ERR_DEVICE_ALLOC;
        return *info;
    }
    dwork = dA + ldda*n;

    magma_queue_t queues[2];
    magma_queue_create( &queues[0] );
    magma_queue_create( &queues[1] );

    if ( (nb > 1) && (nb < k) ) {
        /*  Use blocked code initially.
            The last kk columns are handled by the block method.
            First, copy the matrix on the GPU except the last kk columns */
        magma_dsetmatrix_async( m, n-nb,
                                A(0, 0),  lda,
                                dA(0, 0), ldda, queues[0] );

        ki = ((k - nb - 1) / nb) * nb;
        kk = min(k, ki + nb);
        for (i = k - kk + ki; i >= k -kk; i -= nb) {
            ib = min(k-i,nb);

            if (i < k - kk + ki) {
                /* 1. Copy asynchronously the current panel to the CPU.
                   2. Copy asynchronously the submatrix below the panel
                   to the CPU)                                        */
                rows = m - k + i + ib;
                magma_dgetmatrix_async( rows, ib,
                                        dA(0, n-k+i), ldda,
                                        A(0, n-k+i),  lda, queues[1] );

                magma_dgetmatrix_async( m-rows, ib,
                                        dA(rows, n-k+i), ldda,
                                        A(rows, n-k+i),  lda, queues[0] );

                /* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
                   two steps - implementing the lookahead techniques.
                   This is the main update from the lookahead techniques. */
                rows = m - k + old_i + old_ib;
                cols = n - k + old_i - old_ib;
                magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                  rows, cols, old_ib,
                                  dA(0, cols+old_ib), ldda, dwork(0),      lddwork,
                                  dA(0, 0          ), ldda, dwork(old_ib), lddwork);
            }

            magma_queue_sync( queues[1] );
            /* Compute the QL factorization of the current block
               A(1:m-k+i+ib-1,n-k+i:n-k+i+ib-1) */
            rows = m - k + i + ib;
            cols = n - k + i;
            lapackf77_dgeqlf( &rows, &ib, A(0,cols), &lda, tau+i, work, &lwork, &iinfo );

            if (cols > 0) {
                /* Form the triangular factor of the block reflector
                   H = H(i+ib-1) . . . H(i+1) H(i) */
                lapackf77_dlarft( MagmaBackwardStr, MagmaColumnwiseStr,
                                  &rows, &ib,
                                  A(0, cols), &lda, tau + i, work, &ib);

                dpanel_to_q( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);
                magma_dsetmatrix( rows, ib,
                                  A(0,cols),  lda,
                                  dA(0,cols), ldda );
                dq_to_panel( MagmaLower, ib, A(rows-ib,cols), lda, work+ib*ib);

                // Send the triangular part on the GPU
                magma_dsetmatrix( ib, ib, work, ib, dwork(0), lddwork );

                /* Apply H' to A(1:m-k+i+ib-1,1:n-k+i-1) from the left in
                   two steps - implementing the lookahead techniques.
                   This is the update of first ib columns.                 */
                if (i-ib >= k -kk)
                    magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                      rows, ib, ib,
                                      dA(0, cols),   ldda, dwork(0),  lddwork,
                                      dA(0,cols-ib), ldda, dwork(ib), lddwork);
                else {
                    magma_dlarfb_gpu( MagmaLeft, MagmaConjTrans, MagmaBackward, MagmaColumnwise,
                                      rows, cols, ib,
                                      dA(0, cols), ldda, dwork(0),  lddwork,
                                      dA(0, 0   ), ldda, dwork(ib), lddwork);
                }

                old_i  = i;
                old_ib = ib;
            }
        }
        mu = m - k + i + nb;
        nu = n - k + i + nb;

        magma_dgetmatrix( m, nu, dA(0,0), ldda, A(0,0), lda );
    } else {
        mu = m;
        nu = n;
    }

    /* Use unblocked code to factor the last or only block */
    if (mu > 0 && nu > 0)
        lapackf77_dgeqlf(&mu, &nu, A(0,0), &lda, tau, work, &lwork, &iinfo);

    magma_queue_destroy( queues[0] );
    magma_queue_destroy( queues[1] );
    magma_free( dA );
    
    return *info;
} /* magma_dgeqlf */
示例#28
0
extern "C" magma_int_t
magma_dpbicgstab(
    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 = 0;
    
    // set queue for old dense routines
    magma_queue_t orig_queue=NULL;
    magmablasGetKernelStream( &orig_queue );

    // prepare solver feedback
    solver_par->solver = Magma_PBICGSTAB;
    solver_par->numiter = 0;
    solver_par->info = MAGMA_SUCCESS;

    // some useful variables
    double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE,
                                            c_mone = MAGMA_D_NEG_ONE;
    
    magma_int_t dofs = A.num_rows*b.num_cols;

    // workspace
    magma_d_matrix r={Magma_CSR}, rr={Magma_CSR}, p={Magma_CSR}, v={Magma_CSR}, s={Magma_CSR}, t={Magma_CSR}, ms={Magma_CSR}, mt={Magma_CSR}, y={Magma_CSR}, z={Magma_CSR};
    CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &rr,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &s, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &ms,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &mt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_dvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));

    
    // solver variables
    double alpha, beta, omega, rho_old, rho_new;
    double nom, betanom, nom0, r0, den, res;

    // solver setup
    CHECK(  magma_dresidualvec( A, b, *x, &r, &nom0, queue));
    magma_dcopy( dofs, r.dval, 1, rr.dval, 1 );                  // rr = r
    betanom = nom0;
    nom = nom0*nom0;
    rho_new = omega = alpha = MAGMA_D_MAKE( 1.0, 0. );
    solver_par->init_res = nom0;

    CHECK( magma_d_spmv( c_one, A, r, c_zero, v, queue ));              // z = A r
    den = MAGMA_D_REAL( magma_ddot(dofs, v.dval, 1, r.dval, 1) ); // den = z' * r

    if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE )
        r0 = ATOLERANCE;
    if ( nom < r0 ) {
        solver_par->final_res = solver_par->init_res;
        solver_par->iter_res = solver_par->init_res;
        goto cleanup;
    }

    //Chronometry
    real_Double_t tempo1, tempo2;
    tempo1 = magma_sync_wtime( queue );
    if ( solver_par->verbose > 0 ) {
        solver_par->res_vec[0] = nom0;
        solver_par->timing[0] = 0.0;
    }

    solver_par->numiter = 0;
    // start iteration
    do
    {
        solver_par->numiter++;
        rho_old = rho_new;                                   // rho_old=rho
        rho_new = magma_ddot( dofs, rr.dval, 1, r.dval, 1 );  // rho=<rr,r>
        beta = rho_new/rho_old * alpha/omega;   // beta=rho/rho_old *alpha/omega
        magma_dscal( dofs, beta, p.dval, 1 );                 // p = beta*p
        magma_daxpy( dofs, c_mone * omega * beta, v.dval, 1 , p.dval, 1 );
                                                        // p = p-omega*beta*v
        magma_daxpy( dofs, c_one, r.dval, 1, p.dval, 1 );      // p = p+r

        // preconditioner
        CHECK( magma_d_applyprecond_left( A, p, &mt, precond_par, queue ));
        CHECK( magma_d_applyprecond_right( A, mt, &y, precond_par, queue ));

        CHECK( magma_d_spmv( c_one, A, y, c_zero, v, queue ));      // v = Ap

        alpha = rho_new / magma_ddot( dofs, rr.dval, 1, v.dval, 1 );
        magma_dcopy( dofs, r.dval, 1 , s.dval, 1 );            // s=r
        magma_daxpy( dofs, c_mone * alpha, v.dval, 1 , s.dval, 1 ); // s=s-alpha*v

        // preconditioner
        CHECK( magma_d_applyprecond_left( A, s, &ms, precond_par, queue ));
        CHECK( magma_d_applyprecond_right( A, ms, &z, precond_par, queue ));

        CHECK( magma_d_spmv( c_one, A, z, c_zero, t, queue ));       // t=As

        // preconditioner
        CHECK( magma_d_applyprecond_left( A, s, &ms, precond_par, queue ));
        CHECK( magma_d_applyprecond_left( A, t, &mt, precond_par, queue ));

        // omega = <ms,mt>/<mt,mt>
        omega = magma_ddot( dofs, mt.dval, 1, ms.dval, 1 )
                   / magma_ddot( dofs, mt.dval, 1, mt.dval, 1 );

        magma_daxpy( dofs, alpha, y.dval, 1 , x->dval, 1 );     // x=x+alpha*p
        magma_daxpy( dofs, omega, z.dval, 1 , x->dval, 1 );     // x=x+omega*s

        magma_dcopy( dofs, s.dval, 1 , r.dval, 1 );             // r=s
        magma_daxpy( dofs, c_mone * omega, t.dval, 1 , r.dval, 1 ); // r=r-omega*t
        res = betanom = magma_dnrm2( dofs, r.dval, 1 );

        nom = betanom*betanom;


        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) res;
                solver_par->timing[(solver_par->numiter)/solver_par->verbose]
                        = (real_Double_t) tempo2-tempo1;
            }
        }

        if ( res/nom0  < solver_par->epsilon ) {
            break;
        }
    }
    while ( solver_par->numiter+1 <= solver_par->maxiter );
    
    tempo2 = magma_sync_wtime( queue );
    solver_par->runtime = (real_Double_t) tempo2-tempo1;
    double residual;
    CHECK(  magma_dresidualvec( A, b, *x, &r, &residual, queue));
    solver_par->final_res = residual;
    solver_par->iter_res = res;

    if ( solver_par->numiter < solver_par->maxiter ) {
        info = MAGMA_SUCCESS;
    } else if ( solver_par->init_res > solver_par->final_res ) {
        if ( solver_par->verbose > 0 ) {
            if ( (solver_par->numiter)%solver_par->verbose==0 ) {
                solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
                        = (real_Double_t) betanom;
                solver_par->timing[(solver_par->numiter)/solver_par->verbose]
                        = (real_Double_t) tempo2-tempo1;
            }
        }
        info = MAGMA_SLOW_CONVERGENCE;
        if( solver_par->iter_res < solver_par->epsilon*solver_par->init_res ){
            info = MAGMA_SUCCESS;
        }
    }
    else {
        if ( solver_par->verbose > 0 ) {
            if ( (solver_par->numiter)%solver_par->verbose==0 ) {
                solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
                        = (real_Double_t) betanom;
                solver_par->timing[(solver_par->numiter)/solver_par->verbose]
                        = (real_Double_t) tempo2-tempo1;
            }
        }
        info = MAGMA_DIVERGENCE;
    }
    
cleanup:
    magma_dmfree(&r, queue );
    magma_dmfree(&rr, queue );
    magma_dmfree(&p, queue );
    magma_dmfree(&v, queue );
    magma_dmfree(&s, queue );
    magma_dmfree(&t, queue );
    magma_dmfree(&ms, queue );
    magma_dmfree(&mt, queue );
    magma_dmfree(&y, queue );
    magma_dmfree(&z, queue );

    magmablasSetKernelStream( orig_queue );
    solver_par->info = info;
    return info;
}   /* magma_dbicgstab */
示例#29
0
int main( int argc, char** argv )
{
    magma_init();
    cublasHandle_t handle;
    cudaSetDevice( 0 );
    cublasCreate( &handle );
    
    double *A, *B, *C;
    double *dA, *dB, *dC;
    double error, work[1];
    double c_one     = MAGMA_D_ONE;
    double c_neg_one = MAGMA_D_NEG_ONE;
    magma_int_t ione = 1;
    magma_int_t ISEED[4] = { 1, 2, 3, 4 };
    magma_int_t n = 10;
    magma_int_t lda = n;
    magma_int_t ldda = ((n+31)/32)*32;
    magma_int_t size = lda*n;
    magma_int_t info;
    
    magma_dmalloc_cpu( &A, lda*n );
    magma_dmalloc_cpu( &B, lda*n );
    magma_dmalloc_cpu( &C, lda*n );
    magma_dmalloc( &dA, ldda*n );
    magma_dmalloc( &dB, ldda*n );
    magma_dmalloc( &dC, ldda*n );
    
    // initialize matrices
    lapackf77_dlarnv( &ione, ISEED, &size, A );
    lapackf77_dlarnv( &ione, ISEED, &size, B );
    lapackf77_dlarnv( &ione, ISEED, &size, C );
    // increase diagonal to be SPD
    for( int i=0; i < n; ++i ) {
        C[i+i*lda] = MAGMA_D_ADD( C[i+i*lda], MAGMA_D_MAKE( n*n, 0 ));
    }
    
    magma_dsetmatrix( n, n, A, lda, dA, ldda );
    magma_dsetmatrix( n, n, B, lda, dB, ldda );
    magma_dsetmatrix( n, n, C, lda, dC, ldda );
    
    // compute with cublas
    cublasDgemm( handle, CUBLAS_OP_N, CUBLAS_OP_N, n, n, n,
                 &c_neg_one, dA, ldda, dB, ldda, &c_one, dC, ldda );
    
    magma_dpotrf_gpu( MagmaLower, n, dC, ldda, &info );
    if (info != 0)
        printf("magma_dpotrf returned error %d: %s.\n",
               (int) info, magma_strerror( info ));
    
    // compute with LAPACK
    blasf77_dgemm( MagmaNoTransStr, MagmaNoTransStr, &n, &n, &n,
                   &c_neg_one, A, &lda, B, &lda, &c_one, C, &lda );
    
    lapackf77_dpotrf( MagmaLowerStr, &n, C, &lda, &info );
    if (info != 0)
        printf("lapackf77_dpotrf returned error %d: %s.\n",
               (int) info, magma_strerror( info ));
    
    // compute difference
    magma_dgetmatrix( n, n, dC, ldda, A, lda );
    blasf77_daxpy( &size, &c_neg_one, C, &ione, A, &ione );
    error = lapackf77_dlange( "F", &n, &n, A, &lda, work );
    printf( "n %d, error %8.2e\n", n, error );
    
    magma_free( dA );
    magma_free( dB );
    magma_free( dC );
    magma_free_cpu( A );
    magma_free_cpu( B );
    magma_free_cpu( C );
    
    cublasDestroy( handle );
    magma_finalize();
    return 0;
}
示例#30
0
magma_int_t
magma_dcg_merge( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x,  
           magma_d_solver_par *solver_par ){

    // prepare solver feedback
    solver_par->solver = Magma_CGMERGE;
    solver_par->numiter = 0;
    solver_par->info = 0; 

    // some useful variables
    double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE;
    magma_int_t dofs = A.num_rows;

    // GPU stream
    magma_queue_t stream[2];
    magma_event_t event[1];
    magma_queue_create( &stream[0] );
    magma_queue_create( &stream[1] );
    magma_event_create( &event[0] );

    // GPU workspace
    magma_d_vector r, d, z;
    magma_d_vinit( &r, Magma_DEV, dofs, c_zero );
    magma_d_vinit( &d, Magma_DEV, dofs, c_zero );
    magma_d_vinit( &z, Magma_DEV, dofs, c_zero );
    
    double *d1, *d2, *skp;
    magma_dmalloc( &d1, dofs*(1) );
    magma_dmalloc( &d2, dofs*(1) );
    // array for the parameters
    magma_dmalloc( &skp, 6 );       // skp = [alpha|beta|gamma|rho|tmp1|tmp2]


    // solver variables
    double alpha, beta, gamma, rho, tmp1, *skp_h;
    double nom, nom0, r0, betanom, den;

    // solver setup
    magma_dscal( dofs, c_zero, x->val, 1) ;                     // x = 0
    magma_dcopy( dofs, b.val, 1, r.val, 1 );                    // r = b
    magma_dcopy( dofs, b.val, 1, d.val, 1 );                    // d = b
    nom0 = betanom = magma_dnrm2( dofs, r.val, 1 );               
    nom = nom0 * nom0;                                           // nom = r' * r
    magma_d_spmv( c_one, A, d, c_zero, z );                      // z = A d
    den = MAGMA_D_REAL( magma_ddot(dofs, d.val, 1, z.val, 1) ); // den = d'* z
    solver_par->init_res = nom0;
    
    // array on host for the parameters
    magma_dmalloc_cpu( &skp_h, 6 );

    alpha = rho = gamma = tmp1 = c_one; 
    beta =  magma_ddot(dofs, r.val, 1, r.val, 1);
    skp_h[0]=alpha; 
    skp_h[1]=beta; 
    skp_h[2]=gamma; 
    skp_h[3]=rho; 
    skp_h[4]=tmp1; 
    skp_h[5]=MAGMA_D_MAKE(nom, 0.0);

    magma_dsetvector( 6, skp_h, 1, skp, 1 );
    
    if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) 
        r0 = ATOLERANCE;
    if ( nom < r0 )
        return MAGMA_SUCCESS;
    // check positive definite
    if (den <= 0.0) {
        printf("Operator A is not postive definite. (Ar,r) = %f\n", den);
        return -100;
    }
    
    //Chronometry
    real_Double_t tempo1, tempo2;
    magma_device_sync(); tempo1=magma_wtime();
    if( solver_par->verbose > 0 ){
        solver_par->res_vec[0] = (real_Double_t) nom0;
        solver_par->timing[0] = 0.0;
    }
    
    // start iteration
    for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; 
                                                    solver_par->numiter++ ){

        magmablasSetKernelStream(stream[0]);
        
        // computes SpMV and dot product
        magma_dcgmerge_spmv1(  A, d1, d2, d.val, z.val, skp ); 
            
        // updates x, r, computes scalars and updates d
        magma_dcgmerge_xrbeta( dofs, d1, d2, x->val, r.val, d.val, z.val, skp ); 

        // check stopping criterion (asynchronous copy)
        magma_dgetvector_async( 1 , skp+1, 1, 
                                                    skp_h+1, 1, stream[1] );
        betanom = sqrt(MAGMA_D_REAL(skp_h[1]));

        if( solver_par->verbose > 0 ){
            magma_device_sync(); tempo2=magma_wtime();
            if( (solver_par->numiter)%solver_par->verbose==0 ) {
                solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] 
                        = (real_Double_t) betanom;
                solver_par->timing[(solver_par->numiter)/solver_par->verbose] 
                        = (real_Double_t) tempo2-tempo1;
            }
        }

        if (  betanom  < r0 ) {
            break;
        }

    } 
    magma_device_sync(); tempo2=magma_wtime();
    solver_par->runtime = (real_Double_t) tempo2-tempo1;
    double residual;
    magma_dresidual( A, b, *x, &residual );
    solver_par->iter_res = betanom;
    solver_par->final_res = residual;

    if( solver_par->numiter < solver_par->maxiter){
        solver_par->info = 0;
    }else if( solver_par->init_res > solver_par->final_res ){
        if( solver_par->verbose > 0 ){
            if( (solver_par->numiter)%solver_par->verbose==0 ) {
                solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] 
                        = (real_Double_t) betanom;
                solver_par->timing[(solver_par->numiter)/solver_par->verbose] 
                        = (real_Double_t) tempo2-tempo1;
            }
        }
        solver_par->info = -2;
    }
    else{
        if( solver_par->verbose > 0 ){
            if( (solver_par->numiter)%solver_par->verbose==0 ) {
                solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] 
                        = (real_Double_t) betanom;
                solver_par->timing[(solver_par->numiter)/solver_par->verbose] 
                        = (real_Double_t) tempo2-tempo1;
            }
        }
        solver_par->info = -1;
    }
    magma_d_vfree(&r);
    magma_d_vfree(&z);
    magma_d_vfree(&d);

    magma_free( d1 );
    magma_free( d2 );
    magma_free( skp );
    magma_free_cpu( skp_h );

    return MAGMA_SUCCESS;
}   /* magma_dcg_merge */