/* ************************************************************************** * Copyright (C) 2024-2025 Advanced Micro Devices, Inc. All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in the * documentation and/or other materials provided with the distribution. * * THIS SOFTWARE IS PROVIDED BY THE AUTHOR AND CONTRIBUTORS ``AS IS'' AND * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE * ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR OR CONTRIBUTORS BE LIABLE * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL * DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY * OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF * SUCH DAMAGE. * *************************************************************************/ #pragma once #include "common/matrix_utils/matrix_utils.hpp" #include "common/misc/client_util.hpp" #include "common/misc/clientcommon.hpp" #include "common/misc/clss.hpp" #include "common/misc/lapack_host_reference.hpp" #include "common/misc/norm.hpp" #include "common/misc/rocsolver.hpp" #include "common/misc/rocsolver_arguments.hpp" #include "common/misc/rocsolver_test.hpp" #include "common/misc/rocsolver_timer.hpp" template void sygvdx_hegvdx_checkBadArgs(const rocblas_handle handle, const rocblas_eform itype, const rocblas_evect evect, const rocblas_erange erange, const rocblas_fill uplo, const rocblas_int n, T dA, const rocblas_int lda, const rocblas_stride stA, T dB, const rocblas_int ldb, const rocblas_stride stB, const S vl, const S vu, const rocblas_int il, const rocblas_int iu, rocblas_int* dNev, U dW, const rocblas_stride stW, T dZ, const rocblas_int ldz, const rocblas_stride stZ, rocblas_int* dInfo, const rocblas_int bc) { // handle EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, nullptr, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_handle); // values EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, rocblas_eform(0), evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_value); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, rocblas_evect_tridiagonal, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_value); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, rocblas_erange(0), uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_value); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, rocblas_fill_full, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_value); // sizes (only check batch_count if applicable) if(STRIDED) EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, -1), rocblas_status_invalid_size); // pointers EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, (T) nullptr, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_pointer); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA, lda, stA, (T) nullptr, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_pointer); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, dW, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_pointer); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, (U) nullptr, stW, dZ, ldz, stZ, dInfo, bc), rocblas_status_invalid_pointer); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, (T) nullptr, ldz, stZ, dInfo, bc), rocblas_status_invalid_pointer); EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, (rocblas_int*)nullptr, bc), rocblas_status_invalid_pointer); // quick return with invalid pointers EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, 0, (T) nullptr, lda, stA, (T) nullptr, ldb, stB, vl, vu, il, iu, dNev, (U) nullptr, stW, (T) nullptr, ldz, stZ, dInfo, bc), rocblas_status_success); // quick return with zero batch_count if applicable if(STRIDED) EXPECT_ROCBLAS_STATUS(rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, dW, stW, dZ, ldz, stZ, (rocblas_int*)nullptr, 0), rocblas_status_success); } template void testing_sygvdx_hegvdx_bad_arg() { using S = decltype(std::real(T{})); // safe arguments rocblas_local_handle handle; rocblas_int n = 1; rocblas_int lda = 1; rocblas_int ldb = 1; rocblas_int ldz = 1; rocblas_stride stA = 1; rocblas_stride stB = 1; rocblas_stride stW = 1; rocblas_stride stZ = 1; rocblas_int bc = 1; rocblas_eform itype = rocblas_eform_ax; rocblas_evect evect = rocblas_evect_original; rocblas_erange erange = rocblas_erange_value; rocblas_fill uplo = rocblas_fill_upper; S vl = 0.0; S vu = 1.0; rocblas_int il = 0; rocblas_int iu = 0; if(BATCHED) { // memory allocations device_batch_vector dA(1, 1, 1); device_batch_vector dB(1, 1, 1); device_batch_vector dZ(1, 1, 1); device_strided_batch_vector dW(1, 1, 1, 1); device_strided_batch_vector dNev(1, 1, 1, 1); device_strided_batch_vector dInfo(1, 1, 1, 1); CHECK_HIP_ERROR(dA.memcheck()); CHECK_HIP_ERROR(dB.memcheck()); CHECK_HIP_ERROR(dZ.memcheck()); CHECK_HIP_ERROR(dW.memcheck()); CHECK_HIP_ERROR(dNev.memcheck()); CHECK_HIP_ERROR(dInfo.memcheck()); // check bad arguments sygvdx_hegvdx_checkBadArgs(handle, itype, evect, erange, uplo, n, dA.data(), lda, stA, dB.data(), ldb, stB, vl, vu, il, iu, dNev.data(), dW.data(), stW, dZ.data(), ldz, stZ, dInfo.data(), bc); } else { // memory allocations device_strided_batch_vector dA(1, 1, 1, 1); device_strided_batch_vector dB(1, 1, 1, 1); device_strided_batch_vector dZ(1, 1, 1, 1); device_strided_batch_vector dW(1, 1, 1, 1); device_strided_batch_vector dNev(1, 1, 1, 1); device_strided_batch_vector dInfo(1, 1, 1, 1); CHECK_HIP_ERROR(dA.memcheck()); CHECK_HIP_ERROR(dB.memcheck()); CHECK_HIP_ERROR(dZ.memcheck()); CHECK_HIP_ERROR(dW.memcheck()); CHECK_HIP_ERROR(dNev.memcheck()); CHECK_HIP_ERROR(dInfo.memcheck()); // check bad arguments sygvdx_hegvdx_checkBadArgs(handle, itype, evect, erange, uplo, n, dA.data(), lda, stA, dB.data(), ldb, stB, vl, vu, il, iu, dNev.data(), dW.data(), stW, dZ.data(), ldz, stZ, dInfo.data(), bc); } } // // If the environment variable: // // ROCSOLVER_SYGVDX_HEGVDX_USE_LEGACY_TESTS // // is defined, `sygvdx_hegvdx_getError` will compute errors using the // legacy error bounds (for debugging purposes). // // Otherwise the new error bounds are always used. // static bool sygvdx_hegvdx_use_legacy_tests() { bool status = false; if(std::getenv("ROCSOLVER_SYGVDX_HEGVDX_USE_LEGACY_TESTS") != nullptr) { status = true; } return status; } // // The default behaviour of `sygvdx_hegvdx_getError()` is to check if the // number of computed eigenvalues match the number of reference eigenvalues, // and then to check all computed eigenvalues for their accuracy, but this // behaviour can be relaxed. This leads to two modes of operation: a relaxed // check and a full (default) check. Those are controlled by function // `test_for_equality_of_number_of_computed_eigenvalues()`, below, in the // following manner: // // a) If `ROCSOLVER_LAX_EIGENSOLVERS_TESTS` is defined, then the test suite // will only use the subset of computed eigenvalues that match reference // eigenvalues (up to the given tolerance); except // // b) If `ROCSOLVER_FULL_EIGENSOLVERS_TESTS` is defined, then the test suite // will unconditionally check all eigenvalues for their accuracy. // // The relaxed tests are intended as a means to decouple the computation of // error bounds of eigenvalues and eigenvectors, allowing tests to pass in the // case that not all eigenvalues could be accurately computed, but all accurate // eigenvalues have accurate eigenvectors. If eigenvectors are not accurate, // the corresponding tests will fail both in full mode and in relaxed mode. // // Note: the relaxed version of the tests is only supported when using the new // error bounds, see also function `sygvdx_hegvdx_use_legacy_tests()`. // static bool test_for_equality_of_number_of_computed_eigenvalues() { bool status = true; #if defined(ROCSOLVER_LAX_EIGENSOLVERS_TESTS) status = false; #else if(std::getenv("ROCSOLVER_LAX_EIGENSOLVERS_TESTS") != nullptr) { status = false; } #endif if(std::getenv("ROCSOLVER_FULL_EIGENSOLVERS_TESTS") != nullptr) { status = true; } return status; } template void sygvdx_hegvdx_initData(const rocblas_handle handle, const rocblas_eform itype, const rocblas_evect evect, const rocblas_int n, Td& dA, const rocblas_int lda, const rocblas_stride stA, Td& dB, const rocblas_int ldb, const rocblas_stride stB, const rocblas_int bc, Th& hA, Th& hB, host_strided_batch_vector& A, host_strided_batch_vector& B, const bool test, const bool singular) { if(CPU) { rocblas_int info; rocblas_int ldu = n; host_strided_batch_vector U(n * n, 1, n * n, bc); rocblas_init(hA, true); rocblas_init(U, true); bool use_legacy_tests = sygvdx_hegvdx_use_legacy_tests(); for(rocblas_int b = 0; b < bc; ++b) { // for testing purposes, we start with a reduced matrix M for the standard equivalent problem // with spectrum in a desired range (-20, 20). Then we construct the generalized pair // (A, B) from there. memset(hB[b], 0, sizeof(T) * n * ldb); // since ldb >= n, make sure all entries of B are initialized for(rocblas_int i = 0; i < n; i++) { // scale matrices and set hA = M (symmetric/hermitian), hB = U (upper triangular) for(rocblas_int j = i; j < n; j++) { if(i == j) { hA[b][i + j * lda] = std::real(hA[b][i + j * lda]) + 10; U[b][i + j * ldu] = std::real(U[b][i + j * ldu]) / 100 + 1; hB[b][i + j * ldb] = U[b][i + j * ldu]; } else { if(j == i + 1) { hA[b][i + j * lda] = (hA[b][i + j * lda] - 5) / 10; hA[b][j + i * lda] = sconj(hA[b][i + j * lda]); } else hA[b][j + i * lda] = hA[b][i + j * lda] = 0; U[b][i + j * ldu] = (U[b][i + j * ldu] - 5) / 100; hB[b][i + j * ldb] = U[b][i + j * ldu]; hB[b][j + i * ldb] = 0; U[b][j + i * ldu] = 0; } } if(i == n / 4 || i == n / 2 || i == n - 1 || i == n / 7 || i == n / 5 || i == n / 3) hA[b][i + i * lda] *= -1; } // form B = U' U T one = T(1); cpu_trmm(rocblas_side_left, rocblas_fill_upper, rocblas_operation_conjugate_transpose, rocblas_diagonal_non_unit, n, n, one, U[b], ldu, hB[b], ldb); if(singular && (b == bc / 4 || b == bc / 2 || b == bc - 1)) { // make some matrices B not positive definite // always the same elements for debugging purposes // the algorithm must detect the lower order of the principal minors <= 0 // in those matrices in the batch that are non positive definite rocblas_int i = n / 4 + b; i -= (i / n) * n; hB[b][i + i * ldb] = 0; i = n / 2 + b; i -= (i / n) * n; hB[b][i + i * ldb] = 0; i = n - 1 + b; i -= (i / n) * n; hB[b][i + i * ldb] = 0; } if(itype == rocblas_eform_ax) { // form A = U' M U cpu_trmm(rocblas_side_left, rocblas_fill_upper, rocblas_operation_conjugate_transpose, rocblas_diagonal_non_unit, n, n, one, U[b], ldu, hA[b], lda); cpu_trmm(rocblas_side_right, rocblas_fill_upper, rocblas_operation_none, rocblas_diagonal_non_unit, n, n, one, U[b], ldu, hA[b], lda); } else { // form A = inv(U) M inv(U') cpu_trsm(rocblas_side_left, rocblas_fill_upper, rocblas_operation_none, rocblas_diagonal_non_unit, n, n, one, U[b], ldu, hA[b], lda); cpu_trsm(rocblas_side_right, rocblas_fill_upper, rocblas_operation_conjugate_transpose, rocblas_diagonal_non_unit, n, n, one, U[b], ldu, hA[b], lda); } // store A and B for testing purposes if(test && evect != rocblas_evect_none) { for(rocblas_int i = 0; i < n; i++) { for(rocblas_int j = 0; j < n; j++) { if(use_legacy_tests) { if(itype != rocblas_eform_bax) { A[b][i + j * lda] = hA[b][i + j * lda]; B[b][i + j * ldb] = hB[b][i + j * ldb]; } else { A[b][i + j * lda] = hB[b][i + j * ldb]; B[b][i + j * ldb] = hA[b][i + j * lda]; } } else { A[b][i + j * lda] = hA[b][i + j * lda]; B[b][i + j * ldb] = hB[b][i + j * ldb]; } } } } } } if(GPU) { // now copy data to the GPU CHECK_HIP_ERROR(dA.transfer_from(hA)); CHECK_HIP_ERROR(dB.transfer_from(hB)); } } template void sygvdx_hegvdx_getError(const rocblas_handle handle, const rocblas_eform itype, const rocblas_evect evect, const rocblas_erange erange, const rocblas_fill uplo, const rocblas_int n, Td& dA, const rocblas_int lda, const rocblas_stride stA, Td& dB, const rocblas_int ldb, const rocblas_stride stB, const S vl, const S vu, const rocblas_int il, const rocblas_int iu, Vd& dNev, Ud& dW, const rocblas_stride stW, Td& dZ, const rocblas_int ldz, const rocblas_stride stZ, Vd& dInfo, const rocblas_int bc, Th& hA, Th& hB, Vh& hNev, Vh& hNevRes, Uh& hW, Uh& hWRes, Th& hZ, Th& hZRes, Vh& hInfo, Vh& hInfoRes, double* max_err, const bool singular, size_t& hashA, size_t& hashB, size_t& hashW, size_t& hashZ) { using HMat = HostMatrix; using BDesc = typename HMat::BlockDescriptor; constexpr bool COMPLEX = rocblas_is_complex; int lwork = (COMPLEX ? 2 * n : 8 * n); int lrwork = (COMPLEX ? 7 * n : 0); int liwork = 5 * n; std::vector work(lwork); std::vector rwork(lrwork); std::vector iwork(liwork); std::vector hIfail(n); host_strided_batch_vector A(lda * n, 1, lda * n, bc); host_strided_batch_vector B(ldb * n, 1, ldb * n, bc); std::vector> clss(bc); std::vector skip_test(bc, false); bool use_legacy_tests = sygvdx_hegvdx_use_legacy_tests(); bool test_for_equality = test_for_equality_of_number_of_computed_eigenvalues(); // input data initialization sygvdx_hegvdx_initData(handle, itype, evect, n, dA, lda, stA, dB, ldb, stB, bc, hA, hB, A, B, true, singular); // hash inputs hashA = deterministic_hash(hA, bc); hashB = deterministic_hash(hB, bc); // CPU lapack // abstol = 0 ensures max accuracy in rocsolver; for lapack we should use 2*safemin S atol = 2 * get_safemin(); for(rocblas_int b = 0; b < bc; ++b) { cpu_sygvx_hegvx(itype, evect, erange, uplo, n, hA[b], lda, hB[b], ldb, vl, vu, il, iu, atol, hNev[b], hW[b], hZ[b], ldz, work.data(), lwork, rwork.data(), iwork.data(), hIfail.data(), hInfo[b]); // Capture failures where B is not positive definite (hInfo[b][0] > n), // or where the i-argument has an illegal value (hInfo[b][0] < 0). All other LAPACK // failures skip the test. if((hInfo[b][0] > 0) && (hInfo[b][0] <= n)) { skip_test[b] = true; } } // // Given an eigenvalue l_i of the symmetric matrix A and a computed // eigenvalue l_i^* (obtained with a backward stable method), Weyl's // theorem yields |l_i - l_i^*| <= K*ulp*||A||_2, where K depends on n. // For the sake of this test, we will set K = C * n, with C ~ 1. // // Thus, if the range to look for eigenvalues is the interval (vl, vu], // calls to the solver should look for computed eigenvalues in the range // (vl - tol, vu + tol], where `tol = C * n * ulp * ||A||`. // S C = 10; std::vector tols(bc, 0); std::vector norms(bc, 0); S tol = 0; for(rocblas_int b = 0; b < bc; ++b) { if(hNev[b][0] > 0) { // Get lapack eigenvalues (reference to which rocSOLVER's sygvdx will be compared to) auto eigsLapack = *HMat::Convert(hW[b], hNev[b][0], 1); norms[b] = eigsLapack.max_coeff_norm(); } else { norms[b] = S(0); } tols[b] = C * n * std::numeric_limits::epsilon() * norms[b]; if(std::isfinite(tols[b]) && (tols[b] > tol)) { tol = tols[b]; } } // execute computations // GPU lapack CHECK_ROCBLAS_ERROR(rocsolver_sygvdx_hegvdx( STRIDED, handle, itype, evect, erange, uplo, n, dA.data(), lda, stA, dB.data(), ldb, stB, vl, vu, il, iu, dNev.data(), dW.data(), stW, dZ.data(), ldz, stZ, dInfo.data(), bc)); CHECK_HIP_ERROR(hNevRes.transfer_from(dNev)); CHECK_HIP_ERROR(hWRes.transfer_from(dW)); CHECK_HIP_ERROR(hInfoRes.transfer_from(dInfo)); if(evect != rocblas_evect_none) CHECK_HIP_ERROR(hZRes.transfer_from(dZ)); // hash outputs hashW = deterministic_hash(hWRes, bc); if(evect != rocblas_evect_none) hashZ = deterministic_hash(hZRes, bc); // Except for the cases in which B is indefinite, we expect the eigensolver // to converge for all input matrices. // check info for illegal values and/or positive-definiteness *max_err = 0; for(rocblas_int b = 0; b < bc; ++b) { // Capture failures where B is not positive definite (hInfo[b][0] > n), // or where the i-argument has an illegal value (hInfo[b][0] < 0). All other LAPACK // failures skip the test. if(skip_test[b]) continue; EXPECT_EQ(hInfo[b][0], hInfoRes[b][0]) << "where b = " << b; if(hInfo[b][0] != hInfoRes[b][0]) *max_err += 1; auto numMatchingEigs = clss[b](hW[b], hNev[b][0], hWRes[b], hNevRes[b][0], tols[b]); if(test_for_equality) { EXPECT_EQ(hNev[b][0], numMatchingEigs) << "where b = " << b; if(hNev[b][0] != numMatchingEigs) *max_err += 1; } } // // Compute errors // double err; for(rocblas_int b = 0; b < bc; ++b) { auto [lapackEigs, rocsolverEigs] = clss[b].subseqs(); auto [_, rocsolverEigsIds] = clss[b].subseqs_ids(); auto numMatchingEigs = rocsolverEigs.size(); // Number of eigenvalues computed by rocSOLVER auto numRocsolverEigs = hNevRes[b][0]; // Only check accuracy for tests in which both computed and reference values exist and are well defined. if(skip_test[b] || (numMatchingEigs == 0) || (hInfo[b][0] != 0)) continue; if(evect == rocblas_evect_none) { // // Only eigenvalues // if(use_legacy_tests) { err = norm_error('F', 1, numMatchingEigs, 1, lapackEigs.data(), rocsolverEigs.data()); *max_err = err > *max_err ? err : *max_err; } else { // Get computed eigenvalues auto eigs = *HMat::Convert(rocsolverEigs.data(), rocsolverEigs.size(), 1); // convert eigenvalues from type S to type T, if required // Get lapack (reference) eigenvalues auto eigsRef = *HMat::Convert(lapackEigs.data(), lapackEigs.size(), 1); // convert eigenvalues from type S to type T, if required err = (eigs - eigsRef).norm() / eigsRef.norm(); *max_err = err > *max_err ? err : *max_err; } } else { // // Both eigenvalues and eigenvectors // if(use_legacy_tests) { T alpha = 1; T beta = 0; // hZRes contains eigenvectors x // compute B*x (or A*x) and store in hB cpu_symm_hemm(rocblas_side_left, uplo, n, numRocsolverEigs, alpha, B[b], ldb, hZRes[b], ldz, beta, hB[b], ldb); auto [_, hWResIds] = clss[b].subseqs_ids(); if(itype == rocblas_eform_ax) { // problem is A*x = (lambda)*B*x // compute (1/lambda)*A*x and store in hA for(int j = 0; j < numMatchingEigs; j++) { int jj = hWResIds[j]; // Id of rocSOLVER eigen-pair associated to j-th LAPACK eigen-pair alpha = T(1) / hWRes[b][jj]; cpu_symv_hemv(uplo, n, alpha, A[b], lda, hZRes[b] + jj * ldz, 1, beta, hA[b] + j * lda, 1); } // move B*x into hZRes for(rocblas_int i = 0; i < n; i++) { for(rocblas_int j = 0; j < numMatchingEigs; j++) { int jj = hWResIds[j]; // Id of rocSOLVER eigen-pair associated to j-th LAPACK eigen-pair hZRes[b][i + j * ldz] = hB[b][i + jj * ldb]; } } } else { // problem is A*B*x = (lambda)*x or B*A*x = (lambda)*x // compute (1/lambda)*A*B*x or (1/lambda)*B*A*x and store in hA for(int j = 0; j < numMatchingEigs; j++) { int jj = hWResIds[j]; // Id of rocSOLVER eigen-pair associated to j-th LAPACK eigen-pair alpha = T(1) / hWRes[b][jj]; cpu_symv_hemv(uplo, n, alpha, A[b], lda, hB[b] + jj * ldb, 1, beta, hA[b] + j * lda, 1); } // move hZRes for(rocblas_int i = 0; i < n; i++) { for(rocblas_int j = 0; j < numMatchingEigs; j++) { int jj = hWResIds[j]; // Id of rocSOLVER eigen-pair associated to j-th LAPACK eigen-pair if(j != jj) hZRes[b][i + j * ldz] = hZRes[b][i + jj * ldz]; } } } // error is ||hA - hZRes|| / ||hA|| // using frobenius norm err = norm_error('F', n, numMatchingEigs, lda, hA[b], hZRes[b], ldz); *max_err = err > *max_err ? err : *max_err; } else // if(!use_legacy_tests) { // // Prepare input // // Get computed eigenvalues auto eigs = *HMat::Convert(rocsolverEigs.data(), rocsolverEigs.size(), 1); // convert eigenvalues from type S to type T, if required // Get lapack (reference) eigenvalues auto eigsRef = *HMat::Convert(lapackEigs.data(), lapackEigs.size(), 1); // convert eigenvalues from type S to type T, if required // Create thin wrappers of input matrices A and B auto AWrap = HMat::Wrap(A.data() + b * lda * n, lda, n); auto BWrap = HMat::Wrap(B.data() + b * ldb * n, ldb, n); // We want the sub-blocks starting from row 0, col 0 and with size n x n of A and B auto A_b = (*AWrap).block(BDesc().nrows(n).ncols(n)); auto B_b = (*BWrap).block(BDesc().nrows(n).ncols(n)); // Get computed eigenvectors auto V_b = (*HMat::Wrap(hZRes[b], ldz, n)).block(BDesc().nrows(n).ncols(numRocsolverEigs)); // If rocSOLVER computed more eigen-pairs then the number of // reference eigenvalues, select the eigen-pairs that match the // reference if(numRocsolverEigs > numMatchingEigs) { rocblas_int ii; for(rocblas_int i = 0; i < numMatchingEigs; ++i) { ii = rocsolverEigsIds[i]; V_b.col(i, V_b.col(ii)); } V_b = V_b.block(BDesc().nrows(n).ncols(numMatchingEigs)); } // // Check eigenpairs' accuracy with a "Relative Weyl" error // bound, which (at its simplest form) states the following. // // Let X (cond(X) < Inf), and A (A^* = A) be such that A has // eigenvalues {a_i} and H = X^t*A*X has eigenvalues {h_i}. // Then: // // |a_i - h_i| <= |a_i|*||X^t*X - I||_2 // // Note: for rocSOLVER's sygv, if V is the eigenvectors' matrix // and B = L*L^t, then either X = L^t*V (cases 1 and 2) or X = // inv(L)*V (case 3). // auto VE = HMat::Empty(); if(itype == rocblas_eform_bax) { VE = adjoint(V_b) * inv(B_b) * V_b - HMat::Eye(numMatchingEigs); } else // if ((itype == rocblas_eform_ax) || (itype == rocblas_eform_abx)) { VE = adjoint(V_b) * B_b * V_b - HMat::Eye(numMatchingEigs); } S eta = std::max(VE.norm(), std::numeric_limits::epsilon()); *max_err = eta > *max_err ? eta : *max_err; auto AE = HMat::Empty(); if(itype == rocblas_eform_abx) { auto Z = B_b * V_b; AE = adjoint(Z) * A_b * Z - HMat::Zeros(numMatchingEigs).diag(eigs); } else // if ((itype == rocblas_eform_ax) || (itype == rocblas_eform_bax)) { AE = adjoint(V_b) * A_b * V_b - HMat::Zeros(numMatchingEigs).diag(eigs); } err = AE.norm() / eigsRef.norm(); err *= std::numeric_limits::epsilon() / eta; *max_err = err > *max_err ? err : *max_err; } } } } template void sygvdx_hegvdx_getPerfData(const rocblas_handle handle, const rocblas_eform itype, const rocblas_evect evect, const rocblas_erange erange, const rocblas_fill uplo, const rocblas_int n, Td& dA, const rocblas_int lda, const rocblas_stride stA, Td& dB, const rocblas_int ldb, const rocblas_stride stB, const S vl, const S vu, const rocblas_int il, const rocblas_int iu, Vd& dNev, Ud& dW, const rocblas_stride stW, Td& dZ, const rocblas_int ldz, const rocblas_stride stZ, Vd& dInfo, const rocblas_int bc, Th& hA, Th& hB, Vh& hNev, Uh& hW, Th& hZ, Vh& hInfo, double* gpu_time_used, double* cpu_time_used, const rocblas_int hot_calls, const int profile, const bool profile_kernels, const bool perf, const bool singular) { host_strided_batch_vector A(lda * n, 1, lda * n, bc); host_strided_batch_vector B(ldb * n, 1, ldb * n, bc); if(!perf) { // cpu-lapack performance (only if not in perf mode) *cpu_time_used = nan(""); } sygvdx_hegvdx_initData(handle, itype, evect, n, dA, lda, stA, dB, ldb, stB, bc, hA, hB, A, B, false, singular); // cold calls for(int iter = 0; iter < 2; iter++) { sygvdx_hegvdx_initData(handle, itype, evect, n, dA, lda, stA, dB, ldb, stB, bc, hA, hB, A, B, false, singular); CHECK_ROCBLAS_ERROR(rocsolver_sygvdx_hegvdx( STRIDED, handle, itype, evect, erange, uplo, n, dA.data(), lda, stA, dB.data(), ldb, stB, vl, vu, il, iu, dNev.data(), dW.data(), stW, dZ.data(), ldz, stZ, dInfo.data(), bc)); } // gpu-lapack performance hipStream_t stream; CHECK_ROCBLAS_ERROR(rocblas_get_stream(handle, &stream)); rocsolver_timer timer; if(profile > 0) { if(profile_kernels) rocsolver_log_set_layer_mode(rocblas_layer_mode_log_profile | rocblas_layer_mode_ex_log_kernel); else rocsolver_log_set_layer_mode(rocblas_layer_mode_log_profile); rocsolver_log_set_max_levels(profile); } for(rocblas_int iter = 0; iter < hot_calls; iter++) { sygvdx_hegvdx_initData(handle, itype, evect, n, dA, lda, stA, dB, ldb, stB, bc, hA, hB, A, B, false, singular); timer.start(stream); rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA.data(), lda, stA, dB.data(), ldb, stB, vl, vu, il, iu, dNev.data(), dW.data(), stW, dZ.data(), ldz, stZ, dInfo.data(), bc); timer.end(stream); } *gpu_time_used = timer.get_combined(); } template void testing_sygvdx_hegvdx(Arguments& argus) { using S = decltype(std::real(T{})); // get arguments rocblas_local_handle handle; char itypeC = argus.get("itype"); char evectC = argus.get("evect"); char erangeC = argus.get("erange"); char uploC = argus.get("uplo"); rocblas_int n = argus.get("n"); rocblas_int lda = argus.get("lda", n); rocblas_int ldb = argus.get("ldb", n); rocblas_int ldz = argus.get("ldz", n); rocblas_stride stA = argus.get("strideA", lda * n); rocblas_stride stB = argus.get("strideB", ldb * n); rocblas_stride stW = argus.get("strideW", n); rocblas_stride stZ = argus.get("strideZ", ldz * n); S vl = S(argus.get("vl", 0)); S vu = S(argus.get("vu", erangeC == 'V' ? 1 : 0)); rocblas_int il = argus.get("il", erangeC == 'I' ? 1 : 0); rocblas_int iu = argus.get("iu", erangeC == 'I' ? 1 : 0); rocblas_eform itype = char2rocblas_eform(itypeC); rocblas_evect evect = char2rocblas_evect(evectC); rocblas_erange erange = char2rocblas_erange(erangeC); rocblas_fill uplo = char2rocblas_fill(uploC); rocblas_int bc = argus.batch_count; rocblas_int hot_calls = argus.iters; rocblas_stride stWRes = (argus.unit_check || argus.norm_check || argus.hash_check) ? stW : 0; rocblas_stride stZRes = (argus.unit_check || argus.norm_check || argus.hash_check) ? stZ : 0; // check non-supported values if(uplo == rocblas_fill_full || evect == rocblas_evect_tridiagonal) { if(BATCHED) EXPECT_ROCBLAS_STATUS( rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, (T* const*)nullptr, lda, stA, (T* const*)nullptr, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, (S*)nullptr, stW, (T* const*)nullptr, ldz, stZ, (rocblas_int*)nullptr, bc), rocblas_status_invalid_value); else EXPECT_ROCBLAS_STATUS( rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, (T*)nullptr, lda, stA, (T*)nullptr, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, (S*)nullptr, stW, (T*)nullptr, ldz, stZ, (rocblas_int*)nullptr, bc), rocblas_status_invalid_value); if(argus.timing) rocsolver_bench_inform(inform_invalid_args); return; } // determine sizes size_t size_A = size_t(lda) * n; size_t size_B = size_t(ldb) * n; size_t size_W = size_t(n); size_t size_Z = size_t(ldz) * n; double max_error = 0, gpu_time_used = 0, cpu_time_used = 0; size_t hashA = 0, hashB = 0, hashW = 0, hashZ = 0; size_t size_WRes = (argus.unit_check || argus.norm_check || argus.hash_check) ? size_W : 0; size_t size_ZRes = (argus.unit_check || argus.norm_check || argus.hash_check) ? size_Z : 0; // check invalid sizes bool invalid_size = (n < 0 || lda < n || ldb < n || (evect != rocblas_evect_none && ldz < n) || bc < 0 || (erange == rocblas_erange_value && vl >= vu) || (erange == rocblas_erange_index && (il < 1 || iu < 0)) || (erange == rocblas_erange_index && (iu > n || (n > 0 && il > iu)))); if(invalid_size) { if(BATCHED) EXPECT_ROCBLAS_STATUS( rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, (T* const*)nullptr, lda, stA, (T* const*)nullptr, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, (S*)nullptr, stW, (T* const*)nullptr, ldz, stZ, (rocblas_int*)nullptr, bc), rocblas_status_invalid_size); else EXPECT_ROCBLAS_STATUS( rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, (T*)nullptr, lda, stA, (T*)nullptr, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, (S*)nullptr, stW, (T*)nullptr, ldz, stZ, (rocblas_int*)nullptr, bc), rocblas_status_invalid_size); if(argus.timing) rocsolver_bench_inform(inform_invalid_size); return; } // memory size query is necessary if(argus.mem_query) { CHECK_ROCBLAS_ERROR(rocblas_start_device_memory_size_query(handle)); if(BATCHED) CHECK_ALLOC_QUERY(rocsolver_sygvdx_hegvdx( STRIDED, handle, itype, evect, erange, uplo, n, (T* const*)nullptr, lda, stA, (T* const*)nullptr, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, (S*)nullptr, stW, (T* const*)nullptr, ldz, stZ, (rocblas_int*)nullptr, bc)); else CHECK_ALLOC_QUERY(rocsolver_sygvdx_hegvdx( STRIDED, handle, itype, evect, erange, uplo, n, (T*)nullptr, lda, stA, (T*)nullptr, ldb, stB, vl, vu, il, iu, (rocblas_int*)nullptr, (S*)nullptr, stW, (T*)nullptr, ldz, stZ, (rocblas_int*)nullptr, bc)); size_t size; CHECK_ROCBLAS_ERROR(rocblas_stop_device_memory_size_query(handle, &size)); rocsolver_bench_inform(inform_mem_query, size); return; } // memory allocations (all cases) // host host_strided_batch_vector hNev(1, 1, 1, bc); host_strided_batch_vector hNevRes(1, 1, 1, bc); host_strided_batch_vector hW(size_W, 1, stW, bc); host_strided_batch_vector hWRes(size_WRes, 1, stWRes, bc); host_strided_batch_vector hInfo(1, 1, 1, bc); host_strided_batch_vector hInfoRes(1, 1, 1, bc); // device device_strided_batch_vector dNev(1, 1, 1, bc); device_strided_batch_vector dW(size_W, 1, stW, bc); device_strided_batch_vector dInfo(1, 1, 1, bc); CHECK_HIP_ERROR(dNev.memcheck()); CHECK_HIP_ERROR(dInfo.memcheck()); if(size_W) CHECK_HIP_ERROR(dW.memcheck()); if(BATCHED) { // memory allocations host_batch_vector hA(size_A, 1, bc); host_batch_vector hB(size_B, 1, bc); host_batch_vector hZ(size_Z, 1, bc); host_batch_vector hZRes(size_ZRes, 1, bc); device_batch_vector dA(size_A, 1, bc); device_batch_vector dB(size_B, 1, bc); device_batch_vector dZ(size_Z, 1, bc); if(size_A) CHECK_HIP_ERROR(dA.memcheck()); if(size_B) CHECK_HIP_ERROR(dB.memcheck()); if(size_Z) CHECK_HIP_ERROR(dZ.memcheck()); // check quick return if(n == 0 || bc == 0) { EXPECT_ROCBLAS_STATUS( rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA.data(), lda, stA, dB.data(), ldb, stB, vl, vu, il, iu, dNev.data(), dW.data(), stW, dZ.data(), ldz, stZ, dInfo.data(), bc), rocblas_status_success); if(argus.timing) rocsolver_bench_inform(inform_quick_return); return; } // check computations if(argus.unit_check || argus.norm_check || argus.hash_check) sygvdx_hegvdx_getError( handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc, hA, hB, hNev, hNevRes, hW, hWRes, hZ, hZRes, hInfo, hInfoRes, &max_error, argus.singular, hashA, hashB, hashW, hashZ); // collect performance data if(argus.timing && hot_calls > 0) sygvdx_hegvdx_getPerfData( handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc, hA, hB, hNev, hW, hZ, hInfo, &gpu_time_used, &cpu_time_used, hot_calls, argus.profile, argus.profile_kernels, argus.perf, argus.singular); } else { // memory allocations host_strided_batch_vector hA(size_A, 1, stA, bc); host_strided_batch_vector hB(size_B, 1, stB, bc); host_strided_batch_vector hZ(size_Z, 1, stZ, bc); host_strided_batch_vector hZRes(size_ZRes, 1, stZRes, bc); device_strided_batch_vector dA(size_A, 1, stA, bc); device_strided_batch_vector dB(size_B, 1, stB, bc); device_strided_batch_vector dZ(size_Z, 1, stZ, bc); if(size_A) CHECK_HIP_ERROR(dA.memcheck()); if(size_B) CHECK_HIP_ERROR(dB.memcheck()); if(size_Z) CHECK_HIP_ERROR(dZ.memcheck()); // check quick return if(n == 0 || bc == 0) { EXPECT_ROCBLAS_STATUS( rocsolver_sygvdx_hegvdx(STRIDED, handle, itype, evect, erange, uplo, n, dA.data(), lda, stA, dB.data(), ldb, stB, vl, vu, il, iu, dNev.data(), dW.data(), stW, dZ.data(), ldz, stZ, dInfo.data(), bc), rocblas_status_success); if(argus.timing) rocsolver_bench_inform(inform_quick_return); return; } // check computations if(argus.unit_check || argus.norm_check || argus.hash_check) sygvdx_hegvdx_getError( handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc, hA, hB, hNev, hNevRes, hW, hWRes, hZ, hZRes, hInfo, hInfoRes, &max_error, argus.singular, hashA, hashB, hashW, hashZ); // collect performance data if(argus.timing && hot_calls > 0) sygvdx_hegvdx_getPerfData( handle, itype, evect, erange, uplo, n, dA, lda, stA, dB, ldb, stB, vl, vu, il, iu, dNev, dW, stW, dZ, ldz, stZ, dInfo, bc, hA, hB, hNev, hW, hZ, hInfo, &gpu_time_used, &cpu_time_used, hot_calls, argus.profile, argus.profile_kernels, argus.perf, argus.singular); } // validate results for rocsolver-test // using 8 * n * machine_precision as tolerance if(argus.unit_check) ROCSOLVER_TEST_CHECK(T, max_error, 8 * n); // output results for rocsolver-bench if(argus.timing) { if(!argus.perf) { rocsolver_bench_header("Arguments:"); if(BATCHED) { rocsolver_bench_output("itype", "evect", "erange", "uplo", "n", "lda", "ldb", "vl", "vu", "il", "iu", "strideW", "ldz", "batch_c"); rocsolver_bench_output(itypeC, evectC, erangeC, uploC, n, lda, ldb, vl, vu, il, iu, stW, ldz, bc); } else if(STRIDED) { rocsolver_bench_output("itype", "evect", "erange", "uplo", "n", "lda", "ldb", "strideA", "strideB", "vl", "vu", "il", "iu", "strideW", "ldz", "strideZ", "batch_c"); rocsolver_bench_output(itypeC, evectC, erangeC, uploC, n, lda, ldb, stA, stB, vl, vu, il, iu, stW, ldz, stZ, bc); } else { rocsolver_bench_output("itype", "evect", "erange", "uplo", "n", "lda", "ldb", "vl", "vu", "il", "iu", "ldz"); rocsolver_bench_output(itypeC, evectC, erangeC, uploC, n, lda, ldb, vl, vu, il, iu, ldz); } rocsolver_bench_header("Results:"); if(argus.norm_check) { rocsolver_bench_output("cpu_time", "gpu_time", "error"); rocsolver_bench_output(cpu_time_used, gpu_time_used, max_error); } else { rocsolver_bench_output("cpu_time", "gpu_time"); rocsolver_bench_output(cpu_time_used, gpu_time_used); } rocsolver_bench_endl(); if(argus.hash_check) { rocsolver_bench_output("hash(A)", "hash(B)", "hash(W)", "hash(Z)"); rocsolver_bench_output(ROCSOLVER_FORMAT_HASH(hashA), ROCSOLVER_FORMAT_HASH(hashB), ROCSOLVER_FORMAT_HASH(hashW), ROCSOLVER_FORMAT_HASH(hashZ)); rocsolver_bench_endl(); } } else { if(argus.norm_check) rocsolver_bench_output(gpu_time_used, max_error); else rocsolver_bench_output(gpu_time_used); } } // ensure all arguments were consumed argus.validate_consumed(); } #define EXTERN_TESTING_SYGVDX_HEGVDX(...) \ extern template void testing_sygvdx_hegvdx<__VA_ARGS__>(Arguments&); INSTANTIATE(EXTERN_TESTING_SYGVDX_HEGVDX, FOREACH_MATRIX_DATA_LAYOUT, FOREACH_SCALAR_TYPE, APPLY_STAMP)