/**
Purpose
-------
ZGEQR2 computes a QR factorization of a complex m by n matrix A:
A = Q * R.
This expert routine requires two more arguments than the standard
zgeqr2, namely, dT and ddA, explained below. The storage for A is
also not as in the LAPACK's zgeqr2 routine (see below).
The first is used to output the triangular
n x n factor T of the block reflector used in the factorization.
The second holds the diagonal nxn blocks of A, i.e., the diagonal
submatrices of R.
This version implements the right-looking QR.
A hard-coded requirement for N is to be <= min(M, 128). For larger N one
should use a blocking QR version.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. 0 <= N <= min(M, 128).
@param[in,out]
dA COMPLEX_16 array, dimension (LDA,N)
On entry, the m by n matrix A.
On exit, the unitary matrix Q as a
product of elementary reflectors (see Further Details).
\n
the elements on and above the diagonal of the array
contain the min(m,n) by n upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the unitary matrix Q as a
product of elementary reflectors (see Further Details).
@param[in]
ldda INTEGER
The leading dimension of the array A. LDA >= max(1,M).
@param[out]
dtau COMPLEX_16 array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
dT COMPLEX_16 array, dimension N x N.
Stores the triangular N x N factor T of the block reflector
used in the factorization. The lower triangular part is 0.
@param[out]
ddA COMPLEX_16 array, dimension N x N.
Stores the elements of the upper N x N diagonal block of A.
LAPACK stores this array in A. There are 0s below the diagonal.
@param
dwork (workspace) COMPLEX_16 array, dimension (N)
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_zgeqrf_comp
********************************************************************/
extern "C" magma_int_t
magma_zgeqr2x_gpu(
magma_int_t m, magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
magmaDoubleComplex_ptr dtau,
magmaDoubleComplex_ptr dT,
magmaDoubleComplex_ptr ddA,
magmaDouble_ptr dwork,
magma_int_t *info)
{
#define dA(i_,j_) (dA + (j_)*(ldda) + (i_))
magma_int_t i, k;
magmaDouble_ptr dnorm = dwork;
magmaDoubleComplex *work = (magmaDoubleComplex *)(dwork+2*n);
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0 || n > min(m, 128)) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Compute the norms of the trailing columns */
k = min(m,n);
// magmablas_dznrm2_cols(m, k, dA(0,0), ldda, dnorm);
for (i = 0; i < k; ++i) {
/* Generate elementary reflector H(i) to annihilate A(i+1:m,i) */
magmablas_dznrm2_cols(m-i, 1, dA(i,i), ldda, dnorm+i);
magma_zlarfgx_gpu(m-i, dA(i, i), dA(min(i+1,m), i), dtau+i, dnorm+i,
ddA + i + i*n, i);
if (i < n) {
/* Apply H(i)' to A(i:m,i+1:n) from the left */
magma_zlarfx_gpu(m-i, n-i-1, dA(i, i), dtau+i,
//dA(i, i+1), ldda, dnorm+i+1,
dA(i, 0), ldda, dnorm+i+1,
dT, i, work );
}
}
return *info;
} /* magma_zgeqr2 */
extern "C" magma_int_t
magma_zgeqr2x3_gpu(magma_int_t *m, magma_int_t *n, magmaDoubleComplex *dA,
magma_int_t *ldda, magmaDoubleComplex *dtau,
magmaDoubleComplex *dT, magmaDoubleComplex *ddA,
double *dwork, magma_int_t *info)
{
/* -- MAGMA (version 1.4.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
August 2013
Purpose
=======
ZGEQR2 computes a QR factorization of a complex m by n matrix A:
A = Q * R.
This expert routine requires two more arguments than the standard
zgeqr2, namely, dT and ddA, explained below. The storage for A is
also not as in the LAPACK's zgeqr2 routine (see below).
The first is used to output the triangular
n x n factor T of the block reflector used in the factorization.
The second holds the diagonal nxn blocks of A, i.e., the diagonal
submatrices of R. This routine implements the left looking QR.
This version adds internal blocking.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) COMPLEX_16 array, dimension (LDA,N)
On entry, the m by n matrix A.
On exit, the unitary matrix Q as a
product of elementary reflectors (see Further Details).
the elements on and above the diagonal of the array
contain the min(m,n) by n upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the unitary matrix Q as a
product of elementary reflectors (see Further Details).
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU (output) COMPLEX_16 array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
dT (output) COMPLEX_16 array, dimension N x N.
Stores the triangular N x N factor T of the block reflector
used in the factorization. The lower triangular part is 0.
ddA (output) COMPLEX_16 array, dimension N x N.
Stores the elements of the upper N x N diagonal block of A.
LAPACK stores this array in A. There are 0s below the diagonal.
RWORK (workspace) DOUBLE_PRECISION array, dimension (3 N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define da_ref(a_1,a_2) ( dA+(a_2)*(*ldda) + (a_1))
#define BLOCK_SIZE 32
magma_int_t i, k;
double *dnorm = dwork;
magmaDoubleComplex *work = (magmaDoubleComplex *)(dwork+2*(*n));
*info = 0;
if (*m < 0) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*ldda < max(1,*m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Compute the norms of the trailing columns */
k = min(*m,*n);
magmablas_dznrm2_cols(*m, k, da_ref(0,0), *ldda, dnorm);
for (int b=0; b < k; b += BLOCK_SIZE) {
for (i = b; i < min(k, b+BLOCK_SIZE); ++i) {
/* Apply H' to A(:,i) from the left */
if ( i-b > 0)
magma_zlarfbx_gpu(*m-b, i-b, da_ref(b, b), *ldda,
dT+b+b*k, k, da_ref(b, i), work);
/* Adjust the dnorm[i] to hold the norm of A(i:m,i) */
if ( i > 0 )
magmablas_dznrm2_adjust(i, dnorm+i, da_ref(0, i));
/* Generate elementary reflector H(i) to annihilate A(i+1:m,i)
1. 1 is not yet put on the diagonal of A
2. Elements above the diagonal are copied in ddA and
the ones in A are set to zero
3. update T */
magma_zlarfgtx_gpu(*m-i, da_ref(i, i), da_ref(min(i+1,*m), i), dtau+i,
dnorm+i, ddA + i + i*(*n), i,
da_ref(i,0), *ldda, dT, k, work);
}
/* Apply the transformations to the trailing matrix. */
//magma_zlarfb2_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
magma_zlarfb2_gpu(
*m-b, k-i, BLOCK_SIZE,
da_ref(b, b), *ldda, dT+b+b*k, k,
da_ref(b, i), *ldda, work, k-i);
}
return *info;
} /* magma_zgeqr2 */
extern "C" magma_int_t
magma_zgeqr2x_gpu(magma_int_t *m, magma_int_t *n, magmaDoubleComplex *dA,
magma_int_t *ldda, magmaDoubleComplex *dtau,
magmaDoubleComplex *dT, magmaDoubleComplex *ddA,
double *dwork, magma_int_t *info)
{
/* -- MAGMA (version 1.4.1) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
December 2013
Purpose
=======
ZGEQR2 computes a QR factorization of a complex m by n matrix A:
A = Q * R.
This expert routine requires two more arguments than the standard
zgeqr2, namely, dT and ddA, explained below. The storage for A is
also not as in the LAPACK's zgeqr2 routine (see below).
The first is used to output the triangular
n x n factor T of the block reflector used in the factorization.
The second holds the diagonal nxn blocks of A, i.e., the diagonal
submatrices of R.
This version implements the right-looking QR.
Arguments
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
A (input/output) COMPLEX*16 array, dimension (LDA,N)
On entry, the m by n matrix A.
On exit, the unitary matrix Q as a
product of elementary reflectors (see Further Details).
the elements on and above the diagonal of the array
contain the min(m,n) by n upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the unitary matrix Q as a
product of elementary reflectors (see Further Details).
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
TAU (output) COMPLEX*16 array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
dT (output) COMPLEX*16 array, dimension N x N.
Stores the triangular N x N factor T of the block reflector
used in the factorization. The lower triangular part is 0.
ddA (output) COMPLEX*16 array, dimension N x N.
Stores the elements of the upper N x N diagonal block of A.
LAPACK stores this array in A. There are 0s below the diagonal.
WORK (workspace) COMPLEX*16 array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details
===============
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
===================================================================== */
#define da_ref(a_1,a_2) ( dA+(a_2)*(*ldda) + (a_1))
magma_int_t i, k;
double *dnorm = dwork;
magmaDoubleComplex *work = (magmaDoubleComplex *)(dwork+2*(*n));
*info = 0;
if (*m < 0) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*ldda < max(1,*m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
/* Compute the norms of the trailing columns */
k = min(*m,*n);
magmablas_dznrm2_cols(*m, k, da_ref(0,0), *ldda, dnorm);
for (i = 0; i < k; ++i) {
/* Generate elementary reflector H(i) to annihilate A(i+1:m,i) */
magma_zlarfgx_gpu(*m-i, da_ref(i, i), da_ref(min(i+1,*m), i), dtau+i, dnorm+i,
ddA + i + i*(*n), i);
if (i < *n) {
/* Apply H(i)' to A(i:m,i+1:n) from the left */
magma_zlarfx_gpu(*m-i, *n-i-1, da_ref(i, i), dtau+i,
//da_ref(i, i+1), *ldda, dnorm+i+1,
da_ref(i, 0), *ldda, dnorm+i+1,
dT, i, work );
}
}
return *info;
} /* magma_zgeqr2 */
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;
}
/**
Purpose
-------
ZGEQR2 computes a QR factorization of a complex m by n matrix A:
A = Q * R.
This expert routine requires two more arguments than the standard
zgeqr2, namely, dT and ddA, explained below. The storage for A is
also not as in the LAPACK's zgeqr2 routine (see below).
The first is used to output the triangular
n x n factor T of the block reflector used in the factorization.
The second holds the diagonal nxn blocks of A, i.e., the diagonal
submatrices of R. This routine implements the left looking QR.
This version adds internal blocking.
Arguments
---------
@param[in]
m INTEGER
The number of rows of the matrix A. M >= 0.
@param[in]
n INTEGER
The number of columns of the matrix A. N >= 0.
@param[in,out]
dA COMPLEX_16 array, dimension (LDDA,N)
On entry, the m by n matrix A.
On exit, the unitary matrix Q as a
product of elementary reflectors (see Further Details).
\n
the elements on and above the diagonal of the array
contain the min(m,n) by n upper trapezoidal matrix R (R is
upper triangular if m >= n); the elements below the diagonal,
with the array TAU, represent the unitary matrix Q as a
product of elementary reflectors (see Further Details).
@param[in]
ldda INTEGER
The leading dimension of the array A. LDDA >= max(1,M).
@param[out]
dtau COMPLEX_16 array, dimension (min(M,N))
The scalar factors of the elementary reflectors (see Further
Details).
@param[out]
dT COMPLEX_16 array, dimension N x N.
Stores the triangular N x N factor T of the block reflector
used in the factorization. The lower triangular part is 0.
@param[out]
ddA COMPLEX_16 array, dimension N x N.
Stores the elements of the upper N x N diagonal block of A.
LAPACK stores this array in A. There are 0s below the diagonal.
@param
dwork (workspace) DOUBLE PRECISION array, dimension (3 N)
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
Further Details
---------------
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with
v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),
and tau in TAU(i).
@ingroup magma_zgeqrf_aux
********************************************************************/
extern "C" magma_int_t
magma_zgeqr2x3_gpu(
magma_int_t m, magma_int_t n,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
magmaDoubleComplex_ptr dtau,
magmaDoubleComplex_ptr dT,
magmaDoubleComplex_ptr ddA,
magmaDouble_ptr dwork,
magma_int_t *info)
{
#define dA(i_,j_) (dA + (i_) + (j_)*ldda)
#define BLOCK_SIZE 32
magma_int_t b, i, min_mn;
magmaDouble_ptr dnorm = dwork;
magmaDoubleComplex_ptr dwork2 = (magmaDoubleComplex_ptr)(dwork + 2*n);
*info = 0;
if (m < 0) {
*info = -1;
} else if (n < 0) {
*info = -2;
} else if (ldda < max(1,m)) {
*info = -4;
}
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
magma_queue_t queue;
magma_device_t cdev;
magma_getdevice( &cdev );
magma_queue_create( cdev, &queue );
/* Compute the norms of the trailing columns */
min_mn = min(m,n);
// magmablas_dznrm2_cols( m, min_mn, dA(0,0), ldda, dnorm, queue );
for (b=0; b < min_mn; b += BLOCK_SIZE) {
for (i = b; i < min(min_mn, b+BLOCK_SIZE); ++i) {
/* Apply H' to A(:,i) from the left */
if ( i-b > 0)
magma_zlarfbx_gpu( m-b, i-b, dA(b, b), ldda,
dT+b+b*min_mn, min_mn, dA(b, i), dwork2, queue );
/* Adjust the dnorm[i] to hold the norm of A(i:m,i) */
//if ( i > 0 )
// magmablas_dznrm2_adjust( i, dnorm+i, dA(0, i), queue );
magmablas_dznrm2_cols( m-i, 1, dA(i,i), ldda, dnorm+i, queue );
/* Generate elementary reflector H(i) to annihilate A(i+1:m,i)
1. 1 is not yet put on the diagonal of A
2. Elements above the diagonal are copied in ddA and
the ones in A are set to zero
3. update T */
magma_zlarfgtx_gpu(m-i, dA(i, i), dA(min(i+1,m), i), dtau+i,
dnorm+i, ddA + i + i*(n), i,
dA(i,0), ldda, dT, min_mn, dwork2, queue);
}
/* Apply the transformations to the trailing matrix. */
//magma_zlarfb2_gpu( MagmaLeft, MagmaConjTrans, MagmaForward, MagmaColumnwise,
magma_zlarfb2_gpu(
m-b, min_mn-i, BLOCK_SIZE,
dA(b, b), ldda, dT+b+b*min_mn, min_mn,
dA(b, i), ldda, dwork2, min_mn-i, queue );
}
magma_queue_destroy( queue );
return *info;
} /* magma_zgeqr2 */
