extern "C" magma_int_t
magma_zpbicg(
magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = MAGMA_NOTCONVERGED;
// prepare solver feedback
solver_par->solver = Magma_PBICG;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// some useful variables
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magma_int_t dofs = A.num_rows * b.num_cols;
// workspace
magma_z_matrix r={Magma_CSR}, rt={Magma_CSR}, p={Magma_CSR}, pt={Magma_CSR},
z={Magma_CSR}, zt={Magma_CSR}, q={Magma_CSR}, y={Magma_CSR},
yt={Magma_CSR}, qt={Magma_CSR};
// need to transpose the matrix
magma_z_matrix AT={Magma_CSR}, Ah1={Magma_CSR}, Ah2={Magma_CSR};
CHECK( magma_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &rt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &pt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &q, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &qt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &yt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &zt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
// solver variables
magmaDoubleComplex alpha, rho, beta, rho_new, ptq;
double res, nomb, nom0, r0;
// transpose the matrix
magma_zmtransfer( A, &Ah1, Magma_DEV, Magma_CPU, queue );
magma_zmconvert( Ah1, &Ah2, A.storage_type, Magma_CSR, queue );
magma_zmfree(&Ah1, queue );
magma_zmtransposeconjugate( Ah2, &Ah1, queue );
magma_zmfree(&Ah2, queue );
Ah2.blocksize = A.blocksize;
Ah2.alignment = A.alignment;
magma_zmconvert( Ah1, &Ah2, Magma_CSR, A.storage_type, queue );
magma_zmfree(&Ah1, queue );
magma_zmtransfer( Ah2, &AT, Magma_CPU, Magma_DEV, queue );
magma_zmfree(&Ah2, queue );
// solver setup
CHECK( magma_zresidualvec( A, b, *x, &r, &nom0, queue));
res = nom0;
solver_par->init_res = nom0;
magma_zcopy( dofs, r.dval, 1, rt.dval, 1, queue ); // rr = r
rho_new = magma_zdotc( dofs, rt.dval, 1, r.dval, 1, queue ); // rho=<rr,r>
rho = alpha = MAGMA_Z_MAKE( 1.0, 0. );
nomb = magma_dznrm2( dofs, b.dval, 1, queue );
if ( nomb == 0.0 ){
nomb=1.0;
}
if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){
r0 = ATOLERANCE;
}
solver_par->final_res = solver_par->init_res;
solver_par->iter_res = solver_par->init_res;
if ( solver_par->verbose > 0 ) {
solver_par->res_vec[0] = nom0;
solver_par->timing[0] = 0.0;
}
if ( nom0 < r0 ) {
info = MAGMA_SUCCESS;
goto cleanup;
}
//Chronometry
real_Double_t tempo1, tempo2;
tempo1 = magma_sync_wtime( queue );
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// start iteration
do
{
solver_par->numiter++;
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, r, &y, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, y, &z, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaTrans, A, rt, &yt, precond_par, queue ));
CHECK( magma_z_applyprecond_left( MagmaTrans, A, yt, &zt, precond_par, queue ));
//magma_zcopy( dofs, r.dval, 1 , y.dval, 1, queue ); // y=r
//magma_zcopy( dofs, y.dval, 1 , z.dval, 1, queue ); // z=y
//magma_zcopy( dofs, rt.dval, 1 , yt.dval, 1, queue ); // yt=rt
//magma_zcopy( dofs, yt.dval, 1 , zt.dval, 1, queue ); // yt=rt
rho= rho_new;
rho_new = magma_zdotc( dofs, rt.dval, 1, z.dval, 1, queue ); // rho=<rt,z>
if( magma_z_isnan_inf( rho_new ) ){
info = MAGMA_DIVERGENCE;
break;
}
if( solver_par->numiter==1 ){
magma_zcopy( dofs, z.dval, 1 , p.dval, 1, queue ); // yt=rt
magma_zcopy( dofs, zt.dval, 1 , pt.dval, 1, queue ); // zt=yt
} else {
beta = rho_new/rho;
magma_zscal( dofs, beta, p.dval, 1, queue ); // p = beta*p
magma_zaxpy( dofs, c_one , z.dval, 1 , p.dval, 1, queue ); // p = z+beta*p
magma_zscal( dofs, MAGMA_Z_CONJ(beta), pt.dval, 1, queue ); // pt = beta*pt
magma_zaxpy( dofs, c_one , zt.dval, 1 , pt.dval, 1, queue ); // pt = zt+beta*pt
}
CHECK( magma_z_spmv( c_one, A, p, c_zero, q, queue )); // v = Ap
CHECK( magma_z_spmv( c_one, AT, pt, c_zero, qt, queue )); // v = Ap
solver_par->spmv_count++;
solver_par->spmv_count++;
ptq = magma_zdotc( dofs, pt.dval, 1, q.dval, 1, queue );
alpha = rho_new /ptq;
magma_zaxpy( dofs, alpha, p.dval, 1 , x->dval, 1, queue ); // x=x+alpha*p
magma_zaxpy( dofs, c_neg_one * alpha, q.dval, 1 , r.dval, 1, queue ); // r=r+alpha*q
magma_zaxpy( dofs, c_neg_one * MAGMA_Z_CONJ(alpha), qt.dval, 1 , rt.dval, 1, queue ); // r=r+alpha*q
res = magma_dznrm2( dofs, r.dval, 1, queue );
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){
break;
}
}
while ( solver_par->numiter+1 <= solver_par->maxiter );
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t) tempo2-tempo1;
double residual;
CHECK( magma_zresidualvec( A, b, *x, &r, &residual, queue));
solver_par->iter_res = res;
solver_par->final_res = residual;
if ( solver_par->numiter < solver_par->maxiter ) {
info = MAGMA_SUCCESS;
} else if ( solver_par->init_res > solver_par->final_res ) {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
info = MAGMA_SLOW_CONVERGENCE;
if( solver_par->iter_res < solver_par->rtol*solver_par->init_res ||
solver_par->iter_res < solver_par->atol ) {
info = MAGMA_SUCCESS;
}
}
else {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
info = MAGMA_DIVERGENCE;
}
cleanup:
magma_zmfree(&r, queue );
magma_zmfree(&rt, queue );
magma_zmfree(&p, queue );
magma_zmfree(&pt, queue );
magma_zmfree(&q, queue );
magma_zmfree(&qt, queue );
magma_zmfree(&y, queue );
magma_zmfree(&yt, queue );
magma_zmfree(&z, queue );
magma_zmfree(&zt, queue );
magma_zmfree(&AT, queue );
magma_zmfree(&Ah1, queue );
magma_zmfree(&Ah2, queue );
solver_par->info = info;
return info;
} /* magma_zpbicg */
extern "C" magma_int_t
magma_zpcg_merge(
magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = MAGMA_NOTCONVERGED;
// prepare solver feedback
solver_par->solver = Magma_PCGMERGE;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// solver variables
magmaDoubleComplex alpha, beta, gamma, rho, tmp1, *skp_h={0};
double nom, nom0, r0, res, nomb;
magmaDoubleComplex den;
// some useful variables
magmaDoubleComplex c_zero = MAGMA_Z_ZERO, c_one = MAGMA_Z_ONE;
magma_int_t dofs = A.num_rows*b.num_cols;
magma_z_matrix r={Magma_CSR}, d={Magma_CSR}, z={Magma_CSR}, h={Magma_CSR},
rt={Magma_CSR};
magmaDoubleComplex *d1=NULL, *d2=NULL, *skp=NULL;
// GPU workspace
CHECK( magma_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &d, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &rt, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &h, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zmalloc( &d1, dofs*(2) ));
CHECK( magma_zmalloc( &d2, dofs*(2) ));
// array for the parameters
CHECK( magma_zmalloc( &skp, 7 ));
// skp = [alpha|beta|gamma|rho|tmp1|tmp2|res]
// solver setup
CHECK( magma_zresidualvec( A, b, *x, &r, &nom0, queue));
// preconditioner
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, r, &rt, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, rt, &h, precond_par, queue ));
magma_zcopy( dofs, h.dval, 1, d.dval, 1, queue );
nom = MAGMA_Z_ABS( magma_zdotc( dofs, r.dval, 1, h.dval, 1, queue ));
CHECK( magma_z_spmv( c_one, A, d, c_zero, z, queue )); // z = A d
den = magma_zdotc( dofs, d.dval, 1, z.dval, 1, queue ); // den = d'* z
solver_par->init_res = nom0;
nomb = magma_dznrm2( dofs, b.dval, 1, queue );
if ( nomb == 0.0 ){
nomb=1.0;
}
if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){
r0 = ATOLERANCE;
}
solver_par->final_res = solver_par->init_res;
solver_par->iter_res = solver_par->init_res;
if ( solver_par->verbose > 0 ) {
solver_par->res_vec[0] = (real_Double_t)nom0;
solver_par->timing[0] = 0.0;
}
if ( nom < r0 ) {
info = MAGMA_SUCCESS;
goto cleanup;
}
// check positive definite
if ( MAGMA_Z_ABS(den) <= 0.0 ) {
info = MAGMA_NONSPD;
goto cleanup;
}
// array on host for the parameters
CHECK( magma_zmalloc_cpu( &skp_h, 7 ));
alpha = rho = gamma = tmp1 = c_one;
beta = magma_zdotc( dofs, h.dval, 1, r.dval, 1, queue );
skp_h[0]=alpha;
skp_h[1]=beta;
skp_h[2]=gamma;
skp_h[3]=rho;
skp_h[4]=tmp1;
skp_h[5]=MAGMA_Z_MAKE(nom, 0.0);
skp_h[6]=MAGMA_Z_MAKE(nom, 0.0);
magma_zsetvector( 7, skp_h, 1, skp, 1, queue );
//Chronometry
real_Double_t tempo1, tempo2, tempop1, tempop2;
tempo1 = magma_sync_wtime( queue );
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// start iteration
do
{
solver_par->numiter++;
// computes SpMV and dot product
CHECK( magma_zcgmerge_spmv1( A, d1, d2, d.dval, z.dval, skp, queue ));
solver_par->spmv_count++;
if( precond_par->solver == Magma_JACOBI ){
CHECK( magma_zjcgmerge_xrbeta( dofs, d1, d2, precond_par->d.dval, x->dval, r.dval, d.dval, z.dval, h.dval, skp, queue ));
}
else if( precond_par->solver == Magma_NONE ){
// updates x, r
CHECK( magma_zpcgmerge_xrbeta1( dofs, x->dval, r.dval, d.dval, z.dval, skp, queue ));
// computes scalars and updates d
CHECK( magma_zpcgmerge_xrbeta2( dofs, d1, d2, r.dval, r.dval, d.dval, skp, queue ));
} else {
// updates x, r
CHECK( magma_zpcgmerge_xrbeta1( dofs, x->dval, r.dval, d.dval, z.dval, skp, queue ));
// preconditioner in between
tempop1 = magma_sync_wtime( queue );
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, r, &rt, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, rt, &h, precond_par, queue ));
// magma_zcopy( dofs, r.dval, 1, h.dval, 1 );
tempop2 = magma_sync_wtime( queue );
precond_par->runtime += tempop2-tempop1;
// computes scalars and updates d
CHECK( magma_zpcgmerge_xrbeta2( dofs, d1, d2, h.dval, r.dval, d.dval, skp, queue ));
}
//if( solver_par->numiter==1){
// magma_zcopy( dofs, h.dval, 1, d.dval, 1 );
//}
// updates x, r, computes scalars and updates d
//CHECK( magma_zcgmerge_xrbeta( dofs, d1, d2, x->dval, r.dval, d.dval, z.dval, skp, queue ));
// check stopping criterion (asynchronous copy)
magma_zgetvector( 1 , skp+6, 1, skp_h+6, 1, queue );
res = sqrt(MAGMA_Z_ABS(skp_h[6]));
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){
break;
}
}
while ( solver_par->numiter+1 <= solver_par->maxiter );
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t) tempo2-tempo1;
double residual;
CHECK( magma_zresidualvec( A, b, *x, &r, &residual, queue));
solver_par->iter_res = res;
solver_par->final_res = residual;
if ( solver_par->numiter < solver_par->maxiter ) {
info = MAGMA_SUCCESS;
} else if ( solver_par->init_res > solver_par->final_res ) {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
info = MAGMA_SLOW_CONVERGENCE;
if( solver_par->iter_res < solver_par->atol ||
solver_par->iter_res/solver_par->init_res < solver_par->rtol ){
info = MAGMA_SUCCESS;
}
}
else {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
solver_par->info = MAGMA_DIVERGENCE;
}
cleanup:
magma_zmfree(&r, queue );
magma_zmfree(&z, queue );
magma_zmfree(&d, queue );
magma_zmfree(&rt, queue );
magma_zmfree(&h, queue );
magma_free( d1 );
magma_free( d2 );
magma_free( skp );
magma_free_cpu( skp_h );
solver_par->info = info;
return info;
} /* magma_zpcg_merge */
extern "C" magma_int_t
magma_zpbicgstab_merge(
magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = MAGMA_NOTCONVERGED;
// prepare solver feedback
solver_par->solver = Magma_BICGSTAB;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// some useful variables
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t dofs = A.num_rows * b.num_cols;
// workspace
magma_z_matrix r={Magma_CSR}, rr={Magma_CSR}, p={Magma_CSR}, v={Magma_CSR},
z={Magma_CSR}, y={Magma_CSR}, ms={Magma_CSR}, mt={Magma_CSR},
s={Magma_CSR}, t={Magma_CSR}, d1={Magma_CSR}, d2={Magma_CSR};
CHECK( magma_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &rr,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &s, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &ms,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &mt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &d1, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &d2, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
// solver variables
magmaDoubleComplex alpha, beta, omega, rho_old, rho_new;
double nom, betanom, nom0, r0, res, nomb;
res=0;
//double den;
// solver setup
CHECK( magma_zresidualvec( A, b, *x, &r, &nom0, queue));
magma_zcopy( dofs, r.dval, 1, rr.dval, 1, queue ); // rr = r
betanom = nom0;
nom = nom0*nom0;
rho_new = magma_zdotc( dofs, r.dval, 1, r.dval, 1, queue ); // rho=<rr,r>
rho_old = omega = alpha = MAGMA_Z_MAKE( 1.0, 0. );
solver_par->init_res = nom0;
CHECK( magma_z_spmv( c_one, A, r, c_zero, v, queue )); // z = A r
nomb = magma_dznrm2( dofs, b.dval, 1, queue );
if ( nomb == 0.0 ){
nomb=1.0;
}
if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){
r0 = ATOLERANCE;
}
solver_par->final_res = solver_par->init_res;
solver_par->iter_res = solver_par->init_res;
if ( solver_par->verbose > 0 ) {
solver_par->res_vec[0] = nom0;
solver_par->timing[0] = 0.0;
}
if ( nom < r0 ) {
info = MAGMA_SUCCESS;
goto cleanup;
}
//Chronometry
real_Double_t tempo1, tempo2, tempop1, tempop2;
tempo1 = magma_sync_wtime( queue );
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// start iteration
do
{
solver_par->numiter++;
rho_old = rho_new; // rho_old=rho
rho_new = magma_zdotc( dofs, rr.dval, 1, r.dval, 1, queue ); // rho=<rr,r>
beta = rho_new/rho_old * alpha/omega; // beta=rho/rho_old *alpha/omega
if( magma_z_isnan_inf( beta ) ){
info = MAGMA_DIVERGENCE;
break;
}
// p = r + beta * ( p - omega * v )
magma_zbicgstab_1(
r.num_rows,
r.num_cols,
beta,
omega,
r.dval,
v.dval,
p.dval,
queue );
// preconditioner
tempop1 = magma_sync_wtime( queue );
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, p, &mt, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, mt, &y, precond_par, queue ));
tempop2 = magma_sync_wtime( queue );
precond_par->runtime += tempop2-tempop1;
CHECK( magma_z_spmv( c_one, A, y, c_zero, v, queue )); // v = Ap
solver_par->spmv_count++;
//alpha = rho_new / tmpval;
alpha = rho_new /magma_zdotc( dofs, rr.dval, 1, v.dval, 1, queue );
if( magma_z_isnan_inf( alpha ) ){
info = MAGMA_DIVERGENCE;
break;
}
// s = r - alpha v
magma_zbicgstab_2(
r.num_rows,
r.num_cols,
alpha,
r.dval,
v.dval,
s.dval,
queue );
// preconditioner
tempop1 = magma_sync_wtime( queue );
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, s, &ms, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, ms, &z, precond_par, queue ));
tempop2 = magma_sync_wtime( queue );
precond_par->runtime += tempop2-tempop1;
CHECK( magma_z_spmv( c_one, A, z, c_zero, t, queue )); // t=As
solver_par->spmv_count++;
omega = magma_zdotc( dofs, t.dval, 1, s.dval, 1, queue ) // omega = <s,t>/<t,t>
/ magma_zdotc( dofs, t.dval, 1, t.dval, 1, queue );
// x = x + alpha * y + omega * z
// r = s - omega * t
magma_zbicgstab_4(
r.num_rows,
r.num_cols,
alpha,
omega,
y.dval,
z.dval,
s.dval,
t.dval,
x->dval,
r.dval,
queue );
res = betanom = magma_dznrm2( dofs, r.dval, 1, queue );
nom = betanom*betanom;
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){
break;
}
}
while ( solver_par->numiter+1 <= solver_par->maxiter );
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t) tempo2-tempo1;
double residual;
CHECK( magma_zresidualvec( A, b, *x, &r, &residual, queue));
solver_par->final_res = residual;
solver_par->iter_res = res;
if ( solver_par->numiter < solver_par->maxiter && info == MAGMA_SUCCESS ) {
info = MAGMA_SUCCESS;
} else if ( solver_par->init_res > solver_par->final_res ) {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) betanom;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
info = MAGMA_SLOW_CONVERGENCE;
if( solver_par->iter_res < solver_par->rtol*solver_par->init_res ||
solver_par->iter_res < solver_par->atol ) {
info = MAGMA_SUCCESS;
}
}
else {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) betanom;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
info = MAGMA_DIVERGENCE;
}
cleanup:
magma_zmfree(&r, queue );
magma_zmfree(&rr, queue );
magma_zmfree(&p, queue );
magma_zmfree(&v, queue );
magma_zmfree(&s, queue );
magma_zmfree(&y, queue );
magma_zmfree(&z, queue );
magma_zmfree(&t, queue );
magma_zmfree(&ms, queue );
magma_zmfree(&mt, queue );
magma_zmfree(&d1, queue );
magma_zmfree(&d2, queue );
solver_par->info = info;
return info;
} /* magma_zbicgstab_merge */
extern "C" magma_int_t
magma_zptfqmr_merge(
magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = MAGMA_NOTCONVERGED;
// prepare solver feedback
solver_par->solver = Magma_TFQMRMERGE;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// local variables
magmaDoubleComplex c_zero = MAGMA_Z_ZERO, c_one = MAGMA_Z_ONE;
// solver variables
double nom0, r0, res=0, nomb;
magmaDoubleComplex rho = c_one, rho_l = c_one, eta = c_zero , c = c_zero ,
theta = c_zero , tau = c_zero, alpha = c_one, beta = c_zero,
sigma = c_zero;
magma_int_t dofs = A.num_rows* b.num_cols;
// GPU workspace
magma_z_matrix r={Magma_CSR}, r_tld={Magma_CSR}, pu_m={Magma_CSR},
d={Magma_CSR}, w={Magma_CSR}, v={Magma_CSR}, t={Magma_CSR},
u_mp1={Magma_CSR}, u_m={Magma_CSR}, Au={Magma_CSR},
Ad={Magma_CSR}, Au_new={Magma_CSR};
CHECK( magma_zvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &u_mp1,Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
CHECK( magma_zvinit( &r_tld,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &u_m, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
CHECK( magma_zvinit( &pu_m, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
CHECK( magma_zvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &d, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &w, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
CHECK( magma_zvinit( &Ad, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &Au_new, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
CHECK( magma_zvinit( &Au, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
// solver setup
CHECK( magma_zresidualvec( A, b, *x, &r, &nom0, queue));
solver_par->init_res = nom0;
magma_zcopy( dofs, r.dval, 1, r_tld.dval, 1, queue );
magma_zcopy( dofs, r.dval, 1, w.dval, 1, queue );
magma_zcopy( dofs, r.dval, 1, u_m.dval, 1, queue );
// preconditioner
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, u_m, &t, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, t, &pu_m, precond_par, queue ));
CHECK( magma_z_spmv( c_one, A, pu_m, c_zero, v, queue )); // v = A u
magma_zcopy( dofs, v.dval, 1, Au.dval, 1, queue );
nomb = magma_dznrm2( dofs, b.dval, 1, queue );
if ( nomb == 0.0 ){
nomb=1.0;
}
if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){
r0 = ATOLERANCE;
}
solver_par->final_res = solver_par->init_res;
solver_par->iter_res = solver_par->init_res;
if ( solver_par->verbose > 0 ) {
solver_par->res_vec[0] = (real_Double_t)nom0;
solver_par->timing[0] = 0.0;
}
if ( nom0 < r0 ) {
info = MAGMA_SUCCESS;
goto cleanup;
}
tau = magma_zsqrt( magma_zdotc( dofs, r.dval, 1, r_tld.dval, 1, queue) );
rho = magma_zdotc( dofs, r.dval, 1, r_tld.dval, 1, queue );
rho_l = rho;
//Chronometry
real_Double_t tempo1, tempo2;
tempo1 = magma_sync_wtime( queue );
solver_par->numiter = 0;
solver_par->spmv_count = 0;
// start iteration
do
{
solver_par->numiter++;
// do this every iteration as unrolled
alpha = rho / magma_zdotc( dofs, v.dval, 1, r_tld.dval, 1, queue );
sigma = theta * theta / alpha * eta;
magma_ztfqmr_1(
r.num_rows,
r.num_cols,
alpha,
sigma,
v.dval,
Au.dval,
u_m.dval,
pu_m.dval,
u_mp1.dval,
w.dval,
d.dval,
Ad.dval,
queue );
theta = magma_zsqrt( magma_zdotc(dofs, w.dval, 1, w.dval, 1, queue) ) / tau;
c = c_one / magma_zsqrt( c_one + theta*theta );
tau = tau * theta *c;
eta = c * c * alpha;
sigma = theta * theta / alpha * eta;
if ( magma_z_isnan_inf( theta ) ||
magma_z_isnan_inf( c ) ||
magma_z_isnan_inf( tau ) ||
magma_z_isnan_inf( eta ) ||
magma_z_isnan_inf( sigma ) )
{
info = MAGMA_DIVERGENCE;
break;
}
magma_ztfqmr_2(
r.num_rows,
r.num_cols,
eta,
d.dval,
Ad.dval,
x->dval,
r.dval,
queue );
res = magma_dznrm2( dofs, r.dval, 1, queue );
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter)%solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){
info = MAGMA_SUCCESS;
break;
}
// preconditioner
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, u_mp1, &t, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, t, &pu_m, precond_par, queue ));
CHECK( magma_z_spmv( c_one, A, pu_m, c_zero, Au_new, queue )); // Au_new = A u_mp1
solver_par->spmv_count++;
magma_zcopy( dofs, Au_new.dval, 1, Au.dval, 1, queue );
magma_zcopy( dofs, u_mp1.dval, 1, u_m.dval, 1, queue );
// here starts the second part of the loop #################################
magma_ztfqmr_5(
r.num_rows,
r.num_cols,
alpha,
sigma,
v.dval,
Au.dval,
pu_m.dval,
w.dval,
d.dval,
Ad.dval,
queue );
sigma = theta * theta / alpha * eta;
theta = magma_zsqrt( magma_zdotc(dofs, w.dval, 1, w.dval, 1, queue) ) / tau;
c = c_one / magma_zsqrt( c_one + theta*theta );
tau = tau * theta *c;
eta = c * c * alpha;
magma_ztfqmr_2(
r.num_rows,
r.num_cols,
eta,
d.dval,
Ad.dval,
x->dval,
r.dval,
queue );
res = magma_dznrm2( dofs, r.dval, 1, queue );
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter)%solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){
info = MAGMA_SUCCESS;
break;
}
rho = magma_zdotc( dofs, w.dval, 1, r_tld.dval, 1, queue );
beta = rho / rho_l;
rho_l = rho;
magma_ztfqmr_3(
r.num_rows,
r.num_cols,
beta,
w.dval,
u_m.dval,
u_mp1.dval,
queue );
// preconditioner
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, u_mp1, &t, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, t, &pu_m, precond_par, queue ));
CHECK( magma_z_spmv( c_one, A, pu_m, c_zero, Au_new, queue )); // Au_new = A pu_m
solver_par->spmv_count++;
magma_ztfqmr_4(
r.num_rows,
r.num_cols,
beta,
Au_new.dval,
v.dval,
Au.dval,
queue );
magma_zcopy( dofs, u_mp1.dval, 1, u_m.dval, 1, queue );
}
while ( solver_par->numiter+1 <= solver_par->maxiter );
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t) tempo2-tempo1;
double residual;
CHECK( magma_zresidualvec( A, b, *x, &r, &residual, queue));
solver_par->iter_res = res;
solver_par->final_res = residual;
if ( solver_par->numiter < solver_par->maxiter ) {
info = MAGMA_SUCCESS;
} else if ( solver_par->init_res > solver_par->final_res ) {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
info = MAGMA_SLOW_CONVERGENCE;
if( solver_par->iter_res < solver_par->rtol*solver_par->init_res ||
solver_par->iter_res < solver_par->atol ) {
info = MAGMA_SUCCESS;
}
}
else {
if ( solver_par->verbose > 0 ) {
if ( (solver_par->numiter)%solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
info = MAGMA_DIVERGENCE;
}
cleanup:
magma_zmfree(&r, queue );
magma_zmfree(&r_tld, queue );
magma_zmfree(&d, queue );
magma_zmfree(&w, queue );
magma_zmfree(&v, queue );
magma_zmfree(&u_m, queue );
magma_zmfree(&u_mp1, queue );
magma_zmfree(&pu_m, queue );
magma_zmfree(&d, queue );
magma_zmfree(&t, queue );
magma_zmfree(&Au, queue );
magma_zmfree(&Au_new, queue );
magma_zmfree(&Ad, queue );
solver_par->info = info;
return info;
} /* magma_zptfqmr_merge */
extern "C" magma_int_t
magma_zpidr_merge(
magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = MAGMA_NOTCONVERGED;
// prepare solver feedback
solver_par->solver = Magma_PIDRMERGE;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
solver_par->init_res = 0.0;
solver_par->final_res = 0.0;
solver_par->iter_res = 0.0;
solver_par->runtime = 0.0;
// constants
const magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
const magmaDoubleComplex c_one = MAGMA_Z_ONE;
const magmaDoubleComplex c_n_one = MAGMA_Z_NEG_ONE;
// internal user parameters
const magma_int_t smoothing = 1; // 0 = disable, 1 = enable
const double angle = 0.7; // [0-1]
// local variables
magma_int_t iseed[4] = {0, 0, 0, 1};
magma_int_t dof;
magma_int_t s;
magma_int_t distr;
magma_int_t k, i, sk;
magma_int_t innerflag;
magma_int_t ldd;
double residual;
double nrm;
double nrmb;
double nrmr;
double nrmt;
double rho;
magmaDoubleComplex om;
magmaDoubleComplex gamma;
magmaDoubleComplex fk;
// matrices and vectors
magma_z_matrix dxs = {Magma_CSR};
magma_z_matrix dr = {Magma_CSR}, drs = {Magma_CSR};
magma_z_matrix dP = {Magma_CSR}, dP1 = {Magma_CSR};
magma_z_matrix dG = {Magma_CSR}, dGcol = {Magma_CSR};
magma_z_matrix dU = {Magma_CSR};
magma_z_matrix dM = {Magma_CSR}, hMdiag = {Magma_CSR};
magma_z_matrix df = {Magma_CSR};
magma_z_matrix dt = {Magma_CSR}, dtt = {Magma_CSR};
magma_z_matrix dc = {Magma_CSR};
magma_z_matrix dv = {Magma_CSR};
magma_z_matrix dlu = {Magma_CSR};
magma_z_matrix dskp = {Magma_CSR}, hskp = {Magma_CSR};
magma_z_matrix dalpha = {Magma_CSR}, halpha = {Magma_CSR};
magma_z_matrix dbeta = {Magma_CSR}, hbeta = {Magma_CSR};
magmaDoubleComplex *d1 = NULL, *d2 = NULL;
// chronometry
real_Double_t tempo1, tempo2;
// initial s space
// TODO: add option for 's' (shadow space number)
// Hack: uses '--restart' option as the shadow space number.
// This is not a good idea because the default value of restart option is used to detect
// if the user provided a custom restart. This means that if the default restart value
// is changed then the code will think it was the user (unless the default value is
// also updated in the 'if' statement below.
s = 1;
if ( solver_par->restart != 50 ) {
if ( solver_par->restart > A.num_cols ) {
s = A.num_cols;
} else {
s = solver_par->restart;
}
}
solver_par->restart = s;
// set max iterations
solver_par->maxiter = min( 2 * A.num_cols, solver_par->maxiter );
// check if matrix A is square
if ( A.num_rows != A.num_cols ) {
//printf("Matrix A is not square.\n");
info = MAGMA_ERR_NOT_SUPPORTED;
goto cleanup;
}
// |b|
nrmb = magma_dznrm2( b.num_rows, b.dval, 1, queue );
if ( nrmb == 0.0 ) {
magma_zscal( x->num_rows, MAGMA_Z_ZERO, x->dval, 1, queue );
info = MAGMA_SUCCESS;
goto cleanup;
}
// t = 0
// make t twice as large to contain both, dt and dr
ldd = magma_roundup( b.num_rows, 32 );
CHECK( magma_zvinit( &dt, Magma_DEV, ldd, 2, c_zero, queue ));
dt.num_rows = b.num_rows;
dt.num_cols = 1;
dt.nnz = dt.num_rows;
// redirect the dr.dval to the second part of dt
CHECK( magma_zvinit( &dr, Magma_DEV, b.num_rows, 1, c_zero, queue ));
magma_free( dr.dval );
dr.dval = dt.dval + ldd;
// r = b - A x
CHECK( magma_zresidualvec( A, b, *x, &dr, &nrmr, queue ));
// |r|
solver_par->init_res = nrmr;
solver_par->final_res = solver_par->init_res;
solver_par->iter_res = solver_par->init_res;
if ( solver_par->verbose > 0 ) {
solver_par->res_vec[0] = (real_Double_t)nrmr;
}
// check if initial is guess good enough
if ( nrmr <= solver_par->atol ||
nrmr/nrmb <= solver_par->rtol ) {
info = MAGMA_SUCCESS;
goto cleanup;
}
// P = randn(n, s)
// P = ortho(P)
//---------------------------------------
// P = 0.0
CHECK( magma_zvinit( &dP, Magma_CPU, A.num_cols, s, c_zero, queue ));
// P = randn(n, s)
distr = 3; // 1 = unif (0,1), 2 = unif (-1,1), 3 = normal (0,1)
dof = dP.num_rows * dP.num_cols;
lapackf77_zlarnv( &distr, iseed, &dof, dP.val );
// transfer P to device
CHECK( magma_zmtransfer( dP, &dP1, Magma_CPU, Magma_DEV, queue ));
magma_zmfree( &dP, queue );
// P = ortho(P1)
if ( dP1.num_cols > 1 ) {
// P = magma_zqr(P1), QR factorization
CHECK( magma_zqr( dP1.num_rows, dP1.num_cols, dP1, dP1.ld, &dP, NULL, queue ));
} else {
// P = P1 / |P1|
nrm = magma_dznrm2( dof, dP1.dval, 1, queue );
nrm = 1.0 / nrm;
magma_zdscal( dof, nrm, dP1.dval, 1, queue );
CHECK( magma_zmtransfer( dP1, &dP, Magma_DEV, Magma_DEV, queue ));
}
magma_zmfree( &dP1, queue );
//---------------------------------------
// allocate memory for the scalar products
CHECK( magma_zvinit( &hskp, Magma_CPU, 4, 1, c_zero, queue ));
CHECK( magma_zvinit( &dskp, Magma_DEV, 4, 1, c_zero, queue ));
CHECK( magma_zvinit( &halpha, Magma_CPU, s, 1, c_zero, queue ));
CHECK( magma_zvinit( &dalpha, Magma_DEV, s, 1, c_zero, queue ));
CHECK( magma_zvinit( &hbeta, Magma_CPU, s, 1, c_zero, queue ));
CHECK( magma_zvinit( &dbeta, Magma_DEV, s, 1, c_zero, queue ));
// workspace for merged dot product
CHECK( magma_zmalloc( &d1, max(2, s) * b.num_rows ));
CHECK( magma_zmalloc( &d2, max(2, s) * b.num_rows ));
// smoothing enabled
if ( smoothing > 0 ) {
// set smoothing solution vector
CHECK( magma_zmtransfer( *x, &dxs, Magma_DEV, Magma_DEV, queue ));
// tt = 0
// make tt twice as large to contain both, dtt and drs
ldd = magma_roundup( b.num_rows, 32 );
CHECK( magma_zvinit( &dtt, Magma_DEV, ldd, 2, c_zero, queue ));
dtt.num_rows = dr.num_rows;
dtt.num_cols = 1;
dtt.nnz = dtt.num_rows;
// redirect the drs.dval to the second part of dtt
CHECK( magma_zvinit( &drs, Magma_DEV, dr.num_rows, 1, c_zero, queue ));
magma_free( drs.dval );
drs.dval = dtt.dval + ldd;
// set smoothing residual vector
magma_zcopyvector( dr.num_rows, dr.dval, 1, drs.dval, 1, queue );
}
// G(n,s) = 0
if ( s > 1 ) {
ldd = magma_roundup( A.num_rows, 32 );
CHECK( magma_zvinit( &dG, Magma_DEV, ldd, s, c_zero, queue ));
dG.num_rows = A.num_rows;
} else {
CHECK( magma_zvinit( &dG, Magma_DEV, A.num_rows, s, c_zero, queue ));
}
// dGcol represents a single column of dG, array pointer is set inside loop
CHECK( magma_zvinit( &dGcol, Magma_DEV, dG.num_rows, 1, c_zero, queue ));
magma_free( dGcol.dval );
// U(n,s) = 0
if ( s > 1 ) {
ldd = magma_roundup( A.num_cols, 32 );
CHECK( magma_zvinit( &dU, Magma_DEV, ldd, s, c_zero, queue ));
dU.num_rows = A.num_cols;
} else {
CHECK( magma_zvinit( &dU, Magma_DEV, A.num_cols, s, c_zero, queue ));
}
// M(s,s) = I
CHECK( magma_zvinit( &dM, Magma_DEV, s, s, c_zero, queue ));
CHECK( magma_zvinit( &hMdiag, Magma_CPU, s, 1, c_zero, queue ));
magmablas_zlaset( MagmaFull, dM.num_rows, dM.num_cols, c_zero, c_one, dM.dval, dM.ld, queue );
// f = 0
CHECK( magma_zvinit( &df, Magma_DEV, dP.num_cols, 1, c_zero, queue ));
// c = 0
CHECK( magma_zvinit( &dc, Magma_DEV, dM.num_cols, 1, c_zero, queue ));
// v = 0
CHECK( magma_zvinit( &dv, Magma_DEV, dr.num_rows, 1, c_zero, queue ));
// lu = 0
CHECK( magma_zvinit( &dlu, Magma_DEV, dr.num_rows, 1, c_zero, queue ));
//--------------START TIME---------------
// chronometry
tempo1 = magma_sync_wtime( queue );
if ( solver_par->verbose > 0 ) {
solver_par->timing[0] = 0.0;
}
om = MAGMA_Z_ONE;
innerflag = 0;
// start iteration
do
{
solver_par->numiter++;
// new RHS for small systems
// f = P' r
magma_zgemvmdot_shfl( dP.num_rows, dP.num_cols, dP.dval, dr.dval, d1, d2, df.dval, queue );
// shadow space loop
for ( k = 0; k < s; ++k ) {
sk = s - k;
// c(k:s) = M(k:s,k:s) \ f(k:s)
magma_zcopyvector( sk, &df.dval[k], 1, &dc.dval[k], 1, queue );
magma_ztrsv( MagmaLower, MagmaNoTrans, MagmaNonUnit, sk, &dM.dval[k*dM.ld+k], dM.ld, &dc.dval[k], 1, queue );
// v = r - G(:,k:s) c(k:s)
magma_zcopyvector( dr.num_rows, dr.dval, 1, dv.dval, 1, queue );
magmablas_zgemv( MagmaNoTrans, dG.num_rows, sk, c_n_one, &dG.dval[k*dG.ld], dG.ld, &dc.dval[k], 1, c_one, dv.dval, 1, queue );
// preconditioning operation
// v = L \ v;
// v = U \ v;
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, dv, &dlu, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, dlu, &dv, precond_par, queue ));
// U(:,k) = om * v + U(:,k:s) c(k:s)
magmablas_zgemv( MagmaNoTrans, dU.num_rows, sk, c_one, &dU.dval[k*dU.ld], dU.ld, &dc.dval[k], 1, om, dv.dval, 1, queue );
magma_zcopyvector( dU.num_rows, dv.dval, 1, &dU.dval[k*dU.ld], 1, queue );
// G(:,k) = A U(:,k)
dGcol.dval = dG.dval + k * dG.ld;
CHECK( magma_z_spmv( c_one, A, dv, c_zero, dGcol, queue ));
solver_par->spmv_count++;
// bi-orthogonalize the new basis vectors
for ( i = 0; i < k; ++i ) {
// alpha = P(:,i)' G(:,k)
halpha.val[i] = magma_zdotc( dP.num_rows, &dP.dval[i*dP.ld], 1, &dG.dval[k*dG.ld], 1, queue );
// alpha = alpha / M(i,i)
halpha.val[i] = halpha.val[i] / hMdiag.val[i];
// G(:,k) = G(:,k) - alpha * G(:,i)
magma_zaxpy( dG.num_rows, -halpha.val[i], &dG.dval[i*dG.ld], 1, &dG.dval[k*dG.ld], 1, queue );
}
// non-first s iteration
if ( k > 0 ) {
// U update outside of loop using GEMV
// U(:,k) = U(:,k) - U(:,1:k) * alpha(1:k)
magma_zsetvector( k, halpha.val, 1, dalpha.dval, 1, queue );
magmablas_zgemv( MagmaNoTrans, dU.num_rows, k, c_n_one, dU.dval, dU.ld, dalpha.dval, 1, c_one, &dU.dval[k*dU.ld], 1, queue );
}
// new column of M = P'G, first k-1 entries are zero
// M(k:s,k) = P(:,k:s)' G(:,k)
magma_zgemvmdot_shfl( dP.num_rows, sk, &dP.dval[k*dP.ld], &dG.dval[k*dG.ld], d1, d2, &dM.dval[k*dM.ld+k], queue );
magma_zgetvector( 1, &dM.dval[k*dM.ld+k], 1, &hMdiag.val[k], 1, queue );
// check M(k,k) == 0
if ( MAGMA_Z_EQUAL(hMdiag.val[k], MAGMA_Z_ZERO) ) {
innerflag = 1;
info = MAGMA_DIVERGENCE;
break;
}
// beta = f(k) / M(k,k)
magma_zgetvector( 1, &df.dval[k], 1, &fk, 1, queue );
hbeta.val[k] = fk / hMdiag.val[k];
// check for nan
if ( magma_z_isnan( hbeta.val[k] ) || magma_z_isinf( hbeta.val[k] )) {
innerflag = 1;
info = MAGMA_DIVERGENCE;
break;
}
// r = r - beta * G(:,k)
magma_zaxpy( dr.num_rows, -hbeta.val[k], &dG.dval[k*dG.ld], 1, dr.dval, 1, queue );
// smoothing disabled
if ( smoothing <= 0 ) {
// |r|
nrmr = magma_dznrm2( dr.num_rows, dr.dval, 1, queue );
// smoothing enabled
} else {
// x = x + beta * U(:,k)
magma_zaxpy( x->num_rows, hbeta.val[k], &dU.dval[k*dU.ld], 1, x->dval, 1, queue );
// smoothing operation
//---------------------------------------
// t = rs - r
magma_zidr_smoothing_1( drs.num_rows, drs.num_cols, drs.dval, dr.dval, dtt.dval, queue );
// t't
// t'rs
CHECK( magma_zgemvmdot_shfl( dt.ld, 2, dtt.dval, dtt.dval, d1, d2, &dskp.dval[2], queue ));
magma_zgetvector( 2, &dskp.dval[2], 1, &hskp.val[2], 1, queue );
// gamma = (t' * rs) / (t' * t)
gamma = hskp.val[3] / hskp.val[2];
// rs = rs - gamma * (rs - r)
magma_zaxpy( drs.num_rows, -gamma, dtt.dval, 1, drs.dval, 1, queue );
// xs = xs - gamma * (xs - x)
magma_zidr_smoothing_2( dxs.num_rows, dxs.num_cols, -gamma, x->dval, dxs.dval, queue );
// |rs|
nrmr = magma_dznrm2( drs.num_rows, drs.dval, 1, queue );
//---------------------------------------
}
// store current timing and residual
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter) % solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)nrmr;
solver_par->timing[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)tempo2 - tempo1;
}
}
// check convergence or iteration limit
if ( nrmr <= solver_par->atol ||
nrmr/nrmb <= solver_par->rtol ) {
s = k + 1; // for the x-update outside the loop
innerflag = 2;
info = MAGMA_SUCCESS;
break;
}
// non-last s iteration
if ( (k + 1) < s ) {
// f(k+1:s) = f(k+1:s) - beta * M(k+1:s,k)
magma_zaxpy( sk-1, -hbeta.val[k], &dM.dval[k*dM.ld+(k+1)], 1, &df.dval[k+1], 1, queue );
}
}
// smoothing disabled
if ( smoothing <= 0 && innerflag != 1 ) {
// update solution approximation x
// x = x + U(:,1:s) * beta(1:s)
magma_zsetvector( s, hbeta.val, 1, dbeta.dval, 1, queue );
magmablas_zgemv( MagmaNoTrans, dU.num_rows, s, c_one, dU.dval, dU.ld, dbeta.dval, 1, c_one, x->dval, 1, queue );
}
// check convergence or iteration limit or invalid result of inner loop
if ( innerflag > 0 ) {
break;
}
// v = r
magma_zcopy( dr.num_rows, dr.dval, 1, dv.dval, 1, queue );
// preconditioning operation
// v = L \ v;
// v = U \ v;
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, dv, &dlu, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, dlu, &dv, precond_par, queue ));
// t = A v
CHECK( magma_z_spmv( c_one, A, dv, c_zero, dt, queue ));
solver_par->spmv_count++;
// computation of a new omega
//---------------------------------------
// t't
// t'r
CHECK( magma_zgemvmdot_shfl( dt.ld, 2, dt.dval, dt.dval, d1, d2, dskp.dval, queue ));
magma_zgetvector( 2, dskp.dval, 1, hskp.val, 1, queue );
// |t|
nrmt = magma_dsqrt( MAGMA_Z_REAL(hskp.val[0]) );
// rho = abs((t' * r) / (|t| * |r|))
rho = MAGMA_D_ABS( MAGMA_Z_REAL(hskp.val[1]) / (nrmt * nrmr) );
// om = (t' * r) / (|t| * |t|)
om = hskp.val[1] / hskp.val[0];
if ( rho < angle ) {
om = (om * angle) / rho;
}
//---------------------------------------
if ( MAGMA_Z_EQUAL(om, MAGMA_Z_ZERO) ) {
info = MAGMA_DIVERGENCE;
break;
}
// update approximation vector
// x = x + om * v
magma_zaxpy( x->num_rows, om, dv.dval, 1, x->dval, 1, queue );
// update residual vector
// r = r - om * t
magma_zaxpy( dr.num_rows, -om, dt.dval, 1, dr.dval, 1, queue );
// smoothing disabled
if ( smoothing <= 0 ) {
// residual norm
nrmr = magma_dznrm2( dr.num_rows, dr.dval, 1, queue );
// smoothing enabled
} else {
// smoothing operation
//---------------------------------------
// t = rs - r
magma_zidr_smoothing_1( drs.num_rows, drs.num_cols, drs.dval, dr.dval, dtt.dval, queue );
// t't
// t'rs
CHECK( magma_zgemvmdot_shfl( dt.ld, 2, dtt.dval, dtt.dval, d1, d2, &dskp.dval[2], queue ));
magma_zgetvector( 2, &dskp.dval[2], 1, &hskp.val[2], 1, queue );
// gamma = (t' * rs) / (t' * t)
gamma = hskp.val[3] / hskp.val[2];
// rs = rs - gamma * (rs - r)
magma_zaxpy( drs.num_rows, -gamma, dtt.dval, 1, drs.dval, 1, queue );
// xs = xs - gamma * (xs - x)
magma_zidr_smoothing_2( dxs.num_rows, dxs.num_cols, -gamma, x->dval, dxs.dval, queue );
// |rs|
nrmr = magma_dznrm2( drs.num_rows, drs.dval, 1, queue );
//---------------------------------------
}
// store current timing and residual
if ( solver_par->verbose > 0 ) {
tempo2 = magma_sync_wtime( queue );
if ( (solver_par->numiter) % solver_par->verbose == 0 ) {
solver_par->res_vec[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)nrmr;
solver_par->timing[(solver_par->numiter) / solver_par->verbose]
= (real_Double_t)tempo2 - tempo1;
}
}
// check convergence
if ( nrmr <= solver_par->atol ||
nrmr/nrmb <= solver_par->rtol ) {
info = MAGMA_SUCCESS;
break;
}
}
while ( solver_par->numiter + 1 <= solver_par->maxiter );
// smoothing enabled
if ( smoothing > 0 ) {
// x = xs
magma_zcopyvector( x->num_rows, dxs.dval, 1, x->dval, 1, queue );
// r = rs
magma_zcopyvector( dr.num_rows, drs.dval, 1, dr.dval, 1, queue );
}
// get last iteration timing
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t)tempo2 - tempo1;
//--------------STOP TIME----------------
// get final stats
solver_par->iter_res = nrmr;
CHECK( magma_zresidualvec( A, b, *x, &dr, &residual, queue ));
solver_par->final_res = residual;
// set solver conclusion
if ( info != MAGMA_SUCCESS && info != MAGMA_DIVERGENCE ) {
if ( solver_par->init_res > solver_par->final_res ) {
info = MAGMA_SLOW_CONVERGENCE;
}
}
cleanup:
// free resources
// smoothing enabled
if ( smoothing > 0 ) {
drs.dval = NULL; // needed because its pointer is redirected to dtt
magma_zmfree( &dxs, queue );
magma_zmfree( &drs, queue );
magma_zmfree( &dtt, queue );
}
dr.dval = NULL; // needed because its pointer is redirected to dt
dGcol.dval = NULL; // needed because its pointer is redirected to dG
magma_zmfree( &dr, queue );
magma_zmfree( &dP, queue );
magma_zmfree( &dP1, queue );
magma_zmfree( &dG, queue );
magma_zmfree( &dGcol, queue );
magma_zmfree( &dU, queue );
magma_zmfree( &dM, queue );
magma_zmfree( &hMdiag, queue );
magma_zmfree( &df, queue );
magma_zmfree( &dt, queue );
magma_zmfree( &dc, queue );
magma_zmfree( &dv, queue );
magma_zmfree( &dlu, queue );
magma_zmfree( &dskp, queue );
magma_zmfree( &dalpha, queue );
magma_zmfree( &dbeta, queue );
magma_zmfree( &hskp, queue );
magma_zmfree( &halpha, queue );
magma_zmfree( &hbeta, queue );
magma_free( d1 );
magma_free( d2 );
solver_par->info = info;
return info;
/* magma_zpidr_merge */
}
magma_int_t
magma_zpcg( magma_z_sparse_matrix A, magma_z_vector b, magma_z_vector *x,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par ){
// prepare solver feedback
solver_par->solver = Magma_PCG;
solver_par->numiter = 0;
solver_par->info = 0;
// local variables
magmaDoubleComplex c_zero = MAGMA_Z_ZERO, c_one = MAGMA_Z_ONE;
magma_int_t dofs = A.num_rows;
// GPU workspace
magma_z_vector r, rt, p, q, h;
magma_z_vinit( &r, Magma_DEV, dofs, c_zero );
magma_z_vinit( &rt, Magma_DEV, dofs, c_zero );
magma_z_vinit( &p, Magma_DEV, dofs, c_zero );
magma_z_vinit( &q, Magma_DEV, dofs, c_zero );
magma_z_vinit( &h, Magma_DEV, dofs, c_zero );
// solver variables
magmaDoubleComplex alpha, beta;
double nom, nom0, r0, gammaold, gammanew, den, res;
// solver setup
magma_zscal( dofs, c_zero, x->val, 1) ; // x = 0
magma_zcopy( dofs, b.val, 1, r.val, 1 ); // r = b
// preconditioner
magma_z_applyprecond_left( A, r, &rt, precond_par );
magma_z_applyprecond_right( A, rt, &h, precond_par );
magma_zcopy( dofs, h.val, 1, p.val, 1 ); // p = h
nom = MAGMA_Z_REAL( magma_zdotc(dofs, r.val, 1, h.val, 1) );
nom0 = magma_dznrm2( dofs, r.val, 1 );
magma_z_spmv( c_one, A, p, c_zero, q ); // q = A p
den = MAGMA_Z_REAL( magma_zdotc(dofs, p.val, 1, q.val, 1) );// den = p dot q
solver_par->init_res = nom0;
if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE )
r0 = ATOLERANCE;
if ( nom < r0 )
return MAGMA_SUCCESS;
// check positive definite
if (den <= 0.0) {
printf("Operator A is not postive definite. (Ar,r) = %f\n", den);
return -100;
}
//Chronometry
real_Double_t tempo1, tempo2;
magma_device_sync(); tempo1=magma_wtime();
if( solver_par->verbose > 0 ){
solver_par->res_vec[0] = (real_Double_t)nom0;
solver_par->timing[0] = 0.0;
}
// start iteration
for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter;
solver_par->numiter++ ){
// preconditioner
magma_z_applyprecond_left( A, r, &rt, precond_par );
magma_z_applyprecond_right( A, rt, &h, precond_par );
gammanew = MAGMA_Z_REAL( magma_zdotc(dofs, r.val, 1, h.val, 1) );
// gn = < r,h>
if( solver_par->numiter==1 ){
magma_zcopy( dofs, h.val, 1, p.val, 1 ); // p = h
}else{
beta = MAGMA_Z_MAKE(gammanew/gammaold, 0.); // beta = gn/go
magma_zscal(dofs, beta, p.val, 1); // p = beta*p
magma_zaxpy(dofs, c_one, h.val, 1, p.val, 1); // p = p + h
}
magma_z_spmv( c_one, A, p, c_zero, q ); // q = A p
den = MAGMA_Z_REAL(magma_zdotc(dofs, p.val, 1, q.val, 1));
// den = p dot q
alpha = MAGMA_Z_MAKE(gammanew/den, 0.);
magma_zaxpy(dofs, alpha, p.val, 1, x->val, 1); // x = x + alpha p
magma_zaxpy(dofs, -alpha, q.val, 1, r.val, 1); // r = r - alpha q
gammaold = gammanew;
res = magma_dznrm2( dofs, r.val, 1 );
if( solver_par->verbose > 0 ){
magma_device_sync(); tempo2=magma_wtime();
if( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
if ( res/nom0 < solver_par->epsilon ) {
break;
}
}
magma_device_sync(); tempo2=magma_wtime();
solver_par->runtime = (real_Double_t) tempo2-tempo1;
double residual;
magma_zresidual( A, b, *x, &residual );
solver_par->iter_res = res;
solver_par->final_res = residual;
if( solver_par->numiter < solver_par->maxiter){
solver_par->info = 0;
}else if( solver_par->init_res > solver_par->final_res ){
if( solver_par->verbose > 0 ){
if( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
solver_par->info = -2;
}
else{
if( solver_par->verbose > 0 ){
if( (solver_par->numiter)%solver_par->verbose==0 ) {
solver_par->res_vec[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) res;
solver_par->timing[(solver_par->numiter)/solver_par->verbose]
= (real_Double_t) tempo2-tempo1;
}
}
solver_par->info = -1;
}
magma_z_vfree(&r);
magma_z_vfree(&rt);
magma_z_vfree(&p);
magma_z_vfree(&q);
magma_z_vfree(&h);
return MAGMA_SUCCESS;
} /* magma_zcg */
extern "C" magma_int_t
magma_zlobpcg(
magma_z_matrix A,
magma_z_solver_par *solver_par,
magma_z_preconditioner *precond_par,
magma_queue_t queue )
{
magma_int_t info = 0;
#define residualNorms(i,iter) ( residualNorms + (i) + (iter)*n )
#define SWAP(x, y) { pointer = x; x = y; y = pointer; }
#define hresidualNorms(i,iter) (hresidualNorms + (i) + (iter)*n )
#define gramA( m, n) (gramA + (m) + (n)*ldgram)
#define gramB( m, n) (gramB + (m) + (n)*ldgram)
#define gevectors(m, n) (gevectors + (m) + (n)*ldgram)
#define h_gramB( m, n) (h_gramB + (m) + (n)*ldgram)
#define magma_z_bspmv_tuned(m, n, alpha, A, X, beta, AX, queue) { \
magma_z_matrix x={Magma_CSR}, ax={Magma_CSR}; \
x.memory_location = Magma_DEV; x.num_rows = m; x.num_cols = n; x.major = MagmaColMajor; x.nnz = m*n; x.dval = X; x.storage_type = Magma_DENSE; \
ax.memory_location= Magma_DEV; ax.num_rows = m; ax.num_cols = n; ax.major = MagmaColMajor; ax.nnz = m*n; ax.dval = AX; ax.storage_type = Magma_DENSE; \
CHECK( magma_z_spmv(alpha, A, x, beta, ax, queue )); \
}
//**************************************************************
// Memory allocation for the eigenvectors, eigenvalues, and workspace
solver_par->solver = Magma_LOBPCG;
magma_int_t m = A.num_rows;
magma_int_t n = (solver_par->num_eigenvalues);
magmaDoubleComplex *blockX = solver_par->eigenvectors;
double *evalues = solver_par->eigenvalues;
solver_par->numiter = 0;
solver_par->spmv_count = 0;
magmaDoubleComplex *dwork=NULL, *hwork=NULL;
magmaDoubleComplex *blockP=NULL, *blockAP=NULL, *blockR=NULL, *blockAR=NULL, *blockAX=NULL, *blockW=NULL;
magmaDoubleComplex *gramA=NULL, *gramB=NULL, *gramM=NULL;
magmaDoubleComplex *gevectors=NULL, *h_gramB=NULL;
dwork = NULL;
hwork = NULL;
blockP = NULL;
blockR = NULL;
blockAP = NULL;
blockAR = NULL;
blockAX = NULL;
blockW = NULL;
gramA = NULL;
gramB = NULL;
gramM = NULL;
gevectors = NULL;
h_gramB = NULL;
magmaDoubleComplex *pointer, *origX = blockX;
double *eval_gpu=NULL;
magma_int_t iterationNumber, cBlockSize, restart = 1, iter;
//Chronometry
real_Double_t tempo1, tempo2, tempop1, tempop2;
magma_int_t lwork = max( 2*n+n*magma_get_dsytrd_nb(n),
1 + 6*3*n + 2* 3*n* 3*n);
magma_int_t *iwork={0}, liwork = 15*n+9;
magma_int_t gramDim, ldgram = 3*n, ikind = 3;
magmaDoubleComplex *hW={0};
// === Set solver parameters ===
double residualTolerance = solver_par->rtol;
magma_int_t maxIterations = solver_par->maxiter;
double tmp;
double r0=0; // set in 1st iteration
// === Set some constants & defaults ===
magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
double *residualNorms={0}, *condestGhistory={0}, condestG={0};
double *gevalues={0};
magma_int_t *activeMask={0};
double *hresidualNorms={0};
#ifdef COMPLEX
double *rwork={0};
magma_int_t lrwork = 1 + 5*(3*n) + 2*(3*n)*(3*n);
CHECK( magma_dmalloc_cpu(&rwork, lrwork));
#endif
CHECK( magma_zmalloc_pinned( &hwork , lwork ));
CHECK( magma_zmalloc( &blockAX , m*n ));
CHECK( magma_zmalloc( &blockAR , m*n ));
CHECK( magma_zmalloc( &blockAP , m*n ));
CHECK( magma_zmalloc( &blockR , m*n ));
CHECK( magma_zmalloc( &blockP , m*n ));
CHECK( magma_zmalloc( &blockW , m*n ));
CHECK( magma_zmalloc( &dwork , m*n ));
CHECK( magma_dmalloc( &eval_gpu , 3*n ));
//**********************************************************+
// === Check some parameters for possible quick exit ===
solver_par->info = MAGMA_SUCCESS;
if (m < 2)
info = MAGMA_DIVERGENCE;
else if (n > m)
info = MAGMA_SLOW_CONVERGENCE;
if (solver_par->info != 0) {
magma_xerbla( __func__, -(info) );
goto cleanup;
}
solver_par->info = info; // local info variable;
// === Allocate GPU memory for the residual norms' history ===
CHECK( magma_dmalloc(&residualNorms, (maxIterations+1) * n));
CHECK( magma_malloc( (void **)&activeMask, (n+1) * sizeof(magma_int_t) ));
// === Allocate CPU work space ===
CHECK( magma_dmalloc_cpu(&condestGhistory, maxIterations+1));
CHECK( magma_dmalloc_cpu(&gevalues, 3 * n));
CHECK( magma_malloc_cpu((void **)&iwork, liwork * sizeof(magma_int_t)));
CHECK( magma_zmalloc_pinned(&hW, n*n));
CHECK( magma_zmalloc_pinned(&gevectors, 9*n*n));
CHECK( magma_zmalloc_pinned(&h_gramB , 9*n*n));
// === Allocate GPU workspace ===
CHECK( magma_zmalloc(&gramM, n * n));
CHECK( magma_zmalloc(&gramA, 9 * n * n));
CHECK( magma_zmalloc(&gramB, 9 * n * n));
// === Set activemask to one ===
for(magma_int_t k =0; k<n; k++){
iwork[k]=1;
}
magma_setmatrix(n, 1, sizeof(magma_int_t), iwork, n , activeMask, n, queue);
#if defined(PRECISION_s)
ikind = 3;
#endif
// === Make the initial vectors orthonormal ===
magma_zgegqr_gpu(ikind, m, n, blockX, m, dwork, hwork, &info );
//magma_zorthomgs( m, n, blockX, queue );
magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue );
solver_par->spmv_count++;
// === Compute the Gram matrix = (X, AX) & its eigenstates ===
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue );
magma_zheevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, evalues, hW, n, hwork, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork, &info );
// === Update X = X * evectors ===
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramM, n, c_zero, blockW, m, queue );
SWAP(blockW, blockX);
// === Update AX = AX * evectors ===
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramM, n, c_zero, blockW, m, queue );
SWAP(blockW, blockAX);
condestGhistory[1] = 7.82;
tempo1 = magma_sync_wtime( queue );
// === Main LOBPCG loop ============================================================
for(iterationNumber = 1; iterationNumber < maxIterations; iterationNumber++)
{
// === compute the residuals (R = Ax - x evalues )
magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );
/*
for(magma_int_t i=0; i<n; i++) {
magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i],0), blockX+i*m, 1, blockR+i*m, 1, queue );
}
*/
magma_dsetmatrix( 3*n, 1, evalues, 3*n, eval_gpu, 3*n, queue );
CHECK( magma_zlobpcg_res( m, n, eval_gpu, blockX, blockR, eval_gpu, queue ));
magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );
// === remove the residuals corresponding to already converged evectors
CHECK( magma_zcompact(m, n, blockR, m,
residualNorms(0, iterationNumber), residualTolerance,
activeMask, &cBlockSize, queue ));
if (cBlockSize == 0)
break;
// === apply a preconditioner P to the active residulas: R_new = P R_old
// === for now set P to be identity (no preconditioner => nothing to be done )
//magmablas_zlacpy( MagmaFull, m, cBlockSize, blockR, m, blockW, m, queue );
//SWAP(blockW, blockR);
// preconditioner
magma_z_matrix bWv={Magma_CSR}, bRv={Magma_CSR};
bWv.memory_location = Magma_DEV; bWv.num_rows = m; bWv.num_cols = cBlockSize; bWv.major = MagmaColMajor; bWv.nnz = m*cBlockSize; bWv.dval = blockW;
bRv.memory_location = Magma_DEV; bRv.num_rows = m; bRv.num_cols = cBlockSize; bRv.major = MagmaColMajor; bRv.nnz = m*cBlockSize; bRv.dval = blockR;
tempop1 = magma_sync_wtime( queue );
CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, bRv, &bWv, precond_par, queue ));
CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, bWv, &bRv, precond_par, queue ));
tempop2 = magma_sync_wtime( queue );
precond_par->runtime += tempop2-tempop1;
// === make the preconditioned residuals orthogonal to X
if( precond_par->solver != Magma_NONE){
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockR, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockR, m, queue );
}
// === make the active preconditioned residuals orthonormal
magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
#if defined(PRECISION_s)
// re-orthogonalization
SWAP(blockX, dwork);
magma_zgegqr_gpu(ikind, m, cBlockSize, blockR, m, dwork, hwork, &info );
#endif
//magma_zorthomgs( m, cBlockSize, blockR, queue );
// === compute AR
magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockR, c_zero, blockAR, queue );
solver_par->spmv_count++;
if (!restart) {
// === compact P & AP as well
CHECK( magma_zcompactActive(m, n, blockP, m, activeMask, queue ));
CHECK( magma_zcompactActive(m, n, blockAP, m, activeMask, queue ));
/*
// === make P orthogonal to X ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, cBlockSize, m,
c_one, blockX, m, blockP, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, n,
c_neg_one, blockX, m, gramB(0,0), ldgram, c_one, blockP, m, queue );
// === make P orthogonal to R ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockP, m, c_zero, gramB(0,0), ldgram, queue );
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, cBlockSize, cBlockSize,
c_neg_one, blockR, m, gramB(0,0), ldgram, c_one, blockP, m, queue );
*/
// === Make P orthonormal & properly change AP (without multiplication by A)
magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
#if defined(PRECISION_s)
// re-orthogonalization
SWAP(blockX, dwork);
magma_zgegqr_gpu(ikind, m, cBlockSize, blockP, m, dwork, hwork, &info );
#endif
//magma_zorthomgs( m, cBlockSize, blockP, queue );
//magma_z_bspmv_tuned(m, cBlockSize, c_one, A, blockP, c_zero, blockAP, queue );
magma_zsetmatrix( cBlockSize, cBlockSize, hwork, cBlockSize, dwork, cBlockSize, queue );
// replacement according to Stan
#if defined(PRECISION_s) || defined(PRECISION_d)
magmablas_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue );
#else
magma_ztrsm( MagmaRight, MagmaUpper, MagmaNoTrans, MagmaNonUnit,
m, cBlockSize, c_one, dwork, cBlockSize, blockAP, m, queue );
#endif
}
iter = max( 1, iterationNumber - 10 - int(log(1.*cBlockSize)) );
double condestGmean = 0.;
for(magma_int_t i = 0; i<iterationNumber-iter+1; i++){
condestGmean += condestGhistory[i];
}
condestGmean = condestGmean / (iterationNumber-iter+1);
if (restart)
gramDim = n+cBlockSize;
else
gramDim = n+2*cBlockSize;
/* --- The Raileight-Ritz method for [X R P] -----------------------
[ X R P ]' [AX AR AP] y = evalues [ X R P ]' [ X R P ], i.e.,
GramA GramB
/ X'AX X'AR X'AP \ / X'X X'R X'P \
| R'AX R'AR R'AP | y = evalues | R'X R'R R'P |
\ P'AX P'AR P'AP / \ P'X P'R P'P /
----------------------------------------------------------------- */
// === assemble GramB; first, set it to I
magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramB, ldgram, queue ); // identity
if (!restart) {
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockX, m, c_zero, gramB(n+cBlockSize,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockR, m, c_zero, gramB(n+cBlockSize,n), ldgram, queue );
}
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockX, m, c_zero, gramB(n,0), ldgram, queue );
// === get GramB from the GPU to the CPU and compute its eigenvalues only
magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue );
lapackf77_zheev("N", "L", &gramDim, h_gramB, &ldgram, gevalues,
hwork, &lwork,
#ifdef COMPLEX
rwork,
#endif
&info);
// === check stability criteria if we need to restart
condestG = log10( gevalues[gramDim-1]/gevalues[0] ) + 1.;
if ((condestG/condestGmean>2 && condestG>2) || condestG>8) {
// Steepest descent restart for stability
restart=1;
printf("restart at step #%d\n", int(iterationNumber));
}
// === assemble GramA; first, set it to I
magmablas_zlaset( MagmaFull, ldgram, ldgram, c_zero, c_one, gramA, ldgram, queue ); // identity
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockR, m, blockAX, m, c_zero, gramA(n,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockR, m, blockAR, m, c_zero, gramA(n,n), ldgram, queue );
if (!restart) {
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, n, m,
c_one, blockP, m, blockAX, m, c_zero,
gramA(n+cBlockSize,0), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAR, m, c_zero,
gramA(n+cBlockSize,n), ldgram, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, cBlockSize, cBlockSize, m,
c_one, blockP, m, blockAP, m, c_zero,
gramA(n+cBlockSize,n+cBlockSize), ldgram, queue );
}
/*
// === Compute X' AX or just use the eigenvalues below ?
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero,
gramA(0,0), ldgram, queue );
*/
if (restart==0) {
magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue );
}
else {
gramDim = n+cBlockSize;
magma_zgetmatrix( gramDim, gramDim, gramA, ldgram, gevectors, ldgram, queue );
}
for(magma_int_t k=0; k<n; k++)
*gevectors(k,k) = MAGMA_Z_MAKE(evalues[k], 0);
// === the previous eigensolver destroyed what is in h_gramB => must copy it again
magma_zgetmatrix( gramDim, gramDim, gramB, ldgram, h_gramB, ldgram, queue );
magma_int_t itype = 1;
lapackf77_zhegvd(&itype, "V", "L", &gramDim,
gevectors, &ldgram, h_gramB, &ldgram,
gevalues, hwork, &lwork,
#ifdef COMPLEX
rwork, &lrwork,
#endif
iwork, &liwork, &info);
for(magma_int_t k =0; k<n; k++)
evalues[k] = gevalues[k];
// === copy back the result to gramA on the GPU and use it for the updates
magma_zsetmatrix( gramDim, gramDim, gevectors, ldgram, gramA, ldgram, queue );
if (restart == 0) {
// === contribution from P to the new X (in new search direction P)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockP);
// === contribution from R to the new X (in new search direction P)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_one, blockP, m, queue );
// === corresponding contribution from AP to the new AX (in AP)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAP, m, gramA(n+cBlockSize,0), ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockAP);
// === corresponding contribution from AR to the new AX (in AP)
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_one, blockAP, m, queue );
}
else {
// === contribution from R (only) to the new X
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, cBlockSize,
c_one, blockR, m, gramA(n,0), ldgram, c_zero, blockP, m, queue );
// === corresponding contribution from AR (only) to the new AX
magma_zgemm( MagmaNoTrans, MagmaNoTrans,m, n, cBlockSize,
c_one, blockAR, m, gramA(n,0), ldgram, c_zero, blockAP, m, queue );
}
// === contribution from old X to the new X + the new search direction P
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockX, m, gramA, ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockX);
//magma_zaxpy( m*n, c_one, blockP, 1, blockX, 1, queue );
CHECK( magma_zlobpcg_maxpy( m, n, blockP, blockX, queue ));
// === corresponding contribution from old AX to new AX + AP
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, blockAX, m, gramA, ldgram, c_zero, dwork, m, queue );
SWAP(dwork, blockAX);
//magma_zaxpy( m*n, c_one, blockAP, 1, blockAX, 1, queue );
CHECK( magma_zlobpcg_maxpy( m, n, blockAP, blockAX, queue ));
condestGhistory[iterationNumber+1]=condestG;
magma_dgetmatrix( 1, 1, residualNorms(0, iterationNumber), 1, &tmp, 1, queue );
if ( iterationNumber == 1 ) {
solver_par->init_res = tmp;
r0 = tmp * solver_par->rtol;
if ( r0 < ATOLERANCE )
r0 = ATOLERANCE;
}
solver_par->final_res = tmp;
if ( tmp < r0 ) {
break;
}
if (cBlockSize == 0) {
break;
}
if ( solver_par->verbose!=0 ) {
if ( iterationNumber%solver_par->verbose == 0 ) {
// double res;
// magma_zgetmatrix( 1, 1,
// (magmaDoubleComplex*)residualNorms(0, iterationNumber), 1,
// (magmaDoubleComplex*)&res, 1, queue );
//
// printf("Iteration %4d, CBS %4d, Residual: %10.7f\n",
// iterationNumber, cBlockSize, res);
printf("%4d-%2d ", int(iterationNumber), int(cBlockSize));
magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
}
}
restart = 0;
} // === end for iterationNumber = 1,maxIterations =======================
// fill solver info
tempo2 = magma_sync_wtime( queue );
solver_par->runtime = (real_Double_t) tempo2-tempo1;
solver_par->numiter = iterationNumber;
if ( solver_par->numiter < solver_par->maxiter) {
info = MAGMA_SUCCESS;
} else if ( solver_par->init_res > solver_par->final_res )
info = MAGMA_SLOW_CONVERGENCE;
else
info = MAGMA_DIVERGENCE;
// =============================================================================
// === postprocessing;
// =============================================================================
// === compute the real AX and corresponding eigenvalues
magma_z_bspmv_tuned(m, n, c_one, A, blockX, c_zero, blockAX, queue );
magma_zgemm( MagmaConjTrans, MagmaNoTrans, n, n, m,
c_one, blockX, m, blockAX, m, c_zero, gramM, n, queue );
magma_zheevd_gpu( MagmaVec, MagmaUpper,
n, gramM, n, gevalues, dwork, n, hwork, lwork,
#ifdef COMPLEX
rwork, lrwork,
#endif
iwork, liwork, &info );
for(magma_int_t k =0; k<n; k++)
evalues[k] = gevalues[k];
// === update X = X * evectors
SWAP(blockX, dwork);
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockX, m, queue );
// === update AX = AX * evectors to compute the final residual
SWAP(blockAX, dwork);
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, n, n,
c_one, dwork, m, gramM, n, c_zero, blockAX, m, queue );
// === compute R = AX - evalues X
magmablas_zlacpy( MagmaFull, m, n, blockAX, m, blockR, m, queue );
for(magma_int_t i=0; i<n; i++)
magma_zaxpy( m, MAGMA_Z_MAKE(-evalues[i], 0), blockX+i*m, 1, blockR+i*m, 1, queue );
// === residualNorms[iterationNumber] = || R ||
magmablas_dznrm2_cols( m, n, blockR, m, residualNorms(0, iterationNumber), queue );
// === restore blockX if needed
if (blockX != origX)
magmablas_zlacpy( MagmaFull, m, n, blockX, m, origX, m, queue );
printf("Eigenvalues:\n");
for(magma_int_t i =0; i<n; i++)
printf("%e ", evalues[i]);
printf("\n\n");
printf("Final residuals:\n");
magma_dprint_gpu(1, n, residualNorms(0, iterationNumber), 1);
printf("\n\n");
//=== Prmagma_int_t residual history in a file for plotting ====
CHECK( magma_dmalloc_cpu(&hresidualNorms, (iterationNumber+1) * n));
magma_dgetmatrix( n, iterationNumber,
residualNorms, n,
hresidualNorms, n, queue );
solver_par->iter_res = *hresidualNorms(0, iterationNumber-1);
printf("Residuals are stored in file residualNorms\n");
printf("Plot the residuals using: myplot \n");
FILE *residuals_file;
residuals_file = fopen("residualNorms", "w");
for(magma_int_t i =1; i<iterationNumber; i++) {
for(magma_int_t j = 0; j<n; j++)
fprintf(residuals_file, "%f ", *hresidualNorms(j,i));
fprintf(residuals_file, "\n");
}
fclose(residuals_file);
cleanup:
magma_free_cpu(hresidualNorms);
// === free work space
magma_free( residualNorms );
magma_free_cpu( condestGhistory );
magma_free_cpu( gevalues );
magma_free_cpu( iwork );
magma_free_pinned( hW );
magma_free_pinned( gevectors );
magma_free_pinned( h_gramB );
magma_free( gramM );
magma_free( gramA );
magma_free( gramB );
magma_free( activeMask );
if (blockX != (solver_par->eigenvectors))
magma_free( blockX );
if (blockAX != (solver_par->eigenvectors))
magma_free( blockAX );
if (blockAR != (solver_par->eigenvectors))
magma_free( blockAR );
if (blockAP != (solver_par->eigenvectors))
magma_free( blockAP );
if (blockR != (solver_par->eigenvectors))
magma_free( blockR );
if (blockP != (solver_par->eigenvectors))
magma_free( blockP );
if (blockW != (solver_par->eigenvectors))
magma_free( blockW );
if (dwork != (solver_par->eigenvectors))
magma_free( dwork );
magma_free( eval_gpu );
magma_free_pinned( hwork );
#ifdef COMPLEX
magma_free_cpu( rwork );
rwork = NULL;
#endif
return info;
}
