MAGMA  2.0.0
Matrix Algebra for GPU and Multicore Architectures
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double precision

Functions

magma_int_t magma_dposv (magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, double *A, magma_int_t lda, double *B, magma_int_t ldb, magma_int_t *info)
 DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. More...
 
magma_int_t magma_dposv_batched (magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, double **dA_array, magma_int_t ldda, double **dB_array, magma_int_t lddb, magma_int_t *dinfo_array, magma_int_t batchCount, magma_queue_t queue)
 DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. More...
 
magma_int_t magma_dposv_gpu (magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, magmaDouble_ptr dA, magma_int_t ldda, magmaDouble_ptr dB, magma_int_t lddb, magma_int_t *info)
 DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. More...
 
magma_int_t magma_dsposv_gpu (magma_uplo_t uplo, magma_int_t n, magma_int_t nrhs, magmaDouble_ptr dA, magma_int_t ldda, magmaDouble_ptr dB, magma_int_t lddb, magmaDouble_ptr dX, magma_int_t lddx, magmaDouble_ptr dworkd, magmaFloat_ptr dworks, magma_int_t *iter, magma_int_t *info)
 DSPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. More...
 

Detailed Description

Function Documentation

magma_int_t magma_dposv ( magma_uplo_t  uplo,
magma_int_t  n,
magma_int_t  nrhs,
double *  A,
magma_int_t  lda,
double *  B,
magma_int_t  ldb,
magma_int_t *  info 
)

DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices.

The Cholesky decomposition is used to factor A as A = U**H * U, if UPLO = MagmaUpper, or A = L * L**H, if UPLO = MagmaLower, where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.

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,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**H*U or A = L*L**H.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max(1,N).
[in,out]BDOUBLE_PRECISION array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.
[in]ldbINTEGER The leading dimension of the array B. LDB >= max(1,N).
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
magma_int_t magma_dposv_batched ( magma_uplo_t  uplo,
magma_int_t  n,
magma_int_t  nrhs,
double **  dA_array,
magma_int_t  ldda,
double **  dB_array,
magma_int_t  lddb,
magma_int_t *  dinfo_array,
magma_int_t  batchCount,
magma_queue_t  queue 
)

DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices.

The Cholesky decomposition is used to factor A as A = U**H * U, if UPLO = MagmaUpper, or A = L * L**H, if UPLO = MagmaLower, where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.

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,out]dA_arrayArray of pointers, dimension (batchCount). Each is a DOUBLE_PRECISION array on the GPU, dimension (LDDA,N) On entry, each pointer is a 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 dA 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 corresponding entry in dinfo_array = 0, each pointer is the factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H.
[in]lddaINTEGER The leading dimension of each array A. LDA >= max(1,N).
[in,out]dB_arrayArray of pointers, dimension (batchCount). Each is a DOUBLE_PRECISION array on the GPU, dimension (LDB,NRHS) On entry, each pointer is a right hand side matrix B. On exit, each pointer is the corresponding solution matrix X.
[in]lddbINTEGER The leading dimension of each array B. LDB >= max(1,N).
[out]dinfo_arrayArray of INTEGERs, dimension (batchCount), for corresponding matrices.
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
[in]batchCountINTEGER The number of matrices to operate on.
[in]queuemagma_queue_t Queue to execute in.
magma_int_t magma_dposv_gpu ( magma_uplo_t  uplo,
magma_int_t  n,
magma_int_t  nrhs,
magmaDouble_ptr  dA,
magma_int_t  ldda,
magmaDouble_ptr  dB,
magma_int_t  lddb,
magma_int_t *  info 
)

DPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices.

The Cholesky decomposition is used to factor A as A = U**H * U, if UPLO = MagmaUpper, or A = L * L**H, if UPLO = MagmaLower, where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.

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,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**H*U or dA = L*L**H.
[in]lddaINTEGER The leading dimension of the array A. LDA >= max(1,N).
[in,out]dBDOUBLE_PRECISION array on the GPU, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.
[in]lddbINTEGER The leading dimension of the array B. LDB >= max(1,N).
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
magma_int_t magma_dsposv_gpu ( magma_uplo_t  uplo,
magma_int_t  n,
magma_int_t  nrhs,
magmaDouble_ptr  dA,
magma_int_t  ldda,
magmaDouble_ptr  dB,
magma_int_t  lddb,
magmaDouble_ptr  dX,
magma_int_t  lddx,
magmaDouble_ptr  dworkd,
magmaFloat_ptr  dworks,
magma_int_t *  iter,
magma_int_t *  info 
)

DSPOSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices.

DSPOSV first attempts to factorize the matrix in real SINGLE PRECISION and use this factorization within an iterative refinement procedure to produce a solution with real DOUBLE PRECISION norm-wise backward error quality (see below). If the approach fails the method switches to a real DOUBLE PRECISION factorization and solve.

The iterative refinement is not going to be a winning strategy if the ratio real SINGLE PRECISION performance over real 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.

Parameters
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The number of linear equations, i.e., 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,out]dADOUBLE PRECISION array on the GPU, dimension (LDDA,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 iterative refinement has been successfully used (INFO.EQ.0 and ITER.GE.0, see description below), then A is unchanged, if double factorization has been used (INFO.EQ.0 and ITER.LT.0, see description below), then the array dA contains the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T.
[in]lddaINTEGER The leading dimension of the array dA. LDDA >= max(1,N).
[in]dBDOUBLE PRECISION array on the GPU, dimension (LDDB,NRHS) The N-by-NRHS right hand side matrix B.
[in]lddbINTEGER The leading dimension of the array dB. LDDB >= max(1,N).
[out]dXDOUBLE PRECISION array on the GPU, dimension (LDDX,NRHS) If INFO = 0, the N-by-NRHS solution matrix X.
[in]lddxINTEGER The leading dimension of the array dX. LDDX >= max(1,N).
dworkd(workspace) DOUBLE PRECISION array on the GPU, dimension (N*NRHS) This array is used to hold the residual vectors.
dworks(workspace) SINGLE PRECISION array on the GPU, dimension (N*(N+NRHS)) This array is used to store the real single precision matrix and the right-hand sides or solutions in single precision.
[out]iterINTEGER
  • < 0: iterative refinement has failed, double precision factorization has been performed
    • -1 : the routine fell back to full precision for implementation- or machine-specific reasons
    • -2 : narrowing the precision induced an overflow, the routine fell back to full precision
    • -3 : failure of SPOTRF
    • -31: stop the iterative refinement after the 30th iteration
  • > 0: iterative refinement has been successfully used. Returns the number of iterations
[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 of (DOUBLE PRECISION) A is not positive definite, so the factorization could not be completed, and the solution has not been computed.