DSYGV in MAGMA

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DSYGV in MAGMA

Postby xunlei » Tue Jan 25, 2011 1:17 pm

Hi,
I am optimizing a code spending a lot of time running (Intel MKL version) LAPACK's DSYGV()
http://www.netlib.org/lapack/lapack-3.1 ... ygv.f.html
Does MAGMA have DSYGV() already? If not, does MAGMA have DPOTRF, DSYEV, DSYGST, DTRMM, DTRSM which are required by DSYGV()?
Thanks a lot.
Best,
xunlei
xunlei
 
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Re: DSYGV in MAGMA

Postby Stan Tomov » Tue Jan 25, 2011 9:36 pm

MAGMA 1.0 RC3 has most of the components needed.

First the B matrix is factored using a Cholesky factorization and we have that for the GPUs.
Then the factors are applied to A, we have that for GPUs.
Then the resulting matrix is reduced to tridiagonal form, we have that for GPUs.
Then fined the eigenvalues of the tridiagonal matrix, we don't have that for the GPU but its not too expensive to compute on the host.
Finally, there are back transforms, for the vectors and we have these as well for GPUs.

At the moment you would have to put together these pieces from MAGMA, similarly to the way we have already done it for the standard eigen-problem.
Stan Tomov
 
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Re: DSYGV in MAGMA

Postby fdahm » Mon Jul 25, 2011 10:41 am

Have anyone in the Magma team or not implement a dsygv for GPU since january?
If so i would appreciate any advice before starting to write it myself...
Thanks!
fdahm
 
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Re: DSYGV in MAGMA

Postby Stan Tomov » Mon Jul 25, 2011 12:05 pm

We have a visitor that implemented it and now is working on some optimizations and testing. We expect to have it released within two weeks.
Stan Tomov
 
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Re: DSYGV in MAGMA

Postby fdahm » Tue Jul 26, 2011 3:58 am

Thanks for the reply.
I may wait these 2 weeks so :)
What is the Magma's roadmap for the next month?
When the official 1.0 will be release?
fdahm
 
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