[英]Extract upper triangular matrix from the result of “magma_dgeqrf2_gpu” (which is a general matrix) without transferring to host
[英]How to use MAGMA with NVIDIA GPU card instead of CPU LAPACKE to inverse large matrix
我需要对大型矩阵求逆,我想修改我当前的 LAPACKE 版本例程,以便利用 GPU NVIDIA 卡的强大功能。
事实上,我的 LAPACKE 例程适用于相对较小的矩阵,但不适用于大型矩阵。
下面是这个 LAPACKE 例程的实现:
#include <mkl.h>
// Passing Matrixes by Reference
void matrix_inverse_lapack(vector<vector<double>> const &F_matrix, vector<vector<double>> &F_output) {
// Index for loop and arrays
int i, j, ip, idx;
// Size of F_matrix
int N = F_matrix.size();
int *IPIV = new int[N];
// Output Diagonal block
double *diag = new double[N];
for (i = 0; i<N; i++){
for (j = 0; j<N; j++){
idx = i*N + j;
arr[idx] = F_matrix[i][j];
}
}
// LAPACKE routines
int info1 = LAPACKE_dgetrf(LAPACK_ROW_MAJOR, N, N, arr, N, IPIV);
int info2 = LAPACKE_dgetri(LAPACK_ROW_MAJOR, N, arr, N, IPIV);
for (i = 0; i<N; i++){
for (j = 0; j<N; j++){
idx = i*N + j;
F_output[i][j] = arr[idx];
}
}
delete[] IPIV;
delete[] arr;
}
像这样调用 with 来逆 CO_CL 矩阵:
matrix_inverse_lapack(CO_CL, CO_CL);
CO_CL 定义为:
vector<vector<double>> CO_CL(lsize*(2*Dim_x+Dim_y), vector<double>(lsize*(2*Dim_x+Dim_y), 0));
在我的案例中,如何使用 NVIDIA 的 MAGMA 而不是使用 LAPACKE 来求逆矩阵?
更新 1:我已经下载了magma-2.6.1
,首先,我必须修改原来的 Makefile:
CXX = icpc -std=c++11 -O3 -xHost
CXXFLAGS = -Wall -c -I${MKLROOT}/include -I/opt/intel/oneapi/compiler/latest/linux/compiler/include -qopenmp -qmkl=parallel
LDFLAGS = -L${MKLROOT}/lib -Wl,-rpath,${MKLROOT}/lib -Wl,-rpath,${MKLROOT}/../compiler/lib -qopenmp -qmkl
SOURCES = main_intel.cpp XSAF_C_intel.cpp
EXECUTABLE = main_intel.exe
我没有在magma-2.6.1
中看到mkl
标头: nvcc
和MKL
兼容吗?
尝试使用magma sgetri gpu
- 单精度逆矩阵,GPU 接口。 这个 function 以单精度计算 m × m 矩阵 A 的逆 A^−1。
magma_ssetmatrix ( m, m, a,m, d_a ,m, queue ); // copy a -> d_a
magmablas_slacpy ( MagmaFull ,m,m,d_a ,m,d_r ,m, queue ); // d_a - >d_r
// find the inverse matrix : d_a *X=I using the LU factorization
// with partial pivoting and row interchanges computed by
// magma_sgetrf_gpu ; row i is interchanged with row piv (i);
// d_a -mxm matrix ; d_a is overwritten by the inverse
gpu_time = magma_sync_wtime ( NULL );
magma sgetrf gpu( m, m, d a, m, piv, &info);
magma sgetri gpu(m,d a,m,piv,dwork,ldwork,&info);
NVIDIA的官方文档中有很多例子,你也可以看看:
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