geqrsv: Solves Ax = b using QR factorization (driver)

Functions
magma_int_t	magma_dsgeqrsv_gpu (magma_int_t m, magma_int_t n, magma_int_t nrhs, magmaDouble_ptr dA, magma_int_t ldda, magmaDouble_ptr dB, magma_int_t lddb, magmaDouble_ptr dX, magma_int_t lddx, magma_int_t *iter, magma_int_t *info)
	DSGEQRSV solves the least squares problem min || A*X - B ||, where A is an M-by-N matrix and X and B are M-by-NRHS matrices. More...
magma_int_t	magma_zcgeqrsv_gpu (magma_int_t m, magma_int_t n, magma_int_t nrhs, magmaDoubleComplex_ptr dA, magma_int_t ldda, magmaDoubleComplex_ptr dB, magma_int_t lddb, magmaDoubleComplex_ptr dX, magma_int_t lddx, magma_int_t *iter, magma_int_t *info)
	ZCGEQRSV solves the least squares problem min || A*X - B ||, where A is an M-by-N matrix and X and B are M-by-NRHS matrices. More...

Detailed Description

Function Documentation

magma_int_t magma_dsgeqrsv_gpu	(	magma_int_t	m,
		magma_int_t	n,
		magma_int_t	nrhs,
		magmaDouble_ptr	dA,
		magma_int_t	ldda,
		magmaDouble_ptr	dB,
		magma_int_t	lddb,
		magmaDouble_ptr	dX,
		magma_int_t	lddx,
		magma_int_t *	iter,
		magma_int_t *	info
	)

DSGEQRSV solves the least squares problem min || A*X - B ||, where A is an M-by-N matrix and X and B are M-by-NRHS matrices.

DSGEQRSV first attempts to factorize the matrix in real SINGLE PRECISION and use this factorization within an iterative refinement procedure to produce a solution with real DOUBLE PRECISION norm-wise backward error quality (see below). If the approach fails the method switches to a real DOUBLE PRECISION factorization and solve.

The iterative refinement is not going to be a winning strategy if the ratio real SINGLE PRECISION performance over real DOUBLE PRECISION performance is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement.

The iterative refinement process is stopped if ITER > ITERMAX or for all the RHS we have: RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX where o ITER is the number of the current iteration in the iterative refinement process o RNRM is the infinity-norm of the residual o XNRM is the infinity-norm of the solution o ANRM is the infinity-operator-norm of the matrix A o EPS is the machine epsilon returned by DLAMCH('Epsilon') The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.

Parameters

[in]	m	INTEGER The number of rows of the matrix A. M >= 0.
[in]	n	INTEGER The number of columns of the matrix A. M >= N >= 0.
[in]	nrhs	INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
[in,out]	dA	DOUBLE PRECISION array on the GPU, dimension (LDDA,N) On entry, the M-by-N coefficient matrix A. On exit, if iterative refinement has been successfully used (info.EQ.0 and ITER.GE.0, see description below), A is unchanged. If double precision factorization has been used (info.EQ.0 and ITER.LT.0, see description below), then the array dA contains the QR factorization of A as returned by function DGEQRF_GPU.
[in]	ldda	INTEGER The leading dimension of the array dA. LDDA >= max(1,M).
[in,out]	dB	DOUBLE PRECISION array on the GPU, dimension (LDDB,NRHS) The M-by-NRHS right hand side matrix B. May be overwritten (e.g., if refinement fails).
[in]	lddb	INTEGER The leading dimension of the array dB. LDDB >= max(1,M).
[out]	dX	DOUBLE PRECISION array on the GPU, dimension (LDDX,NRHS) If info = 0, the N-by-NRHS solution matrix X.
[in]	lddx	INTEGER The leading dimension of the array dX. LDDX >= max(1,N).
[out]	iter	INTEGER < 0: iterative refinement has failed, double precision factorization has been performed -1 : the routine fell back to full precision for implementation- or machine-specific reasons -2 : narrowing the precision induced an overflow, the routine fell back to full precision -3 : failure of SGEQRF -31: stop the iterative refinement after the 30th iteration > 0: iterative refinement has been successfully used. Returns the number of iterations
[out]	info	INTEGER = 0: successful exit < 0: if info = -i, the i-th argument had an illegal value

magma_int_t magma_zcgeqrsv_gpu	(	magma_int_t	m,
		magma_int_t	n,
		magma_int_t	nrhs,
		magmaDoubleComplex_ptr	dA,
		magma_int_t	ldda,
		magmaDoubleComplex_ptr	dB,
		magma_int_t	lddb,
		magmaDoubleComplex_ptr	dX,
		magma_int_t	lddx,
		magma_int_t *	iter,
		magma_int_t *	info
	)

ZCGEQRSV solves the least squares problem min || A*X - B ||, where A is an M-by-N matrix and X and B are M-by-NRHS matrices.

ZCGEQRSV first attempts to factorize the matrix in complex SINGLE PRECISION and use this factorization within an iterative refinement procedure to produce a solution with complex DOUBLE PRECISION norm-wise backward error quality (see below). If the approach fails the method switches to a complex DOUBLE PRECISION factorization and solve.

The iterative refinement is not going to be a winning strategy if the ratio complex SINGLE PRECISION performance over complex DOUBLE PRECISION performance is too small. A reasonable strategy should take the number of right-hand sides and the size of the matrix into account. This might be done with a call to ILAENV in the future. Up to now, we always try iterative refinement.

The iterative refinement process is stopped if ITER > ITERMAX or for all the RHS we have: RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX where o ITER is the number of the current iteration in the iterative refinement process o RNRM is the infinity-norm of the residual o XNRM is the infinity-norm of the solution o ANRM is the infinity-operator-norm of the matrix A o EPS is the machine epsilon returned by DLAMCH('Epsilon') The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00 respectively.

Parameters

[in]	m	INTEGER The number of rows of the matrix A. M >= 0.
[in]	n	INTEGER The number of columns of the matrix A. M >= N >= 0.
[in]	nrhs	INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
[in,out]	dA	COMPLEX_16 array on the GPU, dimension (LDDA,N) On entry, the M-by-N coefficient matrix A. On exit, if iterative refinement has been successfully used (info.EQ.0 and ITER.GE.0, see description below), A is unchanged. If double precision factorization has been used (info.EQ.0 and ITER.LT.0, see description below), then the array dA contains the QR factorization of A as returned by function DGEQRF_GPU.
[in]	ldda	INTEGER The leading dimension of the array dA. LDDA >= max(1,M).
[in,out]	dB	COMPLEX_16 array on the GPU, dimension (LDDB,NRHS) The M-by-NRHS right hand side matrix B. May be overwritten (e.g., if refinement fails).
[in]	lddb	INTEGER The leading dimension of the array dB. LDDB >= max(1,M).
[out]	dX	COMPLEX_16 array on the GPU, dimension (LDDX,NRHS) If info = 0, the N-by-NRHS solution matrix X.
[in]	lddx	INTEGER The leading dimension of the array dX. LDDX >= max(1,N).
[out]	iter	INTEGER < 0: iterative refinement has failed, double precision factorization has been performed -1 : the routine fell back to full precision for implementation- or machine-specific reasons -2 : narrowing the precision induced an overflow, the routine fell back to full precision -3 : failure of SGEQRF -31: stop the iterative refinement after the 30th iteration > 0: iterative refinement has been successfully used. Returns the number of iterations
[out]	info	INTEGER = 0: successful exit < 0: if info = -i, the i-th argument had an illegal value