/** Purpose ------- ZPOSV computes the solution to a complex system of linear equations A * X = B, where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as A = U**H * U, if UPLO = MagmaUpper, or A = L * L**H, if UPLO = MagmaLower, where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B. Arguments --------- @param[in] uplo magma_uplo_t - = MagmaUpper: Upper triangle of A is stored; - = MagmaLower: Lower triangle of A is stored. @param[in] n INTEGER The order of the matrix A. N >= 0. @param[in] nrhs INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. @param[in,out] dA COMPLEX_16 array on the GPU, dimension (LDDA,N) On entry, the Hermitian matrix dA. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of dA contains the upper triangular part of the matrix dA, and the strictly lower triangular part of dA is not referenced. If UPLO = MagmaLower, the leading N-by-N lower triangular part of dA contains the lower triangular part of the matrix dA, and the strictly upper triangular part of dA is not referenced. \n On exit, if INFO = 0, the factor U or L from the Cholesky factorization dA = U**H*U or dA = L*L**H. @param[in] ldda INTEGER The leading dimension of the array A. LDA >= max(1,N). @param[in,out] dB COMPLEX_16 array on the GPU, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X. @param[in] lddb INTEGER The leading dimension of the array B. LDB >= max(1,N). @param[out] info INTEGER - = 0: successful exit - < 0: if INFO = -i, the i-th argument had an illegal value @ingroup magma_zposv_driver ********************************************************************/ extern "C" magma_int_t magma_zposv_gpu( magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, magmaDoubleComplex_ptr dA, magma_int_t ldda, magmaDoubleComplex_ptr dB, magma_int_t lddb, magma_int_t *info ) { *info = 0; if ( uplo != MagmaUpper && uplo != MagmaLower ) *info = -1; if ( n < 0 ) *info = -2; if ( nrhs < 0 ) *info = -3; if ( ldda < max(1, n) ) *info = -5; if ( lddb < max(1, n) ) *info = -7; if (*info != 0) { magma_xerbla( __func__, -(*info) ); return *info; } /* Quick return if possible */ if ( (n == 0) || (nrhs == 0) ) { return *info; } magma_zpotrf_gpu( uplo, n, dA, ldda, info ); if ( *info == 0 ) { magma_zpotrs_gpu( uplo, n, nrhs, dA, ldda, dB, lddb, info ); } return *info; }
/* //////////////////////////////////////////////////////////////////////////// -- Testing zpotrf */ int main( int argc, char** argv) { TESTING_INIT(); real_Double_t gflops, gpu_perf, gpu_time, cpu_perf, cpu_time; magmaDoubleComplex *h_A, *h_R; magmaDoubleComplex *d_A; magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE; magma_int_t N, n2, lda, ldda, info; magma_int_t ione = 1; magma_int_t ISEED[4] = {0,0,0,1}; double work[1], error; magma_int_t status = 0; magma_opts opts; parse_opts( argc, argv, &opts ); opts.lapack |= opts.check; // check (-c) implies lapack (-l) double tol = opts.tolerance * lapackf77_dlamch("E"); printf(" N CPU GFlop/s (sec) GPU GFlop/s (sec) ||R||_F / ||A||_F\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; ldda = ((N+31)/32)*32; gflops = FLOPS_ZPOTRI( N ) / 1e9; TESTING_MALLOC( h_A, magmaDoubleComplex, n2 ); TESTING_HOSTALLOC( h_R, magmaDoubleComplex, n2 ); TESTING_DEVALLOC( d_A, magmaDoubleComplex, ldda*N ); /* Initialize the matrix */ lapackf77_zlarnv( &ione, ISEED, &n2, h_A ); magma_zmake_hpd( N, h_A, lda ); lapackf77_zlacpy( MagmaUpperLowerStr, &N, &N, h_A, &lda, h_R, &lda ); /* ==================================================================== Performs operation using MAGMA =================================================================== */ /* factorize matrix */ magma_zsetmatrix( N, N, h_A, lda, d_A, ldda ); magma_zpotrf_gpu( opts.uplo, N, d_A, ldda, &info ); // check for exact singularity //magma_zgetmatrix( N, N, d_A, ldda, h_R, lda ); //h_R[ 10 + 10*lda ] = MAGMA_Z_MAKE( 0.0, 0.0 ); //magma_zsetmatrix( N, N, h_R, lda, d_A, ldda ); gpu_time = magma_wtime(); magma_zpotri_gpu( opts.uplo, N, d_A, ldda, &info ); gpu_time = magma_wtime() - gpu_time; gpu_perf = gflops / gpu_time; if (info != 0) printf("magma_zpotri_gpu returned error %d: %s.\n", (int) info, magma_strerror( info )); /* ===================================================================== Performs operation using LAPACK =================================================================== */ if ( opts.lapack ) { lapackf77_zpotrf( &opts.uplo, &N, h_A, &lda, &info ); cpu_time = magma_wtime(); lapackf77_zpotri( &opts.uplo, &N, h_A, &lda, &info ); cpu_time = magma_wtime() - cpu_time; cpu_perf = gflops / cpu_time; if (info != 0) printf("lapackf77_zpotri returned error %d: %s.\n", (int) info, magma_strerror( info )); /* ===================================================================== Check the result compared to LAPACK =================================================================== */ magma_zgetmatrix( N, N, d_A, ldda, h_R, lda ); error = lapackf77_zlange("f", &N, &N, h_A, &lda, work); blasf77_zaxpy(&n2, &c_neg_one, h_A, &ione, h_R, &ione); error = lapackf77_zlange("f", &N, &N, h_R, &lda, work) / error; printf("%5d %7.2f (%7.2f) %7.2f (%7.2f) %8.2e%s\n", (int) N, cpu_perf, cpu_time, gpu_perf, gpu_time, error, (error < tol ? "" : " failed") ); status |= ! (error < tol); } else { printf("%5d --- ( --- ) %7.2f (%7.2f) ---\n", (int) N, gpu_perf, gpu_time ); } TESTING_FREE( h_A ); TESTING_HOSTFREE( h_R ); TESTING_DEVFREE( d_A ); } if ( opts.niter > 1 ) { printf( "\n" ); } } TESTING_FINALIZE(); return status; }
extern "C" magma_int_t magma_zcposv_gpu(char uplo, magma_int_t n, magma_int_t nrhs, magmaDoubleComplex *dA, magma_int_t ldda, magmaDoubleComplex *dB, magma_int_t lddb, magmaDoubleComplex *dX, magma_int_t lddx, magmaDoubleComplex *dworkd, magmaFloatComplex *dworks, magma_int_t *iter, magma_int_t *info) { /* -- MAGMA (version 1.4.0) -- Univ. of Tennessee, Knoxville Univ. of California, Berkeley Univ. of Colorado, Denver August 2013 Purpose ======= ZCPOSV computes the solution to a complex system of linear equations A * X = B, where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices. ZCPOSV first attempts to factorize the matrix in complex SINGLE PRECISION and use this factorization within an iterative refinement procedure to produce a solution with complex DOUBLE PRECISION norm-wise backward error quality (see below). If the approach fails the method switches to a complex DOUBLE PRECISION factorization and solve. The iterative refinement is not going to be a winning strategy if the ratio complex SINGLE PRECISION performance over complex DOUBLE PRECISION performance is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement. The iterative refinement process is stopped if ITER > ITERMAX or for all the RHS we have: RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX where o ITER is the number of the current iteration in the iterative refinement process o RNRM is the infinity-norm of the residual o XNRM is the infinity-norm of the solution o ANRM is the infinity-operator-norm of the matrix A o EPS is the machine epsilon returned by DLAMCH('Epsilon') The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively. Arguments ========= UPLO (input) CHARACTER = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N (input) INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. NRHS (input) INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. dA (input or input/output) COMPLEX_16 array on the GPU, dimension (LDDA,N) On entry, the Hermitian 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 iterative refinement has been successfully used (INFO.EQ.0 and ITER.GE.0, see description below), then A is unchanged, if double factorization has been used (INFO.EQ.0 and ITER.LT.0, see description below), then the array dA contains the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. LDDA (input) INTEGER The leading dimension of the array dA. LDDA >= max(1,N). dB (input) COMPLEX_16 array on the GPU, dimension (LDDB,NRHS) The N-by-NRHS right hand side matrix B. LDDB (input) INTEGER The leading dimension of the array dB. LDDB >= max(1,N). dX (output) COMPLEX_16 array on the GPU, dimension (LDDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X. LDDX (input) INTEGER The leading dimension of the array dX. LDDX >= max(1,N). dworkd (workspace) COMPLEX_16 array on the GPU, dimension (N*NRHS) This array is used to hold the residual vectors. dworks (workspace) COMPLEX array on the GPU, dimension (N*(N+NRHS)) This array is used to store the complex single precision matrix and the right-hand sides or solutions in single precision. ITER (output) INTEGER < 0: iterative refinement has failed, double precision factorization has been performed -1 : the routine fell back to full precision for implementation- or machine-specific reasons -2 : narrowing the precision induced an overflow, the routine fell back to full precision -3 : failure of SPOTRF -31: stop the iterative refinement after the 30th iteration > 0: iterative refinement has been successfully used. Returns the number of iterations INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i of (DOUBLE PRECISION) A is not positive definite, so the factorization could not be completed, and the solution has not been computed. ===================================================================== */ #define dB(i,j) (dB + (i) + (j)*lddb) #define dX(i,j) (dX + (i) + (j)*lddx) #define dR(i,j) (dR + (i) + (j)*lddr) #define dSX(i,j) (dSX + (i) + (j)*lddsx) magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE; magmaDoubleComplex c_one = MAGMA_Z_ONE; magma_int_t ione = 1; magmaDoubleComplex *dR; magmaFloatComplex *dSA, *dSX; magmaDoubleComplex Xnrmv, Rnrmv; double Anrm, Xnrm, Rnrm, cte, eps; magma_int_t i, j, iiter, lddsa, lddsx, lddr; /* Check arguments */ *iter = 0; *info = 0; if ( n < 0 ) *info = -1; else if ( nrhs < 0 ) *info = -2; else if ( ldda < max(1,n)) *info = -4; else if ( lddb < max(1,n)) *info = -7; else if ( lddx < max(1,n)) *info = -9; if (*info != 0) { magma_xerbla( __func__, -(*info) ); return *info; } if ( n == 0 || nrhs == 0 ) return *info; lddsa = n; lddsx = n; lddr = n; dSA = dworks; dSX = dSA + lddsa*n; dR = dworkd; eps = lapackf77_dlamch("Epsilon"); Anrm = magmablas_zlanhe('I', uplo, n, dA, ldda, (double*)dworkd ); cte = Anrm * eps * pow((double)n, 0.5) * BWDMAX; /* * Convert to single precision */ magmablas_zlag2c( n, nrhs, dB, lddb, dSX, lddsx, info ); if (*info != 0) { *iter = -2; goto FALLBACK; } magmablas_zlat2c( uplo, n, dA, ldda, dSA, lddsa, info ); if (*info != 0) { *iter = -2; goto FALLBACK; } // factor dSA in single precision magma_cpotrf_gpu( uplo, n, dSA, lddsa, info ); if (*info != 0) { *iter = -3; goto FALLBACK; } // solve dSA*dSX = dB in single precision magma_cpotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info ); // residual dR = dB - dA*dX in double precision magmablas_clag2z( n, nrhs, dSX, lddsx, dX, lddx, info ); magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dR, lddr ); if ( nrhs == 1 ) { magma_zhemv( uplo, n, c_neg_one, dA, ldda, dX, 1, c_one, dR, 1 ); } else { magma_zhemm( MagmaLeft, uplo, n, nrhs, c_neg_one, dA, ldda, dX, lddx, c_one, dR, lddr ); } // TODO: use MAGMA_Z_ABS( dX(i,j) ) instead of zlange? for( j=0; j < nrhs; j++ ) { i = magma_izamax( n, dX(0,j), 1) - 1; magma_zgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 ); Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL ); i = magma_izamax ( n, dR(0,j), 1 ) - 1; magma_zgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 ); Rnrm = lapackf77_zlange( "F", &ione, &ione, &Rnrmv, &ione, NULL ); if ( Rnrm > Xnrm*cte ) { goto REFINEMENT; } } *iter = 0; return *info; REFINEMENT: for( iiter=1; iiter < ITERMAX; ) { *info = 0; // convert residual dR to single precision dSX magmablas_zlag2c( n, nrhs, dR, lddr, dSX, lddsx, info ); if (*info != 0) { *iter = -2; goto FALLBACK; } // solve dSA*dSX = R in single precision magma_cpotrs_gpu( uplo, n, nrhs, dSA, lddsa, dSX, lddsx, info ); // Add correction and setup residual // dX += dSX [including conversion] --and-- // dR = dB for( j=0; j < nrhs; j++ ) { magmablas_zcaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j) ); } // residual dR = dB - dA*dX in double precision if ( nrhs == 1 ) { magma_zhemv( uplo, n, c_neg_one, dA, ldda, dX, 1, c_one, dR, 1 ); } else { magma_zhemm( MagmaLeft, uplo, n, nrhs, c_neg_one, dA, ldda, dX, lddx, c_one, dR, lddr ); } /* Check whether the nrhs normwise backward errors satisfy the * stopping criterion. If yes, set ITER=IITER>0 and return. */ for( j=0; j < nrhs; j++ ) { i = magma_izamax( n, dX(0,j), 1) - 1; magma_zgetmatrix( 1, 1, dX(i,j), 1, &Xnrmv, 1 ); Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL ); i = magma_izamax ( n, dR(0,j), 1 ) - 1; magma_zgetmatrix( 1, 1, dR(i,j), 1, &Rnrmv, 1 ); Rnrm = lapackf77_zlange( "F", &ione, &ione, &Rnrmv, &ione, NULL ); if ( Rnrm > Xnrm*cte ) { goto L20; } } /* If we are here, the nrhs normwise backward errors satisfy * the stopping criterion, we are good to exit. */ *iter = iiter; return *info; L20: iiter++; } /* If we are at this place of the code, this is because we have * performed ITER=ITERMAX iterations and never satisified the * stopping criterion. Set up the ITER flag accordingly and follow * up on double precision routine. */ *iter = -ITERMAX - 1; FALLBACK: /* Single-precision iterative refinement failed to converge to a * satisfactory solution, so we resort to double precision. */ magma_zpotrf_gpu( uplo, n, dA, ldda, info ); if (*info == 0) { magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx ); magma_zpotrs_gpu( uplo, n, nrhs, dA, ldda, dX, lddx, info ); } return *info; }
int main( int argc, char** argv) { real_Double_t gflops, gpu_perf, cpu_perf, gpu_time, cpu_time; magmaDoubleComplex *hA, *hR; magmaDoubleComplex_ptr dA; magma_int_t N = 0, n2, lda, ldda; magma_int_t size[10] = { 1024, 2048, 3072, 4032, 5184, 6048, 7200, 8064, 8928, 10560 }; magma_int_t i, info; magmaDoubleComplex mz_one = MAGMA_Z_NEG_ONE; magma_int_t ione = 1; magma_int_t ISEED[4] = {0,0,0,1}; double work[1], matnorm, diffnorm; if (argc != 1){ for(i = 1; i<argc; i++){ if (strcmp("-N", argv[i])==0) N = atoi(argv[++i]); } if (N>0) size[0] = size[9] = N; else exit(1); } else { printf("\nUsage: \n"); printf(" testing_zpotrf_gpu -N %d\n\n", 1024); } /* Initialize */ magma_queue_t queue; magma_device_t device; int num = 0; magma_err_t err; magma_init(); err = magma_get_devices( &device, 1, &num ); if ( err != 0 || num < 1 ) { fprintf( stderr, "magma_get_devices failed: %d\n", err ); exit(-1); } err = magma_queue_create( device, &queue ); if ( err != 0 ) { fprintf( stderr, "magma_queue_create failed: %d\n", err ); exit(-1); } /* Allocate memory for the largest matrix */ N = size[9]; n2 = N * N; ldda = ((N+31)/32) * 32; TESTING_MALLOC( hA, magmaDoubleComplex, n2 ); TESTING_MALLOC_HOST( hR, magmaDoubleComplex, n2 ); TESTING_MALLOC_DEV( dA, magmaDoubleComplex, ldda*N ); printf("\n\n"); printf(" N CPU GFlop/s (sec) GPU GFlop/s (sec) ||R_magma-R_lapack||_F / ||R_lapack||_F\n"); printf("========================================================================================\n"); for(i=0; i<10; i++){ N = size[i]; lda = N; n2 = lda*N; ldda = ((N+31)/32)*32; gflops = FLOPS( (double)N ) * 1e-9; /* Initialize the matrix */ lapackf77_zlarnv( &ione, ISEED, &n2, hA ); /* Symmetrize and increase the diagonal */ for( int i = 0; i < N; ++i ) { MAGMA_Z_SET2REAL( hA(i,i), MAGMA_Z_REAL(hA(i,i)) + N ); for( int j = 0; j < i; ++j ) { hA(i, j) = MAGMA_Z_CNJG( hA(j,i) ); } } lapackf77_zlacpy( MagmaFullStr, &N, &N, hA, &lda, hR, &lda ); /* Warm up to measure the performance */ magma_zsetmatrix( N, N, hA, 0, lda, dA, 0, ldda, queue ); magma_zpotrf_gpu( MagmaUpper, N, dA, 0, ldda, &info, queue ); /* ==================================================================== Performs operation using MAGMA =================================================================== */ magma_zsetmatrix( N, N, hA, 0, lda, dA, 0, ldda, queue ); gpu_time = get_time(); magma_zpotrf_gpu( MagmaUpper, N, dA, 0, ldda, &info, queue ); gpu_time = get_time() - gpu_time; if (info != 0) printf( "magma_zpotrf had error %d.\n", info ); gpu_perf = gflops / gpu_time; /* ===================================================================== Performs operation using LAPACK =================================================================== */ cpu_time = get_time(); lapackf77_zpotrf( MagmaUpperStr, &N, hA, &lda, &info ); cpu_time = get_time() - cpu_time; if (info != 0) printf( "lapackf77_zpotrf had error %d.\n", info ); cpu_perf = gflops / cpu_time; /* ===================================================================== Check the result compared to LAPACK |R_magma - R_lapack| / |R_lapack| =================================================================== */ magma_zgetmatrix( N, N, dA, 0, ldda, hR, 0, lda, queue ); matnorm = lapackf77_zlange("f", &N, &N, hA, &lda, work); blasf77_zaxpy(&n2, &mz_one, hA, &ione, hR, &ione); diffnorm = lapackf77_zlange("f", &N, &N, hR, &lda, work); printf( "%5d %6.2f (%6.2f) %6.2f (%6.2f) %e\n", N, cpu_perf, cpu_time, gpu_perf, gpu_time, diffnorm / matnorm ); if (argc != 1) break; } /* clean up */ TESTING_FREE( hA ); TESTING_FREE_HOST( hR ); TESTING_FREE_DEV( dA ); magma_queue_destroy( queue ); magma_finalize(); }
/** Purpose ------- ZHEGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite. It uses a two-stage algorithm for the tridiagonalization. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Arguments --------- @param[in] itype INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*x @param[in] jobz magma_vec_t - = MagmaNoVec: Compute eigenvalues only; - = MagmaVec: Compute eigenvalues and eigenvectors. @param[in] range magma_range_t - = MagmaRangeAll: all eigenvalues will be found. - = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU] will be found. - = MagmaRangeI: the IL-th through IU-th eigenvalues will be found. @param[in] uplo magma_uplo_t - = MagmaUpper: Upper triangles of A and B are stored; - = MagmaLower: Lower triangles of A and B are stored. @param[in] n INTEGER The order of the matrices A and B. N >= 0. @param[in,out] A COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. \n On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper) or the lower triangle (if UPLO=MagmaLower) of A, including the diagonal, is destroyed. @param[in] lda INTEGER The leading dimension of the array A. LDA >= max(1,N). @param[in,out] B COMPLEX_16 array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = MagmaLower, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. \n On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H. @param[in] ldb INTEGER The leading dimension of the array B. LDB >= max(1,N). @param[in] vl DOUBLE PRECISION @param[in] vu DOUBLE PRECISION If RANGE=MagmaRangeV, the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = MagmaRangeAll or MagmaRangeI. @param[in] il INTEGER @param[in] iu INTEGER If RANGE=MagmaRangeI, the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = MagmaRangeAll or MagmaRangeV. @param[out] m INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1. @param[out] w DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. @param[out] work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. @param[in] lwork INTEGER The length of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LWORK >= LQ2 + N * (NB + 1). If JOBZ = MagmaVec and N > 1, LWORK >= LQ2 + 2*N + N**2. where LQ2 is the size needed to store the Q2 matrix and is returned by magma_bulge_get_lq2. \n If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. @param[out] rwork (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. @param[in] lrwork INTEGER The dimension of the array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LRWORK >= N. If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2. \n If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. @param[out] iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. @param[in] liwork INTEGER The dimension of the array IWORK. If N <= 1, LIWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1. If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N. \n If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. @param[out] info INTEGER - = 0: successful exit - < 0: if INFO = -i, the i-th argument had an illegal value - > 0: ZPOTRF or ZHEEVD returned an error code: <= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = MagmaVec, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed. Further Details --------------- Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA Modified so that no backsubstitution is performed if ZHEEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A - reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05. @ingroup magma_zhegv_driver ********************************************************************/ extern "C" magma_int_t magma_zhegvdx_2stage(magma_int_t itype, magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb, double vl, double vu, magma_int_t il, magma_int_t iu, magma_int_t *m, double *w, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info) { const char* uplo_ = lapack_uplo_const( uplo ); const char* jobz_ = lapack_vec_const( jobz ); magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex *dA; magmaDoubleComplex *dB; magma_int_t ldda = n; magma_int_t lddb = n; magma_int_t lower; magma_trans_t trans; magma_int_t wantz; magma_int_t lquery; magma_int_t alleig, valeig, indeig; magma_int_t lwmin; magma_int_t liwmin; magma_int_t lrwmin; magma_queue_t stream; magma_queue_create( &stream ); /* determine the number of threads */ magma_int_t parallel_threads = magma_get_parallel_numthreads(); wantz = (jobz == MagmaVec); lower = (uplo == MagmaLower); alleig = (range == MagmaRangeAll); valeig = (range == MagmaRangeV); indeig = (range == MagmaRangeI); lquery = (lwork == -1 || lrwork == -1 || liwork == -1); *info = 0; if (itype < 1 || itype > 3) { *info = -1; } else if (! (alleig || valeig || indeig)) { *info = -2; } else if (! (wantz || (jobz == MagmaNoVec))) { *info = -3; } else if (! (lower || (uplo == MagmaUpper))) { *info = -4; } else if (n < 0) { *info = -5; } else if (lda < max(1,n)) { *info = -7; } else if (ldb < max(1,n)) { *info = -9; } else { if (valeig) { if (n > 0 && vu <= vl) { *info = -11; } } else if (indeig) { if (il < 1 || il > max(1,n)) { *info = -12; } else if (iu < min(n,il) || iu > n) { *info = -13; } } } magma_int_t nb = magma_get_zbulge_nb(n, parallel_threads); magma_int_t lq2 = magma_zbulge_get_lq2(n, parallel_threads); if (wantz) { lwmin = lq2 + 2 * n + n * n; lrwmin = 1 + 5 * n + 2 * n * n; liwmin = 5 * n + 3; } else { lwmin = lq2 + n * (nb + 1); lrwmin = n; liwmin = 1; } // multiply by 1+eps (in Double!) to ensure length gets rounded up, // if it cannot be exactly represented in floating point. real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon"); work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; if (lwork < lwmin && ! lquery) { *info = -17; } else if (lrwork < lrwmin && ! lquery) { *info = -19; } else if (liwork < liwmin && ! lquery) { *info = -21; } if (*info != 0) { magma_xerbla( __func__, -(*info)); return *info; } else if (lquery) { return *info; } /* Quick return if possible */ if (n == 0) { return *info; } /* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */ if (n <= 128) { #ifdef ENABLE_DEBUG printf("--------------------------------------------------------------\n"); printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb); printf("--------------------------------------------------------------\n"); #endif lapackf77_zhegvd(&itype, jobz_, uplo_, &n, A, &lda, B, &ldb, w, work, &lwork, #if defined(PRECISION_z) || defined(PRECISION_c) rwork, &lrwork, #endif iwork, &liwork, info); *m = n; return *info; } // TODO: fix memory leak if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) || MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } /* Form a Cholesky factorization of B. */ magma_zsetmatrix( n, n, B, ldb, dB, lddb ); magma_zsetmatrix_async( n, n, A, lda, dA, ldda, stream ); magma_timer_t time=0; timer_start( time ); magma_zpotrf_gpu(uplo, n, dB, lddb, info); if (*info != 0) { *info = n + *info; return *info; } timer_stop( time ); timer_printf( "time zpotrf_gpu = %6.2f\n", time ); magma_queue_sync( stream ); magma_zgetmatrix_async( n, n, dB, lddb, B, ldb, stream ); /* Transform problem to standard eigenvalue problem and solve. */ timer_start( time ); magma_zhegst_gpu(itype, uplo, n, dA, ldda, dB, lddb, info); timer_stop( time ); timer_printf( "time zhegst_gpu = %6.2f\n", time ); magma_zgetmatrix( n, n, dA, ldda, A, lda ); magma_queue_sync( stream ); magma_free( dA ); magma_free( dB ); timer_start( time ); magma_zheevdx_2stage(jobz, range, uplo, n, A, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info); timer_stop( time ); timer_printf( "time zheevdx_2stage = %6.2f\n", time ); if (wantz && *info == 0) { // TODO fix memory leak if (MAGMA_SUCCESS != magma_zmalloc( &dA, n*ldda ) || MAGMA_SUCCESS != magma_zmalloc( &dB, n*lddb )) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } timer_start( time ); magma_zsetmatrix( n, *m, A, lda, dA, ldda ); magma_zsetmatrix( n, n, B, ldb, dB, lddb ); /* Backtransform eigenvectors to the original problem. */ if (itype == 1 || itype == 2) { /* For A*x=(lambda)*B*x and A*B*x=(lambda)*x; backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */ if (lower) { trans = MagmaConjTrans; } else { trans = MagmaNoTrans; } magma_ztrsm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_one, dB, lddb, dA, ldda); } else if (itype == 3) { /* For B*A*x=(lambda)*x; backtransform eigenvectors: x = L*y or U'*y */ if (lower) { trans = MagmaNoTrans; } else { trans = MagmaConjTrans; } magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit, n, *m, c_one, dB, lddb, dA, ldda); } magma_zgetmatrix( n, *m, dA, ldda, A, lda ); timer_stop( time ); timer_printf( "time trsm/mm + getmatrix = %6.2f\n", time ); magma_free( dA ); magma_free( dB ); } magma_queue_destroy( stream ); work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; return *info; } /* magma_zhegvdx_2stage */
int main(int argc, char **argv) { TESTING_INIT(); real_Double_t gflopsF, gflopsS, gpu_perf, gpu_time /*cpu_perf, cpu_time*/; real_Double_t gpu_perfdf, gpu_perfds; real_Double_t gpu_perfsf, gpu_perfss; double error, Rnorm, Anorm; magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE; magmaDoubleComplex *h_A, *h_B, *h_X; magmaDoubleComplex *d_A, *d_B, *d_X, *d_workd; magmaFloatComplex *d_As, *d_Bs, *d_works; double *h_workd; magma_int_t lda, ldb, ldx; magma_int_t N, nrhs, posv_iter, info, size; magma_int_t ione = 1; magma_int_t ISEED[4] = {0,0,0,1}; printf("Epsilon(double): %8.6e\n" "Epsilon(single): %8.6e\n\n", lapackf77_dlamch("Epsilon"), lapackf77_slamch("Epsilon") ); magma_int_t status = 0; magma_opts opts; parse_opts( argc, argv, &opts ); double tol = opts.tolerance * lapackf77_dlamch("E"); nrhs = opts.nrhs; printf("using: uplo = %s\n", lapack_uplo_const(opts.uplo)); printf(" N NRHS DP-Factor DP-Solve SP-Factor SP-Solve MP-Solve Iter |b-Ax|/|A|\n"); printf("=====================================================================================\n"); for( int itest = 0; itest < opts.ntest; ++itest ) { for( int iter = 0; iter < opts.niter; ++iter ) { N = opts.nsize[itest]; ldb = ldx = lda = N; gflopsF = FLOPS_ZPOTRF( N ) / 1e9; gflopsS = gflopsF + FLOPS_ZPOTRS( N, nrhs ) / 1e9; TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, lda*N ); TESTING_MALLOC_CPU( h_B, magmaDoubleComplex, ldb*nrhs ); TESTING_MALLOC_CPU( h_X, magmaDoubleComplex, ldx*nrhs ); TESTING_MALLOC_CPU( h_workd, double, N ); TESTING_MALLOC_DEV( d_A, magmaDoubleComplex, lda*N ); TESTING_MALLOC_DEV( d_B, magmaDoubleComplex, ldb*nrhs ); TESTING_MALLOC_DEV( d_X, magmaDoubleComplex, ldx*nrhs ); TESTING_MALLOC_DEV( d_works, magmaFloatComplex, lda*(N+nrhs) ); TESTING_MALLOC_DEV( d_workd, magmaDoubleComplex, N*nrhs ); /* Initialize the matrix */ size = lda * N ; lapackf77_zlarnv( &ione, ISEED, &size, h_A ); magma_zmake_hpd( N, h_A, lda ); size = ldb * nrhs ; lapackf77_zlarnv( &ione, ISEED, &size, h_B ); magma_zsetmatrix( N, N, h_A, lda, d_A, lda ); magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb ); //===================================================================== // Mixed Precision Iterative Refinement - GPU //===================================================================== gpu_time = magma_wtime(); magma_zcposv_gpu(opts.uplo, N, nrhs, d_A, lda, d_B, ldb, d_X, ldx, d_workd, d_works, &posv_iter, &info); gpu_time = magma_wtime() - gpu_time; gpu_perf = gflopsS / gpu_time; if (info != 0) printf("magma_zcposv returned error %d: %s.\n", (int) info, magma_strerror( info )); //===================================================================== // Error Computation //===================================================================== magma_zgetmatrix( N, nrhs, d_X, ldx, h_X, ldx ) ; Anorm = lapackf77_zlanhe( "I", lapack_uplo_const(opts.uplo), &N, h_A, &N, h_workd); blasf77_zhemm( "L", lapack_uplo_const(opts.uplo), &N, &nrhs, &c_one, h_A, &lda, h_X, &ldx, &c_neg_one, h_B, &ldb); Rnorm = lapackf77_zlange( "I", &N, &nrhs, h_B, &ldb, h_workd); error = Rnorm / Anorm; //===================================================================== // Double Precision Factor //===================================================================== magma_zsetmatrix( N, N, h_A, lda, d_A, lda ); gpu_time = magma_wtime(); magma_zpotrf_gpu(opts.uplo, N, d_A, lda, &info); gpu_time = magma_wtime() - gpu_time; gpu_perfdf = gflopsF / gpu_time; if (info != 0) printf("magma_zpotrf returned error %d: %s.\n", (int) info, magma_strerror( info )); //===================================================================== // Double Precision Solve //===================================================================== magma_zsetmatrix( N, N, h_A, lda, d_A, lda ); magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb ); gpu_time = magma_wtime(); magma_zpotrf_gpu(opts.uplo, N, d_A, lda, &info); magma_zpotrs_gpu(opts.uplo, N, nrhs, d_A, lda, d_B, ldb, &info); gpu_time = magma_wtime() - gpu_time; gpu_perfds = gflopsS / gpu_time; if (info != 0) printf("magma_zpotrs returned error %d: %s.\n", (int) info, magma_strerror( info )); //===================================================================== // Single Precision Factor //===================================================================== d_As = d_works; d_Bs = d_works + lda*N; magma_zsetmatrix( N, N, h_A, lda, d_A, lda ); magma_zsetmatrix( N, nrhs, h_B, ldb, d_B, ldb ); magmablas_zlag2c( N, N, d_A, lda, d_As, N, &info ); magmablas_zlag2c( N, nrhs, d_B, ldb, d_Bs, N, &info ); gpu_time = magma_wtime(); magma_cpotrf_gpu(opts.uplo, N, d_As, N, &info); gpu_time = magma_wtime() - gpu_time; gpu_perfsf = gflopsF / gpu_time; if (info != 0) printf("magma_cpotrf returned error %d: %s.\n", (int) info, magma_strerror( info )); //===================================================================== // Single Precision Solve //===================================================================== magmablas_zlag2c(N, N, d_A, lda, d_As, N, &info ); magmablas_zlag2c(N, nrhs, d_B, ldb, d_Bs, N, &info ); gpu_time = magma_wtime(); magma_cpotrf_gpu(opts.uplo, N, d_As, lda, &info); magma_cpotrs_gpu(opts.uplo, N, nrhs, d_As, N, d_Bs, N, &info); gpu_time = magma_wtime() - gpu_time; gpu_perfss = gflopsS / gpu_time; if (info != 0) printf("magma_cpotrs returned error %d: %s.\n", (int) info, magma_strerror( info )); printf("%5d %5d %7.2f %7.2f %7.2f %7.2f %7.2f %4d %8.2e %s\n", (int) N, (int) nrhs, gpu_perfdf, gpu_perfds, gpu_perfsf, gpu_perfss, gpu_perf, (int) posv_iter, error, (error < tol ? "ok" : "failed")); status += ! (error < tol); TESTING_FREE_CPU( h_A ); TESTING_FREE_CPU( h_B ); TESTING_FREE_CPU( h_X ); TESTING_FREE_CPU( h_workd ); TESTING_FREE_DEV( d_A ); TESTING_FREE_DEV( d_B ); TESTING_FREE_DEV( d_X ); TESTING_FREE_DEV( d_works ); TESTING_FREE_DEV( d_workd ); fflush( stdout ); } if ( opts.niter > 1 ) { printf( "\n" ); } } TESTING_FINALIZE(); return status; }
extern "C" magma_int_t magma_zhegvdx_2stage(magma_int_t itype, char jobz, char range, char uplo, magma_int_t n, magmaDoubleComplex *a, magma_int_t lda, magmaDoubleComplex *b, magma_int_t ldb, double vl, double vu, magma_int_t il, magma_int_t iu, magma_int_t *m, double *w, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info) { /* -- MAGMA (version 1.4.1) -- Univ. of Tennessee, Knoxville Univ. of California, Berkeley Univ. of Colorado, Denver December 2013 Purpose ======= ZHEGVDX_2STAGE computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite. It uses a two-stage algorithm for the tridiagonalization. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Arguments ========= ITYPE (input) INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*x RANGE (input) CHARACTER*1 = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the half-open interval (VL,VU] will be found. = 'I': the IL-th through IU-th eigenvalues will be found. JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. UPLO (input) CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) COMPLEX_16 array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL (input) INTEGER IU (input) INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. M (output) INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= LQ2 + N * (NB + 1). If JOBZ = 'V' and N > 1, LWORK >= LQ2 + 2*N + N**2. where LQ2 is the size needed to store the Q2 matrix and is returned by MAGMA_BULGE_GET_LQ2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. RWORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. LRWORK (input) INTEGER The dimension of the array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = 'N' and N > 1, LRWORK >= N. If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. If N <= 1, LIWORK >= 1. If JOBZ = 'N' and N > 1, LIWORK >= 1. If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: ZPOTRF or ZHEEVD returned an error code: <= N: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed. Further Details =============== Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA Modified so that no backsubstitution is performed if ZHEEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A - reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05. ===================================================================== */ char uplo_[2] = {uplo, 0}; char jobz_[2] = {jobz, 0}; char range_[2] = {range, 0}; magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex *da; magmaDoubleComplex *db; magma_int_t ldda = n; magma_int_t lddb = n; magma_int_t lower; char trans[1]; magma_int_t wantz; magma_int_t lquery; magma_int_t alleig, valeig, indeig; // magma_int_t lopt; magma_int_t lwmin; // magma_int_t liopt; magma_int_t liwmin; // magma_int_t lropt; magma_int_t lrwmin; magma_queue_t stream; magma_queue_create( &stream ); /* determine the number of threads */ magma_int_t threads = magma_get_numthreads(); magma_setlapack_numthreads(threads); wantz = lapackf77_lsame(jobz_, MagmaVecStr); lower = lapackf77_lsame(uplo_, MagmaLowerStr); alleig = lapackf77_lsame(range_, "A"); valeig = lapackf77_lsame(range_, "V"); indeig = lapackf77_lsame(range_, "I"); lquery = lwork == -1 || lrwork == -1 || liwork == -1; *info = 0; if (itype < 1 || itype > 3) { *info = -1; } else if (! (alleig || valeig || indeig)) { *info = -2; } else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) { *info = -3; } else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) { *info = -4; } else if (n < 0) { *info = -5; } else if (lda < max(1,n)) { *info = -7; } else if (ldb < max(1,n)) { *info = -9; } else { if (valeig) { if (n > 0 && vu <= vl) { *info = -11; } } else if (indeig) { if (il < 1 || il > max(1,n)) { *info = -12; } else if (iu < min(n,il) || iu > n) { *info = -13; } } } magma_int_t nb = magma_get_zbulge_nb(n, threads); magma_int_t lq2 = magma_zbulge_get_lq2(n, threads); if (wantz) { lwmin = lq2 + 2 * n + n * n; lrwmin = 1 + 5 * n + 2 * n * n; liwmin = 5 * n + 3; } else { lwmin = lq2 + n * (nb + 1); lrwmin = n; liwmin = 1; } work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon")); iwork[0] = liwmin; if (lwork < lwmin && ! lquery) { *info = -17; } else if (lrwork < lrwmin && ! lquery) { *info = -19; } else if (liwork < liwmin && ! lquery) { *info = -21; } if (*info != 0) { magma_xerbla( __func__, -(*info)); return *info; } else if (lquery) { return *info; } /* Quick return if possible */ if (n == 0) { return *info; } /* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */ if (n <= 128){ #ifdef ENABLE_DEBUG printf("--------------------------------------------------------------\n"); printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb); printf("--------------------------------------------------------------\n"); #endif lapackf77_zhegvd(&itype, jobz_, uplo_, &n, a, &lda, b, &ldb, w, work, &lwork, #if defined(PRECISION_z) || defined(PRECISION_c) rwork, &lrwork, #endif iwork, &liwork, info); *m = n; return *info; } if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) || MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb )) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } /* Form a Cholesky factorization of B. */ magma_zsetmatrix( n, n, b, ldb, db, lddb ); magma_zsetmatrix_async( n, n, a, lda, da, ldda, stream ); #ifdef ENABLE_TIMER magma_timestr_t start, end; start = get_current_time(); #endif magma_zpotrf_gpu(uplo_[0], n, db, lddb, info); if (*info != 0) { *info = n + *info; return *info; } #ifdef ENABLE_TIMER end = get_current_time(); printf("time zpotrf_gpu = %6.2f\n", GetTimerValue(start,end)/1000.); #endif magma_queue_sync( stream ); magma_zgetmatrix_async( n, n, db, lddb, b, ldb, stream ); #ifdef ENABLE_TIMER start = get_current_time(); #endif /* Transform problem to standard eigenvalue problem and solve. */ magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info); #ifdef ENABLE_TIMER end = get_current_time(); printf("time zhegst_gpu = %6.2f\n", GetTimerValue(start,end)/1000.); #endif magma_zgetmatrix( n, n, da, ldda, a, lda ); magma_queue_sync( stream ); magma_free( da ); magma_free( db ); #ifdef ENABLE_TIMER start = get_current_time(); #endif magma_zheevdx_2stage(jobz, range, uplo, n, a, lda, vl, vu, il, iu, m, w, work, lwork, rwork, lrwork, iwork, liwork, info); #ifdef ENABLE_TIMER end = get_current_time(); printf("time zheevdx_2stage = %6.2f\n", GetTimerValue(start,end)/1000.); #endif if (wantz && *info == 0) { if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) || MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb )) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } #ifdef ENABLE_TIMER start = get_current_time(); #endif magma_zsetmatrix( n, *m, a, lda, da, ldda ); magma_zsetmatrix( n, n, b, ldb, db, lddb ); /* Backtransform eigenvectors to the original problem. */ if (itype == 1 || itype == 2) { /* For A*x=(lambda)*B*x and A*B*x=(lambda)*x; backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */ if (lower) { *(unsigned char *)trans = MagmaConjTrans; } else { *(unsigned char *)trans = MagmaNoTrans; } magma_ztrsm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, da, ldda); } else if (itype == 3) { /* For B*A*x=(lambda)*x; backtransform eigenvectors: x = L*y or U'*y */ if (lower) { *(unsigned char *)trans = MagmaNoTrans; } else { *(unsigned char *)trans = MagmaConjTrans; } magma_ztrmm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, da, ldda); } magma_zgetmatrix( n, *m, da, ldda, a, lda ); #ifdef ENABLE_TIMER end = get_current_time(); printf("time trsm/mm + getmatrix = %6.2f\n", GetTimerValue(start,end)/1000.); #endif magma_free( da ); magma_free( db ); } magma_queue_destroy( stream ); work[0] = MAGMA_Z_MAKE( lwmin * (1. + lapackf77_dlamch("Epsilon")), 0.); // round up rwork[0] = lrwmin * (1. + lapackf77_dlamch("Epsilon")); iwork[0] = liwmin; return *info; } /* zhegvdx_2stage */
/** Purpose ------- ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Arguments --------- @param[in] itype INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*x @param[in] jobz magma_vec_t - = MagmaNoVec: Compute eigenvalues only; - = MagmaVec: Compute eigenvalues and eigenvectors. @param[in] uplo magma_uplo_t - = MagmaUpper: Upper triangles of A and B are stored; - = MagmaLower: Lower triangles of A and B are stored. @param[in] n INTEGER The order of the matrices A and B. N >= 0. @param[in,out] A COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. \n On exit, if JOBZ = MagmaVec, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = MagmaNoVec, then on exit the upper triangle (if UPLO=MagmaUpper) or the lower triangle (if UPLO=MagmaLower) of A, including the diagonal, is destroyed. @param[in] lda INTEGER The leading dimension of the array A. LDA >= max(1,N). @param[in,out] B COMPLEX_16 array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = MagmaLower, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. \n On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H. @param[in] ldb INTEGER The leading dimension of the array B. LDB >= max(1,N). @param[out] w DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. @param[out] work (workspace) COMPLEX_16 array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK[0] returns the optimal LWORK. @param[in] lwork INTEGER The length of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LWORK >= N + N*NB. If JOBZ = MagmaVec and N > 1, LWORK >= max( N + N*NB, 2*N + N**2 ). NB can be obtained through magma_get_zhetrd_nb(N). \n If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. @param[out] rwork (workspace) DOUBLE PRECISION array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal LRWORK. @param[in] lrwork INTEGER The dimension of the array RWORK. If N <= 1, LRWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LRWORK >= N. If JOBZ = MagmaVec and N > 1, LRWORK >= 1 + 5*N + 2*N**2. \n If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. @param[out] iwork (workspace) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK[0] returns the optimal LIWORK. @param[in] liwork INTEGER The dimension of the array IWORK. If N <= 1, LIWORK >= 1. If JOBZ = MagmaNoVec and N > 1, LIWORK >= 1. If JOBZ = MagmaVec and N > 1, LIWORK >= 3 + 5*N. \n If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. @param[out] info INTEGER - = 0: successful exit - < 0: if INFO = -i, the i-th argument had an illegal value - > 0: ZPOTRF or ZHEEVD returned an error code: <= N: if INFO = i and JOBZ = MagmaNoVec, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = MagmaVec, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed. Further Details --------------- Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA Modified so that no backsubstitution is performed if ZHEEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A - reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05. @ingroup magma_zhegv_driver ********************************************************************/ extern "C" magma_int_t magma_zhegvd(magma_int_t itype, magma_vec_t jobz, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, magmaDoubleComplex *B, magma_int_t ldb, double *w, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info) { const char* uplo_ = lapack_uplo_const( uplo ); const char* jobz_ = lapack_vec_const( jobz ); magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex *da; magmaDoubleComplex *db; magma_int_t ldda = n; magma_int_t lddb = n; magma_int_t lower; magma_trans_t trans; magma_int_t wantz; magma_int_t lquery; magma_int_t lwmin; magma_int_t liwmin; magma_int_t lrwmin; magma_queue_t stream; magma_queue_create( &stream ); wantz = (jobz == MagmaVec); lower = (uplo == MagmaLower); lquery = (lwork == -1 || lrwork == -1 || liwork == -1); *info = 0; if (itype < 1 || itype > 3) { *info = -1; } else if (! (wantz || (jobz == MagmaNoVec))) { *info = -2; } else if (! (lower || (uplo == MagmaUpper))) { *info = -3; } else if (n < 0) { *info = -4; } else if (lda < max(1,n)) { *info = -6; } else if (ldb < max(1,n)) { *info = -8; } magma_int_t nb = magma_get_zhetrd_nb( n ); if ( n <= 1 ) { lwmin = 1; lrwmin = 1; liwmin = 1; } else if ( wantz ) { lwmin = max( n + n*nb, 2*n + n*n ); lrwmin = 1 + 5*n + 2*n*n; liwmin = 3 + 5*n; } else { lwmin = n + n*nb; lrwmin = n; liwmin = 1; } // multiply by 1+eps (in Double!) to ensure length gets rounded up, // if it cannot be exactly represented in floating point. real_Double_t one_eps = 1. + lapackf77_dlamch("Epsilon"); work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; if (lwork < lwmin && ! lquery) { *info = -11; } else if (lrwork < lrwmin && ! lquery) { *info = -13; } else if (liwork < liwmin && ! lquery) { *info = -15; } if (*info != 0) { magma_xerbla( __func__, -(*info) ); return *info; } else if (lquery) { return *info; } /* Quick return if possible */ if (n == 0) { return *info; } /* Check if matrix is very small then just call LAPACK on CPU, no need for GPU */ if (n <= 128) { #ifdef ENABLE_DEBUG printf("--------------------------------------------------------------\n"); printf(" warning matrix too small N=%d NB=%d, calling lapack on CPU \n", (int) n, (int) nb); printf("--------------------------------------------------------------\n"); #endif lapackf77_zhegvd(&itype, jobz_, uplo_, &n, A, &lda, B, &ldb, w, work, &lwork, #if defined(PRECISION_z) || defined(PRECISION_c) rwork, &lrwork, #endif iwork, &liwork, info); return *info; } // TODO fix memory leak if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) || MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb )) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } /* Form a Cholesky factorization of B. */ magma_zsetmatrix( n, n, B, ldb, db, lddb ); magma_zsetmatrix_async( n, n, A, lda, da, ldda, stream ); magma_timer_t time=0; timer_start( time ); magma_zpotrf_gpu(uplo, n, db, lddb, info); if (*info != 0) { *info = n + *info; return *info; } timer_stop( time ); timer_printf( "time zpotrf_gpu = %6.2f\n", time ); magma_queue_sync( stream ); magma_zgetmatrix_async( n, n, db, lddb, B, ldb, stream ); timer_start( time ); /* Transform problem to standard eigenvalue problem and solve. */ magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info); timer_stop( time ); timer_printf( "time zhegst_gpu = %6.2f\n", time ); /* simple fix to be able to run bigger size. * need to have a dwork here that will be used * a db and then passed to dsyevd. * */ if (n > 5000) { magma_queue_sync( stream ); magma_free( db ); } timer_start( time ); magma_zheevd_gpu(jobz, uplo, n, da, ldda, w, A, lda, work, lwork, rwork, lrwork, iwork, liwork, info); timer_stop( time ); timer_printf( "time zheevd_gpu = %6.2f\n", time ); if (wantz && *info == 0) { timer_start( time ); /* allocate and copy db back */ if (n > 5000) { if (MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb ) ) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } magma_zsetmatrix( n, n, B, ldb, db, lddb ); } /* Backtransform eigenvectors to the original problem. */ if (itype == 1 || itype == 2) { /* For A*x=(lambda)*B*x and A*B*x=(lambda)*x; backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */ if (lower) { trans = MagmaConjTrans; } else { trans = MagmaNoTrans; } magma_ztrsm(MagmaLeft, uplo, trans, MagmaNonUnit, n, n, c_one, db, lddb, da, ldda); } else if (itype == 3) { /* For B*A*x=(lambda)*x; backtransform eigenvectors: x = L*y or U'*y */ if (lower) { trans = MagmaNoTrans; } else { trans = MagmaConjTrans; } magma_ztrmm(MagmaLeft, uplo, trans, MagmaNonUnit, n, n, c_one, db, lddb, da, ldda); } magma_zgetmatrix( n, n, da, ldda, A, lda ); /* free db */ if (n > 5000) { magma_free( db ); } timer_stop( time ); timer_printf( "time ztrsm/mm + getmatrix = %6.2f\n", time ); } magma_queue_sync( stream ); magma_queue_destroy( stream ); work[0] = MAGMA_Z_MAKE( lwmin * one_eps, 0.); // round up rwork[0] = lrwmin * one_eps; iwork[0] = liwmin; magma_free( da ); if (n <= 5000) { magma_free( db ); } return *info; } /* magma_zhegvd */
void MAGMA_ZPOTRF_GPU( char *uplo, magma_int_t *n, double2 *A, magma_int_t *lda, magma_int_t *info) { magma_zpotrf_gpu( uplo[0], *n, A, *lda, info); }
extern "C" magma_int_t magma_zhegvx(magma_int_t itype, char jobz, char range, char uplo, magma_int_t n, magmaDoubleComplex *a, magma_int_t lda, magmaDoubleComplex *b, magma_int_t ldb, double vl, double vu, magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m, double *w, magmaDoubleComplex *z, magma_int_t ldz, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t *iwork, magma_int_t *ifail, magma_int_t *info) { /* -- MAGMA (version 1.4.0) -- Univ. of Tennessee, Knoxville Univ. of California, Berkeley Univ. of Colorado, Denver August 2013 Purpose ======= ZHEGVX computes selected eigenvalues, and optionally, eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. Arguments ========= ITYPE (input) INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*x JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. RANGE (input) CHARACTER*1 = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the half-open interval (VL,VU] will be found. = 'I': the IL-th through IU-th eigenvalues will be found. UPLO (input) CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored. N (input) INTEGER The order of the matrices A and B. N >= 0. A (input/output) COMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). B (input/output) COMPLEX_16 array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H. LDB (input) INTEGER The leading dimension of the array B. LDB >= max(1,N). VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL (input) INTEGER IU (input) INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. ABSTOL (input) DOUBLE PRECISION The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*DLAMCH('S'). M (output) INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) COMPLEX_16 array, dimension (LDZ, max(1,M)) If JOBZ = 'N', then Z is not referenced. If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i). The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If an eigenvector fails to converge, then that column of Z contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in IFAIL. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = 'V', the exact value of M is not known in advance and an upper bound must be used. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N). WORK (workspace/output) COMPLEX_16 array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the blocksize for ZHETRD returned by ILAENV. 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. RWORK (workspace) DOUBLE PRECISION array, dimension (7*N) IWORK (workspace) INTEGER array, dimension (5*N) IFAIL (output) INTEGER array, dimension (N) If JOBZ = 'V', then if INFO = 0, the first M elements of IFAIL are zero. If INFO > 0, then IFAIL contains the indices of the eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL is not referenced. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: ZPOTRF or ZHEEVX returned an error code: <= N: if INFO = i, ZHEEVX failed to converge; i eigenvectors failed to converge. Their indices are stored in array IFAIL. > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed. Further Details =============== Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA ===================================================================== */ char uplo_[2] = {uplo, 0}; char jobz_[2] = {jobz, 0}; char range_[2] = {range, 0}; magmaDoubleComplex c_one = MAGMA_Z_ONE; magmaDoubleComplex *da; magmaDoubleComplex *db; magmaDoubleComplex *dz; magma_int_t ldda = n; magma_int_t lddb = n; magma_int_t lddz = n; magma_int_t lower; char trans[1]; magma_int_t wantz; magma_int_t lquery; magma_int_t alleig, valeig, indeig; magma_int_t lwmin; magma_queue_t stream; magma_queue_create( &stream ); wantz = lapackf77_lsame(jobz_, MagmaVecStr); lower = lapackf77_lsame(uplo_, MagmaLowerStr); alleig = lapackf77_lsame(range_, "A"); valeig = lapackf77_lsame(range_, "V"); indeig = lapackf77_lsame(range_, "I"); lquery = lwork == -1; *info = 0; if (itype < 1 || itype > 3) { *info = -1; } else if (! (alleig || valeig || indeig)) { *info = -2; } else if (! (wantz || lapackf77_lsame(jobz_, MagmaNoVecStr))) { *info = -3; } else if (! (lower || lapackf77_lsame(uplo_, MagmaUpperStr))) { *info = -4; } else if (n < 0) { *info = -5; } else if (lda < max(1,n)) { *info = -7; } else if (ldb < max(1,n)) { *info = -9; } else if (ldz < 1 || (wantz && ldz < n)) { *info = -18; } else { if (valeig) { if (n > 0 && vu <= vl) { *info = -11; } } else if (indeig) { if (il < 1 || il > max(1,n)) { *info = -12; } else if (iu < min(n,il) || iu > n) { *info = -13; } } } magma_int_t nb = magma_get_zhetrd_nb(n); lwmin = n * (nb + 1); MAGMA_Z_SET2REAL(work[0],(double)lwmin); if (lwork < lwmin && ! lquery) { *info = -20; } if (*info != 0) { magma_xerbla( __func__, -(*info)); return *info; } else if (lquery) { return *info; } /* Quick return if possible */ if (n == 0) { return *info; } if (MAGMA_SUCCESS != magma_zmalloc( &da, n*ldda ) || MAGMA_SUCCESS != magma_zmalloc( &db, n*lddb ) || MAGMA_SUCCESS != magma_zmalloc( &dz, n*lddz )) { *info = MAGMA_ERR_DEVICE_ALLOC; return *info; } /* Form a Cholesky factorization of B. */ magma_zsetmatrix( n, n, b, ldb, db, lddb ); magma_zsetmatrix_async( n, n, a, lda, da, ldda, stream ); magma_zpotrf_gpu(uplo_[0], n, db, lddb, info); if (*info != 0) { *info = n + *info; return *info; } magma_queue_sync( stream ); magma_zgetmatrix_async( n, n, db, lddb, b, ldb, stream ); /* Transform problem to standard eigenvalue problem and solve. */ magma_zhegst_gpu(itype, uplo, n, da, ldda, db, lddb, info); magma_zheevx_gpu(jobz, range, uplo, n, da, ldda, vl, vu, il, iu, abstol, m, w, dz, lddz, a, lda, z, ldz, work, lwork, rwork, iwork, ifail, info); if (wantz && *info == 0) { /* Backtransform eigenvectors to the original problem. */ if (itype == 1 || itype == 2) { /* For A*x=(lambda)*B*x and A*B*x=(lambda)*x; backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */ if (lower) { *(unsigned char *)trans = MagmaConjTrans; } else { *(unsigned char *)trans = MagmaNoTrans; } magma_ztrsm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, dz, lddz); } else if (itype == 3) { /* For B*A*x=(lambda)*x; backtransform eigenvectors: x = L*y or U'*y */ if (lower) { *(unsigned char *)trans = MagmaNoTrans; } else { *(unsigned char *)trans = MagmaConjTrans; } magma_ztrmm(MagmaLeft, uplo, *trans, MagmaNonUnit, n, *m, c_one, db, lddb, dz, lddz); } magma_zgetmatrix( n, *m, dz, lddz, z, ldz ); } magma_queue_sync( stream ); magma_queue_destroy( stream ); magma_free( da ); magma_free( db ); magma_free( dz ); return *info; } /* zhegvx */
void MAGMAF_ZPOTRF_GPU( char *uplo, magma_int_t *n, devptr_t *dA, magma_int_t *ldda, magma_int_t *info) { magma_zpotrf_gpu( uplo[0], *n, DEVPTR(dA), *ldda, info); }