VALUE rb_blas_xnrm2(int argc, VALUE *argv, VALUE self)
{
Matrix *dx;
int incx;
int incy;
int n;
//char error_msg[64];
VALUE n_value, incx_value;
rb_scan_args(argc, argv, "02", &incx_value, &n_value);
Data_Get_Struct(self, Matrix, dx);
if(incx_value == Qnil)
incx = 1;
else
incx = NUM2INT(incx_value);
if(n_value == Qnil)
n = dx->nrows;
else
n = NUM2INT(n_value);
if(dx == NULL || dx->ncols != 1)
{ //sprintf(error_msg, "Self is not a Vector");
rb_raise(rb_eRuntimeError, "Self is not a Vector");
}
switch(dx->data_type)
{
case Single_t: //s
return rb_float_new(cblas_snrm2(n , (float *)dx->data, incx));
case Double_t: //d
return rb_float_new(cblas_dnrm2(n , (double *)dx->data, incx));
case Complex_t: //c
return rb_float_new(cblas_scnrm2(n , dx->data, incx));
case Double_Complex_t: //z
return rb_float_new(cblas_dznrm2(n , dx->data, incx));
default:
//sprintf(error_msg, "Invalid data_type (%d) in Matrix", dx->data_type);
rb_raise(rb_eRuntimeError, "Invalid data_type (%d) in Matrix", dx->data_type);
return Qnil; //Never reaches here.
}
}
float magma_cblas_scnrm2(
magma_int_t n,
const magmaFloatComplex *x, magma_int_t incx )
{
return cblas_scnrm2( n, x, incx );
}
float scnrm2_(int *N, void *X, int *INCX) {
return cblas_scnrm2(*N, X, *INCX);
}
void sf_ccgstep( bool forget /* restart flag */,
int nx /* model size */,
int ny /* data size */,
sf_complex* x /* current model [nx] */,
const sf_complex* g /* gradient [nx] */,
sf_complex* rr /* data residual [ny] */,
const sf_complex* gg /* conjugate gradient [ny] */)
/*< Step of Claerbout's conjugate-gradient iteration for complex operators.
The data residual is rr = A x - dat
>*/
{
sf_double_complex sds, gdg, gds, sdg, determ, gdr, sdr, alfa, beta;
int i;
if (Allocated == false) {
Allocated = forget = true;
S = sf_complexalloc (nx);
Ss = sf_complexalloc (ny);
}
if (forget) {
for (i = 0; i < nx; i++) {
S[i] = sf_cmplx(0.0,0.0);
}
for (i = 0; i < ny; i++) {
Ss[i] = sf_cmplx(0.0,0.0);
}
beta = sf_dcmplx(0.0,0.0);
if (cblas_scnrm2(ny,gg,1) <= 0.) return;
#ifdef SF_HAS_COMPLEX_H
alfa = - dotprod( ny, gg, rr) / dotprod(ny, gg, gg);
#else
alfa = sf_dcneg(sf_dcdiv(dotprod( ny, gg, rr),dotprod(ny, gg, gg)));
#endif
} else {
/* search plane by solving 2-by-2
G . (R - G*alfa - S*beta) = 0
S . (R - G*alfa - S*beta) = 0 */
gdg = dotprod( ny, gg, gg);
sds = dotprod( ny, Ss, Ss);
gds = dotprod( ny, gg, Ss);
sdg = dotprod( ny, Ss, gg);
if (cabs(gdg) == 0. || cabs(sds) == 0.) return;
#ifdef SF_HAS_COMPLEX_H
determ = 1.0 - (gds/gdg)*(gds/sds);
if (creal(determ) > EPSILON) {
determ *= gdg * sds;
} else {
determ = gdg * sds * EPSILON;
}
gdr = - dotprod( ny, gg, rr);
sdr = - dotprod( ny, Ss, rr);
alfa = ( sds * gdr - gds * sdr ) / determ;
beta = (-sdg * gdr + gdg * sdr ) / determ;
#else
determ = sf_dcneg(sf_dcmul(sf_dcdiv(gds,gdg),
sf_dcdiv(gds,sds)));
determ.r += 1.0;
if (creal(determ) > EPSILON) {
determ = sf_dcmul(determ,sf_dcmul(gdg,sds));
} else {
determ = sf_dcmul(gdg,sf_dcrmul(sds,EPSILON));
}
gdr = sf_dcneg(dotprod( ny, gg, rr));
sdr = sf_dcneg(dotprod( ny, Ss, rr));
alfa = sf_dcdiv(sf_dcsub(sf_dcmul(sds,gdr),
sf_dcmul(gds,sdr)),determ);
beta = sf_dcdiv(sf_dcsub(sf_dcmul(gdg,sdr),
sf_dcmul(sdg,gdr)),determ);
#endif
}
for (i = 0; i < nx; i++) {
#ifdef SF_HAS_COMPLEX_H
S[i] = alfa * g[i] + beta * S[i];
x[i] += S[i];
#else
S[i] = sf_cadd(sf_dccmul(alfa,g[i]),
sf_dccmul(beta,S[i]));
x[i] = sf_cadd(x[i],S[i]);
#endif
}
for (i = 0; i < ny; i++) {
#ifdef SF_HAS_COMPLEX_H
Ss[i] = alfa * gg[i] + beta * Ss[i];
rr[i] += Ss[i];
#else
Ss[i] = sf_cadd(sf_dccmul(alfa,gg[i]),
sf_dccmul(beta,Ss[i]));
rr[i] = sf_cadd(rr[i],Ss[i]);
#endif
}
}
/**
Purpose
-------
CGEEV computes for an N-by-N complex nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
---------
@param[in]
jobvl magma_vec_t
- = MagmaNoVec: left eigenvectors of A are not computed;
- = MagmaVec: left eigenvectors of are computed.
@param[in]
jobvr magma_vec_t
- = MagmaNoVec: right eigenvectors of A are not computed;
- = MagmaVec: right eigenvectors of A are computed.
@param[in]
n INTEGER
The order of the matrix A. N >= 0.
@param[in,out]
A COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
@param[in]
lda INTEGER
The leading dimension of the array A. LDA >= max(1,N).
@param[out]
W COMPLEX array, dimension (N)
W contains the computed eigenvalues.
@param[out]
VL COMPLEX array, dimension (LDVL,N)
If JOBVL = MagmaVec, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = MagmaNoVec, VL is not referenced.
u(j) = VL(:,j), the j-th column of VL.
@param[in]
ldvl INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = MagmaVec, LDVL >= N.
@param[out]
VR COMPLEX array, dimension (LDVR,N)
If JOBVR = MagmaVec, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = MagmaNoVec, VR is not referenced.
v(j) = VR(:,j), the j-th column of VR.
@param[in]
ldvr INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = MagmaVec, LDVR >= N.
@param[out]
work (workspace) COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
@param[in]
lwork INTEGER
The dimension of the array WORK. LWORK >= (1+nb)*N.
\n
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
@param
rwork (workspace) REAL array, dimension (2*N)
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value.
- > 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements and i+1:N of W contain eigenvalues which have
converged.
@ingroup magma_cgeev_driver
********************************************************************/
extern "C" magma_int_t
magma_cgeev(
magma_vec_t jobvl, magma_vec_t jobvr, magma_int_t n,
magmaFloatComplex *A, magma_int_t lda,
magmaFloatComplex *W,
magmaFloatComplex *VL, magma_int_t ldvl,
magmaFloatComplex *VR, magma_int_t ldvr,
magmaFloatComplex *work, magma_int_t lwork,
float *rwork, magma_int_t *info )
{
#define VL(i,j) (VL + (i) + (j)*ldvl)
#define VR(i,j) (VR + (i) + (j)*ldvr)
magma_int_t c_one = 1;
magma_int_t c_zero = 0;
float d__1, d__2;
magmaFloatComplex tmp;
float scl;
float dum[1], eps;
float anrm, cscale, bignum, smlnum;
magma_int_t i, k, ilo, ihi;
magma_int_t ibal, ierr, itau, iwrk, nout, liwrk, nb;
magma_int_t scalea, minwrk, irwork, lquery, wantvl, wantvr, select[1];
magma_side_t side = MagmaRight;
irwork = 0;
*info = 0;
lquery = (lwork == -1);
wantvl = (jobvl == MagmaVec);
wantvr = (jobvr == MagmaVec);
if (! wantvl && jobvl != MagmaNoVec) {
*info = -1;
} else if (! wantvr && jobvr != MagmaNoVec) {
*info = -2;
} else if (n < 0) {
*info = -3;
} else if (lda < max(1,n)) {
*info = -5;
} else if ( (ldvl < 1) || (wantvl && (ldvl < n))) {
*info = -8;
} else if ( (ldvr < 1) || (wantvr && (ldvr < n))) {
*info = -10;
}
/* Compute workspace */
nb = magma_get_cgehrd_nb( n );
if (*info == 0) {
minwrk = (1+nb)*n;
work[0] = MAGMA_C_MAKE( minwrk, 0 );
if (lwork < minwrk && ! lquery) {
*info = -12;
}
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery) {
return *info;
}
/* Quick return if possible */
if (n == 0) {
return *info;
}
#if defined(VERSION3)
magmaFloatComplex *dT;
if (MAGMA_SUCCESS != magma_cmalloc( &dT, nb*n )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
#endif
/* Get machine constants */
eps = lapackf77_slamch( "P" );
smlnum = lapackf77_slamch( "S" );
bignum = 1. / smlnum;
lapackf77_slabad( &smlnum, &bignum );
smlnum = magma_ssqrt( smlnum ) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = lapackf77_clange( "M", &n, &n, A, &lda, dum );
scalea = 0;
if (anrm > 0. && anrm < smlnum) {
scalea = 1;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = 1;
cscale = bignum;
}
if (scalea) {
lapackf77_clascl( "G", &c_zero, &c_zero, &anrm, &cscale, &n, &n, A, &lda, &ierr );
}
/* Balance the matrix
* (CWorkspace: none)
* (RWorkspace: need N)
* - this space is reserved until after gebak */
ibal = 0;
lapackf77_cgebal( "B", &n, A, &lda, &ilo, &ihi, &rwork[ibal], &ierr );
/* Reduce to upper Hessenberg form
* (CWorkspace: need 2*N, prefer N + N*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by cgehrd */
itau = 0;
iwrk = itau + n;
liwrk = lwork - iwrk;
#if defined(VERSION1)
// Version 1 - LAPACK
lapackf77_cgehrd( &n, &ilo, &ihi, A, &lda,
&work[itau], &work[iwrk], &liwrk, &ierr );
#elif defined(VERSION2)
// Version 2 - LAPACK consistent HRD
magma_cgehrd2( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored,
magma_cgehrd( n, ilo, ihi, A, lda,
&work[itau], &work[iwrk], liwrk, dT, &ierr );
#endif
if (wantvl) {
/* Want left eigenvectors
* Copy Householder vectors to VL */
side = MagmaLeft;
lapackf77_clacpy( MagmaLowerStr, &n, &n, A, &lda, VL, &ldvl );
/* Generate unitary matrix in VL
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by cunghr */
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_cunghr( &n, &ilo, &ihi, VL, &ldvl, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_cunghr( n, ilo, ihi, VL, ldvl, &work[itau], dT, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VL
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "S", "V", &n, &ilo, &ihi, A, &lda, W,
VL, &ldvl, &work[iwrk], &liwrk, info );
if (wantvr) {
/* Want left and right eigenvectors
* Copy Schur vectors to VR */
side = MagmaBothSides;
lapackf77_clacpy( "F", &n, &n, VL, &ldvl, VR, &ldvr );
}
}
else if (wantvr) {
/* Want right eigenvectors
* Copy Householder vectors to VR */
side = MagmaRight;
lapackf77_clacpy( "L", &n, &n, A, &lda, VR, &ldvr );
/* Generate unitary matrix in VR
* (CWorkspace: need 2*N-1, prefer N + (N-1)*NB)
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by cunghr */
#if defined(VERSION1) || defined(VERSION2)
// Version 1 & 2 - LAPACK
lapackf77_cunghr( &n, &ilo, &ihi, VR, &ldvr, &work[itau],
&work[iwrk], &liwrk, &ierr );
#elif defined(VERSION3)
// Version 3 - LAPACK consistent MAGMA HRD + T matrices stored
magma_cunghr( n, ilo, ihi, VR, ldvr, &work[itau], dT, nb, &ierr );
#endif
/* Perform QR iteration, accumulating Schur vectors in VR
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "S", "V", &n, &ilo, &ihi, A, &lda, W,
VR, &ldvr, &work[iwrk], &liwrk, info );
}
else {
/* Compute eigenvalues only
* (CWorkspace: need 1, prefer HSWORK (see comments) )
* (RWorkspace: N)
* - including N reserved for gebal/gebak, unused by chseqr */
iwrk = itau;
liwrk = lwork - iwrk;
lapackf77_chseqr( "E", "N", &n, &ilo, &ihi, A, &lda, W,
VR, &ldvr, &work[iwrk], &liwrk, info );
}
/* If INFO > 0 from CHSEQR, then quit */
if (*info > 0) {
goto CLEANUP;
}
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
* (CWorkspace: need 2*N)
* (RWorkspace: need 2*N)
* - including N reserved for gebal/gebak, unused by ctrevc */
irwork = ibal + n;
#if TREVC_VERSION == 1
lapackf77_ctrevc( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &rwork[irwork], &ierr );
#elif TREVC_VERSION == 2
liwrk = lwork - iwrk;
lapackf77_ctrevc3( lapack_side_const(side), "B", select, &n, A, &lda, VL, &ldvl,
VR, &ldvr, &n, &nout, &work[iwrk], &liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 3
magma_ctrevc3( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 4
magma_ctrevc3_mt( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#elif TREVC_VERSION == 5
magma_ctrevc3_mt_gpu( side, MagmaBacktransVec, select, n, A, lda, VL, ldvl,
VR, ldvr, n, &nout, &work[iwrk], liwrk, &rwork[irwork], &ierr );
#else
#error Unknown TREVC_VERSION
#endif
}
if (wantvl) {
/* Undo balancing of left eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_cgebak( "B", "L", &n, &ilo, &ihi, &rwork[ibal], &n,
VL, &ldvl, &ierr );
/* Normalize left eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / cblas_scnrm2( n, VL(0,i), 1 );
cblas_csscal( n, scl, VL(0,i), 1 );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_C_REAL( *VL(k,i) );
d__2 = MAGMA_C_IMAG( *VL(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = cblas_isamax( n, &rwork[irwork], 1 );
tmp = MAGMA_C_CNJG( *VL(k,i) ) / magma_ssqrt( rwork[irwork + k] );
cblas_cscal( n, CBLAS_SADDR(tmp), VL(0,i), 1 );
*VL(k,i) = MAGMA_C_MAKE( MAGMA_C_REAL( *VL(k,i) ), 0. );
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
* (CWorkspace: none)
* (RWorkspace: need N) */
lapackf77_cgebak( "B", "R", &n, &ilo, &ihi, &rwork[ibal], &n,
VR, &ldvr, &ierr );
/* Normalize right eigenvectors and make largest component real */
for (i = 0; i < n; ++i) {
scl = 1. / cblas_scnrm2( n, VR(0,i), 1 );
cblas_csscal( n, scl, VR(0,i), 1 );
for (k = 0; k < n; ++k) {
/* Computing 2nd power */
d__1 = MAGMA_C_REAL( *VR(k,i) );
d__2 = MAGMA_C_IMAG( *VR(k,i) );
rwork[irwork + k] = d__1*d__1 + d__2*d__2;
}
k = cblas_isamax( n, &rwork[irwork], 1 );
tmp = MAGMA_C_CNJG( *VR(k,i) ) / magma_ssqrt( rwork[irwork + k] );
cblas_cscal( n, CBLAS_SADDR(tmp), VR(0,i), 1 );
*VR(k,i) = MAGMA_C_MAKE( MAGMA_C_REAL( *VR(k,i) ), 0. );
}
}
CLEANUP:
/* Undo scaling if necessary */
if (scalea) {
// converged eigenvalues, stored in WR[i+1:n] and WI[i+1:n] for i = INFO
magma_int_t nval = n - (*info);
magma_int_t ld = max( nval, 1 );
lapackf77_clascl( "G", &c_zero, &c_zero, &cscale, &anrm, &nval, &c_one, W + (*info), &ld, &ierr );
if (*info > 0) {
// first ilo columns were already upper triangular,
// so the corresponding eigenvalues are also valid.
nval = ilo - 1;
lapackf77_clascl( "G", &c_zero, &c_zero, &cscale, &anrm, &nval, &c_one, W, &n, &ierr );
}
}
#if defined(VERSION3)
magma_free( dT );
#endif
work[0] = MAGMA_C_MAKE( (float) minwrk, 0. ); // TODO use optwrk as in dgeev
return *info;
} /* magma_cgeev */
/* ////////////////////////////////////////////////////////////////////////////
-- Testing sgeev
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gpu_time, cpu_time;
float *h_A, *h_R, *VL, *VR, *h_work, *w1, *w2;
float *w1i, *w2i;
magmaFloatComplex *w1copy, *w2copy;
magmaFloatComplex c_neg_one = MAGMA_C_NEG_ONE;
float 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};
float ulp, ulpinv, error;
magma_int_t status = 0;
ulp = lapackf77_slamch( "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 );
float tol = opts.tolerance * lapackf77_slamch("E");
float tolulp = opts.tolerance * lapackf77_slamch("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 i = 0; i < opts.ntest; ++i ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
N = opts.nsize[i];
lda = N;
n2 = lda*N;
nb = magma_get_sgehrd_nb(N);
lwork = N*(2 + nb);
// generous workspace - required by sget22
lwork = max( lwork, N*(5 + 2*N) );
TESTING_MALLOC_CPU( w1copy, magmaFloatComplex, N );
TESTING_MALLOC_CPU( w2copy, magmaFloatComplex, N );
TESTING_MALLOC_CPU( w1, float, N );
TESTING_MALLOC_CPU( w2, float, N );
TESTING_MALLOC_CPU( w1i, float, N );
TESTING_MALLOC_CPU( w2i, float, N );
TESTING_MALLOC_CPU( h_A, float, n2 );
TESTING_MALLOC_PIN( h_R, float, n2 );
TESTING_MALLOC_PIN( VL, float, n2 );
TESTING_MALLOC_PIN( VR, float, n2 );
TESTING_MALLOC_PIN( h_work, float, lwork );
/* Initialize the matrix */
lapackf77_slarnv( &ione, ISEED, &n2, h_A );
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
magma_sgeev( opts.jobvl, opts.jobvr,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &info );
gpu_time = magma_wtime() - gpu_time;
if (info != 0)
printf("magma_sgeev 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)
================================================================= */
float 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_sget22( 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 = cblas_snrm2(N, &VR[j*lda], ione);
else if (w1i[j] > 0.)
tnrm = magma_slapy2( cblas_snrm2(N, &VR[j *lda], ione),
cblas_snrm2(N, &VR[(j+1)*lda], ione) );
result[1] = max( result[1], min( ulpinv, MAGMA_S_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_slapy2( VR[jj+j*lda], VR[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VR[jj + (j+1)*lda])==0. &&
MAGMA_S_ABS( VR[jj+j*lda] ) > vrmx)
{
vrmx = MAGMA_S_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_sget22( 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 = cblas_snrm2(N, &VL[j*lda], ione);
else if (w1i[j] > 0.)
tnrm = magma_slapy2( cblas_snrm2(N, &VL[j *lda], ione),
cblas_snrm2(N, &VL[(j+1)*lda], ione) );
result[3] = max( result[3], min( ulpinv, MAGMA_S_ABS(tnrm-1.)/ulp ));
if (w1i[j] > 0.) {
vmx = vrmx = 0.;
for( int jj = 0; jj < N; ++jj ) {
vtst = magma_slapy2( VL[jj+j*lda], VL[jj+(j+1)*lda]);
if (vtst > vmx)
vmx = vtst;
if ( (VL[jj + (j+1)*lda])==0. &&
MAGMA_S_ABS( VL[jj+j*lda]) > vrmx)
{
vrmx = MAGMA_S_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
float *LRE, DUM;
TESTING_MALLOC_PIN( LRE, float, n2 );
lapackf77_slarnv( &ione, ISEED, &n2, h_A );
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
// ----------
// Compute eigenvalues, left and right eigenvectors
magma_sgeev( MagmaVec, MagmaVec,
N, h_R, lda, w1, w1i,
VL, lda, VR, lda,
h_work, lwork, &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_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
//magma_sgeev( MagmaNoVec, MagmaNoVec,
// N, h_R, lda, w2, w2i,
// &DUM, 1, &DUM, 1,
// h_work, lwork, &info );
//if (info != 0)
// printf("magma_sgeev (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_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_sgeev( MagmaNoVec, MagmaVec,
N, h_R, lda, w2, w2i,
&DUM, 1, LRE, lda,
h_work, lwork, &info );
if (info != 0)
printf("magma_sgeev (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_S_EQUAL( VR[j+jj*lda], LRE[j+jj*lda] ))
result[7] = 0;
// ----------
// Compute eigenvalues and left eigenvectors
lapackf77_slacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda );
magma_sgeev( MagmaVec, MagmaNoVec,
N, h_R, lda, w2, w2i,
LRE, lda, &DUM, 1,
h_work, lwork, &info );
if (info != 0)
printf("magma_sgeev (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_S_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_sgeev( &opts.jobvl, &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_sgeev 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_C_MAKE( w1[j], w1i[j] );
w2copy[j] = MAGMA_C_MAKE( w2[j], w2i[j] );
}
std::sort( w1copy, &w1copy[N], compare );
std::sort( w2copy, &w2copy[N], compare );
// 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 ) {
magmaFloatComplex diff = MAGMA_C_SUB( w1copy[j], w2copy[j2] );
float diff2 = magma_szlapy2( diff ) / max( magma_szlapy2( w1copy[j] ), tol );
if ( diff2 < 100*tol ) {
if ( j != j2 ) {
std::swap( w2copy[j], w2copy[j2] );
}
break;
}
}
}
blasf77_caxpy( &N, &c_neg_one, w2copy, &ione, w1copy, &ione );
error = cblas_scnrm2( N, w1copy, 1 );
error /= cblas_scnrm2( N, w2copy, 1 );
printf("%5d %7.2f %7.2f %.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 );
}
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
float F77_scnrm2(const int *N, const void *X, const int *incX)
{
return cblas_scnrm2(*N, X, *incX);
}
std::complex<float> HostVector<std::complex<float> >::Norm(void) const {
return cblas_scnrm2(this->size_, this->vec_, 1);
}
// ----------------------------------------
int main( int argc, char** argv )
{
TESTING_INIT();
//real_Double_t t_m, t_c, t_f;
magma_int_t ione = 1;
magmaFloatComplex *A, *B;
float diff, error;
magma_int_t ISEED[4] = {0,0,0,1};
magma_int_t m, n, k, size, maxn, ld;
magmaFloatComplex x2_m, x2_c; // complex x for magma, cblas/fortran blas respectively
float x_m, x_c; // x for magma, cblas/fortran blas respectively
magma_opts opts;
parse_opts( argc, argv, &opts );
opts.tolerance = max( 100., opts.tolerance );
float tol = opts.tolerance * lapackf77_slamch("E");
gTol = tol;
printf( "!! Calling these CBLAS and Fortran BLAS sometimes crashes (segfault), which !!\n"
"!! is why we use wrappers. It does not necesarily indicate a bug in MAGMA. !!\n"
"\n"
"Diff compares MAGMA wrapper to CBLAS and BLAS function; should be exactly 0.\n"
"Error compares MAGMA implementation to CBLAS and BLAS function; should be ~ machine epsilon.\n"
"\n" );
float total_diff = 0.;
float total_error = 0.;
int inc[] = { 1 }; //{ -2, -1, 1, 2 }; //{ 1 }; //{ -1, 1 };
int ninc = sizeof(inc)/sizeof(*inc);
for( int itest = 0; itest < opts.ntest; ++itest ) {
m = opts.msize[itest];
n = opts.nsize[itest];
k = opts.ksize[itest];
for( int iincx = 0; iincx < ninc; ++iincx ) {
magma_int_t incx = inc[iincx];
for( int iincy = 0; iincy < ninc; ++iincy ) {
magma_int_t incy = inc[iincy];
printf("=========================================================================\n");
printf( "m=%d, n=%d, k=%d, incx = %d, incy = %d\n",
(int) m, (int) n, (int) k, (int) incx, (int) incy );
printf( "Function MAGMA CBLAS BLAS Diff Error\n"
" msec msec msec\n" );
// allocate matrices
// over-allocate so they can be any combination of
// {m,n,k} * {abs(incx), abs(incy)} by
// {m,n,k} * {abs(incx), abs(incy)}
maxn = max( max( m, n ), k ) * max( abs(incx), abs(incy) );
ld = max( 1, maxn );
size = ld*maxn;
magma_cmalloc_pinned( &A, size ); assert( A != NULL );
magma_cmalloc_pinned( &B, size ); assert( B != NULL );
// initialize matrices
lapackf77_clarnv( &ione, ISEED, &size, A );
lapackf77_clarnv( &ione, ISEED, &size, B );
printf( "Level 1 BLAS ----------------------------------------------------------\n" );
// ----- test SCASUM
// get one-norm of column j of A
if ( incx > 0 && incx == incy ) { // positive, no incy
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
x_m = magma_cblas_scasum( m, A(0,j), incx );
x_c = cblas_scasum( m, A(0,j), incx );
diff += fabs( x_m - x_c );
x_c = blasf77_scasum( &m, A(0,j), &incx );
error += fabs( (x_m - x_c) / (m*x_c) );
}
output( "scasum", diff, error );
total_diff += diff;
total_error += error;
}
// ----- test SCNRM2
// get two-norm of column j of A
if ( incx > 0 && incx == incy ) { // positive, no incy
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
x_m = magma_cblas_scnrm2( m, A(0,j), incx );
x_c = cblas_scnrm2( m, A(0,j), incx );
diff += fabs( x_m - x_c );
x_c = blasf77_scnrm2( &m, A(0,j), &incx );
error += fabs( (x_m - x_c) / (m*x_c) );
}
output( "scnrm2", diff, error );
total_diff += diff;
total_error += error;
}
// ----- test CDOTC
// dot columns, Aj^H Bj
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
// MAGMA implementation, not just wrapper
x2_m = magma_cblas_cdotc( m, A(0,j), incx, B(0,j), incy );
// crashes on MKL 11.1.2, ILP64
#if ! defined( MAGMA_WITH_MKL )
#ifdef COMPLEX
cblas_cdotc_sub( m, A(0,j), incx, B(0,j), incy, &x2_c );
#else
x2_c = cblas_cdotc( m, A(0,j), incx, B(0,j), incy );
#endif
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
// crashes on MacOS 10.9
#if ! defined( __APPLE__ )
x2_c = blasf77_cdotc( &m, A(0,j), &incx, B(0,j), &incy );
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
}
output( "cdotc", diff, error );
total_diff += diff;
total_error += error;
total_error += error;
// ----- test CDOTU
// dot columns, Aj^T * Bj
diff = 0;
error = 0;
for( int j = 0; j < k; ++j ) {
// MAGMA implementation, not just wrapper
x2_m = magma_cblas_cdotu( m, A(0,j), incx, B(0,j), incy );
// crashes on MKL 11.1.2, ILP64
#if ! defined( MAGMA_WITH_MKL )
#ifdef COMPLEX
cblas_cdotu_sub( m, A(0,j), incx, B(0,j), incy, &x2_c );
#else
x2_c = cblas_cdotu( m, A(0,j), incx, B(0,j), incy );
#endif
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
// crashes on MacOS 10.9
#if ! defined( __APPLE__ )
x2_c = blasf77_cdotu( &m, A(0,j), &incx, B(0,j), &incy );
error += fabs( x2_m - x2_c ) / fabs( m*x2_c );
#endif
}
output( "cdotu", diff, error );
total_diff += diff;
total_error += error;
// tell user about disabled functions
#if defined( MAGMA_WITH_MKL )
printf( "cblas_cdotc and cblas_cdotu disabled with MKL (segfaults)\n" );
#endif
#if defined( __APPLE__ )
printf( "blasf77_cdotc and blasf77_cdotu disabled on MacOS (segfaults)\n" );
#endif
// cleanup
magma_free_pinned( A );
magma_free_pinned( B );
fflush( stdout );
}}} // itest, incx, incy
// TODO use average error?
printf( "sum diffs = %8.2g, MAGMA wrapper compared to CBLAS and Fortran BLAS; should be exactly 0.\n"
"sum errors = %8.2e, MAGMA implementation compared to CBLAS and Fortran BLAS; should be ~ machine epsilon.\n\n",
total_diff, total_error );
if ( total_diff != 0. ) {
printf( "some tests failed diff == 0.; see above.\n" );
}
else {
printf( "all tests passed diff == 0.\n" );
}
TESTING_FINALIZE();
int status = (total_diff != 0.);
return status;
}
//
// Overloaded function for dispatching to
// * CBLAS backend, and
// * complex<float> value-type.
//
inline float nrm2( const int n, const std::complex<float>* x,
const int incx ) {
return cblas_scnrm2( n, x, incx );
}
