// 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,
magmaDoubleComplex *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;
magmaDoubleComplex alpha = MAGMA_Z_ONE;
magmaDoubleComplex beta = MAGMA_Z_ZERO;
magmaDoubleComplex *A, *L, *U;
double work[1], matnorm, residual;
TESTING_MALLOC_CPU( A, magmaDoubleComplex, lda*N );
TESTING_MALLOC_CPU( L, magmaDoubleComplex, M*min_mn );
TESTING_MALLOC_CPU( U, magmaDoubleComplex, min_mn*N );
memset( L, 0, M*min_mn*sizeof(magmaDoubleComplex) );
memset( U, 0, min_mn*N*sizeof(magmaDoubleComplex) );
// set to original A
init_matrix( M, N, A, lda );
lapackf77_zlaswp( &N, A, &lda, &ione, &min_mn, ipiv, &ione);
// copy LU to L and U, and set diagonal to 1
lapackf77_zlacpy( MagmaLowerStr, &M, &min_mn, LU, &lda, L, &M );
lapackf77_zlacpy( MagmaUpperStr, &min_mn, &N, LU, &lda, U, &min_mn );
for(j=0; j<min_mn; j++)
L[j+j*M] = MAGMA_Z_MAKE( 1., 0. );
matnorm = lapackf77_zlange("f", &M, &N, A, &lda, work);
blasf77_zgemm("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_Z_SUB( LU[i+j*lda], A[i+j*lda] );
}
}
residual = lapackf77_zlange("f", &M, &N, LU, &lda, work);
TESTING_FREE_CPU( A );
TESTING_FREE_CPU( L );
TESTING_FREE_CPU( U );
return residual / (matnorm * N);
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing dgeev
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
double *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2;
double *w1i, *w2i;
magmaDoubleComplex *w1copy, *w2copy;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double tnrm, result[9];
magma_int_t N, n2, lda, nb, lwork, info;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
double ulp, ulpinv, error;
magma_int_t status = 0;
ulp = lapackf77_dlamch( "P" );
ulpinv = 1./ulp;
magma_opts opts;
parse_opts( argc, argv, &opts );
// need slightly looser bound (60*eps instead of 30*eps) for some tests
opts.tolerance = max( 60., opts.tolerance );
double tol = opts.tolerance * lapackf77_dlamch("E");
double tolulp = opts.tolerance * lapackf77_dlamch("P");
// enable at least some minimal checks, if requested
if ( opts.check && !opts.lapack && opts.jobvl == MagmaNoVec && opts.jobvr == MagmaNoVec ) {
fprintf( stderr, "NOTE: Some checks require vectors to be computed;\n"
" set jobvl=V (option -LV), or jobvr=V (option -RV), or both.\n"
" Some checks require running lapack (-l); setting lapack.\n\n");
opts.lapack = true;
}
printf(" N CPU Time (sec) GPU Time (sec) |W_magma - W_lapack| / |W_lapack|\n");
printf("===========================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[itest];
lda = N;
n2 = lda*N;
nb = magma_get_dgehrd_nb(N);
lwork = N*(2 + nb);
// generous workspace - required by dget22
lwork = max( lwork, N*(5 + 2*N) );
TESTING_MALLOC_CPU( w1copy, magmaDoubleComplex, N );
TESTING_MALLOC_CPU( w2copy, magmaDoubleComplex, N );
TESTING_MALLOC_CPU( w1, double, N );
TESTING_MALLOC_CPU( w2, double, N );
TESTING_MALLOC_CPU( w1i, double, N );
TESTING_MALLOC_CPU( w2i, double, N );
TESTING_MALLOC_CPU( h_A, double, n2 );
TESTING_MALLOC_PIN( h_R, double, n2 );
TESTING_MALLOC_PIN( VL, double, n2 );
TESTING_MALLOC_PIN( VR, double, n2 );
TESTING_MALLOC_PIN( h_work, double, lwork );
/* Initialize the matrix */
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_dgeev( opts.jobvl, opts.jobvr,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, opts.queue, &info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_dgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
/* =====================================================================
Check the result
=================================================================== */
if ( opts.check ) {
/* ===================================================================
* Check the result following LAPACK's [zcds]drvev routine.
* The following tests are performed:
* (1) | A * VR - VR * W | / ( n |A| )
*
* Here VR is the matrix of unit right eigenvectors.
* W is a diagonal matrix with diagonal entries W(j).
*
* (2) | |VR(i)| - 1 | and whether largest component real
*
* VR(i) denotes the i-th column of VR.
*
* (3) | A**T * VL - VL * W**T | / ( n |A| )
*
* Here VL is the matrix of unit left eigenvectors, A**T is the
* transpose of A, and W is as above.
*
* (4) | |VL(i)| - 1 | and whether largest component real
*
* VL(i) denotes the i-th column of VL.
*
* (5) W(full) = W(partial, W only) -- currently skipped
* (6) W(full) = W(partial, W and VR)
* (7) W(full) = W(partial, W and VL)
*
* W(full) denotes the eigenvalues computed when both VR and VL
* are also computed, and W(partial) denotes the eigenvalues
* computed when only W, only W and VR, or only W and VL are
* computed.
*
* (8) VR(full) = VR(partial, W and VR)
*
* VR(full) denotes the right eigenvectors computed when both VR
* and VL are computed, and VR(partial) denotes the result
* when only VR is computed.
*
* (9) VL(full) = VL(partial, W and VL)
*
* VL(full) denotes the left eigenvectors computed when both VR
* and VL are also computed, and VL(partial) denotes the result
* when only VL is computed.
*
* (1, 2) only if jobvr = V
* (3, 4) only if jobvl = V
* (5-9) only if check = 2 (option -c2)
================================================================= */
double vmx, vrmx, vtst;
// Initialize result. -1 indicates test was not run.
for( int j = 0; j < 9; ++j )
result[j] = -1.;
if ( opts.jobvr == MagmaVec ) {
// Do test 1: | A * VR - VR * W | / ( n |A| )
// Note this writes result[1] also
lapackf77_dget22( MagmaNoTransStr, MagmaNoTransStr, MagmaNoTransStr,
&N, h_A, &lda, VR, &lda, w1, w1i,
h_work, &result[0] );
result[0] *= ulp;
// Do test 2: | |VR(i)| - 1 | and whether largest component real
result[1] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = magma_cblas_dnrm2( N, &VR[j*lda], ione );
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( magma_cblas_dnrm2( N, &VR[j*lda], ione ),
magma_cblas_dnrm2( N, &VR[(j+1)*lda], ione ));
result[1] = max( result[1], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_dlapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VR[jj + (j+1)*lda])==0. &&
MAGMA_D_ABS( VR[jj+j*lda] ) > vrmx)
{
vrmx = MAGMA_D_ABS( VR[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[1] = ulpinv;
}
}
result[1] *= ulp;
}
if ( opts.jobvl == MagmaVec ) {
// Do test 3: | A**T * VL - VL * W**T | / ( n |A| )
// Note this writes result[3] also
lapackf77_dget22( MagmaTransStr, MagmaNoTransStr, MagmaTransStr,
&N, h_A, &lda, VL, &lda, w1, w1i,
h_work, &result[2] );
result[2] *= ulp;
// Do test 4: | |VL(i)| - 1 | and whether largest component real
result[3] = -1.;
for( int j = 0; j < N; ++j ) {
tnrm = 1.;
if (w1i[j] == 0.)
tnrm = magma_cblas_dnrm2( N, &VL[j*lda], ione );
else if (w1i[j] > 0.)
tnrm = magma_dlapy2( magma_cblas_dnrm2( N, &VL[j*lda], ione ),
magma_cblas_dnrm2( N, &VL[(j+1)*lda], ione ));
result[3] = max( result[3], min( ulpinv, MAGMA_D_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_dlapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VL[jj + (j+1)*lda])==0. &&
MAGMA_D_ABS( VL[jj+j*lda]) > vrmx)
{
vrmx = MAGMA_D_ABS( VL[jj+j*lda] );
}
}
if (vrmx / vmx < 1. - ulp*2.)
result[3] = ulpinv;
}
}
result[3] *= ulp;
}
}
if ( opts.check == 2 ) {
// more extensive tests
// this is really slow because it calls magma_zgeev multiple times
double *LRE, DUM;
TESTING_MALLOC_PIN( LRE, double, n2 );
lapackf77_dlarnv( &ione, ISEED, &n2, h_A );
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
// ----------
// Compute eigenvalues, left and right eigenvectors
magma_dgeev( MagmaVec, MagmaVec,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, opts.queue, &info );
if (info != 0)
printf("magma_zgeev (case V, V) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// ----------
// Compute eigenvalues only
// These are not exactly equal, and not in the same order, so skip for now.
//lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
//magma_dgeev( MagmaNoVec, MagmaNoVec,
// N, h_R, lda, w2, w2i,
// &DUM, 1, &DUM, 1,
// h_work, lwork, opts.queue, &info );
//if (info != 0)
// printf("magma_dgeev (case N, N) returned error %d: %s.\n",
// (int) info, magma_strerror( info ));
//
//// Do test 5: W(full) = W(partial, W only)
//result[4] = 1;
//for( int j = 0; j < N; ++j )
// if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
// result[4] = 0;
// ----------
// Compute eigenvalues and right eigenvectors
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev( MagmaNoVec, MagmaVec,
N, h_R, lda, w2, w2i,
&DUM, 1, LRE, lda,
h_work, lwork, opts.queue, &info );
if (info != 0)
printf("magma_dgeev (case N, V) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// Do test 6: W(full) = W(partial, W and VR)
result[5] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[5] = 0;
// Do test 8: VR(full) = VR(partial, W and VR)
result[7] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_D_EQUAL( VR[j+jj*lda], LRE[j+jj*lda] ))
result[7] = 0;
// ----------
// Compute eigenvalues and left eigenvectors
lapackf77_dlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_dgeev( MagmaVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
LRE, lda, &DUM, 1,
h_work, lwork, opts.queue, &info );
if (info != 0)
printf("magma_dgeev (case V, N) returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// Do test 7: W(full) = W(partial, W and VL)
result[6] = 1;
for( int j = 0; j < N; ++j )
if ( w1[j] != w2[j] || w1i[j] != w2i[j] )
result[6] = 0;
// Do test 9: VL(full) = VL(partial, W and VL)
result[8] = 1;
for( int j = 0; j < N; ++j )
for( int jj = 0; jj < N; ++jj )
if ( ! MAGMA_D_EQUAL( VL[j+jj*lda], LRE[j+jj*lda] ))
result[8] = 0;
TESTING_FREE_PIN( LRE );
}
/* =====================================================================
Performs operation using LAPACK
Do this after checks, because it overwrites VL and VR.
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
lapackf77_dgeev( lapack_vec_const(opts.jobvl), lapack_vec_const(opts.jobvr),
&N, h_A, &lda, w2, w2i,
VL, &lda, VR, &lda,
h_work, &lwork, &info );
cpu_time = magma_wtime() - cpu_time;
if (info != 0)
printf("lapackf77_dgeev returned error %d: %s.\n",
(int) info, magma_strerror( info ));
// check | W_magma - W_lapack | / | W |
// need to sort eigenvalues first
// copy them into complex vectors for ease
for( int j=0; j < N; ++j ) {
w1copy[j] = MAGMA_Z_MAKE( w1[j], w1i[j] );
w2copy[j] = MAGMA_Z_MAKE( w2[j], w2i[j] );
}
std::sort( w1copy, &w1copy[N], lessthan );
std::sort( w2copy, &w2copy[N], lessthan );
// adjust sorting to deal with numerical inaccuracy
// search down w2 for eigenvalue that matches w1's eigenvalue
for( int j=0; j < N; ++j ) {
for( int j2=j; j2 < N; ++j2 ) {
magmaDoubleComplex diff = MAGMA_Z_SUB( w1copy[j], w2copy[j2] );
double diff2 = magma_dzlapy2( diff ) / max( magma_dzlapy2( w1copy[j] ), tol );
if ( diff2 < 100*tol ) {
if ( j != j2 ) {
std::swap( w2copy[j], w2copy[j2] );
}
break;
}
}
}
blasf77_zaxpy( &N, &c_neg_one, w2copy, &ione, w1copy, &ione );
error = magma_cblas_dznrm2( N, w1copy, 1 );
error /= magma_cblas_dznrm2( N, w2copy, 1 );
printf("%5d %7.2f %7.2f %8.2e %s\n",
(int) N, cpu_time, gpu_time,
error, (error < tolulp ? "ok" : "failed"));
status += ! (error < tolulp);
}
else {
printf("%5d --- %7.2f\n",
(int) N, gpu_time);
}
if ( opts.check ) {
// -1 indicates test was not run
if ( result[0] != -1 ) {
printf(" | A * VR - VR * W | / ( n |A| ) = %8.2e %s\n", result[0], (result[0] < tol ? "ok" : "failed"));
}
if ( result[1] != -1 ) {
printf(" | |VR(i)| - 1 | = %8.2e %s\n", result[1], (result[1] < tol ? "ok" : "failed"));
}
if ( result[2] != -1 ) {
printf(" | A'* VL - VL * W'| / ( n |A| ) = %8.2e %s\n", result[2], (result[2] < tol ? "ok" : "failed"));
}
if ( result[3] != -1 ) {
printf(" | |VL(i)| - 1 | = %8.2e %s\n", result[3], (result[3] < tol ? "ok" : "failed"));
}
if ( result[4] != -1 ) {
printf(" W (full) == W (partial, W only) %s\n", (result[4] == 1. ? "ok" : "failed"));
}
if ( result[5] != -1 ) {
printf(" W (full) == W (partial, W and VR) %s\n", (result[5] == 1. ? "ok" : "failed"));
}
if ( result[6] != -1 ) {
printf(" W (full) == W (partial, W and VL) %s\n", (result[6] == 1. ? "ok" : "failed"));
}
if ( result[7] != -1 ) {
printf(" VR (full) == VR (partial, W and VR) %s\n", (result[7] == 1. ? "ok" : "failed"));
}
if ( result[8] != -1 ) {
printf(" VL (full) == VL (partial, W and VL) %s\n", (result[8] == 1. ? "ok" : "failed"));
}
int newline = 0;
if ( result[0] != -1 ) {
status += ! (result[0] < tol);
newline = 1;
}
if ( result[1] != -1 ) {
status += ! (result[1] < tol);
newline = 1;
}
if ( result[2] != -1 ) {
status += ! (result[2] < tol);
newline = 1;
}
if ( result[3] != -1 ) {
status += ! (result[3] < tol);
newline = 1;
}
if ( result[4] != -1 ) {
status += ! (result[4] == 1.);
newline = 1;
}
if ( result[5] != -1 ) {
status += ! (result[5] == 1.);
newline = 1;
}
if ( result[6] != -1 ) {
status += ! (result[6] == 1.);
newline = 1;
}
if ( result[7] != -1 ) {
status += ! (result[7] == 1.);
newline = 1;
}
if ( result[8] != -1 ) {
status += ! (result[8] == 1.);
newline = 1;
}
if ( newline ) {
printf( "\n" );
}
}
TESTING_FREE_CPU( w1copy );
TESTING_FREE_CPU( w2copy );
TESTING_FREE_CPU( w1 );
TESTING_FREE_CPU( w2 );
TESTING_FREE_CPU( w1i );
TESTING_FREE_CPU( w2i );
TESTING_FREE_CPU( h_A );
TESTING_FREE_PIN( h_R );
TESTING_FREE_PIN( VL );
TESTING_FREE_PIN( VR );
TESTING_FREE_PIN( h_work );
fflush( stdout );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}