// On input, A and ipiv is LU factorization of A. On output, A is overwritten.
// Requires m == n.
// Uses init_matrix() to re-generate original A as needed.
// Generates random RHS b and solves Ax=b.
// Returns residual, |Ax - b| / (n |A| |x|).
float get_residual(
magma_opts &opts,
magma_int_t m, magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
magma_int_t *ipiv )
{
if ( m != n ) {
printf( "\nERROR: residual check defined only for square matrices\n" );
return -1;
}
const magmaFloatComplex c_one = MAGMA_C_ONE;
const magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
const magma_int_t ione = 1;
// this seed should be DIFFERENT than used in init_matrix
// (else x is column of A, so residual can be exactly zero)
magma_int_t ISEED[4] = {0,0,0,2};
magma_int_t info = 0;
magmaFloatComplex *x, *b;
// initialize RHS
TESTING_MALLOC_CPU( x, magmaFloatComplex, n );
TESTING_MALLOC_CPU( b, magmaFloatComplex, n );
lapackf77_clarnv( &ione, ISEED, &n, b );
blasf77_ccopy( &n, b, &ione, x, &ione );
// solve Ax = b
lapackf77_cgetrs( "Notrans", &n, &ione, A, &lda, ipiv, x, &n, &info );
if (info != 0) {
printf("lapackf77_cgetrs returned error %d: %s.\n",
(int) info, magma_strerror( info ));
}
// reset to original A
init_matrix( opts, m, n, A, lda );
// compute r = Ax - b, saved in b
blasf77_cgemv( "Notrans", &m, &n, &c_one, A, &lda, x, &ione, &c_neg_one, b, &ione );
// compute residual |Ax - b| / (n*|A|*|x|)
float norm_x, norm_A, norm_r, work[1];
norm_A = lapackf77_clange( "F", &m, &n, A, &lda, work );
norm_r = lapackf77_clange( "F", &n, &ione, b, &n, work );
norm_x = lapackf77_clange( "F", &n, &ione, x, &n, work );
//printf( "r=\n" ); magma_cprint( 1, n, b, 1 );
TESTING_FREE_CPU( x );
TESTING_FREE_CPU( b );
//printf( "r=%.2e, A=%.2e, x=%.2e, n=%d\n", norm_r, norm_A, norm_x, n );
return norm_r / (n * norm_A * norm_x);
}
extern "C" void
magma_ctrdtype2cbHLsym_withQ_v2(
magma_int_t n, magma_int_t nb,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *V, magma_int_t ldv,
magmaFloatComplex *TAU,
magma_int_t st, magma_int_t ed,
magma_int_t sweep, magma_int_t Vblksiz,
magmaFloatComplex *work)
{
/*
WORK (workspace) float complex array, dimension NB
*/
magma_int_t ione = 1;
magma_int_t vpos, taupos;
magmaFloatComplex conjtmp;
magmaFloatComplex c_one = MAGMA_C_ONE;
magma_int_t ldx = lda-1;
magma_int_t len = ed - st + 1;
magma_int_t lem = min(ed+nb, n) - ed;
magma_int_t lem2;
if (lem > 0) {
magma_bulge_findVTAUpos(n, nb, Vblksiz, sweep-1, st-1, ldv, &vpos, &taupos);
/* apply remaining right coming from the top block */
lapackf77_clarfx("R", &lem, &len, V(vpos), TAU(taupos), A(ed+1, st), &ldx, work);
}
if (lem > 1) {
magma_bulge_findVTAUpos(n, nb, Vblksiz, sweep-1, ed, ldv, &vpos, &taupos);
/* remove the first column of the created bulge */
*V(vpos) = c_one;
//memcpy(V(vpos+1), A(ed+2, st), (lem-1)*sizeof(magmaFloatComplex));
lem2 = lem-1;
blasf77_ccopy( &lem2, A(ed+2, st), &ione, V(vpos+1), &ione );
memset(A(ed+2, st),0,(lem-1)*sizeof(magmaFloatComplex));
/* Eliminate the col at st */
lapackf77_clarfg( &lem, A(ed+1, st), V(vpos+1), &ione, TAU(taupos) );
/* apply left on A(J1:J2,st+1:ed) */
len = len-1; /* because we start at col st+1 instead of st. col st is the col that has been removed; */
conjtmp = MAGMA_C_CNJG(*TAU(taupos));
lapackf77_clarfx("L", &lem, &len, V(vpos), &conjtmp, A(ed+1, st+1), &ldx, work);
}
}
extern "C" void
magma_ctrdtype1cbHLsym_withQ_v2(
magma_int_t n, magma_int_t nb,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *V, magma_int_t ldv,
magmaFloatComplex *TAU,
magma_int_t st, magma_int_t ed,
magma_int_t sweep, magma_int_t Vblksiz,
magmaFloatComplex *work)
{
/*
WORK (workspace) float complex array, dimension N
*/
magma_int_t ione = 1;
magma_int_t vpos, taupos, len, len2;
magmaFloatComplex c_one = MAGMA_C_ONE;
magma_bulge_findVTAUpos(n, nb, Vblksiz, sweep-1, st-1, ldv, &vpos, &taupos);
//printf("voici vpos %d taupos %d tpos %d blkid %d \n", vpos, taupos, tpos, blkid);
len = ed-st+1;
*V(vpos) = c_one;
len2 = len-1;
blasf77_ccopy( &len2, A(st+1, st-1), &ione, V(vpos+1), &ione );
//memcpy(V(vpos+1), A(st+1, st-1), (len-1)*sizeof(magmaFloatComplex));
memset(A(st+1, st-1), 0, (len-1)*sizeof(magmaFloatComplex));
/* Eliminate the col at st-1 */
lapackf77_clarfg( &len, A(st, st-1), V(vpos+1), &ione, TAU(taupos) );
/* apply left and right on A(st:ed,st:ed)*/
magma_clarfxsym_v2(len, A(st,st), lda-1, V(vpos), TAU(taupos), work);
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing ctrsm
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gflops, cublas_perf, cublas_time, cpu_perf=0, cpu_time=0;
float cublas_error, normA, normx, normr, work[1];
magma_int_t N, info;
magma_int_t sizeA;
magma_int_t lda, ldda;
magma_int_t ione = 1;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t *ipiv;
magmaFloatComplex *h_A, *h_b, *h_x, *h_xcublas;
magmaFloatComplex *d_A, *d_x;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magma_opts opts;
parse_opts( argc, argv, &opts );
printf("uplo = %c, transA = %c, diag = %c\n", opts.uplo, opts.transA, opts.diag );
printf(" N 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];
gflops = FLOPS_CTRSM(opts.side, N, 1) / 1e9;
lda = N;
ldda = ((lda+31)/32)*32;
sizeA = lda*N;
TESTING_MALLOC_CPU( ipiv, magma_int_t, N );
TESTING_MALLOC_CPU( h_A, magmaFloatComplex, lda*N );
TESTING_MALLOC_CPU( h_b, magmaFloatComplex, N );
TESTING_MALLOC_CPU( h_x, magmaFloatComplex, N );
TESTING_MALLOC_CPU( h_xcublas, magmaFloatComplex, N );
TESTING_MALLOC_DEV( d_A, magmaFloatComplex, ldda*N );
TESTING_MALLOC_DEV( d_x, magmaFloatComplex, N );
/* Initialize the matrices */
/* Factor A into LU to get well-conditioned triangular matrix.
* Copy L to U, since L seems okay when used with non-unit diagonal
* (i.e., from U), while U fails when used with unit diagonal. */
lapackf77_clarnv( &ione, ISEED, &sizeA, h_A );
lapackf77_cgetrf( &N, &N, h_A, &lda, ipiv, &info );
for( int j = 0; j < N; ++j ) {
for( int i = 0; i < j; ++i ) {
*h_A(i,j) = *h_A(j,i);
}
}
lapackf77_clarnv( &ione, ISEED, &N, h_b );
blasf77_ccopy( &N, h_b, &ione, h_x, &ione );
/* =====================================================================
Performs operation using CUDA-BLAS
=================================================================== */
magma_csetmatrix( N, N, h_A, lda, d_A, ldda );
magma_csetvector( N, h_x, 1, d_x, 1 );
cublas_time = magma_sync_wtime( NULL );
cublasCtrsv( opts.uplo, opts.transA, opts.diag,
N,
d_A, ldda,
d_x, 1 );
cublas_time = magma_sync_wtime( NULL ) - cublas_time;
cublas_perf = gflops / cublas_time;
magma_cgetvector( N, d_x, 1, h_xcublas, 1 );
/* =====================================================================
Performs operation using CPU BLAS
=================================================================== */
if ( opts.lapack ) {
cpu_time = magma_wtime();
blasf77_ctrsv( &opts.uplo, &opts.transA, &opts.diag,
&N,
h_A, &lda,
h_x, &ione );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gflops / cpu_time;
}
/* =====================================================================
Check the result
=================================================================== */
// ||b - Ax|| / (||A||*||x||)
// error for CUBLAS
normA = lapackf77_clange( "F", &N, &N, h_A, &lda, work );
normx = lapackf77_clange( "F", &N, &ione, h_xcublas, &ione, work );
blasf77_ctrmv( &opts.uplo, &opts.transA, &opts.diag,
&N,
h_A, &lda,
h_xcublas, &ione );
blasf77_caxpy( &N, &c_neg_one, h_b, &ione, h_xcublas, &ione );
normr = lapackf77_clange( "F", &N, &ione, h_xcublas, &N, work );
cublas_error = normr / (normA*normx);
if ( opts.lapack ) {
printf("%5d %7.2f (%7.2f) %7.2f (%7.2f) %8.2e\n",
(int) N,
cublas_perf, 1000.*cublas_time,
cpu_perf, 1000.*cpu_time,
cublas_error );
}
else {
printf("%5d %7.2f (%7.2f) --- ( --- ) %8.2e\n",
(int) N,
cublas_perf, 1000.*cublas_time,
cublas_error );
}
TESTING_FREE_CPU( ipiv );
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_b );
TESTING_FREE_CPU( h_x );
TESTING_FREE_CPU( h_xcublas );
TESTING_FREE_DEV( d_A );
TESTING_FREE_DEV( d_x );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return 0;
}
/**
Purpose
-------
CGEGQR orthogonalizes the N vectors given by a complex M-by-N matrix A:
A = Q * R.
On exit, if successful, the orthogonal vectors Q overwrite A
and R is given in work (on the CPU memory).
The routine is designed for tall-and-skinny matrices: M >> N, N <= 128.
This version uses normal equations and SVD in an iterative process that
makes the computation numerically accurate.
Arguments
---------
@param[in]
ikind INTEGER
Several versions are implemented indiceted by the ikind value:
1: This version uses normal equations and SVD in an iterative process
that makes the computation numerically accurate.
2: This version uses a standard LAPACK-based orthogonalization through
MAGMA's QR panel factorization (magma_cgeqr2x3_gpu) and magma_cungqr
3: MGS
4. Cholesky QR
@param[in]
m INTEGER
The number of rows of the matrix A. m >= n >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. 128 >= n >= 0.
@param[in,out]
dA COMPLEX array on the GPU, dimension (ldda,n)
On entry, the m-by-n matrix A.
On exit, the m-by-n matrix Q with orthogonal columns.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,m).
To benefit from coalescent memory accesses LDDA must be
divisible by 16.
@param
dwork (GPU workspace) COMPLEX array, dimension:
n^2 for ikind = 1
3 n^2 + min(m, n) for ikind = 2
0 (not used) for ikind = 3
n^2 for ikind = 4
@param[out]
work (CPU workspace) COMPLEX array, dimension 3 n^2.
On exit, work(1:n^2) holds the rectangular matrix R.
Preferably, for higher performance, work should be in pinned memory.
@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.
@ingroup magma_cgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_cgegqr_gpu( magma_int_t ikind, magma_int_t m, magma_int_t n,
magmaFloatComplex *dA, magma_int_t ldda,
magmaFloatComplex *dwork, magmaFloatComplex *work,
magma_int_t *info )
{
#define work(i_,j_) (work + (i_) + (j_)*n)
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
magma_int_t i = 0, j, k, n2 = n*n;
magma_int_t ione = 1;
magmaFloatComplex c_zero = MAGMA_C_ZERO;
magmaFloatComplex c_one = MAGMA_C_ONE;
float cn = 200., mins, maxs;
/* check arguments */
*info = 0;
if (ikind < 1 || ikind > 4) {
*info = -1;
} else if (m < 0 || m < n) {
*info = -2;
} else if (n < 0 || n > 128) {
*info = -3;
} else if (ldda < max(1,m)) {
*info = -5;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if (ikind == 1) {
// === Iterative, based on SVD ============================================================
magmaFloatComplex *U, *VT, *vt, *R, *G, *hwork, *tau;
float *S;
R = work; // Size n * n
G = R + n*n; // Size n * n
VT = G + n*n; // Size n * n
magma_cmalloc_cpu( &hwork, 32 + 2*n*n + 2*n);
if ( hwork == NULL ) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
magma_int_t lwork=n*n+32; // First part f hwork; used as workspace in svd
U = hwork + n*n + 32; // Size n*n
S = (float *)(U+n*n); // Size n
tau = U + n*n + n; // Size n
#if defined(PRECISION_c) || defined(PRECISION_z)
float *rwork;
magma_smalloc_cpu( &rwork, 5*n);
if ( rwork == NULL ) {
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
#endif
do {
i++;
magma_cgemm(MagmaConjTrans, MagmaNoTrans, n, n, m, c_one, dA, ldda, dA, ldda, c_zero, dwork, n );
magma_cgetmatrix(n, n, dwork, n, G, n);
#if defined(PRECISION_s) || defined(PRECISION_d)
lapackf77_cgesvd("n", "a", &n, &n, G, &n, S, U, &n, VT, &n,
hwork, &lwork, info);
#else
lapackf77_cgesvd("n", "a", &n, &n, G, &n, S, U, &n, VT, &n,
hwork, &lwork, rwork, info);
#endif
mins = 100.f, maxs = 0.f;
for (k=0; k < n; k++) {
S[k] = magma_ssqrt( S[k] );
if (S[k] < mins) mins = S[k];
if (S[k] > maxs) maxs = S[k];
}
for (k=0; k < n; k++) {
vt = VT + k*n;
for (j=0; j < n; j++)
vt[j] *= S[j];
}
lapackf77_cgeqrf(&n, &n, VT, &n, tau, hwork, &lwork, info);
if (i == 1)
blasf77_ccopy(&n2, VT, &ione, R, &ione);
else
blasf77_ctrmm("l", "u", "n", "n", &n, &n, &c_one, VT, &n, R, &n);
magma_csetmatrix(n, n, VT, n, dwork, n);
magma_ctrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m, n, c_one, dwork, n, dA, ldda);
if (mins > 0.00001f)
cn = maxs/mins;
//fprintf(stderr, "Iteration %d, cond num = %f \n", i, cn);
} while (cn > 10.f);
magma_free_cpu( hwork );
#if defined(PRECISION_c) || defined(PRECISION_z)
magma_free_cpu( rwork );
#endif
// ================== end of ikind == 1 ===================================================
}
else if (ikind == 2) {
// ================== LAPACK based ===================================================
magma_int_t min_mn = min(m, n);
magma_int_t nb = n;
magmaFloatComplex *dtau = dwork + 2*n*n, *d_T = dwork, *ddA = dwork + n*n;
magmaFloatComplex *tau = work+n*n;
magmablas_claset( MagmaFull, n, n, c_zero, c_zero, d_T, n );
magma_cgeqr2x3_gpu(&m, &n, dA, &ldda, dtau, d_T, ddA,
(float *)(dwork+min_mn+2*n*n), info);
magma_cgetmatrix( min_mn, 1, dtau, min_mn, tau, min_mn);
magma_cgetmatrix( n, n, ddA, n, work, n);
magma_cungqr_gpu( m, n, n, dA, ldda, tau, d_T, nb, info );
// ================== end of ikind == 2 ===================================================
}
else if (ikind == 3) {
// ================== MGS ===================================================
for(magma_int_t j = 0; j<n; j++){
for(magma_int_t i = 0; i<j; i++){
*work(i, j) = magma_cdotc(m, dA(0,i), 1, dA(0,j), 1);
magma_caxpy(m, -(*work(i,j)), dA(0,i), 1, dA(0,j), 1);
}
for(magma_int_t i = j; i<n; i++)
*work(i, j) = MAGMA_C_ZERO;
//*work(j,j) = MAGMA_C_MAKE( magma_scnrm2(m, dA(0,j), 1), 0. );
*work(j,j) = magma_cdotc(m, dA(0,j), 1, dA(0,j), 1);
*work(j,j) = MAGMA_C_MAKE( sqrt(MAGMA_C_REAL( *work(j,j) )), 0.);
magma_cscal(m, 1./ *work(j,j), dA(0,j), 1);
}
// ================== end of ikind == 3 ===================================================
}
else if (ikind == 4) {
// ================== Cholesky QR ===================================================
magma_cgemm(MagmaConjTrans, MagmaNoTrans, n, n, m, c_one, dA, ldda, dA, ldda, c_zero, dwork, n );
magma_cgetmatrix(n, n, dwork, n, work, n);
lapackf77_cpotrf("u", &n, work, &n, info);
magma_csetmatrix(n, n, work, n, dwork, n);
magma_ctrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit, m, n, c_one, dwork, n, dA, ldda);
// ================== end of ikind == 4 ===================================================
}
return *info;
} /* magma_cgegqr_gpu */
magma_int_t magma_ctrevc3_mt(
magma_side_t side, magma_vec_t howmany,
magma_int_t *select, // logical in Fortran
magma_int_t n,
magmaFloatComplex *T, magma_int_t ldt,
magmaFloatComplex *VL, magma_int_t ldvl,
magmaFloatComplex *VR, magma_int_t ldvr,
magma_int_t mm, magma_int_t *mout,
magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t *info )
{
#define T(i,j) ( T + (i) + (j)*ldt )
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
#define work(i,j) (work + (i) + (j)*n)
// .. Parameters ..
const magmaFloatComplex c_zero = MAGMA_C_ZERO;
const magmaFloatComplex c_one = MAGMA_C_ONE;
const magma_int_t nbmin = 16, nbmax = 128;
const magma_int_t ione = 1;
// .. Local Scalars ..
magma_int_t allv, bothv, leftv, over, rightv, somev;
magma_int_t i, ii, is, j, k, ki, iv, n2, nb, nb2, version;
float ovfl, remax, smin, smlnum, ulp, unfl;
// Decode and test the input parameters
bothv = (side == MagmaBothSides);
rightv = (side == MagmaRight) || bothv;
leftv = (side == MagmaLeft ) || bothv;
allv = (howmany == MagmaAllVec);
over = (howmany == MagmaBacktransVec);
somev = (howmany == MagmaSomeVec);
// Set mout to the number of columns required to store the selected
// eigenvectors.
if ( somev ) {
*mout = 0;
for( j=0; j < n; ++j ) {
if ( select[j] ) {
*mout += 1;
}
}
}
else {
*mout = n;
}
*info = 0;
if ( ! rightv && ! leftv )
*info = -1;
else if ( ! allv && ! over && ! somev )
*info = -2;
else if ( n < 0 )
*info = -4;
else if ( ldt < max( 1, n ) )
*info = -6;
else if ( ldvl < 1 || ( leftv && ldvl < n ) )
*info = -8;
else if ( ldvr < 1 || ( rightv && ldvr < n ) )
*info = -10;
else if ( mm < *mout )
*info = -11;
else if ( lwork < max( 1, 2*n ) )
*info = -14;
if ( *info != 0 ) {
magma_xerbla( __func__, -(*info) );
return *info;
}
// Quick return if possible.
if ( n == 0 ) {
return *info;
}
// Use blocked version (2) if sufficient workspace.
// Requires 1 vector to save diagonal elements, and 2*nb vectors for x and Q*x.
// (Compared to dtrevc3, rwork stores 1-norms.)
// Zero-out the workspace to avoid potential NaN propagation.
nb = 2;
if ( lwork >= n + 2*n*nbmin ) {
version = 2;
nb = (lwork - n) / (2*n);
nb = min( nb, nbmax );
nb2 = 1 + 2*nb;
lapackf77_claset( "F", &n, &nb2, &c_zero, &c_zero, work, &n );
}
else {
version = 1;
}
// Set the constants to control overflow.
unfl = lapackf77_slamch( "Safe minimum" );
ovfl = 1. / unfl;
lapackf77_slabad( &unfl, &ovfl );
ulp = lapackf77_slamch( "Precision" );
smlnum = unfl*( n / ulp );
// Store the diagonal elements of T in working array work.
for( i=0; i < n; ++i ) {
*work(i,0) = *T(i,i);
}
// Compute 1-norm of each column of strictly upper triangular
// part of T to control overflow in triangular solver.
rwork[0] = 0.;
for( j=1; j < n; ++j ) {
rwork[j] = cblas_scasum( j, T(0,j), ione );
}
// launch threads -- each single-threaded MKL
magma_int_t nthread = magma_get_parallel_numthreads();
magma_int_t lapack_nthread = magma_get_lapack_numthreads();
magma_set_lapack_numthreads( 1 );
magma_queue queue;
queue.launch( nthread );
//printf( "nthread %d, %d\n", nthread, lapack_nthread );
// NB = N/thread, rounded up to multiple of 16,
// but avoid multiples of page size, e.g., 512*8 bytes = 4096.
magma_int_t NB = magma_int_t( ceil( ceil( ((float)n) / nthread ) / 16. ) * 16. );
if ( NB % 512 == 0 ) {
NB += 32;
}
magma_timer_t time_total=0, time_trsv=0, time_gemm=0, time_gemv=0, time_trsv_sum=0, time_gemm_sum=0, time_gemv_sum=0;
timer_start( time_total );
if ( rightv ) {
// ============================================================
// Compute right eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=nb, goes down to 1.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
if ( version == 2 ) {
iv = nb;
}
timer_start( time_trsv );
is = *mout - 1;
for( ki=n-1; ki >= 0; --ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
smin = max( ulp*( MAGMA_C_ABS1( *T(ki,ki) ) ), smlnum );
// --------------------------------------------------------
// Complex right eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k=0; k < ki; ++k ) {
*work(k,iv) = -(*T(k,ki));
}
// Solve upper triangular system:
// [ T(1:ki-1,1:ki-1) - T(ki,ki) ]*X = scale*work.
if ( ki > 0 ) {
queue.push_task( new magma_clatrsd_task(
MagmaUpper, MagmaNoTrans, MagmaNonUnit, MagmaTrue,
ki, T, ldt, *T(ki,ki),
work(0,iv), work(ki,iv), rwork ));
}
// Copy the vector x or Q*x to VR and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VR and normalize
queue.sync();
n2 = ki+1;
blasf77_ccopy( &n2, work(0,iv), &ione, VR(0,is), &ione );
ii = blasf77_icamax( &n2, VR(0,is), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *VR(ii,is) );
blasf77_csscal( &n2, &remax, VR(0,is), &ione );
for( k=ki+1; k < n; ++k ) {
*VR(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
queue.sync();
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemv );
if ( ki > 0 ) {
blasf77_cgemv( "n", &n, &ki, &c_one,
VR, &ldvr,
work(0, iv), &ione,
work(ki,iv), VR(0,ki), &ione );
}
time_gemv_sum += timer_stop( time_gemv );
ii = blasf77_icamax( &n, VR(0,ki), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *VR(ii,ki) );
blasf77_csscal( &n, &remax, VR(0,ki), &ione );
timer_start( time_trsv );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out below vector
for( k=ki+1; k < n; ++k ) {
*work(k,iv) = c_zero;
}
// Columns iv:nb of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == 1) || (ki == 0) ) {
queue.sync();
time_trsv_sum += timer_stop( time_trsv );
timer_start( time_gemm );
nb2 = nb-iv+1;
n2 = ki+nb-iv+1;
// split gemm into multiple tasks, each doing one block row
for( i=0; i < n; i += NB ) {
magma_int_t ib = min( NB, n-i );
queue.push_task( new cgemm_task(
MagmaNoTrans, MagmaNoTrans, ib, nb2, n2, c_one,
VR(i,0), ldvr,
work(0,iv ), n, c_zero,
work(i,nb+iv), n ));
}
queue.sync();
time_gemm_sum += timer_stop( time_gemm );
// normalize vectors
// TODO if somev, should copy vectors individually to correct location.
for( k = iv; k <= nb; ++k ) {
ii = blasf77_icamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *work(ii,nb+k) );
blasf77_csscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_clacpy( "F", &n, &nb2, work(0,nb+iv), &n, VR(0,ki), &ldvr );
iv = nb;
timer_start( time_trsv );
}
else {
iv -= 1;
}
} // blocked back-transform
is -= 1;
}
}
timer_stop( time_trsv );
timer_stop( time_total );
timer_printf( "trevc trsv %.4f, gemm %.4f, gemv %.4f, total %.4f\n",
time_trsv_sum, time_gemm_sum, time_gemv_sum, time_total );
if ( leftv ) {
// ============================================================
// Compute left eigenvectors.
// iv is index of column in current block.
// Non-blocked version always uses iv=1;
// blocked version starts with iv=1, goes up to nb.
// (Note the "0-th" column is used to store the original diagonal.)
iv = 1;
is = 0;
for( ki=0; ki < n; ++ki ) {
if ( somev ) {
if ( ! select[ki] ) {
continue;
}
}
smin = max( ulp*MAGMA_C_ABS1( *T(ki,ki) ), smlnum );
// --------------------------------------------------------
// Complex left eigenvector
*work(ki,iv) = c_one;
// Form right-hand side.
for( k = ki + 1; k < n; ++k ) {
*work(k,iv) = -MAGMA_C_CNJG( *T(ki,k) );
}
// Solve conjugate-transposed triangular system:
// [ T(ki+1:n,ki+1:n) - T(ki,ki) ]**H * X = scale*work.
// TODO what happens with T(k,k) - lambda is small? Used to have < smin test.
if ( ki < n-1 ) {
n2 = n-ki-1;
queue.push_task( new magma_clatrsd_task(
MagmaUpper, MagmaConjTrans, MagmaNonUnit, MagmaTrue,
n2, T(ki+1,ki+1), ldt, *T(ki,ki),
work(ki+1,iv), work(ki,iv), rwork ));
}
// Copy the vector x or Q*x to VL and normalize.
if ( ! over ) {
// ------------------------------
// no back-transform: copy x to VL and normalize
queue.sync();
n2 = n-ki;
blasf77_ccopy( &n2, work(ki,iv), &ione, VL(ki,is), &ione );
ii = blasf77_icamax( &n2, VL(ki,is), &ione ) + ki - 1;
remax = 1. / MAGMA_C_ABS1( *VL(ii,is) );
blasf77_csscal( &n2, &remax, VL(ki,is), &ione );
for( k=0; k < ki; ++k ) {
*VL(k,is) = c_zero;
}
}
else if ( version == 1 ) {
// ------------------------------
// version 1: back-transform each vector with GEMV, Q*x.
queue.sync();
if ( ki < n-1 ) {
n2 = n-ki-1;
blasf77_cgemv( "n", &n, &n2, &c_one,
VL(0,ki+1), &ldvl,
work(ki+1,iv), &ione,
work(ki, iv), VL(0,ki), &ione );
}
ii = blasf77_icamax( &n, VL(0,ki), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *VL(ii,ki) );
blasf77_csscal( &n, &remax, VL(0,ki), &ione );
}
else if ( version == 2 ) {
// ------------------------------
// version 2: back-transform block of vectors with GEMM
// zero out above vector
// could go from (ki+1)-NV+1 to ki
for( k=0; k < ki; ++k ) {
*work(k,iv) = c_zero;
}
// Columns 1:iv of work are valid vectors.
// When the number of vectors stored reaches nb,
// or if this was last vector, do the GEMM
if ( (iv == nb) || (ki == n-1) ) {
queue.sync();
n2 = n-(ki+1)+iv;
// split gemm into multiple tasks, each doing one block row
for( i=0; i < n; i += NB ) {
magma_int_t ib = min( NB, n-i );
queue.push_task( new cgemm_task(
MagmaNoTrans, MagmaNoTrans, ib, iv, n2, c_one,
VL(i,ki-iv+1), ldvl,
work(ki-iv+1,1), n, c_zero,
work(i,nb+1), n ));
}
queue.sync();
// normalize vectors
for( k=1; k <= iv; ++k ) {
ii = blasf77_icamax( &n, work(0,nb+k), &ione ) - 1;
remax = 1. / MAGMA_C_ABS1( *work(ii,nb+k) );
blasf77_csscal( &n, &remax, work(0,nb+k), &ione );
}
lapackf77_clacpy( "F", &n, &iv, work(0,nb+1), &n, VL(0,ki-iv+1), &ldvl );
iv = 1;
}
else {
iv += 1;
}
} // blocked back-transform
is += 1;
}
}
// close down threads
queue.quit();
magma_set_lapack_numthreads( lapack_nthread );
return *info;
} // End of CTREVC
/**
Purpose
-------
CLAHR2 reduces the first NB columns of a complex 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 CGEHRD.
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 COMPLEX 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 COMPLEX 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 COMPLEX 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 COMPLEX array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
@param[out]
T COMPLEX 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 COMPLEX 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 complex scalar, and v is a complex 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_cgeev_aux
********************************************************************/
extern "C" magma_int_t
magma_clahr2(
magma_int_t n, magma_int_t k, magma_int_t nb,
magmaFloatComplex_ptr dA, magma_int_t ldda,
magmaFloatComplex_ptr dV, magma_int_t lddv,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *tau,
magmaFloatComplex *T, magma_int_t ldt,
magmaFloatComplex *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)
magmaFloatComplex c_zero = MAGMA_C_ZERO;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magma_int_t ione = 1;
magma_int_t n_k_i_1, n_k;
magmaFloatComplex scale;
magma_int_t i;
magmaFloatComplex ei = MAGMA_C_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_ccopy( &i,
A(k+i,0), &lda,
T(0,nb-1), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
// If complex, conjugate row of V.
lapackf77_clacgv(&i, T(0,nb-1), &ione);
#endif
// w = T(0:i-1, 0:i-1) * w
blasf77_ctrmv( "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_cgemv( "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_ccopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_ctrmv( "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_cgemv( "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_ctrmv( "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_cgemv( "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_ctrmv( "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_caxpy( &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_clarfg( &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_csetvector( 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_cgemv( 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_C_NEGATE( tau[i]);
blasf77_cgemv( "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_ctrmv( "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_cgetvector( n-k,
dA(k,i), 1,
Y(k,i), 1 );
}
// Restore diagonal element
*A(k+nb,nb-1) = ei;
return info;
} /* magma_clahr2 */
/**
Purpose
-------
CLAHR2 reduces the first NB columns of a complex 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 CGEHRD.
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 COMPLEX 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 COMPLEX array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
@param[out]
T COMPLEX 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 COMPLEX 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 complex scalar, and v is a complex 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_cgeev_aux
********************************************************************/
extern "C" magma_int_t
magma_clahr2_m(
magma_int_t n, magma_int_t k, magma_int_t nb,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *tau,
magmaFloatComplex *T, magma_int_t ldt,
magmaFloatComplex *Y, magma_int_t ldy,
struct cgehrd_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)
magmaFloatComplex c_zero = MAGMA_C_ZERO;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magmaFloatComplex 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;
magmaFloatComplex scale;
magma_int_t i;
magmaFloatComplex ei = MAGMA_C_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 );
magma_queue_t orig_stream;
magmablasGetKernelStream( &orig_stream );
// zero out current top block of V on all GPUs
for( d = 0; d < ngpu; ++d ) {
magma_setdevice( d );
magmablasSetKernelStream( data->streams[d] );
magmablas_claset( MagmaFull, nb, nb, c_zero, c_zero, dV(d,k,0), ldv );
}
// set all Y=0
lapackf77_claset( "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_C_NEGATE( tau[i-1] );
blasf77_caxpy( &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_ccopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_ctrmv( "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_cgemv( "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_ctrmv( "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_cgemv( "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_ctrmv( "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_caxpy( &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_clarfg( &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 );
magmablasSetKernelStream( data->streams[d] );
// dV(k+i+1:n-1, i) = VA(k+i:n, i)
magma_csetvector_async( n_k_i_1,
A(k+i+1,i), 1,
dV(d, k+i+1, i), 1, data->streams[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_clacpy( MagmaFull, nb, nblocks-lblock,
dV (d, d*nb + lblock*nb*ngpu, i), nb*ngpu,
dVd(d, 0 + lblock*nb, i), nb );
// 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_cgemv( MagmaNoTrans, n-k, dn-dki1,
c_one, dA (d, k, dki1), ldda,
dVd(d, dki1, i), 1,
c_zero, dY (d, k, i), 1 );
// copy vector to host, storing in column nb+d of Y
// as temporary space (Y has >= nb+ngpu columns)
magma_cgetvector_async( n-k,
dY(d, k, i), 1,
Y(k, nb+d), 1, data->streams[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_C_NEGATE( tau[i] );
blasf77_cgemv( "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_ctrmv( "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 complex, conjugate row of V, and undo afterwards
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_clacgv( &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_cgemv( "No trans", &i, &i1,
&c_one, T(0,0), &ldt,
A(k+i1,0), &lda,
&c_zero, T(0,nb-1), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
lapackf77_clacgv( &i1, A(k+i1,0), &lda );
#endif
// A(k:n, i+1) -= Y(k:n, 0:i) * w
blasf77_cgemv( "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->streams[d] );
magma_indices_1D_bcyclic( nb, ngpu, d, k+i+1, n, &dki1, &dn );
if ( dn-dki1 > 0 ) {
// yi = yi + yi{d}
blasf77_caxpy( &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 );
magmablasSetKernelStream( data->streams[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_cgemm( 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 );
// 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_cgetmatrix_async( k, nb,
dY(d, 0, 0), ldda,
Y(0,nb+nb*d), ldy, data->streams[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_caxpy( &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_csetmatrix_async( n, nb, Y, ldy, dY(d, 0, 0), ldda, data->streams[d] );
magma_csetmatrix_async( nb, nb, T, nb, dTi(d), nb, data->streams[d] );
}
magma_setdevice( orig_dev );
magmablasSetKernelStream( orig_stream );
return *info;
} /* magma_clahr2 */
/**
Purpose
-------
CHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
complex Hermitian matrix A. It uses a two-stage algorithm for the tridiagonalization.
If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about
floating point arithmetic. It will work on machines with a guard
digit in add/subtract, or on those binary machines without guard
digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
Cray-2. It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Arguments
---------
@param[in]
jobz magma_vec_t
- = MagmaNoVec: Compute eigenvalues only;
- = MagmaVec: Compute eigenvalues and eigenvectors.
@param[in]
range magma_range_t
- = MagmaRangeAll: all eigenvalues will be found.
- = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU]
will be found.
- = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
@param[in]
uplo magma_uplo_t
- = MagmaUpper: Upper triangle of A is stored;
- = MagmaLower: Lower triangle of A is stored.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = MagmaLower,
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, if JOBZ = MagmaVec, then if INFO = 0, the first m columns
of A contains the required
orthonormal eigenvectors of the matrix A.
If JOBZ = MagmaNoVec, then on exit the lower triangle (if UPLO=MagmaLower)
or the upper triangle (if UPLO=MagmaUpper) of A, including the
diagonal, is destroyed.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[in]
vl REAL
@param[in]
vu REAL
If RANGE=MagmaRangeV, the lower and upper bounds of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
@param[in]
il INTEGER
@param[in]
iu INTEGER
If RANGE=MagmaRangeI, the indices (in ascending order) of the
smallest and largest eigenvalues to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
@param[out]
m INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
@param[out]
w REAL array, dimension (N)
If INFO = 0, the required m eigenvalues in ascending order.
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
@param[in]
lwork INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + N + N*NB.
If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 2*N + N**2.
where LQ2 is the size needed to store the Q2 matrix
and is returned by magma_bulge_get_lq2.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
rwork (workspace) REAL array,
dimension (LRWORK)
On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK.
@param[in]
lrwork INTEGER
The dimension of the array RWORK.
If N <= 1, LRWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LRWORK >= N.
If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
\n
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK.
@param[in]
liwork INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1.
If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1.
If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N.
\n
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA.
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed
to converge; i off-diagonal elements of an intermediate
tridiagonal form did not converge to zero;
if INFO = i and JOBZ = MagmaVec, then the algorithm failed
to compute an eigenvalue while working on the submatrix
lying in rows and columns INFO/(N+1) through
mod(INFO,N+1).
Further Details
---------------
Based on contributions by
Jeff Rutter, Computer Science Division, University of California
at Berkeley, USA
Modified description of INFO. Sven, 16 Feb 05.
@ingroup magma_cheev_driver
********************************************************************/
extern "C" magma_int_t
magma_cheevdx_2stage(
magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo,
magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
float vl, float vu, magma_int_t il, magma_int_t iu,
magma_int_t *m, float *w,
magmaFloatComplex *work, magma_int_t lwork,
#ifdef COMPLEX
float *rwork, magma_int_t lrwork,
#endif
magma_int_t *iwork, magma_int_t liwork,
magma_int_t *info)
{
#define A( i_,j_) (A + (i_) + (j_)*lda)
#define A2(i_,j_) (A2 + (i_) + (j_)*lda2)
const char* uplo_ = lapack_uplo_const( uplo );
const char* jobz_ = lapack_vec_const( jobz );
magmaFloatComplex c_one = MAGMA_C_ONE;
magma_int_t ione = 1;
magma_int_t izero = 0;
float d_one = 1.;
float d__1;
float eps;
float anrm;
magma_int_t imax;
float rmin, rmax;
float sigma;
//magma_int_t iinfo;
magma_int_t lwmin, lrwmin, liwmin;
magma_int_t lower;
magma_int_t wantz;
magma_int_t iscale;
float safmin;
float bignum;
float smlnum;
magma_int_t lquery;
magma_int_t alleig, valeig, indeig;
magma_int_t len;
float* dwork;
/* determine the number of threads */
magma_int_t parallel_threads = magma_get_parallel_numthreads();
wantz = (jobz == MagmaVec);
lower = (uplo == MagmaLower);
alleig = (range == MagmaRangeAll);
valeig = (range == MagmaRangeV);
indeig = (range == MagmaRangeI);
lquery = (lwork == -1 || lrwork == -1 || liwork == -1);
*info = 0;
if (! (wantz || (jobz == MagmaNoVec))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || (uplo == MagmaUpper))) {
*info = -3;
} else if (n < 0) {
*info = -4;
} else if (lda < max(1,n)) {
*info = -6;
} else {
if (valeig) {
if (n > 0 && vu <= vl) {
*info = -8;
}
} else if (indeig) {
if (il < 1 || il > max(1,n)) {
*info = -9;
} else if (iu < min(n,il) || iu > n) {
*info = -10;
}
}
}
magma_int_t nb = magma_get_cbulge_nb(n,parallel_threads);
magma_int_t Vblksiz = magma_cbulge_get_Vblksiz(n, nb, parallel_threads);
magma_int_t ldt = Vblksiz;
magma_int_t ldv = nb + Vblksiz;
magma_int_t blkcnt = magma_bulge_get_blkcnt(n, nb, Vblksiz);
magma_int_t lq2 = magma_cbulge_get_lq2(n, parallel_threads);
if (wantz) {
lwmin = lq2 + 2*n + n*n;
lrwmin = 1 + 5*n + 2*n*n;
liwmin = 5*n + 3;
} else {
lwmin = lq2 + n + n*nb;
lrwmin = n;
liwmin = 1;
}
// multiply by 1+eps (in Double!) to ensure length gets rounded up,
// if it cannot be exactly represented in floating point.
real_Double_t one_eps = 1. + lapackf77_slamch("Epsilon");
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
if ((lwork < lwmin) && !lquery) {
*info = -14;
} else if ((lrwork < lrwmin) && ! lquery) {
*info = -16;
} else if ((liwork < liwmin) && ! lquery) {
*info = -18;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
if (n == 1) {
w[0] = MAGMA_C_REAL(A[0]);
if (wantz) {
A[0] = MAGMA_C_ONE;
}
return *info;
}
timer_printf("using %d parallel_threads\n", (int) parallel_threads);
/* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */
magma_int_t ntiles = n/nb;
if ( ( ntiles < 2 ) || ( n <= 128 ) ) {
#ifdef ENABLE_DEBUG
printf("--------------------------------------------------------------\n");
printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb);
printf("--------------------------------------------------------------\n");
#endif
lapackf77_cheevd(jobz_, uplo_, &n,
A, &lda, w,
work, &lwork,
#if defined(PRECISION_z) || defined(PRECISION_c)
rwork, &lrwork,
#endif
iwork, &liwork,
info);
*m = n;
return *info;
}
/* Get machine constants. */
safmin = lapackf77_slamch("Safe minimum");
eps = lapackf77_slamch("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = magma_ssqrt(smlnum);
rmax = magma_ssqrt(bignum);
/* Scale matrix to allowable range, if necessary. */
anrm = lapackf77_clanhe("M", uplo_, &n, A, &lda, rwork);
iscale = 0;
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
lapackf77_clascl(uplo_, &izero, &izero, &d_one, &sigma, &n, &n, A,
&lda, info);
}
magma_int_t indT2 = 0;
magma_int_t indTAU2 = indT2 + blkcnt*ldt*Vblksiz;
magma_int_t indV2 = indTAU2+ blkcnt*Vblksiz;
magma_int_t indtau1 = indV2 + blkcnt*ldv*Vblksiz;
magma_int_t indwrk = indtau1+ n;
//magma_int_t indwk2 = indwrk + n*n;
magma_int_t llwork = lwork - indwrk;
//magma_int_t llwrk2 = lwork - indwk2;
magma_int_t inde = 0;
magma_int_t indrwk = inde + n;
magma_int_t llrwk = lrwork - indrwk;
magma_timer_t time=0, time_total=0;
timer_start( time_total );
timer_start( time );
magmaFloatComplex *dT1;
if (MAGMA_SUCCESS != magma_cmalloc( &dT1, n*nb)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_chetrd_he2hb(uplo, n, nb, A, lda, &work[indtau1], &work[indwrk], llwork, dT1, info);
timer_stop( time );
timer_printf( " time chetrd_he2hb = %6.2f\n", time );
timer_start( time );
/* copy the input matrix into WORK(INDWRK) with band storage */
/* PAY ATTENTION THAT work[indwrk] should be able to be of size lda2*n which it should be checked in any future modification of lwork.*/
magma_int_t lda2 = 2*nb; //nb+1+(nb-1);
magmaFloatComplex* A2 = &work[indwrk];
memset(A2, 0, n*lda2*sizeof(magmaFloatComplex));
for (magma_int_t j = 0; j < n-nb; j++) {
len = nb+1;
blasf77_ccopy( &len, A(j,j), &ione, A2(0,j), &ione );
memset(A(j,j), 0, (nb+1)*sizeof(magmaFloatComplex));
*A(nb+j,j) = c_one;
}
for (magma_int_t j = 0; j < nb; j++) {
len = nb-j;
blasf77_ccopy( &len, A(j+n-nb,j+n-nb), &ione, A2(0,j+n-nb), &ione );
memset(A(j+n-nb,j+n-nb), 0, (nb-j)*sizeof(magmaFloatComplex));
}
timer_stop( time );
timer_printf( " time chetrd_convert = %6.2f\n", time );
timer_start( time );
magma_chetrd_hb2st(uplo, n, nb, Vblksiz, A2, lda2, w, &rwork[inde], &work[indV2], ldv, &work[indTAU2], wantz, &work[indT2], ldt);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time chetrd_hb2st = %6.2f\n", time );
timer_printf( " time chetrd = %6.2f\n", time_total );
/* For eigenvalues only, call SSTERF. For eigenvectors, first call
CSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
tridiagonal matrix, then call CUNMTR to multiply it to the Householder
transformations represented as Householder vectors in A. */
if (! wantz) {
timer_start( time );
lapackf77_ssterf(&n, w, &rwork[inde], info);
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
timer_stop( time );
timer_printf( " time dstedc = %6.2f\n", time );
}
else {
timer_start( time_total );
timer_start( time );
if (MAGMA_SUCCESS != magma_smalloc( &dwork, 3*n*(n/2 + 1) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_cstedx(range, n, vl, vu, il, iu, w, &rwork[inde],
&work[indwrk], n, &rwork[indrwk],
llrwk, iwork, liwork, dwork, info);
magma_free( dwork );
timer_stop( time );
timer_printf( " time cstedx = %6.2f\n", time );
timer_start( time );
magmaFloatComplex *dZ;
magma_int_t lddz = n;
magmaFloatComplex *da;
magma_int_t ldda = n;
magma_smove_eig(range, n, w, &il, &iu, vl, vu, m);
if (MAGMA_SUCCESS != magma_cmalloc( &dZ, *m*lddz)) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
if (MAGMA_SUCCESS != magma_cmalloc( &da, n*ldda )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magma_cbulge_back(uplo, n, nb, *m, Vblksiz, &work[indwrk + n * (il-1)], n, dZ, lddz,
&work[indV2], ldv, &work[indTAU2], &work[indT2], ldt, info);
timer_stop( time );
timer_printf( " time cbulge_back = %6.2f\n", time );
timer_start( time );
magma_csetmatrix( n, n, A, lda, da, ldda );
magma_cunmqr_gpu_2stages(MagmaLeft, MagmaNoTrans, n-nb, *m, n-nb, da+nb, ldda,
dZ+nb, n, dT1, nb, info);
magma_cgetmatrix( n, *m, dZ, lddz, A, lda );
magma_free(dT1);
magma_free(dZ);
magma_free(da);
timer_stop( time );
timer_stop( time_total );
timer_printf( " time cunmqr + copy = %6.2f\n", time );
timer_printf( " time eigenvectors backtransf. = %6.2f\n", time_total );
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
if (iscale == 1) {
if (*info == 0) {
imax = n;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
blasf77_sscal(&imax, &d__1, w, &ione);
}
work[0] = MAGMA_C_MAKE( lwmin * one_eps, 0.); // round up
rwork[0] = lrwmin * one_eps;
iwork[0] = liwmin;
return *info;
} /* magma_cheevdx_2stage */
extern "C" magma_int_t
magma_clahr2(
magma_int_t n, magma_int_t k, magma_int_t nb,
magmaFloatComplex *dA, magmaFloatComplex *dV,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *tau,
magmaFloatComplex *T, magma_int_t ldt,
magmaFloatComplex *Y, magma_int_t ldy )
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
CLAHR2 reduces the first NB columns of a complex 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 CGEHRD.
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) COMPLEX array on the GPU, dimension (LDA,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.
DV (output) COMPLEX array on the GPU, dimension (N, NB)
On exit this contains the Householder vectors of the transformation.
A (input/output) COMPLEX 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.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
TAU (output) COMPLEX array, dimension (NB)
The scalar factors of the elementary reflectors. See Further
Details.
T (output) COMPLEX array, dimension (LDT,NB)
The upper triangular matrix T.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= NB.
Y (output) COMPLEX 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 complex scalar, and v is a complex 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.
===================================================================== */
#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)*ldda)
magmaFloatComplex c_zero = MAGMA_C_ZERO;
magmaFloatComplex c_one = MAGMA_C_ONE;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
magma_int_t ldda = lda;
magma_int_t ione = 1;
magma_int_t n_k_i_1, n_k;
magmaFloatComplex scale;
magma_int_t i;
magmaFloatComplex ei = MAGMA_C_ZERO;
// adjust from 1-based indexing
k -= 1;
// Function Body
if (n <= 1)
return 0;
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_ccopy( &i,
A(k+i,0), &lda,
T(0,nb-1), &ione );
#if defined(PRECISION_z) || defined(PRECISION_c)
// If complex, conjugate row of V.
lapackf77_clacgv(&i, T(0,nb-1), &ione);
#endif
// w = T(0:i-1, 0:i-1) * w
blasf77_ctrmv( "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_cgemv( "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_ccopy( &i,
A(k+1,i), &ione,
T(0,nb-1), &ione );
// w := V1' * b1 = VA(k+1:k+i, 0:i-1)' * w
blasf77_ctrmv( "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_cgemv( "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_ctrmv( "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_cgemv( "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_ctrmv( "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_caxpy( &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_clarfg( &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_csetvector( 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_cgemv( 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_C_NEGATE( tau[i]);
blasf77_cgemv( "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_ctrmv( "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_cgetvector( n-k,
dA(k,i), 1,
Y(k,i), 1 );
}
// Restore diagonal element
*A(k+nb,nb-1) = ei;
return 0;
} // magma_clahr2