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magma_cholesky_inv.cpp
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magma_cholesky_inv.cpp
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#include <stdio.h>
#include <stdlib.h>
#include <cublas.h>
#include "magma.h"
#include "magma_lapack.h"
void copy_upper_diag(double *a, int n) {
int i,j;
for(i=0; i<n; i++) {
for (j=0; j<i; j++)
a[i*n+j] = (a[j*n+i]);
}
}
void show_matrix(double *A, int n) {
int i,j;
for (i = 0; i < n; i++) {
for (j = 0; j < n; j++)
printf("%2.5f ", A[i * n + j]);
printf("\n");
}
}
double *cholesky_gpu(double *ml, int m) {
magma_int_t mm = m*m;
magma_int_t info;
double *a;
double *d_a ;
magma_err_t err;
err = magma_dmalloc_cpu ( &a , mm );
err = magma_dmalloc ( &d_a , mm );
magma_dsetmatrix ( m, m, ml, m, d_a , m );
magma_dpotrf_gpu('L',m,d_a,m,&info);
magma_dpotri_gpu('L',m,d_a,m,&info);
magma_dgetmatrix ( m, m, d_a , m, a, m );
magma_free (d_a );
return a;
}
double *cholesky(double *ml, int m) {
magma_int_t info;
magma_dpotrf('L',m,ml,m,&info);
magma_dpotri('L',m,ml,m,&info);
return ml;
}
double *generate_sym_matrix(int m) {
double *a;
magma_int_t i,j;
magma_int_t mm = m*m;
magma_err_t err;
err = magma_dmalloc_cpu ( &a , mm );
magma_int_t ione = 1;
magma_int_t ISEED [4] = {0 ,0 ,0 ,1};
lapackf77_dlarnv (&ione ,ISEED ,&mm ,a);
for(i=0; i<m; i++) {
MAGMA_D_SET2REAL (a[i*m+i],( MAGMA_D_REAL (a[i*m+i ])+1.* m ) );
for (j=0; j<i; j++)
a[i*m+j] = (a[j*m+i]);
}
return a;
}
int main(int argc, char** argv) {
magma_init();
magma_timestr_t start , end;
double gpu_time ;
double *c;
int dim[] = {20000,30000,40000};
int i,n;
n = sizeof(dim) / sizeof(dim[0]);
for(i=0; i < n; i++) {
magma_int_t m = dim[i];
magma_int_t mm=m*m;
magma_err_t err;
err = magma_dmalloc_cpu ( &c , mm );
//generate random symmetric, positive matrix
double *ml = generate_sym_matrix(m);
start = get_current_time();
//find the inverse matrix for MxM symmetric, positive definite matrix using the cholesky decomposition.
//Compute GPU cholesky decomposition with CPU interface
c = cholesky(ml, m);
end = get_current_time();
gpu_time = GetTimerValue(start,end)/1e3;
printf("gpu time for %dx%d: %7.5f sec\n", m, m, gpu_time);
//copy upper diag
copy_upper_diag(c,m);
free(c);
}
magma_finalize ();
return 0;
}