SEXP magChol(SEXP a)
{
SEXP gpu = GET_SLOT(a, install("gpu")),
b = PROTECT(NEW_OBJECT(MAKE_CLASS("magma")));
int *DIMA = INTEGER(GET_DIM(a)), N = DIMA[0], N2 = N * N, LDB = N, info;
double *B;
if(DIMA[1] != N) error("non-square matrix");
b = SET_SLOT(b, install(".Data"), AS_NUMERIC(a));
SET_SLOT(b, install("gpu"), duplicate(gpu));
B = REAL(b);
if(LOGICAL_VALUE(gpu)) {
double *dB;
magma_malloc((void**)&dB, N2*sizeof(double));
magma_dsetmatrix(N, N, B, LDB, dB, LDB);
magma_dpotrf_gpu(magma_uplo_const('U'), N, dB, LDB, &info);
magma_dgetmatrix(N, N, dB, LDB, B, LDB);
magma_free(dB);
} else {
double *hB;
magma_malloc_pinned((void**)&hB, N2*sizeof(double));
lapackf77_dlacpy(MagmaUpperStr, &N, &N, B, &LDB, hB, &LDB);
magma_dpotrf(magma_uplo_const('U'), N, hB, N, &info);
lapackf77_dlacpy(MagmaUpperStr, &N, &N, hB, &LDB, B, &LDB);
magma_free_pinned(hB);
}
if(info < 0) error("illegal argument %d in 'magChol", -1 * info);
else if(info > 0) error("leading minor of order %d is not positive definite", info);
int i, j;
for(j = 0; j < N; j++) {
for(i = j + 1; i < N; i++) {
B[i + j * N] = 0.0;
}
}
UNPROTECT(1);
return b;
}
void eigen_magma(Tensor_core<double,2>& A, Tensor_core<double,1>& W, char JOBZ, char UPLO)
{
if( A.rank(0) != A.rank(1) ) {cout<<"Input for eigen is not square matrix!"<<endl; exit(1);}
if( A.rank(0) != W.rank(0) ) {cout<<"Input size of W is not consistent with A!"<<endl; exit(1);}
magma_vec_t jobz = magma_vec_const(JOBZ); magma_uplo_t uplo = magma_uplo_const(UPLO);
magma_int_t N=A.rank(0); magma_int_t info;
double work_test[1]; magma_int_t iwork_test[1];
magma_int_t lwork=-1; magma_int_t liwork=-1;
magma_dsyevd( jobz, uplo, N, A.data(), N, W.data(), work_test, lwork, iwork_test, liwork, &info );
lwork=lround(work_test[0]); liwork=iwork_test[0];
double* work; magma_int_t* iwork;
magma_dmalloc_cpu(&work, lwork); magma_imalloc_cpu(&iwork, liwork);
magma_dsyevd( jobz, uplo, N, A.data(), N, W.data(), work, lwork, iwork, liwork, &info );
magma_free_cpu(work); magma_free_cpu(iwork);
if(info!=0) {cout<<"Dsyevd failed: info= "<< info<<endl; exit(1);}
}
extern "C" magma_err_t
magma_ssytrd(char uplo, magma_int_t n,
float *a, magma_int_t lda,
float *d, float *e, float *tau,
float *work, magma_int_t lwork,
magma_int_t *info, magma_queue_t queue)
{
/* -- clMAGMA (version 1.0.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
April 2012
Purpose
=======
SSYTRD reduces a real symmetric matrix A to real symmetric
tridiagonal form T by an orthogonal similarity transformation:
Q**T * A * Q = T.
Arguments
=========
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
N-by-N upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading N-by-N lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if UPLO = 'U', the diagonal and first superdiagonal
of A are overwritten by the corresponding elements of the
tridiagonal matrix T, and the elements above the first
superdiagonal, with the array TAU, represent the orthogonal
matrix Q as a product of elementary reflectors; if UPLO
= 'L', the diagonal and first subdiagonal of A are over-
written by the corresponding elements of the tridiagonal
matrix T, and the elements below the first subdiagonal, with
the array TAU, represent the orthogonal matrix Q as a product
of elementary reflectors. See Further Details.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
D (output) REAL array, dimension (N)
The diagonal elements of the tridiagonal matrix T:
D(i) = A(i,i).
E (output) REAL array, dimension (N-1)
The off-diagonal elements of the tridiagonal matrix T:
E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.
TAU (output) REAL array, dimension (N-1)
The scalar factors of the elementary reflectors (see Further
Details).
WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= 1.
For optimum performance LWORK >= N*NB, where NB is the
optimal blocksize.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details
===============
If UPLO = 'U', the matrix Q is represented as a product of elementary
reflectors
Q = H(n-1) . . . H(2) H(1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in
A(1:i-1,i+1), and tau in TAU(i).
If UPLO = 'L', the matrix Q is represented as a product of elementary
reflectors
Q = H(1) H(2) . . . H(n-1).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a real scalar, and v is a real vector with
v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),
and tau in TAU(i).
The contents of A on exit are illustrated by the following examples
with n = 5:
if UPLO = 'U': if UPLO = 'L':
( d e v2 v3 v4 ) ( d )
( d e v3 v4 ) ( e d )
( d e v4 ) ( v1 e d )
( d e ) ( v1 v2 e d )
( d ) ( v1 v2 v3 e d )
where d and e denote diagonal and off-diagonal elements of T, and vi
denotes an element of the vector defining H(i).
===================================================================== */
char uplo_[2] = {uplo, 0};
magma_int_t ldda = lda;
magma_int_t nb = magma_get_ssytrd_nb(n);
float c_neg_one = MAGMA_S_NEG_ONE;
float c_one = MAGMA_S_ONE;
float d_one = MAGMA_D_ONE;
magma_int_t kk, nx;
magma_int_t i, j, i_n;
magma_int_t iinfo;
magma_int_t ldwork, lddwork, lwkopt;
magma_int_t lquery;
*info = 0;
int upper = lapackf77_lsame(uplo_, "U");
lquery = lwork == -1;
if (! upper && ! lapackf77_lsame(uplo_, "L")) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (lda < max(1,n)) {
*info = -4;
} else if (lwork < nb*n && ! lquery) {
*info = -9;
}
if (*info == 0) {
/* Determine the block size. */
ldwork = lddwork = n;
lwkopt = n * nb;
// ACD
// MAGMA_S_SET2REAL( work[0], lwkopt );
MAGMA_S_SET2REAL( work[0], (float) lwkopt );
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
else if (lquery)
return *info;
/* Quick return if possible */
if (n == 0) {
work[0] = c_one;
return *info;
}
magmaFloat_ptr da;
size_t da_offset = 0;
if (MAGMA_SUCCESS != magma_malloc( &da, (n*ldda + 2*n*nb )*sizeof(float))) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
magmaFloat_ptr dwork = da;
size_t dwork_offset = da_offset + (n)*ldda;
if (n < 2048)
nx = n;
else
nx = 512;
if (upper) {
/* Copy the matrix to the GPU */
magma_ssetmatrix( n, n, A(0, 0), 0, lda, dA(0, 0), ldda, queue );
/* Reduce the upper triangle of A.
Columns 1:kk are handled by the unblocked method. */
kk = n - (n - nx + nb - 1) / nb * nb;
for (i = n - nb; i >= kk; i -= nb)
{
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i!=n-nb)
magma_sgetmatrix( i+nb, nb, dA(0, i), ldda, A(0, i), 0, lda, queue );
magma_slatrd(uplo, i+nb, nb, A(0, 0), lda, e, tau,
work, ldwork, dA(0, 0), ldda, dwork, dwork_offset, lddwork, queue);
/* Update the unreduced submatrix A(0:i-2,0:i-2), using an
update of the form: A := A - V*W' - W*V' */
magma_ssetmatrix( i + nb, nb, work, 0, ldwork, dwork, dwork_offset, lddwork, queue );
magma_ssyr2k(magma_uplo_const(uplo), MagmaNoTrans, i, nb, c_neg_one,
dA(0, i), ldda, dwork, dwork_offset,
lddwork, d_one, dA(0, 0), ldda, queue);
/* Copy superdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
MAGMA_S_SET2REAL( *A(j-1, j), e[j - 1] );
d[j] = MAGMA_S_REAL( *A(j, j) );
}
}
magma_sgetmatrix( kk, kk, dA(0, 0), ldda, A(0, 0), 0, lda, queue );
/* Use unblocked code to reduce the last or only block */
lapackf77_ssytd2(uplo_, &kk, A(0, 0), &lda, d, e, tau, &iinfo);
}
else
{
/* Copy the matrix to the GPU */
if (1<=n-nx)
magma_ssetmatrix( n, n, A(0,0), 0, lda, dA(0,0), ldda, queue );
#ifdef FAST_SYMV
// TODO this leaks memory from da, above
magmaFloat_ptr dwork2;
if (MAGMA_SUCCESS != magma_malloc( &dwork2, (n*n)*sizeof(float) )) {
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
size_t dwork2_offset = 0;
#endif
/* Reduce the lower triangle of A */
for (i = 0; i < n-nx; i += nb)
{
/* Reduce columns i:i+nb-1 to tridiagonal form and form the
matrix W which is needed to update the unreduced part of
the matrix */
/* Get the current panel (no need for the 1st iteration) */
if (i!=0)
magma_sgetmatrix( n-i, nb, dA(i, i), ldda, A(i, i), 0, lda, queue );
#ifdef FAST_SYMV
// unported
magma_slatrd2(uplo, n-i, nb, A(i, i), lda, &e[i],
&tau[i], work, ldwork,
dA(i, i), ldda,
dwork, lddwork, dwork2, n*n);
#else
magma_slatrd(uplo, n-i, nb, A(i, i), lda, &e[i],
&tau[i], work, ldwork,
dA(i, i), ldda,
dwork, dwork_offset, lddwork, queue);
#endif
/* Update the unreduced submatrix A(i+ib:n,i+ib:n), using
an update of the form: A := A - V*W' - W*V' */
magma_ssetmatrix( n-i, nb, work, 0, ldwork, dwork, dwork_offset, lddwork, queue );
magma_ssyr2k(MagmaLower, MagmaNoTrans, n-i-nb, nb, c_neg_one,
dA(i+nb, i), ldda,
dwork, (dwork_offset+nb), lddwork, d_one,
dA(i+nb, i+nb), ldda, queue);
/* Copy subdiagonal elements back into A, and diagonal
elements into D */
for (j = i; j < i+nb; ++j) {
MAGMA_S_SET2REAL( *A(j+1, j), e[j] );
d[j] = MAGMA_S_REAL( *A(j, j) );
}
}
#ifdef FAST_SYMV
magma_free( dwork2 );
#endif
/* Use unblocked code to reduce the last or only block */
if (1<=n-nx)
magma_sgetmatrix( n-i, n-i, dA(i, i), ldda, A(i, i), 0, lda, queue );
i_n = n-i;
lapackf77_ssytrd(uplo_, &i_n, A(i, i), &lda, &d[i], &e[i],
&tau[i], work, &lwork, &iinfo);
}
magma_free( da );
// ACD
// MAGMA_S_SET2REAL( work[0], lwkopt );
MAGMA_S_SET2REAL( work[0], (float) lwkopt );
return *info;
} /* magma_ssytrd */
