/**
Purpose
-------
ZCGESV computes the solution to a complex system of linear equations
A * X = B, A**T * X = B, or A**H * X = B,
where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
ZCGESV 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
---------
@param[in]
trans magma_trans_t
Specifies the form of the system of equations:
- = MagmaNoTrans: A * X = B (No transpose)
- = MagmaTrans: A**T * X = B (Transpose)
- = MagmaConjTrans: A**H * X = B (Conjugate transpose)
@param[in]
n INTEGER
The number of linear equations, i.e., 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 N-by-N coefficient matrix A.
On exit, if iterative refinement has been successfully used
(info.EQ.0 and ITER.GE.0, see description below), A is
unchanged. If double precision factorization has been used
(info.EQ.0 and ITER.LT.0, see description below), then the
array dA contains the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
@param[in]
ldda INTEGER
The leading dimension of the array dA. ldda >= max(1,N).
@param[out]
ipiv INTEGER array, dimension (N)
The pivot indices that define the permutation matrix P;
row i of the matrix was interchanged with row IPIV(i).
Corresponds either to the single precision factorization
(if info.EQ.0 and ITER.GE.0) or the double precision
factorization (if info.EQ.0 and ITER.LT.0).
@param[out]
dipiv INTEGER array on the GPU, dimension (N)
The pivot indices; for 1 <= i <= N, after permuting, row i of the
matrix was moved to row dIPIV(i).
Note this is different than IPIV, where interchanges
are applied one-after-another.
@param[in]
dB COMPLEX_16 array on the GPU, dimension (lddb,NRHS)
The N-by-NRHS right hand side matrix B.
@param[in]
lddb INTEGER
The leading dimension of the array dB. lddb >= max(1,N).
@param[out]
dX COMPLEX_16 array on the GPU, dimension (lddx,NRHS)
If info = 0, the N-by-NRHS solution matrix X.
@param[in]
lddx INTEGER
The leading dimension of the array dX. lddx >= max(1,N).
@param
dworkd (workspace) COMPLEX_16 array on the GPU, dimension (N*NRHS)
This array is used to hold the residual vectors.
@param
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.
@param[out]
iter 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 SGETRF
+ -31: stop the iterative refinement after the 30th iteration
- > 0: iterative refinement has been successfully used.
Returns the number of iterations
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if info = -i, the i-th argument had an illegal value
- > 0: if info = i, U(i,i) computed in DOUBLE PRECISION is
exactly zero. The factorization has been completed,
but the factor U is exactly singular, so the solution
could not be computed.
@ingroup magma_zgesv_driver
********************************************************************/
extern "C" magma_int_t
magma_zcgesv_gpu(magma_trans_t trans, magma_int_t n, magma_int_t nrhs,
magmaDoubleComplex *dA, magma_int_t ldda,
magma_int_t *ipiv, magma_int_t *dipiv,
magmaDoubleComplex *dB, magma_int_t lddb,
magmaDoubleComplex *dX, magma_int_t lddx,
magmaDoubleComplex *dworkd, magmaFloatComplex *dworks,
magma_int_t *iter, magma_int_t *info)
{
#define dB(i,j) (dB + (i) + (j)*lddb)
#define dX(i,j) (dX + (i) + (j)*lddx)
#define dR(i,j) (dR + (i) + (j)*lddr)
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, 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 = -8;
else if ( lddx < max(1,n))
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if ( n == 0 || nrhs == 0 )
return *info;
lddsa = n;
lddr = n;
dSA = dworks;
dSX = dSA + lddsa*n;
dR = dworkd;
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_zlange(MagmaInfNorm, n, 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 ); // done inside zcgetrs with pivots
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
magmablas_zlag2c( n, n, dA, ldda, dSA, lddsa, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// factor dSA in single precision
magma_cgetrf_gpu( n, n, dSA, lddsa, ipiv, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// Generate parallel pivots
{
magma_int_t *newipiv;
magma_imalloc_cpu( &newipiv, n );
if ( newipiv == NULL ) {
*iter = -3;
goto FALLBACK;
}
swp2pswp( trans, n, ipiv, newipiv );
magma_setvector( n, sizeof(magma_int_t), newipiv, 1, dipiv, 1 );
magma_free_cpu( newipiv );
}
// solve dSA*dSX = dB in single precision
// converts dB to dSX and applies pivots, solves, then converts result back to dX
magma_zcgetrs_gpu( trans, n, nrhs, dSA, lddsa, dipiv, dB, lddb, dX, lddx, dSX, info );
// residual dR = dB - dA*dX in double precision
magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dR, lddr );
if ( nrhs == 1 ) {
magma_zgemv( trans, n, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( trans, MagmaNoTrans, n, nrhs, n,
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
// solve dSA*dSX = R in single precision
// convert result back to double precision dR
// it's okay that dR is used for both dB input and dX output.
magma_zcgetrs_gpu( trans, n, nrhs, dSA, lddsa, dipiv, dR, lddr, dR, lddr, dSX, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// Add correction and setup residual
// dX += dR --and--
// dR = dB
// This saves going through dR a second time (if done with one more kernel).
// -- not really: first time is read, second time is write.
for( j=0; j < nrhs; j++ ) {
magmablas_zaxpycp( n, dR(0,j), dX(0,j), dB(0,j) );
}
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_zgemv( trans, n, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( trans, MagmaNoTrans, n, nrhs, n,
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_zgetrf_gpu( n, n, dA, ldda, ipiv, info );
if (*info == 0) {
magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx );
magma_zgetrs_gpu( trans, n, nrhs, dA, ldda, ipiv, dX, lddx, info );
}
return *info;
}
/* ////////////////////////////////////////////////////////////////////////////
-- Testing zlange
*/
int main( int argc, char** argv)
{
TESTING_INIT();
real_Double_t gbytes, gpu_perf, gpu_time, cpu_perf, cpu_time;
magmaDoubleComplex *h_A;
double *h_work;
magmaDoubleComplex *d_A;
double *d_work;
magma_int_t M, N, n2, lda, ldda;
magma_int_t idist = 3; // normal distribution (otherwise max norm is always ~ 1)
magma_int_t ISEED[4] = {0,0,0,1};
double error, norm_magma, norm_lapack;
magma_int_t status = 0;
magma_opts opts;
parse_opts( argc, argv, &opts );
double tol = opts.tolerance * lapackf77_dlamch("E");
// Only one norm supported for now, but leave this here for future support
// of different norms. See similar code in testing_zlanhe.cpp.
magma_norm_t norm[] = { MagmaInfNorm };
printf(" M N norm CPU GByte/s (ms) GPU GByte/s (ms) error \n");
printf("=====================================================================\n");
for( int itest = 0; itest < opts.ntest; ++itest ) {
for( int inorm = 0; inorm < 1; ++inorm ) {
for( int iter = 0; iter < opts.niter; ++iter ) {
M = opts.msize[itest];
N = opts.nsize[itest];
lda = M;
n2 = lda*N;
ldda = roundup( M, opts.pad );
// read whole matrix
gbytes = M*N*sizeof(magmaDoubleComplex) / 1e9;
TESTING_MALLOC_CPU( h_A, magmaDoubleComplex, n2 );
TESTING_MALLOC_CPU( h_work, double, M );
TESTING_MALLOC_DEV( d_A, magmaDoubleComplex, ldda*N );
TESTING_MALLOC_DEV( d_work, double, M );
/* Initialize the matrix */
lapackf77_zlarnv( &idist, ISEED, &n2, h_A );
magma_zsetmatrix( M, N, h_A, lda, d_A, ldda );
/* ====================================================================
Performs operation using MAGMA
=================================================================== */
gpu_time = magma_wtime();
norm_magma = magmablas_zlange( norm[inorm], M, N, d_A, ldda, d_work );
gpu_time = magma_wtime() - gpu_time;
gpu_perf = gbytes / gpu_time;
if (norm_magma < 0)
printf("magmablas_zlange returned error %f: %s.\n",
norm_magma, magma_strerror( (int) norm_magma ));
/* =====================================================================
Performs operation using LAPACK
=================================================================== */
cpu_time = magma_wtime();
norm_lapack = lapackf77_zlange( lapack_norm_const(norm[inorm]), &M, &N, h_A, &lda, h_work );
cpu_time = magma_wtime() - cpu_time;
cpu_perf = gbytes / cpu_time;
if (norm_lapack < 0)
printf("lapackf77_zlange returned error %f: %s.\n",
norm_lapack, magma_strerror( (int) norm_lapack ));
/* =====================================================================
Check the result compared to LAPACK
=================================================================== */
if ( norm[inorm] == MagmaMaxNorm )
error = fabs( norm_magma - norm_lapack );
else
error = fabs( norm_magma - norm_lapack ) / norm_lapack;
printf("%5d %5d %4c %7.2f (%7.2f) %7.2f (%7.2f) %8.2e %s\n",
(int) M, (int) N, lapacke_norm_const(norm[inorm]),
cpu_perf, cpu_time*1000., gpu_perf, gpu_time*1000.,
error, (error < tol ? "ok" : "failed") );
status += ! (error < tol);
TESTING_FREE_CPU( h_A );
TESTING_FREE_CPU( h_work );
TESTING_FREE_DEV( d_A );
TESTING_FREE_DEV( d_work );
fflush( stdout );
}} // end inorm, iter
if ( opts.niter > 1 ) {
printf( "\n" );
}
}
TESTING_FINALIZE();
return status;
}
/**
Purpose
-------
ZCGEQRSV solves the least squares problem
min || A*X - B ||,
where A is an M-by-N matrix and X and B are M-by-NRHS matrices.
ZCGEQRSV 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
---------
@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. M >= 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 M-by-N coefficient matrix A.
On exit, if iterative refinement has been successfully used
(info.EQ.0 and ITER.GE.0, see description below), A is
unchanged. If double precision factorization has been used
(info.EQ.0 and ITER.LT.0, see description below), then the
array dA contains the QR factorization of A as returned by
function DGEQRF_GPU.
@param[in]
ldda INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
@param[in,out]
dB COMPLEX_16 array on the GPU, dimension (LDDB,NRHS)
The M-by-NRHS right hand side matrix B.
May be overwritten (e.g., if refinement fails).
@param[in]
lddb INTEGER
The leading dimension of the array dB. LDDB >= max(1,M).
@param[out]
dX COMPLEX_16 array on the GPU, dimension (LDDX,NRHS)
If info = 0, the N-by-NRHS solution matrix X.
@param[in]
lddx INTEGER
The leading dimension of the array dX. LDDX >= max(1,N).
@param[out]
iter 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 SGEQRF
+ -31: stop the iterative refinement after the 30th iteration
- > 0: iterative refinement has been successfully used.
Returns the number of iterations
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if info = -i, the i-th argument had an illegal value
@ingroup magma_zgels_driver
********************************************************************/
extern "C" magma_int_t
magma_zcgeqrsv_gpu(
magma_int_t m, magma_int_t n, magma_int_t nrhs,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
magmaDoubleComplex_ptr dB, magma_int_t lddb,
magmaDoubleComplex_ptr dX, magma_int_t lddx,
magma_int_t *iter,
magma_int_t *info)
{
#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 *hworkd;
magmaFloatComplex *hworks;
magmaDoubleComplex *tau;
magmaFloatComplex *stau;
magmaDoubleComplex_ptr dworkd;
magmaFloatComplex_ptr dworks;
magmaDoubleComplex_ptr dR, dT;
magmaFloatComplex_ptr dSA, dSX, dST;
magmaDoubleComplex Xnrmv, Rnrmv;
double Anrm, Xnrm, Rnrm, cte, eps;
magma_int_t i, j, iiter, lddsa, lddsx, lddr, nb, lhwork, minmn, size, ldworkd;
/* Check arguments */
*iter = 0;
*info = 0;
if ( m < 0 )
*info = -1;
else if ( n < 0 || n > m )
*info = -2;
else if ( nrhs < 0 )
*info = -3;
else if ( ldda < max(1,m))
*info = -5;
else if ( lddb < max(1,m))
*info = -7;
else if ( lddx < max(1,n))
*info = -9;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if ( m == 0 || n == 0 || nrhs == 0 )
return *info;
nb = magma_get_cgeqrf_nb(m);
minmn= min(m, n);
/* dSX contains both B and X, so must be max(m or lddb,n). */
lddsa = ldda;
lddsx = max(lddb,n);
lddr = lddb;
/*
* Allocate temporary buffers
*/
/* dworks(dSA + dSX + dST) */
size = lddsa*n + lddsx*nrhs + ( 2*minmn + ((n+31)/32)*32 )*nb;
if (MAGMA_SUCCESS != magma_cmalloc( &dworks, size )) {
fprintf(stderr, "Allocation of dworks failed (%d)\n", (int) size);
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dSA = dworks;
dSX = dSA + lddsa*n;
dST = dSX + lddsx*nrhs;
/* dworkd(dR) = lddr*nrhs */
ldworkd = lddr*nrhs;
if (MAGMA_SUCCESS != magma_zmalloc( &dworkd, ldworkd )) {
magma_free( dworks );
fprintf(stderr, "Allocation of dworkd failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dR = dworkd;
/* hworks(workspace for cgeqrs + stau) = min(m,n) + lhworks */
lhwork = (m - n + nb)*(nrhs + nb) + nrhs*nb;
size = lhwork + minmn;
magma_cmalloc_cpu( &hworks, size );
if ( hworks == NULL ) {
magma_free( dworks );
magma_free( dworkd );
fprintf(stderr, "Allocation of hworks failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
stau = hworks + lhwork;
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_zlange(MagmaInfNorm, m, n, dA, ldda, (double*)dworkd );
cte = Anrm * eps * pow((double)n, 0.5) * BWDMAX;
/*
* Convert to single precision
*/
magmablas_zlag2c( m, nrhs, dB, lddb, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
magmablas_zlag2c( m, n, dA, ldda, dSA, lddsa, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// factor dSA in single precision
magma_cgeqrf_gpu( m, n, dSA, lddsa, stau, dST, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// solve dSA*dSX = dB in single precision
magma_cgeqrs_gpu( m, n, nrhs, dSA, lddsa, stau, dST, dSX, lddsx, hworks, lhwork, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// residual dR = dB - dA*dX in double precision
magmablas_clag2z( n, nrhs, dSX, lddsx, dX, lddx, info );
magmablas_zlacpy( MagmaUpperLower, m, nrhs, dB, lddb, dR, lddr );
if ( nrhs == 1 ) {
magma_zgemv( MagmaNoTrans, m, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, nrhs, n,
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 ( m, 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;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
return *info;
REFINEMENT:
/* TODO: this iterative refinement algorithm works only for compatibile
* systems (B in colspan of A).
* See Matrix Computations (3rd ed) p. 267 for correct algorithm. */
for( iiter=1; iiter < ITERMAX; ) {
*info = 0;
// convert residual dR to single precision dSX
magmablas_zlag2c( m, nrhs, dR, lddr, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// solve dSA*dSX = R in single precision
magma_cgeqrs_gpu( m, n, nrhs, dSA, lddsa, stau, dST, dSX, lddsx, hworks, lhwork, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// Add correction and setup residual
// dX += dSX [including conversion] --and--
// dR[1:n] = dB[1:n] (only n rows, not whole m rows! -- useless if m > n)
for( j=0; j < nrhs; j++ ) {
magmablas_zcaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j) );
}
// dR = dB (whole m rows)
magmablas_zlacpy( MagmaUpperLower, m, nrhs, dB, lddb, dR, lddr );
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_zgemv( MagmaNoTrans, m, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, nrhs, n,
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 ( m, 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;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
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_free( dworks );
magma_free_cpu( hworks );
/*
* Allocate temporary buffers
*/
/* dworkd = dT for zgeqrf */
nb = magma_get_zgeqrf_nb( m );
size = (2*min(m, n) + (n+31)/32*32 )*nb;
if ( size > ldworkd ) {
magma_free( dworkd );
if (MAGMA_SUCCESS != magma_zmalloc( &dworkd, size )) {
fprintf(stderr, "Allocation of dworkd2 failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
}
dT = dworkd;
/* hworkd(dtau + workspace for zgeqrs) = min(m,n) + lhwork */
size = lhwork + minmn;
magma_zmalloc_cpu( &hworkd, size );
if ( hworkd == NULL ) {
magma_free( dworkd );
fprintf(stderr, "Allocation of hworkd2 failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
tau = hworkd + lhwork;
magma_zgeqrf_gpu( m, n, dA, ldda, tau, dT, info );
if (*info == 0) {
// if m > n, then dB won't fit in dX, so solve with dB and copy n rows to dX
magma_zgeqrs_gpu( m, n, nrhs, dA, ldda, tau, dT, dB, lddb, hworkd, lhwork, info );
magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx );
}
magma_free( dworkd );
magma_free_cpu( hworkd );
return *info;
}
extern "C" magma_int_t
magma_zcgeqrsv_gpu(magma_int_t m, 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,
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
=======
ZCGEQRSV solves the least squares problem
min || A*X - B ||,
where A is an M-by-N matrix and X and B are M-by-NRHS matrices.
ZCGEQRSV 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
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. M >= 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 M-by-N coefficient matrix A.
On exit, if iterative refinement has been successfully used
(info.EQ.0 and ITER.GE.0, see description below), A is
unchanged. If double precision factorization has been used
(info.EQ.0 and ITER.LT.0, see description below), then the
array dA contains the QR factorization of A as returned by
function DGEQRF_GPU.
LDDA (input) INTEGER
The leading dimension of the array dA. LDDA >= max(1,M).
dB (input or input/output) COMPLEX_16 array on the GPU, dimension (LDDB,NRHS)
The M-by-NRHS right hand side matrix B.
May be overwritten (e.g., if refinement fails).
LDDB (input) INTEGER
The leading dimension of the array dB. LDDB >= max(1,M).
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).
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 SGEQRF
-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
===================================================================== */
#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 *dworkd, *hworkd;
magmaFloatComplex *dworks, *hworks;
magmaDoubleComplex *dR, *tau, *dT;
magmaFloatComplex *dSA, *dSX, *dST, *stau;
magmaDoubleComplex Xnrmv, Rnrmv;
double Anrm, Xnrm, Rnrm, cte, eps;
magma_int_t i, j, iiter, lddsa, lddsx, lddr, nb, lhwork, minmn, size, ldworkd;
/* Check arguments */
*iter = 0;
*info = 0;
if ( m < 0 )
*info = -1;
else if ( n < 0 || n > m )
*info = -2;
else if ( nrhs < 0 )
*info = -3;
else if ( ldda < max(1,m))
*info = -5;
else if ( lddb < max(1,m))
*info = -7;
else if ( lddx < max(1,n))
*info = -9;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if ( m == 0 || n == 0 || nrhs == 0 )
return *info;
nb = magma_get_cgeqrf_nb(m);
minmn= min(m, n);
/* dSX contains both B and X, so must be max(m or lddb,n). */
lddsa = ldda;
lddsx = max(lddb,n);
lddr = lddb;
/*
* Allocate temporary buffers
*/
/* dworks(dSA + dSX + dST) */
size = lddsa*n + lddsx*nrhs + ( 2*minmn + ((n+31)/32)*32 )*nb;
if (MAGMA_SUCCESS != magma_cmalloc( &dworks, size )) {
fprintf(stderr, "Allocation of dworks failed (%d)\n", (int) size);
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dSA = dworks;
dSX = dSA + lddsa*n;
dST = dSX + lddsx*nrhs;
/* dworkd(dR) = lddr*nrhs */
ldworkd = lddr*nrhs;
if (MAGMA_SUCCESS != magma_zmalloc( &dworkd, ldworkd )) {
magma_free( dworks );
fprintf(stderr, "Allocation of dworkd failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dR = dworkd;
/* hworks(workspace for cgeqrs + stau) = min(m,n) + lhworks */
lhwork = (m - n + nb)*(nrhs + nb) + nrhs*nb;
size = lhwork + minmn;
magma_cmalloc_cpu( &hworks, size );
if ( hworks == NULL ) {
magma_free( dworks );
magma_free( dworkd );
fprintf(stderr, "Allocation of hworks failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
stau = hworks + lhwork;
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_zlange('I', m, n, dA, ldda, (double*)dworkd );
cte = Anrm * eps * pow((double)n, 0.5) * BWDMAX;
/*
* Convert to single precision
*/
magmablas_zlag2c( m, nrhs, dB, lddb, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
magmablas_zlag2c( m, n, dA, ldda, dSA, lddsa, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// factor dSA in single precision
magma_cgeqrf_gpu( m, n, dSA, lddsa, stau, dST, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// solve dSA*dSX = dB in single precision
magma_cgeqrs_gpu( m, n, nrhs, dSA, lddsa, stau, dST, dSX, lddsx, hworks, lhwork, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// residual dR = dB - dA*dX in double precision
magmablas_clag2z( n, nrhs, dSX, lddsx, dX, lddx, info );
magmablas_zlacpy( MagmaUpperLower, m, nrhs, dB, lddb, dR, lddr );
if ( nrhs == 1 ) {
magma_zgemv( MagmaNoTrans, m, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, nrhs, n,
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 ( m, 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;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
return *info;
REFINEMENT:
/* TODO: this iterative refinement algorithm works only for compatibile
* systems (B in colspan of A).
* See Matrix Computations (3rd ed) p. 267 for correct algorithm. */
for( iiter=1; iiter < ITERMAX; ) {
*info = 0;
// convert residual dR to single precision dSX
magmablas_zlag2c( m, nrhs, dR, lddr, dSX, lddsx, info );
if (*info != 0) {
*iter = -2;
goto FALLBACK;
}
// solve dSA*dSX = R in single precision
magma_cgeqrs_gpu( m, n, nrhs, dSA, lddsa, stau, dST, dSX, lddsx, hworks, lhwork, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// Add correction and setup residual
// dX += dSX [including conversion] --and--
// dR[1:n] = dB[1:n] (only n rows, not whole m rows! -- useless if m > n)
for( j=0; j < nrhs; j++ ) {
magmablas_zcaxpycp( n, dSX(0,j), dX(0,j), dB(0,j), dR(0,j) );
}
// dR = dB (whole m rows)
magmablas_zlacpy( MagmaUpperLower, m, nrhs, dB, lddb, dR, lddr );
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_zgemv( MagmaNoTrans, m, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( MagmaNoTrans, MagmaNoTrans, m, nrhs, n,
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 ( m, 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;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
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_free( dworks );
magma_free_cpu( hworks );
/*
* Allocate temporary buffers
*/
/* dworkd = dT for zgeqrf */
nb = magma_get_zgeqrf_nb( m );
size = (2*min(m, n) + (n+31)/32*32 )*nb;
if ( size > ldworkd ) {
magma_free( dworkd );
if (MAGMA_SUCCESS != magma_zmalloc( &dworkd, size )) {
fprintf(stderr, "Allocation of dworkd2 failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
}
dT = dworkd;
/* hworkd(dtau + workspace for zgeqrs) = min(m,n) + lhwork */
size = lhwork + minmn;
magma_zmalloc_cpu( &hworkd, size );
if ( hworkd == NULL ) {
magma_free( dworkd );
fprintf(stderr, "Allocation of hworkd2 failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
tau = hworkd + lhwork;
magma_zgeqrf_gpu( m, n, dA, ldda, tau, dT, info );
if (*info == 0) {
// if m > n, then dB won't fit in dX, so solve with dB and copy n rows to dX
magma_zgeqrs_gpu( m, n, nrhs, dA, ldda, tau, dT, dB, lddb, hworkd, lhwork, info );
magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dX, lddx );
}
magma_free( dworkd );
magma_free_cpu( hworkd );
return *info;
}
/**
Purpose
-------
ZGERFS improve the computed solution to a system of linear
equations.
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
---------
@param[in]
trans magma_trans_t
Specifies the form of the system of equations:
- = MagmaNoTrans: A * X = B (No transpose)
- = MagmaTrans: A**T * X = B (Transpose)
- = MagmaConjTrans: A**H * X = B (Conjugate transpose)
@param[in]
n INTEGER
The number of linear equations, i.e., 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]
dA COMPLEX_16 array on the GPU, dimension (ldda,N)
the N-by-N coefficient matrix A.
@param[in]
ldda INTEGER
The leading dimension of the array dA. ldda >= max(1,N).
@param[in]
dB COMPLEX_16 array on the GPU, dimension (lddb,NRHS)
The N-by-NRHS right hand side matrix B.
@param[in]
lddb INTEGER
The leading dimension of the array dB. lddb >= max(1,N).
@param[in, out]
dX COMPLEX_16 array on the GPU, dimension (lddx,NRHS)
On entry, the solution matrix X, as computed by
ZGETRS_NOPIV. On exit, the improved solution matrix X.
@param[in]
lddx INTEGER
The leading dimension of the array dX. lddx >= max(1,N).
@param
dworkd (workspace) COMPLEX_16 array on the GPU, dimension (N*NRHS)
This array is used to hold the residual vectors.
@param
dAF COMPLEX*16 array on the GPU, dimension (ldda,n)
The factors L and U from the factorization A = L*U
as computed by ZGETRF_NOPIV.
@param[out]
iter 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 SGETRF
+ -31: stop the iterative refinement after the 30th iteration
- > 0: iterative refinement has been successfully used.
Returns the number of iterations
@param[out]
info INTEGER
- = 0: successful exit
- < 0: if info = -i, the i-th argument had an illegal value
- > 0: if info = i, U(i,i) computed in DOUBLE PRECISION is
exactly zero. The factorization has been completed,
but the factor U is exactly singular, so the solution
could not be computed.
@ingroup magma_zgesv_driver
********************************************************************/
extern "C" magma_int_t
magma_zgerfs_nopiv_gpu(
magma_trans_t trans, magma_int_t n, magma_int_t nrhs,
magmaDoubleComplex_ptr dA, magma_int_t ldda,
magmaDoubleComplex_ptr dB, magma_int_t lddb,
magmaDoubleComplex_ptr dX, magma_int_t lddx,
magmaDoubleComplex_ptr dworkd, magmaDoubleComplex_ptr dAF,
magma_int_t *iter,
magma_int_t *info)
{
#define dB(i,j) (dB + (i) + (j)*lddb)
#define dX(i,j) (dX + (i) + (j)*lddx)
#define dR(i,j) (dR + (i) + (j)*lddr)
magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
magmaDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t ione = 1;
magmaDoubleComplex_ptr dR;
magmaDoubleComplex Xnrmv, Rnrmv;
double Anrm, Xnrm, Rnrm, cte, eps;
magma_int_t i, j, iiter, lddsa, 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 = -8;
else if ( lddx < max(1,n))
*info = -10;
if (*info != 0) {
magma_xerbla( __func__, -(*info) );
return *info;
}
if ( n == 0 || nrhs == 0 )
return *info;
lddsa = n;
lddr = n;
dR = dworkd;
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_zlange(MagmaInfNorm, n, n, dA, ldda, (double*)dworkd );
cte = Anrm * eps * pow( (double)n, (double)0.5 ) * BWDMAX;
// residual dR = dB - dA*dX in double precision
magmablas_zlacpy( MagmaUpperLower, n, nrhs, dB, lddb, dR, lddr );
if ( nrhs == 1 ) {
magma_zgemv( trans, n, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( trans, MagmaNoTrans, n, nrhs, n,
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 );
// printf("Rnrm : %e, Xnrm*cte : %e\n", Rnrm, Xnrm*cte);
if ( Rnrm > Xnrm*cte ) {
goto REFINEMENT;
}
}
*iter = 0;
return *info;
REFINEMENT:
for( iiter=1; iiter < ITERMAX; ) {
*info = 0;
// solve dAF*dX = dR
// it's okay that dR is used for both dB input and dX output.
magma_zgetrs_nopiv_gpu( trans, n, nrhs, dAF, lddsa, dR, lddr, info );
if (*info != 0) {
*iter = -3;
goto FALLBACK;
}
// Add correction and setup residual
// dX += dR --and--
// dR = dB
// This saves going through dR a second time (if done with one more kernel).
// -- not really: first time is read, second time is write.
for( j=0; j < nrhs; j++ ) {
magmablas_zaxpycp2( n, dR(0,j), dX(0,j), dB(0,j) );
}
// residual dR = dB - dA*dX in double precision
if ( nrhs == 1 ) {
magma_zgemv( trans, n, n,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1 );
}
else {
magma_zgemm( trans, MagmaNoTrans, n, nrhs, n,
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. */
*iter = -ITERMAX - 1;
FALLBACK:
/* Iterative refinement failed to converge to a
* satisfactory solution. */
return *info;
}
extern "C" magma_int_t
magma_zcgeqrsv_gpu(magma_int_t M, magma_int_t N, magma_int_t NRHS,
cuDoubleComplex *dA, magma_int_t ldda,
cuDoubleComplex *dB, magma_int_t lddb,
cuDoubleComplex *dX, magma_int_t lddx,
magma_int_t *iter, magma_int_t *info)
{
/* -- MAGMA (version 1.3.0) --
Univ. of Tennessee, Knoxville
Univ. of California, Berkeley
Univ. of Colorado, Denver
November 2012
Purpose
=======
ZCGEQRSV solves the least squares problem
min || A*X - B ||,
where A is an M-by-N matrix and X and B are M-by-NRHS matrices.
ZCGEQRSV first attempts to factorize the matrix in SINGLE PRECISION
and use this factorization within an iterative refinement procedure
to produce a solution with DOUBLE PRECISION norm-wise backward error
quality (see below). If the approach fails the method switches to a
DOUBLE PRECISION factorization and solve.
The iterative refinement is not going to be a winning strategy if
the ratio SINGLE PRECISION performance over 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
=========
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. M >= N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
A (input or input/output) DOUBLE PRECISION array, dimension (ldda,N)
On entry, the M-by-N coefficient matrix A.
On exit, if iterative refinement has been successfully used
(info.EQ.0 and ITER.GE.0, see description below), A is
unchanged. If double precision factorization has been used
(info.EQ.0 and ITER.LT.0, see description below), then the
array A contains the QR factorization of A as returned by
function DGEQRF_GPU.
ldda (input) INTEGER
The leading dimension of the array A. ldda >= max(1,M).
B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
The M-by-NRHS right hand side matrix B.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,M).
X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
If info = 0, the N-by-NRHS solution matrix X.
LDX (input) INTEGER
The leading dimension of the array X. LDX >= max(1,N).
WORK (workspace) DOUBLE PRECISION array, dimension (N*NRHS)
This array is used to hold the residual vectors.
SWORK (workspace) REAL array, dimension (M*(N+NRHS))
This array is used to store the 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 SGETRF
-31: stop the iterative refinement after the 30th
iterations
> 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
TAU (output) REAL array, dimension (N)
On exit, TAU(i) contains the scalar factor of the elementary
reflector H(i), as returned by magma_cgeqrf_gpu.
LWORK (input) INTEGER
The dimension of the array H_WORK. LWORK >= (M+N+NB)*NB,
where NB can be obtained through magma_get_sgeqrf_nb(M).
H_WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
Higher performance is achieved if H_WORK is in pinned memory, e.g.
allocated using magma_malloc_pinned.
D_WORK (workspace/output) REAL array on the GPU, dimension 2*N*NB,
where NB can be obtained through magma_get_sgeqrf_nb(M).
It starts with NB*NB blocks that store the triangular T
matrices, followed by the NB*NB blocks of the diagonal
inverses for the R matrix.
TAU_D (output) DOUBLE REAL array, dimension (N)
On exit, if the matrix had to be factored in double precision,
TAU(i) contains the scalar factor of the elementary
reflector H(i), as returned by magma_zgeqrf_gpu.
LWORK_D (input) INTEGER
The dimension of the array H_WORK_D. LWORK_D >= (M+N+NB)*NB,
where NB can be obtained through magma_get_dgeqrf_nb(M).
H_WORK_D (workspace/output) DOUBLE REAL array, dimension (MAX(1,LWORK_D))
This memory is unattached if the iterative refinement worked,
otherwise it is used as workspace to factor the matrix in
double precision. Higher performance is achieved if H_WORK_D is
in pinned memory, e.g. allocated using magma_malloc_pinned.
D_WORK_D (workspace/output) DOUBLE REAL array on the GPU, dimension 2*N*NB,
where NB can be obtained through magma_get_dgeqrf_nb(M).
This memory is unattached if the iterative refinement worked,
otherwise it is used as workspace to factor the matrix in
double precision. It starts with NB*NB blocks that store the
triangular T matrices, followed by the NB*NB blocks of the
diagonal inverses for the R matrix.
===================================================================== */
cuDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
cuDoubleComplex c_one = MAGMA_Z_ONE;
magma_int_t ione = 1;
cuDoubleComplex *dworkd, *hworkd;
cuFloatComplex *dworks, *hworks;
cuDoubleComplex *dR, *tau, *dT;
cuFloatComplex *dSA, *dSX, *dST, *stau;
cuDoubleComplex Xnrmv, Rnrmv;
double Anrm, Xnrm, Rnrm, cte, eps;
magma_int_t i, j, iiter, nb, lhwork, minmn, size;
/*
Check The Parameters.
*/
*iter = 0 ;
*info = 0 ;
if ( N < 0 )
*info = -1;
else if(NRHS<0)
*info = -3;
else if( ldda < max(1,N))
*info = -5;
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;
nb = magma_get_cgeqrf_nb(M);
minmn= min(M, N);
/*
* Allocate temporary buffers
*/
/* dworks(dSA + dSX + dST) */
size = ldda*N + N*NRHS + ( 2*minmn + ((N+31)/32)*32 )*nb;
if (MAGMA_SUCCESS != magma_cmalloc( &dworks, size )) {
fprintf(stderr, "Allocation of dworks failed (%d)\n", (int) size);
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dSA = dworks;
dSX = dSA + ldda*N;
dST = dSX + N*NRHS;
/* dworkd(dR) = N*NRHS */
size = N*NRHS;
if (MAGMA_SUCCESS != magma_zmalloc( &dworkd, size )) {
magma_free( dworks );
fprintf(stderr, "Allocation of dworkd failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
dR = dworkd;
/* hworks(stau + workspace for cgeqrs) = min(M,N) + lhworks */
lhwork = nb*max((M-N+nb+2*(NRHS)), 1);
lhwork = max(lhwork, N*nb); /* We hope that magma nb is bigger than lapack nb to have enough memory in workspace */
size = minmn + lhwork;
magma_cmalloc_cpu( &hworks, size );
if ( hworks == NULL ) {
magma_free( dworks );
magma_free( dworkd );
fprintf(stderr, "Allocation of hworks failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
stau = hworks + lhwork;
eps = lapackf77_dlamch("Epsilon");
Anrm = magmablas_zlange('I', M, 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, N, info );
if( *info != 0 ) {
*iter = -2; goto L40;
}
magmablas_zlag2c(N, N, dA, ldda, dSA, ldda, info );
if(*info !=0){
*iter = -2; goto L40;
}
// In an ideal version these variables should come from user.
magma_cgeqrf_gpu(M, N, dSA, ldda, stau, dST, info);
if( *info != 0 ) {
*iter = -3; goto L40;
}
magma_cgeqrs_gpu(M, N, NRHS, dSA, ldda, stau, dST, dSX, N, hworks, lhwork, info);
// dX = dSX
magmablas_clag2z(N, NRHS, dSX, N, dX, lddx, info);
// dR = dB
magmablas_zlacpy(MagmaUpperLower, N, NRHS, dB, lddb, dR, N);
// dR = dB - dA * dX
if( NRHS == 1 )
magma_zgemv( MagmaNoTrans, N, N,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1);
else
magma_zgemm( MagmaNoTrans, MagmaNoTrans, N, NRHS, N,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, N );
for(i=0; i<NRHS; i++){
j = magma_izamax( N, dX+i*N, 1);
magma_zgetmatrix( 1, 1, dX+i*N+j-1, 1, &Xnrmv, 1 );
Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
j = magma_izamax ( N, dR+i*N, 1 );
magma_zgetmatrix( 1, 1, dR+i*N+j-1, 1, &Rnrmv, 1 );
Rnrm = lapackf77_zlange( "F", &ione, &ione, &Rnrmv, &ione, NULL );
if( Rnrm > Xnrm *cte ) goto L10;
}
*iter = 0;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
return *info;
L10:
for(iiter=1; iiter<ITERMAX; ) {
*info = 0 ;
/* Convert R from double precision to single precision
and store the result in SX.
Solve the system SA*SX = SR.
-- These two Tasks are merged here. */
// make SWORK = WORK ... residuals...
magmablas_zlag2c( N, NRHS, dR, N, dSX, N, info );
magma_cgeqrs_gpu( M, N, NRHS, dSA, ldda, stau, dST, dSX, N, hworks, lhwork, info);
if( *info != 0 ){
*iter = -3; goto L40;
}
for(i=0; i<NRHS; i++) {
magmablas_zcaxpycp( dSX+i*N, dX+i*lddx, N, dB+i*lddb, dR+i*N );
}
/* unnecessary may be */
magmablas_zlacpy(MagmaUpperLower, N, NRHS, dB, lddb, dR, N);
if( NRHS == 1 )
magma_zgemv( MagmaNoTrans, N, N,
c_neg_one, dA, ldda,
dX, 1,
c_one, dR, 1);
else
magma_zgemm( MagmaNoTrans, MagmaNoTrans, N, NRHS, N,
c_neg_one, dA, ldda,
dX, lddx,
c_one, dR, N);
/* Check whether the NRHS normwise backward errors satisfy the
stopping criterion. If yes, set ITER=IITER>0 and return. */
for(i=0;i<NRHS;i++)
{
j = magma_izamax( N, dX+i*N, 1);
magma_zgetmatrix( 1, 1, dX+i*N+j-1, 1, &Xnrmv, 1 );
Xnrm = lapackf77_zlange( "F", &ione, &ione, &Xnrmv, &ione, NULL );
j = magma_izamax ( N, dR+i*N, 1 );
magma_zgetmatrix( 1, 1, dR+i*N+j-1, 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 ;
/* Free workspaces */
magma_free( dworks );
magma_free( dworkd );
magma_free_cpu( hworks );
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 ;
L40:
magma_free( dworks );
/*
* Allocate temporary buffers
*/
/* dworkd(dT + tau) = min_mn + min_mn*nb*3 */
nb = magma_get_zgeqrf_nb(M);
size = minmn * (3 * nb + 1);
if ( size > (N*NRHS) ) {
magma_free( dworkd );
if (MAGMA_SUCCESS != magma_zmalloc( &dworkd, size )) {
fprintf(stderr, "Allocation of dworkd2 failed\n");
*info = MAGMA_ERR_DEVICE_ALLOC;
return *info;
}
}
tau = dworkd;
dT = tau + minmn;
/* hworks(stau + workspace for cgeqrs) = min(M,N) + lhworks */
/* re-use hworks memory for hworkd if possible, else re-allocate. */
if ( (2*lhwork) <= (minmn+lhwork) ) {
hworkd = (cuDoubleComplex*) hworks;
}
else {
magma_free_cpu( hworks );
magma_zmalloc_cpu( &hworkd, lhwork );
if ( hworkd == NULL ) {
magma_free( dworkd );
fprintf(stderr, "Allocation of hworkd2 failed\n");
*info = MAGMA_ERR_HOST_ALLOC;
return *info;
}
}
/* Single-precision iterative refinement failed to converge to a
satisfactory solution, so we resort to double precision. */
magma_zgeqrf_gpu(M, N, dA, ldda, tau, dT, info);
if ( *info == 0 ) {
magmablas_zlacpy(MagmaUpperLower, N, NRHS, dB, lddb, dX, lddx);
magma_zgeqrs_gpu(M, N, NRHS, dA, ldda, tau, dT, dX, lddx, hworkd, lhwork, info);
}
magma_free( dworkd );
magma_free_cpu( hworkd );
return *info;
}
