MAGMA  1.5.0
Matrix Algebra for GPU and Multicore Architectures
 All Functions Groups

Functions

magma_int_t magma_dpotrf (magma_uplo_t uplo, magma_int_t n, double *A, magma_int_t lda, magma_int_t *info)
 DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. More...
 
magma_int_t magma_dpotrf2_mgpu (int num_gpus, magma_uplo_t uplo, magma_int_t m, magma_int_t n, magma_int_t off_i, magma_int_t off_j, magma_int_t nb, double **d_lA, magma_int_t ldda, double **d_lP, magma_int_t lddp, double *A, magma_int_t lda, magma_int_t h, magma_queue_t stream[][3], magma_event_t event[][5], magma_int_t *info)
 DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA. More...
 
magma_int_t magma_dpotrf3_mgpu (magma_int_t num_gpus, magma_uplo_t uplo, magma_int_t m, magma_int_t n, magma_int_t off_i, magma_int_t off_j, magma_int_t nb, double *d_lA[], magma_int_t ldda, double *d_lP[], magma_int_t lddp, double *A, magma_int_t lda, magma_int_t h, magma_queue_t stream[][3], magma_event_t event[][5], magma_int_t *info)
 DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA. More...
 
magma_int_t magma_dpotrf_gpu (magma_uplo_t uplo, magma_int_t n, double *dA, magma_int_t ldda, magma_int_t *info)
 DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA. More...
 
magma_int_t magma_dpotrf_m (magma_int_t num_gpus, magma_uplo_t uplo, magma_int_t n, double *A, magma_int_t lda, magma_int_t *info)
 DPOTRF_OOC computes the Cholesky factorization of a real symmetric positive definite matrix A. More...
 
magma_int_t magma_dpotrf_mgpu (magma_int_t num_gpus, magma_uplo_t uplo, magma_int_t n, double **d_lA, magma_int_t ldda, magma_int_t *info)
 DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA. More...
 
magma_int_t magma_dpotri (magma_uplo_t uplo, magma_int_t n, double *A, magma_int_t lda, magma_int_t *info)
 DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. More...
 
magma_int_t magma_dpotri_gpu (magma_uplo_t uplo, magma_int_t n, double *dA, magma_int_t ldda, magma_int_t *info)
 DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. More...
 
magma_int_t magma_dpotrs_gpu (magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, double *dA, magma_int_t ldda, double *dB, magma_int_t lddb, magma_int_t *info)
 DPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. More...
 

Detailed Description

Function Documentation

magma_int_t magma_dpotrf ( magma_uplo_t  uplo,
magma_int_t  n,
double *  A,
magma_int_t  lda,
magma_int_t *  info 
)

DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.

This version does not require work space on the GPU passed as input. GPU memory is allocated in the routine.

The factorization has the form A = U**T * U, if uplo = MagmaUpper, or A = L * L**T, if uplo = MagmaLower, where U is an upper triangular matrix and L is lower triangular.

This is the block version of the algorithm, calling Level 3 BLAS. If the current stream is NULL, this version replaces it with user defined stream to overlap computation with communication.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]ADOUBLE_PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If uplo = MagmaUpper, 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 = MagmaLower, 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 INFO = 0, the factor U or L from the Cholesky factorization A = U**T * U or A = L * L**T.
Higher performance is achieved if A is in pinned memory, e.g. allocated using magma_malloc_pinned.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max(1,N).
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value or another error occured, such as memory allocation failed.
  • > 0: if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed.
magma_int_t magma_dpotrf2_mgpu ( int  num_gpus,
magma_uplo_t  uplo,
magma_int_t  m,
magma_int_t  n,
magma_int_t  off_i,
magma_int_t  off_j,
magma_int_t  nb,
double **  d_lA,
magma_int_t  ldda,
double **  d_lP,
magma_int_t  lddp,
double *  A,
magma_int_t  lda,
magma_int_t  h,
magma_queue_t  stream[][3],
magma_event_t  event[][5],
magma_int_t *  info 
)

DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA.

The factorization has the form dA = U**T * U, if UPLO = MagmaUpper, or dA = L * L**T, if UPLO = MagmaLower, where U is an upper triangular matrix and L is lower triangular.

This is the block version of the algorithm, calling Level 3 BLAS.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of dA is stored;
  • = MagmaLower: Lower triangle of dA is stored.
[in]nINTEGER The order of the matrix dA. N >= 0.
[in,out]dADOUBLE_PRECISION array on the GPU, dimension (LDDA,N) On entry, the symmetric 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.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization dA = U**T * U or dA = L * L**T.
[in]lddaINTEGER The leading dimension of the array dA. LDDA >= max(1,N). To benefit from coalescent memory accesses LDDA must be divisible by 16.
[out]infoINTEGER
  • = 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 is not positive definite, and the factorization could not be completed.
magma_int_t magma_dpotrf3_mgpu ( magma_int_t  num_gpus,
magma_uplo_t  uplo,
magma_int_t  m,
magma_int_t  n,
magma_int_t  off_i,
magma_int_t  off_j,
magma_int_t  nb,
double *  d_lA[],
magma_int_t  ldda,
double *  d_lP[],
magma_int_t  lddp,
double *  A,
magma_int_t  lda,
magma_int_t  h,
magma_queue_t  stream[][3],
magma_event_t  event[][5],
magma_int_t *  info 
)

DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA.

Auxiliary subroutine for dpotrf2_ooc. It is multiple gpu interface to compute Cholesky of a "rectangular" matrix.

The factorization has the form dA = U**T * U, if UPLO = MagmaUpper, or dA = L * L**T, if UPLO = MagmaLower, where U is an upper triangular matrix and L is lower triangular.

This is the block version of the algorithm, calling Level 3 BLAS.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of dA is stored;
  • = MagmaLower: Lower triangle of dA is stored.
[in]nINTEGER The order of the matrix dA. N >= 0.
[in,out]dADOUBLE_PRECISION array on the GPU, dimension (LDDA,N) On entry, the symmetric 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.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization dA = U**T * U or dA = L * L**T.
[in]lddaINTEGER The leading dimension of the array dA. LDDA >= max(1,N). To benefit from coalescent memory accesses LDDA must be divisible by 16.
[out]infoINTEGER
  • = 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 is not positive definite, and the factorization could not be completed.
magma_int_t magma_dpotrf_gpu ( magma_uplo_t  uplo,
magma_int_t  n,
double *  dA,
magma_int_t  ldda,
magma_int_t *  info 
)

DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA.

The factorization has the form dA = U**T * U, if UPLO = MagmaUpper, or dA = L * L**T, if UPLO = MagmaLower, where U is an upper triangular matrix and L is lower triangular.

This is the block version of the algorithm, calling Level 3 BLAS. If the current stream is NULL, this version replaces it with user defined stream to overlap computation with communication.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of dA is stored;
  • = MagmaLower: Lower triangle of dA is stored.
[in]nINTEGER The order of the matrix dA. N >= 0.
[in,out]dADOUBLE_PRECISION array on the GPU, dimension (LDDA,N) On entry, the symmetric 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.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization dA = U**T * U or dA = L * L**T.
[in]lddaINTEGER The leading dimension of the array dA. LDDA >= max(1,N). To benefit from coalescent memory accesses LDDA must be divisible by 16.
[out]infoINTEGER
  • = 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 is not positive definite, and the factorization could not be completed.
magma_int_t magma_dpotrf_m ( magma_int_t  num_gpus,
magma_uplo_t  uplo,
magma_int_t  n,
double *  A,
magma_int_t  lda,
magma_int_t *  info 
)

DPOTRF_OOC computes the Cholesky factorization of a real symmetric positive definite matrix A.

This version does not require work space on the GPU passed as input. GPU memory is allocated in the routine. The matrix A may not fit entirely in the GPU memory.

The factorization has the form A = U**T * U, if UPLO = MagmaUpper, or A = L * L**T, if UPLO = MagmaLower, where U is an upper triangular matrix and L is lower triangular.

This is the block version of the algorithm, calling Level 3 BLAS.

Parameters
[in]num_gpusINTEGER The number of GPUs. num_gpus > 0.
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]ADOUBLE_PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = MagmaUpper, 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 = MagmaLower, 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 INFO = 0, the factor U or L from the Cholesky factorization A = U**T * U or A = L * L**T.
Higher performance is achieved if A is in pinned memory, e.g. allocated using magma_malloc_pinned.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max(1,N).
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value or another error occured, such as memory allocation failed.
  • > 0: if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed.
magma_int_t magma_dpotrf_mgpu ( magma_int_t  num_gpus,
magma_uplo_t  uplo,
magma_int_t  n,
double **  d_lA,
magma_int_t  ldda,
magma_int_t *  info 
)

DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix dA.

The factorization has the form dA = U**T * U, if UPLO = MagmaUpper, or dA = L * L**T, if UPLO = MagmaLower, where U is an upper triangular matrix and L is lower triangular.

This is the block version of the algorithm, calling Level 3 BLAS.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of dA is stored;
  • = MagmaLower: Lower triangle of dA is stored.
[in]nINTEGER The order of the matrix dA. N >= 0.
[in,out]dADOUBLE_PRECISION array on the GPU, dimension (LDDA,N) On entry, the symmetric 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.
On exit, if INFO = 0, the factor U or L from the Cholesky factorization dA = U**T * U or dA = L * L**T.
[in]lddaINTEGER The leading dimension of the array dA. LDDA >= max(1,N). To benefit from coalescent memory accesses LDDA must be divisible by 16.
[out]infoINTEGER
  • = 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 is not positive definite, and the factorization could not be completed.
magma_int_t magma_dpotri ( magma_uplo_t  uplo,
magma_int_t  n,
double *  A,
magma_int_t  lda,
magma_int_t *  info 
)

DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]ADOUBLE_PRECISION array, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max(1,N).
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
  • > 0: if INFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.
magma_int_t magma_dpotri_gpu ( magma_uplo_t  uplo,
magma_int_t  n,
double *  dA,
magma_int_t  ldda,
magma_int_t *  info 
)

DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]dADOUBLE_PRECISION array on the GPU, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.
[in]lddaINTEGER The leading dimension of the array dA. LDDA >= max(1,N).
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
  • > 0: if INFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.
magma_int_t magma_dpotrs_gpu ( magma_uplo_t  uplo,
magma_int_t  n,
magma_int_t  nrhs,
double *  dA,
magma_int_t  ldda,
double *  dB,
magma_int_t  lddb,
magma_int_t *  info 
)

DPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in]nrhsINTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
[in]dADOUBLE_PRECISION array on the GPU, dimension (LDDA,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF.
[in]lddaINTEGER The leading dimension of the array A. LDDA >= max(1,N).
[in,out]dBDOUBLE_PRECISION array on the GPU, dimension (LDDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.
[in]lddbINTEGER The leading dimension of the array B. LDDB >= max(1,N).
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value