SRC/dsygv_2stage.f(3)
hey bestie π welcome to the SRC/dsygv_2stage.f(3) page from the Library Functions Manual. This is DSYGV_2STAGE, and she's lowkey iconic: a LAPACK routine with the 2stage glow-up for real generalized symmetric-definite eigenproblems. β¨
NAME π
SRC/dsygv_2stage.f β periodt, that's the name.
SYNOPSIS β¨
Functions/Subroutines π¦
subroutine dsygv_2stage (itype, jobz, uplo, n, a, lda, b, ldb, w, work,
lwork, info)
DSYGV_2STAGE
Function/Subroutine Documentation π«Ά
okay so here's the full signature, copied exactly because we do not mess with code, ever π
subroutine dsygv_2stage (integer itype, character jobz, character uplo,
integer n, double precision, dimension( lda, * ) a, integer lda, double
precision, dimension( ldb, * ) b, integer ldb, double precision,
dimension( * ) w, double precision, dimension( * ) work, integer lwork,
integer info)
DSYGV_2STAGE
Purpose π
DSYGV_2STAGE computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite.
This routine uses the 2stage technique for the reduction to tridiagonal β that's the thing that showed higher performance on recent architecture and for large sizes N>2000. π
Parameters π
ITYPEβITYPEisINTEGER. Specifies the problem type to be solved:= 1: A*x = (lambda)*B*x= 2: A*B*x = (lambda)*x= 3: B*A*x = (lambda)*xJOBZβJOBZisCHARACTER*1.= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors. Not available in this release.
bestie, JOBZ = 'V' is literally not available in this release β do not come for me, I'm just the messenger π
UPLOβUPLOisCHARACTER*1.= 'U': Upper triangles of A and B are stored;= 'L': Lower triangles of A and B are stored.NβNisINTEGER. The order of the matricesAandB.N >= 0.AβAisDOUBLE PRECISIONarray, dimension(LDA, N). On entry, the symmetric matrixA. IfUPLO = 'U', the leadingN-by-Nupper triangular part ofAcontains the upper triangular part of the matrixA. IfUPLO = 'L', the leadingN-by-Nlower triangular part ofAcontains the lower triangular part of the matrixA.
On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed. π gone, bestie.
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).BβBisDOUBLE PRECISIONarray, dimension(LDB, N). On entry, the symmetric positive definite matrixB. IfUPLO = 'U', the leadingN-by-Nupper triangular part ofBcontains the upper triangular part of the matrixB. IfUPLO = 'L', the leadingN-by-Nlower triangular part ofBcontains the lower triangular part of the matrixB.
On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.
LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).WβWisDOUBLE PRECISIONarray, dimension(N). IfINFO = 0, the eigenvalues in ascending order. βWORKβWORKisDOUBLE PRECISIONarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORKisINTEGER. The length of the arrayWORK.LWORK >= 1, whenN <= 1; otherwise:
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, dimension) where
dimension = max(stage1,stage2) + (KD+1)*N + 2*N
= N*KD + N*max(KD+1,FACTOPTNB)
+ max(2*KD*KD, KD*NTHREADS)
+ (KD+1)*N + 2*N
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.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available.
If LWORK = -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.
INFOβINFOisINTEGER.= 0: successful exit< 0: if INFO = -i, the i-th argument had an illegal value> 0: DPOTRF or DSYEV returned an error code:<= N: if INFO = i, DSYEV failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero;> N: if INFO = N + i, for 1 <= i <= N, then the leading principal minor of order i of B is not positive. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details π¦
All details about the 2stage techniques are available in:
- 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
oh and btw, the tea is: Definition at line 224 of file dsygv_2stage.f. π
Author (auto-generated) β
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