Date: 2022-11-02T11:46:03+00:00

Actual source code: fnutil.c
slepc-3.18.1 2022-11-02
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain

      6:    This file is part of SLEPc.
      7:    SLEPc is distributed under a 2-clause BSD license (see LICENSE).
      8:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      9: */
     10: /*
     11:    Utility subroutines common to several impls
     12: */

     14: #include <slepc/private/fnimpl.h>
     15: #include <slepcblaslapack.h>

     17: /*
     18:    Compute the square root of an upper quasi-triangular matrix T,
     19:    using Higham's algorithm (LAA 88, 1987). T is overwritten with sqrtm(T).
     20:  */
     21: static PetscErrorCode SlepcMatDenseSqrt(PetscBLASInt n,PetscScalar *T,PetscBLASInt ld)
     22: {
     23:   PetscScalar  one=1.0,mone=-1.0;
     24:   PetscReal    scal;
     25:   PetscBLASInt i,j,si,sj,r,ione=1,info;
     26: #if !defined(PETSC_USE_COMPLEX)
     27:   PetscReal    alpha,theta,mu,mu2;
     28: #endif

     30:   for (j=0;j<n;j++) {
     31: #if defined(PETSC_USE_COMPLEX)
     32:     sj = 1;
     33:     T[j+j*ld] = PetscSqrtScalar(T[j+j*ld]);
     34: #else
     35:     sj = (j==n-1 || T[j+1+j*ld] == 0.0)? 1: 2;
     36:     if (sj==1) {
     38:       T[j+j*ld] = PetscSqrtReal(T[j+j*ld]);
     39:     } else {
     40:       /* square root of 2x2 block */
     41:       theta = (T[j+j*ld]+T[j+1+(j+1)*ld])/2.0;
     42:       mu    = (T[j+j*ld]-T[j+1+(j+1)*ld])/2.0;
     43:       mu2   = -mu*mu-T[j+1+j*ld]*T[j+(j+1)*ld];
     44:       mu    = PetscSqrtReal(mu2);
     45:       if (theta>0.0) alpha = PetscSqrtReal((theta+PetscSqrtReal(theta*theta+mu2))/2.0);
     46:       else alpha = mu/PetscSqrtReal(2.0*(-theta+PetscSqrtReal(theta*theta+mu2)));
     47:       T[j+j*ld]       /= 2.0*alpha;
     48:       T[j+1+(j+1)*ld] /= 2.0*alpha;
     49:       T[j+(j+1)*ld]   /= 2.0*alpha;
     50:       T[j+1+j*ld]     /= 2.0*alpha;
     51:       T[j+j*ld]       += alpha-theta/(2.0*alpha);
     52:       T[j+1+(j+1)*ld] += alpha-theta/(2.0*alpha);
     53:     }
     54: #endif
     55:     for (i=j-1;i>=0;i--) {
     56: #if defined(PETSC_USE_COMPLEX)
     57:       si = 1;
     58: #else
     59:       si = (i==0 || T[i+(i-1)*ld] == 0.0)? 1: 2;
     60:       if (si==2) i--;
     61: #endif
     62:       /* solve Sylvester equation of order si x sj */
     63:       r = j-i-si;
     64:       if (r) PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&si,&sj,&r,&mone,T+i+(i+si)*ld,&ld,T+i+si+j*ld,&ld,&one,T+i+j*ld,&ld));
     65:       PetscCallBLAS("LAPACKtrsyl",LAPACKtrsyl_("N","N",&ione,&si,&sj,T+i+i*ld,&ld,T+j+j*ld,&ld,T+i+j*ld,&ld,&scal,&info));
     66:       SlepcCheckLapackInfo("trsyl",info);
     68:     }
     69:     if (sj==2) j++;
     70:   }
     71:   return 0;
     72: }

     74: #define BLOCKSIZE 64

     76: /*
     77:    Schur method for the square root of an upper quasi-triangular matrix T.
     78:    T is overwritten with sqrtm(T).
     79:    If firstonly then only the first column of T will contain relevant values.
     80:  */
     81: PetscErrorCode FNSqrtmSchur(FN fn,PetscBLASInt n,PetscScalar *T,PetscBLASInt ld,PetscBool firstonly)
     82: {
     83:   PetscBLASInt   i,j,k,r,ione=1,sdim,lwork,*s,*p,info,bs=BLOCKSIZE;
     84:   PetscScalar    *wr,*W,*Q,*work,one=1.0,zero=0.0,mone=-1.0;
     85:   PetscInt       m,nblk;
     86:   PetscReal      scal;
     87: #if defined(PETSC_USE_COMPLEX)
     88:   PetscReal      *rwork;
     89: #else
     90:   PetscReal      *wi;
     91: #endif

     93:   m     = n;
     94:   nblk  = (m+bs-1)/bs;
     95:   lwork = 5*n;
     96:   k     = firstonly? 1: n;

     98:   /* compute Schur decomposition A*Q = Q*T */
     99: #if !defined(PETSC_USE_COMPLEX)
    100:   PetscMalloc7(m,&wr,m,&wi,m*k,&W,m*m,&Q,lwork,&work,nblk,&s,nblk,&p);
    101:   PetscCallBLAS("LAPACKgees",LAPACKgees_("V","N",NULL,&n,T,&ld,&sdim,wr,wi,Q,&ld,work,&lwork,NULL,&info));
    102: #else
    103:   PetscMalloc7(m,&wr,m,&rwork,m*k,&W,m*m,&Q,lwork,&work,nblk,&s,nblk,&p);
    104:   PetscCallBLAS("LAPACKgees",LAPACKgees_("V","N",NULL,&n,T,&ld,&sdim,wr,Q,&ld,work,&lwork,rwork,NULL,&info));
    105: #endif
    106:   SlepcCheckLapackInfo("gees",info);

    108:   /* determine block sizes and positions, to avoid cutting 2x2 blocks */
    109:   j = 0;
    110:   p[j] = 0;
    111:   do {
    112:     s[j] = PetscMin(bs,n-p[j]);
    113: #if !defined(PETSC_USE_COMPLEX)
    114:     if (p[j]+s[j]!=n && T[p[j]+s[j]+(p[j]+s[j]-1)*ld]!=0.0) s[j]++;
    115: #endif
    116:     if (p[j]+s[j]==n) break;
    117:     j++;
    118:     p[j] = p[j-1]+s[j-1];
    119:   } while (1);
    120:   nblk = j+1;

    122:   for (j=0;j<nblk;j++) {
    123:     /* evaluate f(T_jj) */
    124:     SlepcMatDenseSqrt(s[j],T+p[j]+p[j]*ld,ld);
    125:     for (i=j-1;i>=0;i--) {
    126:       /* solve Sylvester equation for block (i,j) */
    127:       r = p[j]-p[i]-s[i];
    128:       if (r) PetscCallBLAS("BLASgemm",BLASgemm_("N","N",s+i,s+j,&r,&mone,T+p[i]+(p[i]+s[i])*ld,&ld,T+p[i]+s[i]+p[j]*ld,&ld,&one,T+p[i]+p[j]*ld,&ld));
    129:       PetscCallBLAS("LAPACKtrsyl",LAPACKtrsyl_("N","N",&ione,s+i,s+j,T+p[i]+p[i]*ld,&ld,T+p[j]+p[j]*ld,&ld,T+p[i]+p[j]*ld,&ld,&scal,&info));
    130:       SlepcCheckLapackInfo("trsyl",info);
    132:     }
    133:   }

    135:   /* backtransform B = Q*T*Q' */
    136:   PetscCallBLAS("BLASgemm",BLASgemm_("N","C",&n,&k,&n,&one,T,&ld,Q,&ld,&zero,W,&ld));
    137:   PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&k,&n,&one,Q,&ld,W,&ld,&zero,T,&ld));

    139:   /* flop count: Schur decomposition, triangular square root, and backtransform */
    140:   PetscLogFlops(25.0*n*n*n+n*n*n/3.0+4.0*n*n*k);

    142: #if !defined(PETSC_USE_COMPLEX)
    143:   PetscFree7(wr,wi,W,Q,work,s,p);
    144: #else
    145:   PetscFree7(wr,rwork,W,Q,work,s,p);
    146: #endif
    147:   return 0;
    148: }

    150: #define DBMAXIT 25

    152: /*
    153:    Computes the principal square root of the matrix T using the product form
    154:    of the Denman-Beavers iteration.
    155:    T is overwritten with sqrtm(T) or inv(sqrtm(T)) depending on flag inv.
    156:  */
    157: PetscErrorCode FNSqrtmDenmanBeavers(FN fn,PetscBLASInt n,PetscScalar *T,PetscBLASInt ld,PetscBool inv)
    158: {
    159:   PetscScalar        *Told,*M=NULL,*invM,*work,work1,prod,alpha;
    160:   PetscScalar        szero=0.0,sone=1.0,smone=-1.0,spfive=0.5,sp25=0.25;
    161:   PetscReal          tol,Mres=0.0,detM,g,reldiff,fnormdiff,fnormT,rwork[1];
    162:   PetscBLASInt       N,i,it,*piv=NULL,info,query=-1,lwork;
    163:   const PetscBLASInt one=1;
    164:   PetscBool          converged=PETSC_FALSE,scale;
    165:   unsigned int       ftz;

    167:   N = n*n;
    168:   tol = PetscSqrtReal((PetscReal)n)*PETSC_MACHINE_EPSILON/2;
    169:   scale = PetscDefined(USE_REAL_SINGLE)? PETSC_FALSE: PETSC_TRUE;
    170:   SlepcSetFlushToZero(&ftz);

    172:   /* query work size */
    173:   PetscCallBLAS("LAPACKgetri",LAPACKgetri_(&n,M,&ld,piv,&work1,&query,&info));
    174:   PetscBLASIntCast((PetscInt)PetscRealPart(work1),&lwork);
    175:   PetscMalloc5(lwork,&work,n,&piv,n*n,&Told,n*n,&M,n*n,&invM);
    176:   PetscArraycpy(M,T,n*n);

    178:   if (inv) {  /* start recurrence with I instead of A */
    179:     PetscArrayzero(T,n*n);
    180:     for (i=0;i<n;i++) T[i+i*ld] += 1.0;
    181:   }

    183:   for (it=0;it<DBMAXIT && !converged;it++) {

    185:     if (scale) {  /* g = (abs(det(M)))^(-1/(2*n)) */
    186:       PetscArraycpy(invM,M,n*n);
    187:       PetscCallBLAS("LAPACKgetrf",LAPACKgetrf_(&n,&n,invM,&ld,piv,&info));
    188:       SlepcCheckLapackInfo("getrf",info);
    189:       prod = invM[0];
    190:       for (i=1;i<n;i++) prod *= invM[i+i*ld];
    191:       detM = PetscAbsScalar(prod);
    192:       g = (detM>PETSC_MAX_REAL)? 0.5: PetscPowReal(detM,-1.0/(2.0*n));
    193:       alpha = g;
    194:       PetscCallBLAS("BLASscal",BLASscal_(&N,&alpha,T,&one));
    195:       alpha = g*g;
    196:       PetscCallBLAS("BLASscal",BLASscal_(&N,&alpha,M,&one));
    197:       PetscLogFlops(2.0*n*n*n/3.0+2.0*n*n);
    198:     }

    200:     PetscArraycpy(Told,T,n*n);
    201:     PetscArraycpy(invM,M,n*n);

    203:     PetscCallBLAS("LAPACKgetrf",LAPACKgetrf_(&n,&n,invM,&ld,piv,&info));
    204:     SlepcCheckLapackInfo("getrf",info);
    205:     PetscCallBLAS("LAPACKgetri",LAPACKgetri_(&n,invM,&ld,piv,work,&lwork,&info));
    206:     SlepcCheckLapackInfo("getri",info);
    207:     PetscLogFlops(2.0*n*n*n/3.0+4.0*n*n*n/3.0);

    209:     for (i=0;i<n;i++) invM[i+i*ld] += 1.0;
    210:     PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&n,&n,&spfive,Told,&ld,invM,&ld,&szero,T,&ld));
    211:     for (i=0;i<n;i++) invM[i+i*ld] -= 1.0;

    213:     PetscCallBLAS("BLASaxpy",BLASaxpy_(&N,&sone,invM,&one,M,&one));
    214:     PetscCallBLAS("BLASscal",BLASscal_(&N,&sp25,M,&one));
    215:     for (i=0;i<n;i++) M[i+i*ld] -= 0.5;
    216:     PetscLogFlops(2.0*n*n*n+2.0*n*n);

    218:     Mres = LAPACKlange_("F",&n,&n,M,&n,rwork);
    219:     for (i=0;i<n;i++) M[i+i*ld] += 1.0;

    221:     if (scale) {
    222:       /* reldiff = norm(T - Told,'fro')/norm(T,'fro') */
    223:       PetscCallBLAS("BLASaxpy",BLASaxpy_(&N,&smone,T,&one,Told,&one));
    224:       fnormdiff = LAPACKlange_("F",&n,&n,Told,&n,rwork);
    225:       fnormT = LAPACKlange_("F",&n,&n,T,&n,rwork);
    226:       PetscLogFlops(7.0*n*n);
    227:       reldiff = fnormdiff/fnormT;
    228:       PetscInfo(fn,"it: %" PetscBLASInt_FMT " reldiff: %g scale: %g tol*scale: %g\n",it,(double)reldiff,(double)g,(double)(tol*g));
    229:       if (reldiff<1e-2) scale = PETSC_FALSE;  /* Switch off scaling */
    230:     }

    232:     if (Mres<=tol) converged = PETSC_TRUE;
    233:   }

    236:   PetscFree5(work,piv,Told,M,invM);
    237:   SlepcResetFlushToZero(&ftz);
    238:   return 0;
    239: }

    241: #define NSMAXIT 50

    243: /*
    244:    Computes the principal square root of the matrix A using the Newton-Schulz iteration.
    245:    T is overwritten with sqrtm(T) or inv(sqrtm(T)) depending on flag inv.
    246:  */
    247: PetscErrorCode FNSqrtmNewtonSchulz(FN fn,PetscBLASInt n,PetscScalar *A,PetscBLASInt ld,PetscBool inv)
    248: {
    249:   PetscScalar    *Y=A,*Yold,*Z,*Zold,*M;
    250:   PetscScalar    szero=0.0,sone=1.0,smone=-1.0,spfive=0.5,sthree=3.0;
    251:   PetscReal      sqrtnrm,tol,Yres=0.0,nrm,rwork[1],done=1.0;
    252:   PetscBLASInt   info,i,it,N,one=1,zero=0;
    253:   PetscBool      converged=PETSC_FALSE;
    254:   unsigned int   ftz;

    256:   N = n*n;
    257:   tol = PetscSqrtReal((PetscReal)n)*PETSC_MACHINE_EPSILON/2;
    258:   SlepcSetFlushToZero(&ftz);

    260:   PetscMalloc4(N,&Yold,N,&Z,N,&Zold,N,&M);

    262:   /* scale */
    263:   PetscArraycpy(Z,A,N);
    264:   for (i=0;i<n;i++) Z[i+i*ld] -= 1.0;
    265:   nrm = LAPACKlange_("fro",&n,&n,Z,&n,rwork);
    266:   sqrtnrm = PetscSqrtReal(nrm);
    267:   PetscCallBLAS("LAPACKlascl",LAPACKlascl_("G",&zero,&zero,&nrm,&done,&N,&one,A,&N,&info));
    268:   SlepcCheckLapackInfo("lascl",info);
    269:   tol *= nrm;
    270:   PetscInfo(fn,"||I-A||_F = %g, new tol: %g\n",(double)nrm,(double)tol);
    271:   PetscLogFlops(2.0*n*n);

    273:   /* Z = I */
    274:   PetscArrayzero(Z,N);
    275:   for (i=0;i<n;i++) Z[i+i*ld] = 1.0;

    277:   for (it=0;it<NSMAXIT && !converged;it++) {
    278:     /* Yold = Y, Zold = Z */
    279:     PetscArraycpy(Yold,Y,N);
    280:     PetscArraycpy(Zold,Z,N);

    282:     /* M = (3*I-Zold*Yold) */
    283:     PetscArrayzero(M,N);
    284:     for (i=0;i<n;i++) M[i+i*ld] = sthree;
    285:     PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&n,&n,&smone,Zold,&ld,Yold,&ld,&sone,M,&ld));

    287:     /* Y = (1/2)*Yold*M, Z = (1/2)*M*Zold */
    288:     PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&n,&n,&spfive,Yold,&ld,M,&ld,&szero,Y,&ld));
    289:     PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&n,&n,&spfive,M,&ld,Zold,&ld,&szero,Z,&ld));

    291:     /* reldiff = norm(Y-Yold,'fro')/norm(Y,'fro') */
    292:     PetscCallBLAS("BLASaxpy",BLASaxpy_(&N,&smone,Y,&one,Yold,&one));
    293:     Yres = LAPACKlange_("fro",&n,&n,Yold,&n,rwork);
    295:     if (Yres<=tol) converged = PETSC_TRUE;
    296:     PetscInfo(fn,"it: %" PetscBLASInt_FMT " res: %g\n",it,(double)Yres);

    298:     PetscLogFlops(6.0*n*n*n+2.0*n*n);
    299:   }

    303:   /* undo scaling */
    304:   if (inv) {
    305:     PetscArraycpy(A,Z,N);
    306:     PetscCallBLAS("LAPACKlascl",LAPACKlascl_("G",&zero,&zero,&sqrtnrm,&done,&N,&one,A,&N,&info));
    307:   } else PetscCallBLAS("LAPACKlascl",LAPACKlascl_("G",&zero,&zero,&done,&sqrtnrm,&N,&one,A,&N,&info));
    308:   SlepcCheckLapackInfo("lascl",info);

    310:   PetscFree4(Yold,Z,Zold,M);
    311:   SlepcResetFlushToZero(&ftz);
    312:   return 0;
    313: }

    315: #if defined(PETSC_HAVE_CUDA)
    316: #include "../src/sys/classes/fn/impls/cuda/fnutilcuda.h"
    317: #include <slepccublas.h>

    319: /*
    320:  * Matrix square root by Newton-Schulz iteration. CUDA version.
    321:  * Computes the principal square root of the matrix A using the
    322:  * Newton-Schulz iteration. A is overwritten with sqrtm(A).
    323:  */
    324: PetscErrorCode FNSqrtmNewtonSchulz_CUDA(FN fn,PetscBLASInt n,PetscScalar *d_A,PetscBLASInt ld,PetscBool inv)
    325: {
    326:   PetscScalar        *d_Yold,*d_Z,*d_Zold,*d_M,alpha;
    327:   PetscReal          nrm,sqrtnrm,tol,Yres=0.0;
    328:   const PetscScalar  szero=0.0,sone=1.0,smone=-1.0,spfive=0.5,sthree=3.0;
    329:   PetscInt           it;
    330:   PetscBLASInt       N;
    331:   const PetscBLASInt one=1;
    332:   PetscBool          converged=PETSC_FALSE;
    333:   cublasHandle_t     cublasv2handle;

    335:   PetscDeviceInitialize(PETSC_DEVICE_CUDA); /* For CUDA event timers */
    336:   PetscCUBLASGetHandle(&cublasv2handle);
    337:   N = n*n;
    338:   tol = PetscSqrtReal((PetscReal)n)*PETSC_MACHINE_EPSILON/2;

    340:   cudaMalloc((void **)&d_Yold,sizeof(PetscScalar)*N);
    341:   cudaMalloc((void **)&d_Z,sizeof(PetscScalar)*N);
    342:   cudaMalloc((void **)&d_Zold,sizeof(PetscScalar)*N);
    343:   cudaMalloc((void **)&d_M,sizeof(PetscScalar)*N);

    345:   PetscLogGpuTimeBegin();

    347:   /* Z = I; */
    348:   cudaMemset(d_Z,0,sizeof(PetscScalar)*N);
    349:   set_diagonal(n,d_Z,ld,sone);

    351:   /* scale */
    352:   cublasXaxpy(cublasv2handle,N,&smone,d_A,one,d_Z,one);
    353:   cublasXnrm2(cublasv2handle,N,d_Z,one,&nrm);
    354:   sqrtnrm = PetscSqrtReal(nrm);
    355:   alpha = 1.0/nrm;
    356:   cublasXscal(cublasv2handle,N,&alpha,d_A,one);
    357:   tol *= nrm;
    358:   PetscInfo(fn,"||I-A||_F = %g, new tol: %g\n",(double)nrm,(double)tol);
    359:   PetscLogGpuFlops(2.0*n*n);

    361:   /* Z = I; */
    362:   cudaMemset(d_Z,0,sizeof(PetscScalar)*N);
    363:   set_diagonal(n,d_Z,ld,sone);

    365:   for (it=0;it<NSMAXIT && !converged;it++) {
    366:     /* Yold = Y, Zold = Z */
    367:     cudaMemcpy(d_Yold,d_A,sizeof(PetscScalar)*N,cudaMemcpyDeviceToDevice);
    368:     cudaMemcpy(d_Zold,d_Z,sizeof(PetscScalar)*N,cudaMemcpyDeviceToDevice);

    370:     /* M = (3*I - Zold*Yold) */
    371:     cudaMemset(d_M,0,sizeof(PetscScalar)*N);
    372:     set_diagonal(n,d_M,ld,sthree);
    373:     cublasXgemm(cublasv2handle,CUBLAS_OP_N,CUBLAS_OP_N,n,n,n,&smone,d_Zold,ld,d_Yold,ld,&sone,d_M,ld);

    375:     /* Y = (1/2) * Yold * M, Z = (1/2) * M * Zold */
    376:     cublasXgemm(cublasv2handle,CUBLAS_OP_N,CUBLAS_OP_N,n,n,n,&spfive,d_Yold,ld,d_M,ld,&szero,d_A,ld);
    377:     cublasXgemm(cublasv2handle,CUBLAS_OP_N,CUBLAS_OP_N,n,n,n,&spfive,d_M,ld,d_Zold,ld,&szero,d_Z,ld);

    379:     /* reldiff = norm(Y-Yold,'fro')/norm(Y,'fro') */
    380:     cublasXaxpy(cublasv2handle,N,&smone,d_A,one,d_Yold,one);
    381:     cublasXnrm2(cublasv2handle,N,d_Yold,one,&Yres);
    383:     if (Yres<=tol) converged = PETSC_TRUE;
    384:     PetscInfo(fn,"it: %" PetscInt_FMT " res: %g\n",it,(double)Yres);

    386:     PetscLogGpuFlops(6.0*n*n*n+2.0*n*n);
    387:   }

    391:   /* undo scaling */
    392:   if (inv) {
    393:     alpha = 1.0/sqrtnrm;
    394:     cublasXscal(cublasv2handle,N,&alpha,d_Z,one);
    395:     cudaMemcpy(d_A,d_Z,sizeof(PetscScalar)*N,cudaMemcpyDeviceToDevice);
    396:   } else {
    397:     alpha = sqrtnrm;
    398:     cublasXscal(cublasv2handle,N,&alpha,d_A,one);
    399:   }

    401:   PetscLogGpuTimeEnd();
    402:   cudaFree(d_Yold);
    403:   cudaFree(d_Z);
    404:   cudaFree(d_Zold);
    405:   cudaFree(d_M);
    406:   return 0;
    407: }

    409: #if defined(PETSC_HAVE_MAGMA)
    410: #include <slepcmagma.h>

    412: /*
    413:  * Matrix square root by product form of Denman-Beavers iteration. CUDA version.
    414:  * Computes the principal square root of the matrix T using the product form
    415:  * of the Denman-Beavers iteration. T is overwritten with sqrtm(T).
    416:  */
    417: PetscErrorCode FNSqrtmDenmanBeavers_CUDAm(FN fn,PetscBLASInt n,PetscScalar *d_T,PetscBLASInt ld,PetscBool inv)
    418: {
    419:   PetscScalar    *d_Told,*d_M,*d_invM,*d_work,prod,szero=0.0,sone=1.0,smone=-1.0,spfive=0.5,sneg_pfive=-0.5,sp25=0.25,alpha;
    420:   PetscReal      tol,Mres=0.0,detM,g,reldiff,fnormdiff,fnormT;
    421:   PetscInt       it,lwork,nb;
    422:   PetscBLASInt   N,one=1,*piv=NULL;
    423:   PetscBool      converged=PETSC_FALSE,scale;
    424:   cublasHandle_t cublasv2handle;

    426:   PetscDeviceInitialize(PETSC_DEVICE_CUDA); /* For CUDA event timers */
    427:   PetscCUBLASGetHandle(&cublasv2handle);
    428:   SlepcMagmaInit();
    429:   N = n*n;
    430:   scale = PetscDefined(USE_REAL_SINGLE)? PETSC_FALSE: PETSC_TRUE;
    431:   tol = PetscSqrtReal((PetscReal)n)*PETSC_MACHINE_EPSILON/2;

    433:   /* query work size */
    434:   nb = magma_get_xgetri_nb(n);
    435:   lwork = nb*n;
    436:   PetscMalloc1(n,&piv);
    437:   cudaMalloc((void **)&d_work,sizeof(PetscScalar)*lwork);
    438:   cudaMalloc((void **)&d_Told,sizeof(PetscScalar)*N);
    439:   cudaMalloc((void **)&d_M,sizeof(PetscScalar)*N);
    440:   cudaMalloc((void **)&d_invM,sizeof(PetscScalar)*N);

    442:   PetscLogGpuTimeBegin();
    443:   cudaMemcpy(d_M,d_T,sizeof(PetscScalar)*N,cudaMemcpyDeviceToDevice);
    444:   if (inv) {  /* start recurrence with I instead of A */
    445:     cudaMemset(d_T,0,sizeof(PetscScalar)*N);
    446:     set_diagonal(n,d_T,ld,1.0);
    447:   }

    449:   for (it=0;it<DBMAXIT && !converged;it++) {

    451:     if (scale) { /* g = (abs(det(M)))^(-1/(2*n)); */
    452:       cudaMemcpy(d_invM,d_M,sizeof(PetscScalar)*N,cudaMemcpyDeviceToDevice);
    453:       PetscCallMAGMA(magma_xgetrf_gpu,n,n,d_invM,ld,piv);
    454:       mult_diagonal(n,d_invM,ld,&prod);
    455:       detM = PetscAbsScalar(prod);
    456:       g = (detM>PETSC_MAX_REAL)? 0.5: PetscPowReal(detM,-1.0/(2.0*n));
    457:       alpha = g;
    458:       cublasXscal(cublasv2handle,N,&alpha,d_T,one);
    459:       alpha = g*g;
    460:       cublasXscal(cublasv2handle,N,&alpha,d_M,one);
    461:       PetscLogGpuFlops(2.0*n*n*n/3.0+2.0*n*n);
    462:     }

    464:     cudaMemcpy(d_Told,d_T,sizeof(PetscScalar)*N,cudaMemcpyDeviceToDevice);
    465:     cudaMemcpy(d_invM,d_M,sizeof(PetscScalar)*N,cudaMemcpyDeviceToDevice);

    467:     PetscCallMAGMA(magma_xgetrf_gpu,n,n,d_invM,ld,piv);
    468:     PetscCallMAGMA(magma_xgetri_gpu,n,d_invM,ld,piv,d_work,lwork);
    469:     PetscLogGpuFlops(2.0*n*n*n/3.0+4.0*n*n*n/3.0);

    471:     shift_diagonal(n,d_invM,ld,sone);
    472:     cublasXgemm(cublasv2handle,CUBLAS_OP_N,CUBLAS_OP_N,n,n,n,&spfive,d_Told,ld,d_invM,ld,&szero,d_T,ld);
    473:     shift_diagonal(n,d_invM,ld,smone);

    475:     cublasXaxpy(cublasv2handle,N,&sone,d_invM,one,d_M,one);
    476:     cublasXscal(cublasv2handle,N,&sp25,d_M,one);
    477:     shift_diagonal(n,d_M,ld,sneg_pfive);
    478:     PetscLogGpuFlops(2.0*n*n*n+2.0*n*n);

    480:     cublasXnrm2(cublasv2handle,N,d_M,one,&Mres);
    481:     shift_diagonal(n,d_M,ld,sone);

    483:     if (scale) {
    484:       /* reldiff = norm(T - Told,'fro')/norm(T,'fro'); */
    485:       cublasXaxpy(cublasv2handle,N,&smone,d_T,one,d_Told,one);
    486:       cublasXnrm2(cublasv2handle,N,d_Told,one,&fnormdiff);
    487:       cublasXnrm2(cublasv2handle,N,d_T,one,&fnormT);
    488:       PetscLogGpuFlops(7.0*n*n);
    489:       reldiff = fnormdiff/fnormT;
    490:       PetscInfo(fn,"it: %" PetscInt_FMT " reldiff: %g scale: %g tol*scale: %g\n",it,(double)reldiff,(double)g,(double)tol*g);
    491:       if (reldiff<1e-2) scale = PETSC_FALSE; /* Switch to no scaling. */
    492:     }

    494:     PetscInfo(fn,"it: %" PetscInt_FMT " Mres: %g\n",it,(double)Mres);
    495:     if (Mres<=tol) converged = PETSC_TRUE;
    496:   }

    499:   PetscLogGpuTimeEnd();
    500:   PetscFree(piv);
    501:   cudaFree(d_work);
    502:   cudaFree(d_Told);
    503:   cudaFree(d_M);
    504:   cudaFree(d_invM);
    505:   return 0;
    506: }
    507: #endif /* PETSC_HAVE_MAGMA */

    509: #endif /* PETSC_HAVE_CUDA */

    511: #define ITMAX 5
    512: #define SWAP(a,b,t) {t=a;a=b;b=t;}

    514: /*
    515:    Estimate norm(A^m,1) by block 1-norm power method (required workspace is 11*n)
    516: */
    517: static PetscErrorCode SlepcNormEst1(PetscBLASInt n,PetscScalar *A,PetscInt m,PetscScalar *work,PetscRandom rand,PetscReal *nrm)
    518: {
    519:   PetscScalar    *X,*Y,*Z,*S,*S_old,*aux,val,sone=1.0,szero=0.0;
    520:   PetscReal      est=0.0,est_old,vals[2]={0.0,0.0},*zvals,maxzval[2],raux;
    521:   PetscBLASInt   i,j,t=2,it=0,ind[2],est_j=0,m1;

    523:   X = work;
    524:   Y = work + 2*n;
    525:   Z = work + 4*n;
    526:   S = work + 6*n;
    527:   S_old = work + 8*n;
    528:   zvals = (PetscReal*)(work + 10*n);

    530:   for (i=0;i<n;i++) {  /* X has columns of unit 1-norm */
    531:     X[i] = 1.0/n;
    532:     PetscRandomGetValue(rand,&val);
    533:     if (PetscRealPart(val) < 0.5) X[i+n] = -1.0/n;
    534:     else X[i+n] = 1.0/n;
    535:   }
    536:   for (i=0;i<t*n;i++) S[i] = 0.0;
    537:   ind[0] = 0; ind[1] = 0;
    538:   est_old = 0;
    539:   while (1) {
    540:     it++;
    541:     for (j=0;j<m;j++) {  /* Y = A^m*X */
    542:       PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&t,&n,&sone,A,&n,X,&n,&szero,Y,&n));
    543:       if (j<m-1) SWAP(X,Y,aux);
    544:     }
    545:     for (j=0;j<t;j++) {  /* vals[j] = norm(Y(:,j),1) */
    546:       vals[j] = 0.0;
    547:       for (i=0;i<n;i++) vals[j] += PetscAbsScalar(Y[i+j*n]);
    548:     }
    549:     if (vals[0]<vals[1]) {
    550:       SWAP(vals[0],vals[1],raux);
    551:       m1 = 1;
    552:     } else m1 = 0;
    553:     est = vals[0];
    554:     if (est>est_old || it==2) est_j = ind[m1];
    555:     if (it>=2 && est<=est_old) {
    556:       est = est_old;
    557:       break;
    558:     }
    559:     est_old = est;
    560:     if (it>ITMAX) break;
    561:     SWAP(S,S_old,aux);
    562:     for (i=0;i<t*n;i++) {  /* S = sign(Y) */
    563:       S[i] = (PetscRealPart(Y[i]) < 0.0)? -1.0: 1.0;
    564:     }
    565:     for (j=0;j<m;j++) {  /* Z = (A^T)^m*S */
    566:       PetscCallBLAS("BLASgemm",BLASgemm_("C","N",&n,&t,&n,&sone,A,&n,S,&n,&szero,Z,&n));
    567:       if (j<m-1) SWAP(S,Z,aux);
    568:     }
    569:     maxzval[0] = -1; maxzval[1] = -1;
    570:     ind[0] = 0; ind[1] = 0;
    571:     for (i=0;i<n;i++) {  /* zvals[i] = norm(Z(i,:),inf) */
    572:       zvals[i] = PetscMax(PetscAbsScalar(Z[i+0*n]),PetscAbsScalar(Z[i+1*n]));
    573:       if (zvals[i]>maxzval[0]) {
    574:         maxzval[0] = zvals[i];
    575:         ind[0] = i;
    576:       } else if (zvals[i]>maxzval[1]) {
    577:         maxzval[1] = zvals[i];
    578:         ind[1] = i;
    579:       }
    580:     }
    581:     if (it>=2 && maxzval[0]==zvals[est_j]) break;
    582:     for (i=0;i<t*n;i++) X[i] = 0.0;
    583:     for (j=0;j<t;j++) X[ind[j]+j*n] = 1.0;
    584:   }
    585:   *nrm = est;
    586:   /* Flop count is roughly (it * 2*m * t*gemv) = 4*its*m*t*n*n */
    587:   PetscLogFlops(4.0*it*m*t*n*n);
    588:   return 0;
    589: }

    591: #define SMALLN 100

    593: /*
    594:    Estimate norm(A^m,1) (required workspace is 2*n*n)
    595: */
    596: PetscErrorCode SlepcNormAm(PetscBLASInt n,PetscScalar *A,PetscInt m,PetscScalar *work,PetscRandom rand,PetscReal *nrm)
    597: {
    598:   PetscScalar    *v=work,*w=work+n*n,*aux,sone=1.0,szero=0.0;
    599:   PetscReal      rwork[1],tmp;
    600:   PetscBLASInt   i,j,one=1;
    601:   PetscBool      isrealpos=PETSC_TRUE;

    603:   if (n<SMALLN) {   /* compute matrix power explicitly */
    604:     if (m==1) {
    605:       *nrm = LAPACKlange_("O",&n,&n,A,&n,rwork);
    606:       PetscLogFlops(1.0*n*n);
    607:     } else {  /* m>=2 */
    608:       PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&n,&n,&sone,A,&n,A,&n,&szero,v,&n));
    609:       for (j=0;j<m-2;j++) {
    610:         PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&n,&n,&sone,A,&n,v,&n,&szero,w,&n));
    611:         SWAP(v,w,aux);
    612:       }
    613:       *nrm = LAPACKlange_("O",&n,&n,v,&n,rwork);
    614:       PetscLogFlops(2.0*n*n*n*(m-1)+1.0*n*n);
    615:     }
    616:   } else {
    617:     for (i=0;i<n;i++)
    618:       for (j=0;j<n;j++)
    619: #if defined(PETSC_USE_COMPLEX)
    620:         if (PetscRealPart(A[i+j*n])<0.0 || PetscImaginaryPart(A[i+j*n])!=0.0) { isrealpos = PETSC_FALSE; break; }
    621: #else
    622:         if (A[i+j*n]<0.0) { isrealpos = PETSC_FALSE; break; }
    623: #endif
    624:     if (isrealpos) {   /* for positive matrices only */
    625:       for (i=0;i<n;i++) v[i] = 1.0;
    626:       for (j=0;j<m;j++) {  /* w = A'*v */
    627:         PetscCallBLAS("BLASgemv",BLASgemv_("C",&n,&n,&sone,A,&n,v,&one,&szero,w,&one));
    628:         SWAP(v,w,aux);
    629:       }
    630:       PetscLogFlops(2.0*n*n*m);
    631:       *nrm = 0.0;
    632:       for (i=0;i<n;i++) if ((tmp = PetscAbsScalar(v[i])) > *nrm) *nrm = tmp;   /* norm(v,inf) */
    633:     } else SlepcNormEst1(n,A,m,work,rand,nrm);
    634:   }
    635:   return 0;
    636: }