numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/dsytrd_sb2st.F | 19144B | -rw-r--r-- |
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*> \brief \b DSYTRD_SB2ST reduces a real symmetric band matrix A to real symmetric tridiagonal form T * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DSYTRD_SB2ST + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrd_sb2st.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrd_sb2st.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrd_sb2st.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DSYTRD_SB2ST( STAGE1, VECT, UPLO, N, KD, AB, LDAB, * D, E, HOUS, LHOUS, WORK, LWORK, INFO ) * * #if defined(_OPENMP) * use omp_lib * #endif * * IMPLICIT NONE * * .. Scalar Arguments .. * CHARACTER STAGE1, UPLO, VECT * INTEGER N, KD, IB, LDAB, LHOUS, LWORK, INFO * .. * .. Array Arguments .. * DOUBLE PRECISION D( * ), E( * ) * DOUBLE PRECISION AB( LDAB, * ), HOUS( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DSYTRD_SB2ST reduces a real symmetric band matrix A to real symmetric *> tridiagonal form T by a orthogonal similarity transformation: *> Q**T * A * Q = T. *> \endverbatim * * Arguments: * ========== * *> \param[in] STAGE1 *> \verbatim *> STAGE1 is CHARACTER*1 *> = 'N': "No": to mention that the stage 1 of the reduction *> from dense to band using the dsytrd_sy2sb routine *> was not called before this routine to reproduce AB. *> In other term this routine is called as standalone. *> = 'Y': "Yes": to mention that the stage 1 of the *> reduction from dense to band using the dsytrd_sy2sb *> routine has been called to produce AB (e.g., AB is *> the output of dsytrd_sy2sb. *> \endverbatim *> *> \param[in] VECT *> \verbatim *> VECT is CHARACTER*1 *> = 'N': No need for the Housholder representation, *> and thus LHOUS is of size max(1, 4*N); *> = 'V': the Householder representation is needed to *> either generate or to apply Q later on, *> then LHOUS is to be queried and computed. *> (NOT AVAILABLE IN THIS RELEASE). *> \endverbatim *> *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': Upper triangle of A is stored; *> = 'L': Lower triangle of A is stored. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] KD *> \verbatim *> KD is INTEGER *> The number of superdiagonals of the matrix A if UPLO = 'U', *> or the number of subdiagonals if UPLO = 'L'. KD >= 0. *> \endverbatim *> *> \param[in,out] AB *> \verbatim *> AB is DOUBLE PRECISION array, dimension (LDAB,N) *> On entry, the upper or lower triangle of the symmetric band *> matrix A, stored in the first KD+1 rows of the array. The *> j-th column of A is stored in the j-th column of the array AB *> as follows: *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd). *> On exit, the diagonal elements of AB are overwritten by the *> diagonal elements of the tridiagonal matrix T; if KD > 0, the *> elements on the first superdiagonal (if UPLO = 'U') or the *> first subdiagonal (if UPLO = 'L') are overwritten by the *> off-diagonal elements of T; the rest of AB is overwritten by *> values generated during the reduction. *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= KD+1. *> \endverbatim *> *> \param[out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (N) *> The diagonal elements of the tridiagonal matrix T. *> \endverbatim *> *> \param[out] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (N-1) *> The off-diagonal elements of the tridiagonal matrix T: *> E(i) = T(i,i+1) if UPLO = 'U'; E(i) = T(i+1,i) if UPLO = 'L'. *> \endverbatim *> *> \param[out] HOUS *> \verbatim *> HOUS is DOUBLE PRECISION array, dimension (MAX(1,LHOUS)) *> Stores the Householder representation. *> \endverbatim *> *> \param[in] LHOUS *> \verbatim *> LHOUS is INTEGER *> The dimension of the array HOUS. *> If N = 0 or KD <= 1, LHOUS >= 1, else LHOUS = MAX(1, dimension). *> *> If LWORK = -1, or LHOUS = -1, *> then a query is assumed; the routine *> only calculates the optimal size of the HOUS array, returns *> this value as the first entry of the HOUS array, and no error *> message related to LHOUS is issued by XERBLA. *> LHOUS = MAX(1, dimension) where *> dimension = 4*N if VECT='N' *> not available now if VECT='H' *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. *> If N = 0 or KD <= 1, LWORK >= 1, else LWORK = MAX(1, dimension). *> *> If LWORK = -1, or LHOUS = -1, *> then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> LWORK = MAX(1, dimension) where *> dimension = (2KD+1)*N + KD*NTHREADS *> where KD is the blocking size of the reduction, *> FACTOPTNB is the blocking used by the QR or LQ *> algorithm, usually FACTOPTNB=128 is a good choice *> NTHREADS is the number of threads used when *> openMP compilation is enabled, otherwise =1. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup hetrd_hb2st * *> \par Further Details: * ===================== *> *> \verbatim *> *> Implemented by Azzam Haidar. *> *> All details are available on technical report, SC11, SC13 papers. *> *> Azzam Haidar, Hatem Ltaief, and Jack Dongarra. *> Parallel reduction to condensed forms for symmetric eigenvalue problems *> using aggregated fine-grained and memory-aware kernels. In Proceedings *> of 2011 International Conference for High Performance Computing, *> Networking, Storage and Analysis (SC '11), New York, NY, USA, *> Article 8 , 11 pages. *> http://doi.acm.org/10.1145/2063384.2063394 *> *> A. Haidar, J. Kurzak, P. Luszczek, 2013. *> An improved parallel singular value algorithm and its implementation *> for multicore hardware, In Proceedings of 2013 International Conference *> for High Performance Computing, Networking, Storage and Analysis (SC '13). *> Denver, Colorado, USA, 2013. *> Article 90, 12 pages. *> http://doi.acm.org/10.1145/2503210.2503292 *> *> A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. *> A novel hybrid CPU-GPU generalized eigensolver for electronic structure *> calculations based on fine-grained memory aware tasks. *> International Journal of High Performance Computing Applications. *> Volume 28 Issue 2, Pages 196-209, May 2014. *> http://hpc.sagepub.com/content/28/2/196 *> *> \endverbatim *> * ===================================================================== SUBROUTINE DSYTRD_SB2ST( STAGE1, VECT, UPLO, N, KD, AB, LDAB, $ D, E, HOUS, LHOUS, WORK, LWORK, INFO ) * #if defined(_OPENMP) use omp_lib #endif * IMPLICIT NONE * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER STAGE1, UPLO, VECT INTEGER N, KD, LDAB, LHOUS, LWORK, INFO * .. * .. Array Arguments .. DOUBLE PRECISION D( * ), E( * ) DOUBLE PRECISION AB( LDAB, * ), HOUS( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION RZERO DOUBLE PRECISION ZERO, ONE PARAMETER ( RZERO = 0.0D+0, $ ZERO = 0.0D+0, $ ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, WANTQ, UPPER, AFTERS1 INTEGER I, M, K, IB, SWEEPID, MYID, SHIFT, STT, ST, $ ED, STIND, EDIND, BLKLASTIND, COLPT, THED, $ STEPERCOL, GRSIZ, THGRSIZ, THGRNB, THGRID, $ NBTILES, TTYPE, TID, NTHREADS, $ ABDPOS, ABOFDPOS, DPOS, OFDPOS, AWPOS, $ INDA, INDW, APOS, SIZEA, LDA, INDV, INDTAU, $ SIDEV, SIZETAU, LDV, LHMIN, LWMIN * .. * .. External Subroutines .. EXTERNAL DSB2ST_KERNELS, DLACPY, $ DLASET, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MIN, MAX, CEILING, REAL * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV2STAGE EXTERNAL LSAME, ILAENV2STAGE * .. * .. Executable Statements .. * * Determine the minimal workspace size required. * Test the input parameters * INFO = 0 AFTERS1 = LSAME( STAGE1, 'Y' ) WANTQ = LSAME( VECT, 'V' ) UPPER = LSAME( UPLO, 'U' ) LQUERY = ( LWORK.EQ.-1 ) .OR. ( LHOUS.EQ.-1 ) * * Determine the block size, the workspace size and the hous size. * IB = ILAENV2STAGE( 2, 'DSYTRD_SB2ST', VECT, N, KD, $ -1, -1 ) IF( N.EQ.0 .OR. KD.LE.1 ) THEN LHMIN = 1 LWMIN = 1 ELSE LHMIN = ILAENV2STAGE( 3, 'DSYTRD_SB2ST', VECT, N, KD, IB, $ -1 ) LWMIN = ILAENV2STAGE( 4, 'DSYTRD_SB2ST', VECT, N, KD, IB, $ -1 ) END IF * IF( .NOT.AFTERS1 .AND. .NOT.LSAME( STAGE1, 'N' ) ) THEN INFO = -1 ELSE IF( .NOT.LSAME( VECT, 'N' ) ) THEN INFO = -2 ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -3 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( KD.LT.0 ) THEN INFO = -5 ELSE IF( LDAB.LT.(KD+1) ) THEN INFO = -7 ELSE IF( LHOUS.LT.LHMIN .AND. .NOT.LQUERY ) THEN INFO = -11 ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN INFO = -13 END IF * IF( INFO.EQ.0 ) THEN HOUS( 1 ) = LHMIN WORK( 1 ) = LWMIN END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DSYTRD_SB2ST', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) THEN HOUS( 1 ) = 1 WORK( 1 ) = 1 RETURN END IF * * Determine pointer position * LDV = KD + IB SIZETAU = 2 * N SIDEV = 2 * N INDTAU = 1 INDV = INDTAU + SIZETAU LDA = 2 * KD + 1 SIZEA = LDA * N INDA = 1 INDW = INDA + SIZEA NTHREADS = 1 TID = 0 * IF( UPPER ) THEN APOS = INDA + KD AWPOS = INDA DPOS = APOS + KD OFDPOS = DPOS - 1 ABDPOS = KD + 1 ABOFDPOS = KD ELSE APOS = INDA AWPOS = INDA + KD + 1 DPOS = APOS OFDPOS = DPOS + 1 ABDPOS = 1 ABOFDPOS = 2 ENDIF * * Case KD=0: * The matrix is diagonal. We just copy it (convert to "real" for * real because D is double and the imaginary part should be 0) * and store it in D. A sequential code here is better or * in a parallel environment it might need two cores for D and E * IF( KD.EQ.0 ) THEN DO 30 I = 1, N D( I ) = ( AB( ABDPOS, I ) ) 30 CONTINUE DO 40 I = 1, N-1 E( I ) = RZERO 40 CONTINUE * HOUS( 1 ) = 1 WORK( 1 ) = 1 RETURN END IF * * Case KD=1: * The matrix is already Tridiagonal. We have to make diagonal * and offdiagonal elements real, and store them in D and E. * For that, for real precision just copy the diag and offdiag * to D and E while for the COMPLEX case the bulge chasing is * performed to convert the hermetian tridiagonal to symmetric * tridiagonal. A simpler conversion formula might be used, but then * updating the Q matrix will be required and based if Q is generated * or not this might complicate the story. * IF( KD.EQ.1 ) THEN DO 50 I = 1, N D( I ) = ( AB( ABDPOS, I ) ) 50 CONTINUE * IF( UPPER ) THEN DO 60 I = 1, N-1 E( I ) = ( AB( ABOFDPOS, I+1 ) ) 60 CONTINUE ELSE DO 70 I = 1, N-1 E( I ) = ( AB( ABOFDPOS, I ) ) 70 CONTINUE ENDIF * HOUS( 1 ) = 1 WORK( 1 ) = 1 RETURN END IF * * Main code start here. * Reduce the symmetric band of A to a tridiagonal matrix. * THGRSIZ = N GRSIZ = 1 SHIFT = 3 NBTILES = CEILING( REAL(N)/REAL(KD) ) STEPERCOL = CEILING( REAL(SHIFT)/REAL(GRSIZ) ) THGRNB = CEILING( REAL(N-1)/REAL(THGRSIZ) ) * CALL DLACPY( "A", KD+1, N, AB, LDAB, WORK( APOS ), LDA ) CALL DLASET( "A", KD, N, ZERO, ZERO, WORK( AWPOS ), LDA ) * * * openMP parallelisation start here * #if defined(_OPENMP) !$OMP PARALLEL PRIVATE( TID, THGRID, BLKLASTIND ) !$OMP$ PRIVATE( THED, I, M, K, ST, ED, STT, SWEEPID ) !$OMP$ PRIVATE( MYID, TTYPE, COLPT, STIND, EDIND ) !$OMP$ SHARED ( UPLO, WANTQ, INDV, INDTAU, HOUS, WORK) !$OMP$ SHARED ( N, KD, IB, NBTILES, LDA, LDV, INDA ) !$OMP$ SHARED ( STEPERCOL, THGRNB, THGRSIZ, GRSIZ, SHIFT ) !$OMP MASTER #endif * * main bulge chasing loop * DO 100 THGRID = 1, THGRNB STT = (THGRID-1)*THGRSIZ+1 THED = MIN( (STT + THGRSIZ -1), (N-1)) DO 110 I = STT, N-1 ED = MIN( I, THED ) IF( STT.GT.ED ) EXIT DO 120 M = 1, STEPERCOL ST = STT DO 130 SWEEPID = ST, ED DO 140 K = 1, GRSIZ MYID = (I-SWEEPID)*(STEPERCOL*GRSIZ) $ + (M-1)*GRSIZ + K IF ( MYID.EQ.1 ) THEN TTYPE = 1 ELSE TTYPE = MOD( MYID, 2 ) + 2 ENDIF IF( TTYPE.EQ.2 ) THEN COLPT = (MYID/2)*KD + SWEEPID STIND = COLPT-KD+1 EDIND = MIN(COLPT,N) BLKLASTIND = COLPT ELSE COLPT = ((MYID+1)/2)*KD + SWEEPID STIND = COLPT-KD+1 EDIND = MIN(COLPT,N) IF( ( STIND.GE.EDIND-1 ).AND. $ ( EDIND.EQ.N ) ) THEN BLKLASTIND = N ELSE BLKLASTIND = 0 ENDIF ENDIF * * Call the kernel * #if defined(_OPENMP) && _OPENMP >= 201307 IF( TTYPE.NE.1 ) THEN !$OMP TASK DEPEND(in:WORK(MYID+SHIFT-1)) !$OMP$ DEPEND(in:WORK(MYID-1)) !$OMP$ DEPEND(out:WORK(MYID)) TID = OMP_GET_THREAD_NUM() CALL DSB2ST_KERNELS( $ UPLO, WANTQ, TTYPE, $ STIND, EDIND, SWEEPID, N, KD, IB, $ WORK ( INDA ), LDA, $ HOUS( INDV ), HOUS( INDTAU ), LDV, $ WORK( INDW + TID*KD ) ) !$OMP END TASK ELSE !$OMP TASK DEPEND(in:WORK(MYID+SHIFT-1)) !$OMP$ DEPEND(out:WORK(MYID)) TID = OMP_GET_THREAD_NUM() CALL DSB2ST_KERNELS( $ UPLO, WANTQ, TTYPE, $ STIND, EDIND, SWEEPID, N, KD, IB, $ WORK ( INDA ), LDA, $ HOUS( INDV ), HOUS( INDTAU ), LDV, $ WORK( INDW + TID*KD ) ) !$OMP END TASK ENDIF #else CALL DSB2ST_KERNELS( $ UPLO, WANTQ, TTYPE, $ STIND, EDIND, SWEEPID, N, KD, IB, $ WORK ( INDA ), LDA, $ HOUS( INDV ), HOUS( INDTAU ), LDV, $ WORK( INDW ) ) #endif IF ( BLKLASTIND.GE.(N-1) ) THEN STT = STT + 1 EXIT ENDIF 140 CONTINUE 130 CONTINUE 120 CONTINUE 110 CONTINUE 100 CONTINUE * #if defined(_OPENMP) !$OMP END MASTER !$OMP END PARALLEL #endif * * Copy the diagonal from A to D. Note that D is REAL thus only * the Real part is needed, the imaginary part should be zero. * DO 150 I = 1, N D( I ) = ( WORK( DPOS+(I-1)*LDA ) ) 150 CONTINUE * * Copy the off diagonal from A to E. Note that E is REAL thus only * the Real part is needed, the imaginary part should be zero. * IF( UPPER ) THEN DO 160 I = 1, N-1 E( I ) = ( WORK( OFDPOS+I*LDA ) ) 160 CONTINUE ELSE DO 170 I = 1, N-1 E( I ) = ( WORK( OFDPOS+(I-1)*LDA ) ) 170 CONTINUE ENDIF * WORK( 1 ) = LWMIN RETURN * * End of DSYTRD_SB2ST * END