/**
Purpose
-------
SLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
matrix A so that elements below the k-th subdiagonal are zero. The
reduction is performed by an orthogonal similarity transformation
Q' * A * Q. The routine returns the matrices V and T which determine
Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
(Note this is different than LAPACK, which computes Y = A * V * T.)
This is an auxiliary routine called by SGEHRD.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A.
@param[in]
k INTEGER
The offset for the reduction. Elements below the k-th
subdiagonal in the first NB columns are reduced to zero.
K < N.
@param[in]
nb INTEGER
The number of columns to be reduced.
@param[in,out]
dA REAL array on the GPU, dimension (LDDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements in rows K:N of the first NB columns are
overwritten with the matrix Y.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,N).
@param[out]
dV REAL array on the GPU, dimension (LDDV, NB)
On exit this n-by-nb array contains the Householder vectors of the transformation.
@param[in]
lddv INTEGER
The leading dimension of the array dV. LDDV >= max(1,N).
@param[in,out]
A REAL array, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements on and above the k-th subdiagonal in
the first NB columns are overwritten with the corresponding
elements of the reduced matrix; the elements below the k-th
subdiagonal, with the array TAU, represent the matrix Q as a
product of elementary reflectors. The other columns of A are
unchanged. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau REAL array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
@param[out]
T REAL array, dimension (LDT,NB)
The upper triangular matrix T.
@param[in]
ldt INTEGER
The leading dimension of the array T. LDT >= NB.
@param[out]
Y REAL array, dimension (LDY,NB)
The n-by-nb matrix Y.
@param[in]
ldy INTEGER
The leading dimension of the array Y. LDY >= N.
Further Details
---------------
The matrix Q is represented as a product of nb elementary reflectors
Q = H(1) H(2) . . . H(nb).
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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
A(i+k+1:n,i), and tau in TAU(i).
The elements of the vectors v together form the (n-k+1)-by-nb matrix
V which is needed, with T and Y, to apply the transformation to the
unreduced part of the matrix, using an update of the form:
A := (I - V*T*V') * (A - Y*T*V').
The contents of A on exit are illustrated by the following example
with n = 7, k = 3 and nb = 2:
@verbatim
( a a a a a )
( a a a a a )
( a a a a a )
( h h a a a )
( v1 h a a a )
( v1 v2 a a a )
( v1 v2 a a a )
@endverbatim
where "a" denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
@ingroup magma_sgeev_aux
********************************************************************/
extern "C" magma_int_t
magma_slahr2(
magma_int_t n, magma_int_t k, magma_int_t nb,
magmaFloat_ptr dA, magma_int_t ldda,
magmaFloat_ptr dV, magma_int_t lddv,
float *A, magma_int_t lda,
float *tau,
float *T, magma_int_t ldt,
float *Y, magma_int_t ldy )
{
#define A(i_,j_) ( A + (i_) + (j_)*lda)
#define Y(i_,j_) ( Y + (i_) + (j_)*ldy)
#define T(i_,j_) ( T + (i_) + (j_)*ldt)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define dV(i_,j_) (dV + (i_) + (j_)*lddv)
float c_zero = MAGMA_S_ZERO;
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
magma_int_t ione = 1;
magma_int_t n_k_i_1, n_k;
float scale;
magma_int_t i;
float ei = MAGMA_S_ZERO;
magma_int_t info = 0;
if (n < 0) {
info = -1;
} else if (k < 0 || k > n) {
info = -2;
} else if (nb < 1 || nb > n) {
info = -3;
} else if (ldda < max(1,n)) {
info = -5;
} else if (lddv < max(1,n)) {
info = -7;
} else if (lda < max(1,n)) {
info = -9;
} else if (ldt < max(1,nb)) {
info = -12;
} else if (ldy < max(1,n)) {
info = -13;
}
if (info != 0) {
magma_xerbla( __func__, -(info) );
return info;
}
// adjust from 1-based indexing
k -= 1;
if (n <= 1)
return info;
for (i = 0; i < nb; ++i) {
n_k_i_1 = n - k - i - 1;
n_k = n - k;
if (i > 0) {
// Update A(k:n-1,i); Update i-th column of A - Y * T * V'
// This updates one more row than LAPACK does (row k),
// making the block above the panel an even multiple of nb.
// Use last column of T as workspace, w.
// w(0:i-1, nb-1) = VA(k+i, 0:i-1)'
blasf77_scopy( &i,
A(k+i,0), &lda,
T(0,nb-1), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
// If real, conjugate row of V.
lapackf77_slacgv(&i, T(0,nb-1), &ione);
#endif
// w = T(0:i-1, 0:i-1) * w
blasf77_strmv( "Upper", "No trans", "No trans", &i,
T(0,0), &ldt,
T(0,nb-1), &ione );
// A(k:n-1, i) -= Y(k:n-1, 0:i-1) * w
blasf77_sgemv( "No trans", &n_k, &i,
&c_neg_one, Y(k,0), &ldy,
T(0,nb-1), &ione,
&c_one, A(k,i), &ione );
// Apply I - V * T' * V' to this column (call it b) from the
// left, using the last column of T as workspace, w.
//
// Let V = ( V1 ) and b = ( b1 ) (first i-1 rows)
// ( V2 ) ( b2 )
// where V1 is unit lower triangular
// w := b1 = A(k+1:k+i, i)
blasf77_scopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_strmv( "Lower", "Conj", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// w := w + V2'*b2 = w + VA(k+i+1:n-1, 0:i-1)' * A(k+i+1:n-1, i)
blasf77_sgemv( "Conj", &n_k_i_1, &i,
&c_one, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_one, T(0,nb-1), &ione );
// w := T'*w = T(0:i-1, 0:i-1)' * w
blasf77_strmv( "Upper", "Conj", "Non-unit", &i,
T(0,0), &ldt,
T(0,nb-1), &ione );
// b2 := b2 - V2*w = A(k+i+1:n-1, i) - VA(k+i+1:n-1, 0:i-1) * w
blasf77_sgemv( "No trans", &n_k_i_1, &i,
&c_neg_one, A(k+i+1,0), &lda,
T(0,nb-1), &ione,
&c_one, A(k+i+1,i), &ione );
// w := V1*w = VA(k+1:k+i, 0:i-1) * w
blasf77_strmv( "Lower", "No trans", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// b1 := b1 - w = A(k+1:k+i-1, i) - w
blasf77_saxpy( &i,
&c_neg_one, T(0,nb-1), &ione,
A(k+1,i), &ione );
// Restore diagonal element, saved below during previous iteration
*A(k+i,i-1) = ei;
}
// Generate the elementary reflector H(i) to annihilate A(k+i+1:n-1,i)
lapackf77_slarfg( &n_k_i_1,
A(k+i+1,i),
A(k+i+2,i), &ione, &tau[i] );
// Save diagonal element and set to one, to simplify multiplying by V
ei = *A(k+i+1,i);
*A(k+i+1,i) = c_one;
// dV(i+1:n-k-1, i) = VA(k+i+1:n-1, i)
magma_ssetvector( n_k_i_1,
A(k+i+1,i), 1,
dV(i+1,i), 1 );
// Compute Y(k+1:n,i) = A vi
// dA(k:n-1, i) = dA(k:n-1, i+1:n-k-1) * dV(i+1:n-k-1, i)
magma_sgemv( MagmaNoTrans, n_k, n_k_i_1,
c_one, dA(k,i+1), ldda,
dV(i+1,i), ione,
c_zero, dA(k,i), ione );
// Compute T(0:i,i) = [ -tau T V' vi ]
// [ tau ]
// T(0:i-1, i) = -tau VA(k+i+1:n-1, 0:i-1)' VA(k+i+1:n-1, i)
scale = MAGMA_S_NEGATE( tau[i]);
blasf77_sgemv( "Conj", &n_k_i_1, &i,
&scale, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_zero, T(0,i), &ione );
// T(0:i-1, i) = T(0:i-1, 0:i-1) * T(0:i-1, i)
blasf77_strmv( "Upper", "No trans", "Non-unit", &i,
T(0,0), &ldt,
T(0,i), &ione );
*T(i,i) = tau[i];
// Y(k:n-1, i) = dA(k:n-1, i)
magma_sgetvector( n-k,
dA(k,i), 1,
Y(k,i), 1 );
}
// Restore diagonal element
*A(k+nb,nb-1) = ei;
return info;
} /* magma_slahr2 */
/**
@deprecated
Purpose
-------
SLAQPS computes a step of QR factorization with column pivoting
of a real M-by-N matrix A by using Blas-3. It tries to factorize
NB columns from A starting from the row OFFSET+1, and updates all
of the matrix with Blas-3 xGEMM.
In some cases, due to catastrophic cancellations, it cannot
factorize NB columns. Hence, the actual number of factorized
columns is returned in KB.
Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
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]
offset INTEGER
The number of rows of A that have been factorized in
previous steps.
@param[in]
nb INTEGER
The number of columns to factorize.
@param[out]
kb INTEGER
The number of columns actually factorized.
@param[in,out]
dA REAL array, dimension (LDDA,N), on the GPU.
On entry, the M-by-N matrix A.
On exit, block A(OFFSET+1:M,1:KB) is the triangular
factor obtained and block A(1:OFFSET,1:N) has been
accordingly pivoted, but no factorized.
The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
been updated.
@param[in]
ldda INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
@param[in,out]
jpvt INTEGER array, dimension (N)
JPVT(I) = K <==> Column K of the full matrix A has been
permuted into position I in AP.
@param[out]
tau REAL array, dimension (KB)
The scalar factors of the elementary reflectors.
@param[in,out]
vn1 REAL array, dimension (N)
The vector with the partial column norms.
@param[in,out]
vn2 REAL array, dimension (N)
The vector with the exact column norms.
@param[in,out]
dauxv REAL array, dimension (NB), on the GPU
Auxiliary vector.
@param[in,out]
dF REAL array, dimension (LDDF,NB), on the GPU
Matrix F' = L*Y'*A.
@param[in]
lddf INTEGER
The leading dimension of the array F. LDDF >= max(1,N).
@ingroup magma_sgeqp3_aux
********************************************************************/
extern "C" magma_int_t
magma_slaqps_gpu(
magma_int_t m, magma_int_t n, magma_int_t offset,
magma_int_t nb, magma_int_t *kb,
magmaFloat_ptr dA, magma_int_t ldda,
magma_int_t *jpvt, float *tau,
float *vn1, float *vn2,
magmaFloat_ptr dauxv,
magmaFloat_ptr dF, magma_int_t lddf)
{
#define dA(i, j) (dA + (i) + (j)*(ldda))
#define dF(i, j) (dF + (i) + (j)*(lddf))
float c_zero = MAGMA_S_MAKE( 0.,0.);
float c_one = MAGMA_S_MAKE( 1.,0.);
float c_neg_one = MAGMA_S_MAKE(-1.,0.);
magma_int_t ione = 1;
magma_int_t i__1, i__2;
float z__1;
magma_int_t k, rk;
magmaFloat_ptr dAks;
float tauk = MAGMA_S_ZERO;
magma_int_t pvt;
float tol3z;
magma_int_t itemp;
float lsticc;
magmaFloat_ptr dlsticcs;
magma_smalloc( &dlsticcs, 1+256*(n+255)/256 );
tol3z = magma_ssqrt( lapackf77_slamch("Epsilon"));
lsticc = 0;
k = 0;
magma_smalloc( &dAks, nb );
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
while( k < nb && lsticc == 0 ) {
rk = offset + k;
/* Determine ith pivot column and swap if necessary */
// subtract 1 from Fortran/CUBLAS isamax; pvt, k are 0-based.
pvt = k + magma_isamax( n-k, &vn1[k], ione, queue ) - 1;
if (pvt != k) {
/* F gets swapped so F must be sent at the end to GPU */
i__1 = k;
magmablas_sswap( m, dA(0, pvt), ione, dA(0, k), ione, queue );
magmablas_sswap( i__1, dF(pvt, 0), lddf, dF(k, 0), lddf, queue );
itemp = jpvt[pvt];
jpvt[pvt] = jpvt[k];
jpvt[k] = itemp;
magma_sswap( 2, &vn1[pvt], n+offset, &vn1[k], n+offset, queue );
}
/* Apply previous Householder reflectors to column K:
A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
Optimization: multiply with beta=0; wait for vector and subtract */
if (k > 0) {
//#define RIGHT_UPDATE
#ifdef RIGHT_UPDATE
i__1 = m - offset - nb;
i__2 = k;
magma_sgemv( MagmaNoTrans, i__1, i__2,
c_neg_one, A(offset+nb, 0), lda,
F(k, 0), ldf,
c_one, A(offset+nb, k), ione, queue );
#else
i__1 = m - rk;
i__2 = k;
magma_sgemv( MagmaNoTrans, i__1, i__2,
c_neg_one, dA(rk, 0), ldda,
dF(k, 0), lddf,
c_one, dA(rk, k), ione, queue );
#endif
}
/* Generate elementary reflector H(k). */
magma_slarfg_gpu( m-rk, dA(rk, k), dA(rk + 1, k), &tau[k], &vn1[k], &dAks[k], queue );
/* needed to avoid the race condition */
if (k == 0) magma_ssetvector( 1, &c_one, 1, dA(rk, k), 1, queue );
else magma_scopymatrix( 1, 1, dA(offset, 0), 1, dA(rk, k), 1, queue );
/* Compute Kth column of F:
Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K) on the GPU */
if (k < n-1 || k > 0) magma_sgetvector( 1, &tau[k], 1, &tauk, 1, queue );
if (k < n-1) {
i__1 = m - rk;
i__2 = n - k - 1;
/* Multiply on GPU */
magma_sgemv( MagmaConjTrans, m-rk, n-k-1,
tauk, dA( rk, k+1 ), ldda,
dA( rk, k ), 1,
c_zero, dF( k+1, k ), 1, queue );
}
/* Incremental updating of F:
F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'*A(RK:M,K).
F(1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'*A(RK:M,K)
:= tau(K)(A(RK:M,K+1:N)' - F(1:N,1:K-1)*A(RK:M,1:K-1)') A(RK:M,K)
so, F is (updated A)*V */
if (k > 0) {
z__1 = MAGMA_S_NEGATE( tauk );
#ifdef RIGHT_UPDATE
i__1 = m - offset - nb;
i__2 = k;
magma_sgemv( MagmaConjTrans, i__1, i__2,
z__1, dA(offset+nb, 0), lda,
dA(offset+nb, k), ione,
c_zero, dauxv, ione, queue );
i__1 = k;
magma_sgemv( MagmaNoTrans, n-k-1, i__1,
c_one, F(k+1,0), ldf,
dauxv, ione,
c_one, F(k+1,k), ione, queue );
#else
i__1 = m - rk;
i__2 = k;
magma_sgemv( MagmaConjTrans, i__1, i__2,
z__1, dA(rk, 0), ldda,
dA(rk, k), ione,
c_zero, dauxv, ione, queue );
/* I think we only need stricly lower-triangular part :) */
magma_sgemv( MagmaNoTrans, n-k-1, i__2,
c_one, dF(k+1,0), lddf,
dauxv, ione,
c_one, dF(k+1,k), ione, queue );
#endif
}
/* Optimization: On the last iteration start sending F back to the GPU */
/* Update the current row of A:
A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'. */
if (k < n-1) {
i__1 = n - k - 1;
i__2 = k + 1;
#ifdef RIGHT_UPDATE
/* right-looking update of rows, */
magma_sgemm( MagmaNoTrans, MagmaConjTrans, nb-k, i__1, ione,
c_neg_one, dA(rk, k ), ldda,
dF(k+1, k ), lddf,
c_one, dA(rk, k+1), ldda, queue );
#else
/* left-looking update of rows, *
* since F=A'v with original A, so no right-looking */
magma_sgemm( MagmaNoTrans, MagmaConjTrans, ione, i__1, i__2,
c_neg_one, dA(rk, 0 ), ldda,
dF(k+1,0 ), lddf,
c_one, dA(rk, k+1), ldda, queue );
#endif
}
/* Update partial column norms. */
if (rk < min(m, n+offset)-1 ) {
magmablas_snrm2_row_check_adjust( n-k-1, tol3z, &vn1[k+1], &vn2[k+1],
dA(rk,k+1), ldda, dlsticcs, queue );
//magma_device_sync();
magma_sgetvector( 1, &dlsticcs[0], 1, &lsticc, 1, queue );
}
++k;
}
magma_scopymatrix( 1, k, dAks, 1, dA(offset, 0), ldda+1, queue );
// leave k as the last column done
--k;
*kb = k + 1;
rk = offset + *kb - 1;
/* Apply the block reflector to the rest of the matrix:
A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) - A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)' */
if (*kb < min(n, m - offset)) {
i__1 = m - rk - 1;
i__2 = n - *kb;
magma_sgemm( MagmaNoTrans, MagmaConjTrans, i__1, i__2, *kb,
c_neg_one, dA(rk+1, 0 ), ldda,
dF(*kb, 0 ), lddf,
c_one, dA(rk+1, *kb), ldda, queue );
}
/* Recomputation of difficult columns. */
if ( lsticc > 0 ) {
// printf( " -- recompute dnorms --\n" );
magmablas_snrm2_check( m-rk-1, n-*kb, dA(rk+1,*kb), ldda,
&vn1[*kb], dlsticcs, queue );
magma_scopymatrix( n-*kb, 1, &vn1[*kb], *kb, &vn2[*kb], *kb, queue );
}
magma_free( dAks );
magma_free( dlsticcs );
magma_queue_destroy( queue );
return MAGMA_SUCCESS;
} /* magma_slaqps */
/**
Purpose
-------
SLAQPS computes a step of QR factorization with column pivoting
of a real M-by-N matrix A by using Blas-3. It tries to factorize
NB columns from A starting from the row OFFSET+1, and updates all
of the matrix with Blas-3 xGEMM.
In some cases, due to catastrophic cancellations, it cannot
factorize NB columns. Hence, the actual number of factorized
columns is returned in KB.
Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
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]
offset INTEGER
The number of rows of A that have been factorized in
previous steps.
@param[in]
nb INTEGER
The number of columns to factorize.
@param[out]
kb INTEGER
The number of columns actually factorized.
@param[in,out]
A REAL array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, block A(OFFSET+1:M,1:KB) is the triangular
factor obtained and block A(1:OFFSET,1:N) has been
accordingly pivoted, but no factorized.
The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
been updated.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[in,out]
jpvt INTEGER array, dimension (N)
JPVT(I) = K <==> Column K of the full matrix A has been
permuted into position I in AP.
@param[out]
tau REAL array, dimension (KB)
The scalar factors of the elementary reflectors.
@param[in,out]
vn1 REAL array, dimension (N)
The vector with the partial column norms.
@param[in,out]
vn2 REAL array, dimension (N)
The vector with the exact column norms.
@param[in,out]
auxv REAL array, dimension (NB)
Auxiliar vector.
@param[in,out]
F REAL array, dimension (LDF,NB)
Matrix F' = L*Y'*A.
@param[in]
ldf INTEGER
The leading dimension of the array F. LDF >= max(1,N).
@ingroup magma_sgeqp3_aux
********************************************************************/
extern "C" magma_int_t
magma_slaqps(magma_int_t m, magma_int_t n, magma_int_t offset,
magma_int_t nb, magma_int_t *kb,
float *A, magma_int_t lda,
float *dA, magma_int_t ldda,
magma_int_t *jpvt, float *tau, float *vn1, float *vn2,
float *auxv,
float *F, magma_int_t ldf,
float *dF, magma_int_t lddf)
{
#define A(i, j) (A + (i) + (j)*(lda ))
#define dA(i, j) (dA + (i) + (j)*(ldda))
#define F(i, j) (F + (i) + (j)*(ldf ))
#define dF(i, j) (dF + (i) + (j)*(lddf))
float c_zero = MAGMA_S_MAKE( 0.,0.);
float c_one = MAGMA_S_MAKE( 1.,0.);
float c_neg_one = MAGMA_S_MAKE(-1.,0.);
magma_int_t ione = 1;
magma_int_t i__1, i__2;
float d__1;
float z__1;
magma_int_t j, k, rk;
float Akk;
magma_int_t pvt;
float temp, temp2, tol3z;
magma_int_t itemp;
magma_int_t lsticc;
magma_int_t lastrk;
lastrk = min( m, n + offset );
tol3z = magma_ssqrt( lapackf77_slamch("Epsilon"));
magma_queue_t stream;
magma_queue_create( &stream );
lsticc = 0;
k = 0;
while( k < nb && lsticc == 0 ) {
rk = offset + k;
/* Determine ith pivot column and swap if necessary */
// subtract 1 from Fortran isamax; pvt, k are 0-based.
i__1 = n-k;
pvt = k + blasf77_isamax( &i__1, &vn1[k], &ione ) - 1;
if (pvt != k) {
if (pvt >= nb) {
/* 1. Start copy from GPU */
magma_sgetmatrix_async( m - offset - nb, 1,
dA(offset + nb, pvt), ldda,
A (offset + nb, pvt), lda, stream );
}
/* F gets swapped so F must be sent at the end to GPU */
i__1 = k;
blasf77_sswap( &i__1, F(pvt,0), &ldf, F(k,0), &ldf );
itemp = jpvt[pvt];
jpvt[pvt] = jpvt[k];
jpvt[k] = itemp;
vn1[pvt] = vn1[k];
vn2[pvt] = vn2[k];
if (pvt < nb) {
/* no need of transfer if pivot is within the panel */
blasf77_sswap( &m, A(0, pvt), &ione, A(0, k), &ione );
}
else {
/* 1. Finish copy from GPU */
magma_queue_sync( stream );
/* 2. Swap as usual on CPU */
blasf77_sswap(&m, A(0, pvt), &ione, A(0, k), &ione);
/* 3. Restore the GPU */
magma_ssetmatrix_async( m - offset - nb, 1,
A (offset + nb, pvt), lda,
dA(offset + nb, pvt), ldda, stream);
}
}
/* Apply previous Householder reflectors to column K:
A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
Optimization: multiply with beta=0; wait for vector and subtract */
if (k > 0) {
#if defined(PRECISION_c) || defined(PRECISION_z)
for (j = 0; j < k; ++j) {
*F(k,j) = MAGMA_S_CNJG( *F(k,j) );
}
#endif
i__1 = m - rk;
i__2 = k;
blasf77_sgemv( MagmaNoTransStr, &i__1, &i__2,
&c_neg_one, A(rk, 0), &lda,
F(k, 0), &ldf,
&c_one, A(rk, k), &ione );
#if defined(PRECISION_c) || defined(PRECISION_z)
for (j = 0; j < k; ++j) {
*F(k,j) = MAGMA_S_CNJG( *F(k,j) );
}
#endif
}
/* Generate elementary reflector H(k). */
if (rk < m-1) {
i__1 = m - rk;
lapackf77_slarfg( &i__1, A(rk, k), A(rk + 1, k), &ione, &tau[k] );
} else {
lapackf77_slarfg( &ione, A(rk, k), A(rk, k), &ione, &tau[k] );
}
Akk = *A(rk, k);
*A(rk, k) = c_one;
/* Compute Kth column of F:
Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K) on the GPU */
if (k < n-1) {
i__1 = m - rk;
i__2 = n - k - 1;
/* Send the vector to the GPU */
magma_ssetmatrix( i__1, 1, A(rk, k), lda, dA(rk,k), ldda );
/* Multiply on GPU */
// was CALL SGEMV( 'Conjugate transpose', M-RK+1, N-K,
// TAU( K ), A( RK, K+1 ), LDA,
// A( RK, K ), 1,
// CZERO, F( K+1, K ), 1 )
magma_int_t i__3 = nb-k-1;
magma_int_t i__4 = i__2 - i__3;
magma_int_t i__5 = nb-k;
magma_sgemv( MagmaConjTrans, i__1 - i__5, i__2 - i__3,
tau[k], dA(rk +i__5, k+1+i__3), ldda,
dA(rk +i__5, k ), ione,
c_zero, dF(k+1+i__3, k ), ione );
magma_sgetmatrix_async( i__2-i__3, 1,
dF(k + 1 +i__3, k), i__2,
F (k + 1 +i__3, k), i__2, stream );
blasf77_sgemv( MagmaConjTransStr, &i__1, &i__3,
&tau[k], A(rk, k+1), &lda,
A(rk, k ), &ione,
&c_zero, F(k+1, k ), &ione );
magma_queue_sync( stream );
blasf77_sgemv( MagmaConjTransStr, &i__5, &i__4,
&tau[k], A(rk, k+1+i__3), &lda,
A(rk, k ), &ione,
&c_one, F(k+1+i__3, k ), &ione );
}
/* Padding F(1:K,K) with zeros. */
for (j = 0; j < k; ++j) {
*F(j, k) = c_zero;
}
/* Incremental updating of F:
F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'*A(RK:M,K). */
if (k > 0) {
i__1 = m - rk;
i__2 = k;
z__1 = MAGMA_S_NEGATE( tau[k] );
blasf77_sgemv( MagmaConjTransStr, &i__1, &i__2,
&z__1, A(rk, 0), &lda,
A(rk, k), &ione,
&c_zero, auxv, &ione );
i__1 = k;
blasf77_sgemv( MagmaNoTransStr, &n, &i__1,
&c_one, F(0,0), &ldf,
auxv, &ione,
&c_one, F(0,k), &ione );
}
/* Optimization: On the last iteration start sending F back to the GPU */
/* Update the current row of A:
A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'. */
if (k < n-1) {
i__1 = n - k - 1;
i__2 = k + 1;
blasf77_sgemm( MagmaNoTransStr, MagmaConjTransStr, &ione, &i__1, &i__2,
&c_neg_one, A(rk, 0 ), &lda,
F(k+1,0 ), &ldf,
&c_one, A(rk, k+1), &lda );
}
/* Update partial column norms. */
if (rk < lastrk) {
for (j = k + 1; j < n; ++j) {
if (vn1[j] != 0.) {
/* NOTE: The following 4 lines follow from the analysis in
Lapack Working Note 176. */
temp = MAGMA_S_ABS( *A(rk,j) ) / vn1[j];
temp = max( 0., ((1. + temp) * (1. - temp)) );
d__1 = vn1[j] / vn2[j];
temp2 = temp * (d__1 * d__1);
if (temp2 <= tol3z) {
vn2[j] = (float) lsticc;
lsticc = j;
} else {
vn1[j] *= magma_ssqrt(temp);
}
}
}
}
*A(rk, k) = Akk;
++k;
}
// leave k as the last column done
--k;
*kb = k + 1;
rk = offset + *kb - 1;
/* Apply the block reflector to the rest of the matrix:
A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) - A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)' */
if (*kb < min(n, m - offset)) {
i__1 = m - rk - 1;
i__2 = n - *kb;
/* Send F to the GPU */
magma_ssetmatrix( i__2, *kb,
F (*kb, 0), ldf,
dF(*kb, 0), i__2 );
magma_sgemm( MagmaNoTrans, MagmaConjTrans, i__1, i__2, *kb,
c_neg_one, dA(rk+1, 0 ), ldda,
dF(*kb, 0 ), i__2,
c_one, dA(rk+1, *kb), ldda );
}
/* Recomputation of difficult columns. */
while( lsticc > 0 ) {
itemp = (magma_int_t)(vn2[lsticc] >= 0. ? floor(vn2[lsticc] + .5) : -floor(.5 - vn2[lsticc]));
i__1 = m - rk - 1;
if (lsticc <= nb)
vn1[lsticc] = magma_cblas_snrm2( i__1, A(rk+1,lsticc), ione );
else {
/* Where is the data, CPU or GPU ? */
float r1, r2;
r1 = magma_cblas_snrm2( nb-k, A(rk+1,lsticc), ione );
r2 = magma_snrm2(m-offset-nb, dA(offset + nb + 1, lsticc), ione);
//vn1[lsticc] = magma_snrm2(i__1, dA(rk + 1, lsticc), ione);
vn1[lsticc] = magma_ssqrt(r1*r1 + r2*r2);
}
/* NOTE: The computation of VN1( LSTICC ) relies on the fact that
SNRM2 does not fail on vectors with norm below the value of SQRT(SLAMCH('S')) */
vn2[lsticc] = vn1[lsticc];
lsticc = itemp;
}
magma_queue_destroy( stream );
return MAGMA_SUCCESS;
} /* magma_slaqps */
extern "C" magma_int_t
magma_slahr2(
magma_int_t n, magma_int_t k, magma_int_t nb,
magmaFloat_ptr da, size_t da_offset, magma_int_t ldda,
magmaFloat_ptr dv, size_t dv_offset, magma_int_t lddv,
float *a, magma_int_t lda,
float *tau,
float *t, magma_int_t ldt,
float *y, magma_int_t ldy,
magma_queue_t queue)
{
/* -- clMAGMA auxiliary routine (version 0.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
@date November 2014
Purpose
=======
SLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
matrix A so that elements below the k-th subdiagonal are zero. The
reduction is performed by an orthogonal similarity transformation
Q' * A * Q. The routine returns the matrices V and T which determine
Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
This is an auxiliary routine called by SGEHRD.
Arguments
=========
N (input) INTEGER
The order of the matrix A.
K (input) INTEGER
The offset for the reduction. Elements below the k-th
subdiagonal in the first NB columns are reduced to zero.
K < N.
NB (input) INTEGER
The number of columns to be reduced.
DA (input/output) REAL array on the GPU, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements on and above the k-th subdiagonal in
the first NB columns are overwritten with the corresponding
elements of the reduced matrix; the elements below the k-th
subdiagonal, with the array TAU, represent the matrix Q as a
product of elementary reflectors. The other columns of A are
unchanged. See Further Details.
DV (output) REAL array on the GPU, dimension (N, NB)
On exit this contains the Householder vectors of the transformation.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) REAL array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
T (output) REAL array, dimension (LDT,NB)
The upper triangular matrix T.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= NB.
Y (output) REAL array, dimension (LDY,NB)
The n-by-nb matrix Y.
LDY (input) INTEGER
The leading dimension of the array Y. LDY >= N.
Further Details
===============
The matrix Q is represented as a product of nb elementary reflectors
Q = H(1) H(2) . . . H(nb).
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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
A(i+k+1:n,i), and tau in TAU(i).
The elements of the vectors v together form the (n-k+1)-by-nb matrix
V which is needed, with T and Y, to apply the transformation to the
unreduced part of the matrix, using an update of the form:
A := (I - V*T*V') * (A - Y*T*V').
The contents of A on exit are illustrated by the following example
with n = 7, k = 3 and nb = 2:
( a a a a a )
( a a a a a )
( a a a a a )
( h h a a a )
( v1 h a a a )
( v1 v2 a a a )
( v1 v2 a a a )
where a denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
===================================================================== */
float c_zero = MAGMA_S_ZERO;
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
magma_int_t c__1 = 1;
magma_int_t a_dim1, a_offset, t_dim1, t_offset, y_dim1, y_offset, i__2, i__3;
float d__1;
magma_int_t i__;
float ei;
--tau;
a_dim1 = lda;
a_offset = 1 + a_dim1;
a -= a_offset;
t_dim1 = ldt;
t_offset = 1 + t_dim1;
t -= t_offset;
y_dim1 = ldy;
y_offset = 1 + y_dim1;
y -= y_offset;
if (n <= 1)
return MAGMA_SUCCESS;
for (i__ = 1; i__ <= nb; ++i__) {
if (i__ > 1) {
/* Update A(K+1:N,I); Update I-th column of A - Y * V' */
i__2 = n - k + 1;
i__3 = i__ - 1;
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_slacgv(&i__3, &a[k+i__-1+a_dim1], &lda);
#endif
blasf77_scopy(&i__3, &a[k+i__-1+a_dim1], &lda, &t[nb*t_dim1+1], &c__1);
blasf77_strmv("u","n","n",&i__3,&t[t_offset], &ldt, &t[nb*t_dim1+1], &c__1);
blasf77_sgemv("NO TRANSPOSE", &i__2, &i__3, &c_neg_one, &y[k + y_dim1],
&ldy, &t[nb*t_dim1+1], &c__1, &c_one, &a[k+i__*a_dim1],&c__1);
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_slacgv(&i__3, &a[k+i__-1+a_dim1], &lda);
#endif
/* Apply I - V * T' * V' to this column (call it b) from the
left, using the last column of T as workspace
Let V = ( V1 ) and b = ( b1 ) (first I-1 rows)
( V2 ) ( b2 )
where V1 is unit lower triangular
w := V1' * b1 */
i__2 = i__ - 1;
blasf77_scopy(&i__2, &a[k+1+i__*a_dim1], &c__1, &t[nb*t_dim1+1], &c__1);
blasf77_strmv("Lower", MagmaConjTransStr, "UNIT", &i__2,
&a[k + 1 + a_dim1], &lda, &t[nb * t_dim1 + 1], &c__1);
/* w := w + V2'*b2 */
i__2 = n - k - i__ + 1;
i__3 = i__ - 1;
blasf77_sgemv(MagmaConjTransStr, &i__2, &i__3, &c_one,
&a[k + i__ + a_dim1], &lda, &a[k+i__+i__*a_dim1], &c__1,
&c_one, &t[nb*t_dim1+1], &c__1);
/* w := T'*w */
i__2 = i__ - 1;
blasf77_strmv("U", MagmaConjTransStr, "N", &i__2, &t[t_offset], &ldt,
&t[nb*t_dim1+1], &c__1);
/* b2 := b2 - V2*w */
i__2 = n - k - i__ + 1;
i__3 = i__ - 1;
blasf77_sgemv("N", &i__2, &i__3, &c_neg_one, &a[k + i__ + a_dim1], &lda,
&t[nb*t_dim1+1], &c__1, &c_one, &a[k+i__+i__*a_dim1], &c__1);
/* b1 := b1 - V1*w */
i__2 = i__ - 1;
blasf77_strmv("L","N","U",&i__2,&a[k+1+a_dim1],&lda,&t[nb*t_dim1+1],&c__1);
blasf77_saxpy(&i__2, &c_neg_one, &t[nb * t_dim1 + 1], &c__1,
&a[k + 1 + i__ * a_dim1], &c__1);
a[k + i__ - 1 + (i__ - 1) * a_dim1] = ei;
}
/* Generate the elementary reflector H(I) to annihilate A(K+I+1:N,I) */
i__2 = n - k - i__ + 1;
i__3 = k + i__ + 1;
lapackf77_slarfg(&i__2, &a[k + i__ + i__ * a_dim1],
&a[min(i__3,n) + i__ * a_dim1], &c__1, &tau[i__]);
ei = a[k + i__ + i__ * a_dim1];
a[k + i__ + i__ * a_dim1] = c_one;
/* Compute Y(K+1:N,I) */
i__2 = n - k;
i__3 = n - k - i__ + 1;
magma_ssetvector( i__3, &a[k + i__ + i__*a_dim1], 1, dv, dv_offset+(i__-1)*(lddv+1), 1, queue );
magma_sgemv(MagmaNoTrans, i__2+1, i__3, c_one,
da, da_offset + (-1 + k + i__ * ldda), ldda,
dv, dv_offset + (i__-1)*(lddv+1), c__1, c_zero,
da, da_offset + (-1 + k + (i__-1)*ldda), c__1, queue);
i__2 = n - k - i__ + 1;
i__3 = i__ - 1;
blasf77_sgemv(MagmaConjTransStr, &i__2, &i__3, &c_one,
&a[k + i__ + a_dim1], &lda, &a[k+i__+i__*a_dim1], &c__1,
&c_zero, &t[i__*t_dim1+1], &c__1);
/* Compute T(1:I,I) */
i__2 = i__ - 1;
d__1 = MAGMA_S_NEGATE( tau[i__] );
blasf77_sscal(&i__2, &d__1, &t[i__ * t_dim1 + 1], &c__1);
blasf77_strmv("U","N","N", &i__2, &t[t_offset], &ldt, &t[i__*t_dim1+1], &c__1);
t[i__ + i__ * t_dim1] = tau[i__];
magma_sgetvector( n - k + 1, da, da_offset+(-1+ k+(i__-1)*ldda), 1, y+ k + i__*y_dim1, 1, queue );
}
a[k + nb + nb * a_dim1] = ei;
return MAGMA_SUCCESS;
} /* magma_slahr2 */
extern "C" magma_int_t
magma_slaqps(magma_int_t m, magma_int_t n, magma_int_t offset,
magma_int_t nb, magma_int_t *kb,
float *A, magma_int_t lda,
float *dA, magma_int_t ldda,
magma_int_t *jpvt, float *tau, float *vn1, float *vn2,
float *auxv,
float *F, magma_int_t ldf,
float *dF, magma_int_t lddf)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
SLAQPS computes a step of QR factorization with column pivoting
of a real M-by-N matrix A by using Blas-3. It tries to factorize
NB columns from A starting from the row OFFSET+1, and updates all
of the matrix with Blas-3 xGEMM.
In some cases, due to catastrophic cancellations, it cannot
factorize NB columns. Hence, the actual number of factorized
columns is returned in KB.
Block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.
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
OFFSET (input) INTEGER
The number of rows of A that have been factorized in
previous steps.
NB (input) INTEGER
The number of columns to factorize.
KB (output) INTEGER
The number of columns actually factorized.
A (input/output) REAL array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, block A(OFFSET+1:M,1:KB) is the triangular
factor obtained and block A(1:OFFSET,1:N) has been
accordingly pivoted, but no factorized.
The rest of the matrix, block A(OFFSET+1:M,KB+1:N) has
been updated.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
JPVT (input/output) INTEGER array, dimension (N)
JPVT(I) = K <==> Column K of the full matrix A has been
permuted into position I in AP.
TAU (output) REAL array, dimension (KB)
The scalar factors of the elementary reflectors.
VN1 (input/output) DOUBLE PRECISION array, dimension (N)
The vector with the partial column norms.
VN2 (input/output) DOUBLE PRECISION array, dimension (N)
The vector with the exact column norms.
AUXV (input/output) REAL array, dimension (NB)
Auxiliar vector.
F (input/output) REAL array, dimension (LDF,NB)
Matrix F' = L*Y'*A.
LDF (input) INTEGER
The leading dimension of the array F. LDF >= max(1,N).
===================================================================== */
#define A(i, j) (A + (i) + (j)*(lda ))
#define dA(i, j) (dA + (i) + (j)*(ldda))
#define F(i, j) (F + (i) + (j)*(ldf ))
#define dF(i, j) (dF + (i) + (j)*(lddf))
float c_zero = MAGMA_S_MAKE( 0.,0.);
float c_one = MAGMA_S_MAKE( 1.,0.);
float c_neg_one = MAGMA_S_MAKE(-1.,0.);
magma_int_t ione = 1;
magma_int_t i__1, i__2;
float d__1;
float z__1;
magma_int_t j, k, rk;
float Akk;
magma_int_t pvt;
float temp, temp2, tol3z;
magma_int_t itemp;
magma_int_t lsticc;
magma_int_t lastrk;
lastrk = min( m, n + offset );
tol3z = magma_ssqrt( lapackf77_slamch("Epsilon"));
magma_queue_t stream;
magma_queue_create( &stream );
lsticc = 0;
k = 0;
while( k < nb && lsticc == 0 ) {
rk = offset + k;
/* Determine ith pivot column and swap if necessary */
// Fortran: pvt, k, isamax are all 1-based; subtract 1 from k.
// C: pvt, k, isamax are all 0-based; don't subtract 1.
pvt = k + cblas_isamax( n-k, &vn1[k], ione );
if (pvt != k) {
if (pvt >= nb) {
/* 1. Start copy from GPU */
magma_sgetmatrix_async( m - offset - nb, 1,
dA(offset + nb, pvt), ldda,
A (offset + nb, pvt), lda, stream );
}
/* F gets swapped so F must be sent at the end to GPU */
i__1 = k;
blasf77_sswap( &i__1, F(pvt,0), &ldf, F(k,0), &ldf );
itemp = jpvt[pvt];
jpvt[pvt] = jpvt[k];
jpvt[k] = itemp;
vn1[pvt] = vn1[k];
vn2[pvt] = vn2[k];
if (pvt < nb){
/* no need of transfer if pivot is within the panel */
blasf77_sswap( &m, A(0, pvt), &ione, A(0, k), &ione );
}
else {
/* 1. Finish copy from GPU */
magma_queue_sync( stream );
/* 2. Swap as usual on CPU */
blasf77_sswap(&m, A(0, pvt), &ione, A(0, k), &ione);
/* 3. Restore the GPU */
magma_ssetmatrix_async( m - offset - nb, 1,
A (offset + nb, pvt), lda,
dA(offset + nb, pvt), ldda, stream);
}
}
/* Apply previous Householder reflectors to column K:
A(RK:M,K) := A(RK:M,K) - A(RK:M,1:K-1)*F(K,1:K-1)'.
Optimization: multiply with beta=0; wait for vector and subtract */
if (k > 0) {
#if defined(PRECISION_c) || defined(PRECISION_z)
for (j = 0; j < k; ++j){
*F(k,j) = MAGMA_S_CNJG( *F(k,j) );
}
#endif
i__1 = m - rk;
i__2 = k;
blasf77_sgemv( MagmaNoTransStr, &i__1, &i__2,
&c_neg_one, A(rk, 0), &lda,
F(k, 0), &ldf,
&c_one, A(rk, k), &ione );
#if defined(PRECISION_c) || defined(PRECISION_z)
for (j = 0; j < k; ++j) {
*F(k,j) = MAGMA_S_CNJG( *F(k,j) );
}
#endif
}
/* Generate elementary reflector H(k). */
if (rk < m-1) {
i__1 = m - rk;
lapackf77_slarfg( &i__1, A(rk, k), A(rk + 1, k), &ione, &tau[k] );
} else {
lapackf77_slarfg( &ione, A(rk, k), A(rk, k), &ione, &tau[k] );
}
Akk = *A(rk, k);
*A(rk, k) = c_one;
/* Compute Kth column of F:
Compute F(K+1:N,K) := tau(K)*A(RK:M,K+1:N)'*A(RK:M,K) on the GPU */
if (k < n-1) {
i__1 = m - rk;
i__2 = n - k - 1;
/* Send the vector to the GPU */
magma_ssetmatrix( i__1, 1, A(rk, k), lda, dA(rk,k), ldda );
/* Multiply on GPU */
// was CALL SGEMV( 'Conjugate transpose', M-RK+1, N-K,
// TAU( K ), A( RK, K+1 ), LDA,
// A( RK, K ), 1,
// CZERO, F( K+1, K ), 1 )
magma_int_t i__3 = nb-k-1;
magma_int_t i__4 = i__2 - i__3;
magma_int_t i__5 = nb-k;
magma_sgemv( MagmaTrans, i__1 - i__5, i__2 - i__3,
tau[k], dA(rk +i__5, k+1+i__3), ldda,
dA(rk +i__5, k ), ione,
c_zero, dF(k+1+i__3, k ), ione );
magma_sgetmatrix_async( i__2-i__3, 1,
dF(k + 1 +i__3, k), i__2,
F (k + 1 +i__3, k), i__2, stream );
blasf77_sgemv( MagmaTransStr, &i__1, &i__3,
&tau[k], A(rk, k+1), &lda,
A(rk, k ), &ione,
&c_zero, F(k+1, k ), &ione );
magma_queue_sync( stream );
blasf77_sgemv( MagmaTransStr, &i__5, &i__4,
&tau[k], A(rk, k+1+i__3), &lda,
A(rk, k ), &ione,
&c_one, F(k+1+i__3, k ), &ione );
}
/* Padding F(1:K,K) with zeros. */
for (j = 0; j < k; ++j) {
*F(j, k) = c_zero;
}
/* Incremental updating of F:
F(1:N,K) := F(1:N,K) - tau(K)*F(1:N,1:K-1)*A(RK:M,1:K-1)'*A(RK:M,K). */
if (k > 0) {
i__1 = m - rk;
i__2 = k;
z__1 = MAGMA_S_NEGATE( tau[k] );
blasf77_sgemv( MagmaTransStr, &i__1, &i__2,
&z__1, A(rk, 0), &lda,
A(rk, k), &ione,
&c_zero, auxv, &ione );
i__1 = k;
blasf77_sgemv( MagmaNoTransStr, &n, &i__1,
&c_one, F(0,0), &ldf,
auxv, &ione,
&c_one, F(0,k), &ione );
}
/* Optimization: On the last iteration start sending F back to the GPU */
/* Update the current row of A:
A(RK,K+1:N) := A(RK,K+1:N) - A(RK,1:K)*F(K+1:N,1:K)'. */
if (k < n-1) {
i__1 = n - k - 1;
i__2 = k + 1;
blasf77_sgemm( MagmaNoTransStr, MagmaTransStr, &ione, &i__1, &i__2,
&c_neg_one, A(rk, 0 ), &lda,
F(k+1,0 ), &ldf,
&c_one, A(rk, k+1), &lda );
}
/* Update partial column norms. */
if (rk < lastrk) {
for (j = k + 1; j < n; ++j) {
if (vn1[j] != 0.) {
/* NOTE: The following 4 lines follow from the analysis in
Lapack Working Note 176. */
temp = MAGMA_S_ABS( *A(rk,j) ) / vn1[j];
temp = max( 0., ((1. + temp) * (1. - temp)) );
d__1 = vn1[j] / vn2[j];
temp2 = temp * (d__1 * d__1);
if (temp2 <= tol3z) {
vn2[j] = (float) lsticc;
lsticc = j;
} else {
vn1[j] *= magma_ssqrt(temp);
}
}
}
}
*A(rk, k) = Akk;
++k;
}
// leave k as the last column done
--k;
*kb = k + 1;
rk = offset + *kb - 1;
/* Apply the block reflector to the rest of the matrix:
A(OFFSET+KB+1:M,KB+1:N) := A(OFFSET+KB+1:M,KB+1:N) - A(OFFSET+KB+1:M,1:KB)*F(KB+1:N,1:KB)' */
if (*kb < min(n, m - offset)) {
i__1 = m - rk - 1;
i__2 = n - *kb;
/* Send F to the GPU */
magma_ssetmatrix( i__2, *kb,
F (*kb, 0), ldf,
dF(*kb, 0), i__2 );
magma_sgemm( MagmaNoTrans, MagmaTrans, i__1, i__2, *kb,
c_neg_one, dA(rk+1, 0 ), ldda,
dF(*kb, 0 ), i__2,
c_one, dA(rk+1, *kb), ldda );
}
/* Recomputation of difficult columns. */
while( lsticc > 0 ) {
itemp = (magma_int_t)(vn2[lsticc] >= 0. ? floor(vn2[lsticc] + .5) : -floor(.5 - vn2[lsticc]));
i__1 = m - rk - 1;
if (lsticc <= nb)
vn1[lsticc] = cblas_snrm2(i__1, A(rk + 1, lsticc), ione);
else {
/* Where is the data, CPU or GPU ? */
float r1, r2;
r1 = cblas_snrm2(nb-k, A(rk + 1, lsticc), ione);
r2 = magma_snrm2(m-offset-nb, dA(offset + nb + 1, lsticc), ione);
//vn1[lsticc] = magma_snrm2(i__1, dA(rk + 1, lsticc), ione);
vn1[lsticc] = magma_ssqrt(r1*r1+r2*r2);
}
/* NOTE: The computation of VN1( LSTICC ) relies on the fact that
SNRM2 does not fail on vectors with norm below the value of SQRT(SLAMCH('S')) */
vn2[lsticc] = vn1[lsticc];
lsticc = itemp;
}
magma_queue_destroy( stream );
return MAGMA_SUCCESS;
} /* magma_slaqps */
/**
Purpose
-------
SLAHR2 reduces the first NB columns of a real general n-BY-(n-k+1)
matrix A so that elements below the k-th subdiagonal are zero. The
reduction is performed by an orthogonal similarity transformation
Q' * A * Q. The routine returns the matrices V and T which determine
Q as a block reflector I - V*T*V', and also the matrix Y = A * V.
(Note this is different than LAPACK, which computes Y = A * V * T.)
This is an auxiliary routine called by SGEHRD.
Arguments
---------
@param[in]
n INTEGER
The order of the matrix A.
@param[in]
k INTEGER
The offset for the reduction. Elements below the k-th
subdiagonal in the first NB columns are reduced to zero.
K < N.
@param[in]
nb INTEGER
The number of columns to be reduced.
@param[in,out]
A REAL array, dimension (LDA,N-K+1)
On entry, the n-by-(n-k+1) general matrix A.
On exit, the elements on and above the k-th subdiagonal in
the first NB columns are overwritten with the corresponding
elements of the reduced matrix; the elements below the k-th
subdiagonal, with the array TAU, represent the matrix Q as a
product of elementary reflectors. The other columns of A are
unchanged. See Further Details.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
tau REAL array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
@param[out]
T REAL array, dimension (LDT,NB)
The upper triangular matrix T.
@param[in]
ldt INTEGER
The leading dimension of the array T. LDT >= NB.
@param[out]
Y REAL array, dimension (LDY,NB)
The n-by-nb matrix Y.
@param[in]
ldy INTEGER
The leading dimension of the array Y. LDY >= N.
@param[in,out]
data Structure with pointers to dA, dT, dV, dW, dY
which are distributed across multiple GPUs.
Further Details
---------------
The matrix Q is represented as a product of nb elementary reflectors
Q = H(1) H(2) . . . H(nb).
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+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in
A(i+k+1:n,i), and tau in TAU(i).
The elements of the vectors v together form the (n-k+1)-by-nb matrix
V which is needed, with T and Y, to apply the transformation to the
unreduced part of the matrix, using an update of the form:
A := (I - V*T*V') * (A - Y*T*V').
The contents of A on exit are illustrated by the following example
with n = 7, k = 3 and nb = 2:
@verbatim
( a a a a a )
( a a a a a )
( a a a a a )
( h h a a a )
( v1 h a a a )
( v1 v2 a a a )
( v1 v2 a a a )
@endverbatim
where "a" denotes an element of the original matrix A, h denotes a
modified element of the upper Hessenberg matrix H, and vi denotes an
element of the vector defining H(i).
This implementation follows the hybrid algorithm and notations described in
S. Tomov and J. Dongarra, "Accelerating the reduction to upper Hessenberg
form through hybrid GPU-based computing," University of Tennessee Computer
Science Technical Report, UT-CS-09-642 (also LAPACK Working Note 219),
May 24, 2009.
@ingroup magma_sgeev_aux
********************************************************************/
extern "C" magma_int_t
magma_slahr2_m(
magma_int_t n, magma_int_t k, magma_int_t nb,
float *A, magma_int_t lda,
float *tau,
float *T, magma_int_t ldt,
float *Y, magma_int_t ldy,
struct sgehrd_data *data )
{
#define A( i, j ) ( A + (i) + (j)*lda)
#define Y( i, j ) ( Y + (i) + (j)*ldy)
#define T( i, j ) ( T + (i) + (j)*ldt)
#define dA( d, i, j ) (data->A [d] + (i) + (j)*ldda)
#define dTi( d ) (data->Ti[d])
#define dV( d, i, j ) (data->V [d] + (i) + (j)*ldv )
#define dVd( d, i, j ) (data->Vd[d] + (i) + (j)*ldvd)
#define dY( d, i, j ) (data->Y [d] + (i) + (j)*ldda)
float c_zero = MAGMA_S_ZERO;
float c_one = MAGMA_S_ONE;
float c_neg_one = MAGMA_S_NEG_ONE;
float tmp;
magma_int_t ngpu = data->ngpu;
magma_int_t ldda = data->ldda;
magma_int_t ldv = data->ldv;
magma_int_t ldvd = data->ldvd;
magma_int_t ione = 1;
magma_int_t d, dki1, dn, nblocks, gblock, lblock, lgid;
magma_int_t n_k_i_1, n_k;
float scale;
magma_int_t i;
float ei = MAGMA_S_ZERO;
magma_int_t info_data = 0;
magma_int_t *info = &info_data;
if (n < 0) {
*info = -1;
} else if (k < 0 || k >= n) {
*info = -2;
} else if (nb < 1 || nb > n) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if (ldt < nb) {
*info = -8;
} else if (ldy < max(1,n)) {
*info = -10;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// adjust from 1-based indexing
k -= 1;
// Function Body
if (n <= 1)
return *info;
magma_device_t orig_dev;
magma_getdevice( &orig_dev );
// zero out current top block of V on all GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablas_slaset( MagmaFull, nb, nb, c_zero, c_zero, dV(d,k,0), ldv, data->queues[d] );
}
// set all Y=0
lapackf77_slaset( "Full", &n, &nb, &c_zero, &c_zero, Y, &ldy );
for (i = 0; i < nb; ++i) {
n_k_i_1 = n - k - i - 1;
n_k = n - k;
if (i > 0) {
// Finish applying I - V * T * V' on right
tmp = MAGMA_S_NEGATE( tau[i-1] );
blasf77_saxpy( &n_k, &tmp, Y(k,i-1), &ione, A(k,i), &ione );
// Apply I - V * T' * V' to this column (call it b) from the
// left, using the last column of T as workspace, w.
//
// Let V = ( V1 ) and b = ( b1 ) (first i-1 rows)
// ( V2 ) ( b2 )
// where V1 is unit lower triangular
// w := b1 = A(k+1:k+i, i)
blasf77_scopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_strmv( "Lower", "Conj", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// w := w + V2'*b2 = w + VA(k+i+1:n-1, 0:i-1)' * A(k+i+1:n-1, i)
blasf77_sgemv( "Conj", &n_k_i_1, &i,
&c_one, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_one, T(0,nb-1), &ione );
// w := T'*w = T(0:i-1, 0:i-1)' * w
blasf77_strmv( "Upper", "Conj", "Non-unit", &i,
T(0,0), &ldt,
T(0,nb-1), &ione );
// b2 := b2 - V2*w = A(k+i+1:n-1, i) - VA(k+i+1:n-1, 0:i-1) * w
blasf77_sgemv( "No trans", &n_k_i_1, &i,
&c_neg_one, A(k+i+1,0), &lda,
T(0,nb-1), &ione,
&c_one, A(k+i+1,i), &ione );
// w := V1*w = VA(k+1:k+i, 0:i-1) * w
blasf77_strmv( "Lower", "No trans", "Unit", &i,
A(k+1,0), &lda,
T(0,nb-1), &ione );
// b1 := b1 - w = A(k+1:k+i-1, i) - w
blasf77_saxpy( &i,
&c_neg_one, T(0,nb-1), &ione,
A(k+1,i), &ione );
// Restore diagonal element, saved below during previous iteration
*A(k+i,i-1) = ei;
}
// Generate the elementary reflector H(i) to annihilate A(k+i+1:n-1,i)
lapackf77_slarfg( &n_k_i_1,
A(k+i+1,i),
A(k+i+2,i), &ione, &tau[i] );
// Save diagonal element and set to one, to simplify multiplying by V
ei = *A(k+i+1,i);
*A(k+i+1,i) = c_one;
// compute yi = A vi = sum_g A{d} vi{d}
nblocks = (n-1) / nb / ngpu + 1;
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
// dV(k+i+1:n-1, i) = VA(k+i:n, i)
magma_ssetvector_async( n_k_i_1,
A(k+i+1,i), 1,
dV(d, k+i+1, i), 1, data->queues[d] );
// copy column of dV -> dVd, using block cyclic distribution.
// This assumes V and Vd have been padded so that
// a 2D matrix copy doesn't access them out-of-bounds
gblock = k / nb;
lblock = gblock / ngpu;
lgid = gblock % ngpu;
if ( d < lgid ) {
lblock += 1;
}
// treat V as (nb*ngpu) x nblock matrix, and Vd as nb x nblock matrix
magmablas_slacpy( MagmaFull, nb, nblocks-lblock,
dV (d, d*nb + lblock*nb*ngpu, i), nb*ngpu,
dVd(d, 0 + lblock*nb, i), nb, data->queues[d] );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
// dY(k:n, i) = dA(k:n, k+i+1:n) * dV(k+i+1:n, i)
// skip if matrix is empty
// each GPU copies to different temporary vector in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_sgemv( MagmaNoTrans, n-k, dn-dki1,
c_one, dA (d, k, dki1), ldda,
dVd(d, dki1, i), 1,
c_zero, dY (d, k, i), 1, data->queues[d] );
// copy vector to host, storing in column nb+d of Y
// as temporary space (Y has >= nb+ngpu columns)
magma_sgetvector_async( n-k,
dY(d, k, i), 1,
Y(k, nb+d), 1, data->queues[d] );
}
}
// while GPU is doing above Ag*v...
// Compute T(0:i,i) = [ -tau T V' vi ]
// [ tau ]
// T(0:i-1, i) = -tau VA(k+i+1:n-1, 0:i-1)' VA(k+i+1:n-1, i)
scale = MAGMA_S_NEGATE( tau[i] );
blasf77_sgemv( "Conj", &n_k_i_1, &i,
&scale, A(k+i+1,0), &lda,
A(k+i+1,i), &ione,
&c_zero, T(0,i), &ione );
// T(0:i-1, i) = T(0:i-1, 0:i-1) * T(0:i-1, i)
blasf77_strmv( "Upper", "No trans", "Non-unit", &i,
T(0,0), &ldt,
T(0,i), &ione );
*T(i,i) = tau[i];
// apply reflectors to next column, A(i+1), on right only.
// one axpy will be required to finish this, in the next iteration above
if ( i > 0 && i+1 < nb ) {
// Update next column, A(k:n,i+1), applying Q on right.
// One axpy will be required to finish this, in the next iteration
// above, after yi is computed.
// This updates one more row than LAPACK does (row k),
// making block above panel an even multiple of nb.
// Use last column of T as workspace, w.
magma_int_t i1 = i+1;
// If real, conjugate row of V, and undo afterwards
#ifdef COMPLEX
lapackf77_slacgv( &i1, A(k+i1,0), &lda );
#endif
// w = T(0:i, 0:i+1) * VA(k+i+1, 0:i+1)'
// T is now rectangular, so we use gemv instead of trmv as in lapack.
blasf77_sgemv( "No trans", &i, &i1,
&c_one, T(0,0), &ldt,
A(k+i1,0), &lda,
&c_zero, T(0,nb-1), &ione );
#ifdef COMPLEX
lapackf77_slacgv( &i1, A(k+i1,0), &lda );
#endif
// A(k:n, i+1) -= Y(k:n, 0:i) * w
blasf77_sgemv( "No trans", &n_k, &i,
&c_neg_one, Y(k,0), &ldy,
T(0,nb-1), &ione,
&c_one, A(k,i1), &ione );
}
// yi = sum_g yi{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( data->queues[d] );
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// yi = yi + yi{d}
blasf77_saxpy( &n_k, &c_one, Y(k,nb+d), &ione, Y(k,i), &ione );
}
}
}
// Restore diagonal element
*A(k+nb,nb-1) = ei;
// compute Y = Am V = sum_g Am{d} V{d} --- top part, Y(0:k-1,:)
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
// convert global indices (k) to local indices (dk)
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
// dY(0:k, :) = dA(0:k, k+i+1:n-1) * dV(k+i+1:n-1, :)
// skip if matrix is empty
// each GPU copies to different temporary block in Y,
// which are summed in separate loop below
if ( dn-dki1 > 0 ) {
magma_sgemm( MagmaNoTrans, MagmaNoTrans, k, nb, dn-dki1,
c_one, dA (d, 0, dki1), ldda,
dVd(d, dki1, 0), ldvd,
c_zero, dY (d, 0, 0), ldda, data->queues[d] );
// copy result to host, storing in columns [nb + nb*d : nb + nb*(d+1)] of Y
// as temporary space (Y has nb + nb*ngpu columns)
magma_sgetmatrix_async( k, nb,
dY(d, 0, 0), ldda,
Y(0,nb+nb*d), ldy, data->queues[d] );
}
}
// Y = sum_g Y{d}
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_queue_sync( 0 );
magma_indices_1D_bcyclic( nb, ngpu, d, k+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// Y = Y + Am V
for( i = 0; i < nb; ++i ) {
blasf77_saxpy( &k, &c_one, Y(0,nb+nb*d+i), &ione, Y(0,i), &ione );
}
}
}
// copy Y and T matrices to GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magma_ssetmatrix_async( n, nb, Y, ldy, dY(d, 0, 0), ldda, data->queues[d] );
magma_ssetmatrix_async( nb, nb, T, nb, dTi(d), nb, data->queues[d] );
}
magma_setdevice( orig_dev );
return *info;
} /* magma_slahr2 */
