/* Copyright (c) 2021, NVIDIA CORPORATION. All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * 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. * * Neither the name of NVIDIA CORPORATION nor the names of its * contributors may be used to endorse or promote products derived * from this software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``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 COPYRIGHT OWNER 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. */ /* * This example demonstrates how to use the cuBLAS library API * for lower-upper (LU) decomposition of a matrix. LU decomposition * factors a matrix as the product of upper triangular matrix and * lower trianglular matrix. * * https://en.wikipedia.org/wiki/LU_decomposition * * This sample uses 10000 matrices of size 4x4 and performs * LU decomposition of them using batched decomposition API * of cuBLAS library. To test the correctness of upper and lower * matrices generated, they are multiplied and compared with the * original input matrix. * */ #include #include // cuda libraries and helpers #include #include #include // configurable parameters // dimension of matrix #define N 4 #define BATCH_SIZE 10000 // use double precision data type #define DOUBLE_PRECISION /* comment this to use single precision */ #ifdef DOUBLE_PRECISION #define DATA_TYPE double #define MAX_ERROR 1e-15 #else #define DATA_TYPE float #define MAX_ERROR 1e-6 #endif /* DOUBLE_PRCISION */ // use pivot vector while decomposing #define PIVOT /* comment this to disable pivot use */ // helper functions // wrapper around cublasgetrfBatched() cublasStatus_t cublasXgetrfBatched(cublasHandle_t handle, int n, DATA_TYPE* const A[], int lda, int* P, int* info, int batchSize) { #ifdef DOUBLE_PRECISION return cublasDgetrfBatched(handle, n, A, lda, P, info, batchSize); #else return cublasSgetrfBatched(handle, n, A, lda, P, info, batchSize); #endif } // wrapper around malloc // clears the allocated memory to 0 // terminates the program if malloc fails void* xmalloc(size_t size) { void* ptr = malloc(size); if (ptr == NULL) { printf("> ERROR: malloc for size %zu failed..\n", size); exit(EXIT_FAILURE); } memset(ptr, 0, size); return ptr; } // initalize identity matrix void initIdentityMatrix(DATA_TYPE* mat) { // clear the matrix memset(mat, 0, N * N * sizeof(DATA_TYPE)); // set all diagonals to 1 for (int i = 0; i < N; i++) { mat[(i * N) + i] = 1.0; } } // initialize matrix with all elements as 0 void initZeroMatrix(DATA_TYPE* mat) { memset(mat, 0, N * N * sizeof(DATA_TYPE)); } // fill random value in column-major matrix void initRandomMatrix(DATA_TYPE* mat) { for (int i = 0; i < N; i++) { for (int j = 0; j < N; j++) { mat[(j * N) + i] = (DATA_TYPE)1.0 + ((DATA_TYPE)rand() / (DATA_TYPE)RAND_MAX); } } // diagonal dominant matrix to insure it is invertible matrix for (int i = 0; i < N; i++) { mat[(i * N) + i] += (DATA_TYPE)N; } } // print column-major matrix void printMatrix(DATA_TYPE* mat) { for (int i = 0; i < N; i++) { for (int j = 0; j < N; j++) { printf("%20.16f ", mat[(j * N) + i]); } printf("\n"); } printf("\n"); } // matrix mulitplication void matrixMultiply(DATA_TYPE* res, DATA_TYPE* mat1, DATA_TYPE* mat2) { initZeroMatrix(res); for (int i = 0; i < N; i++) { for (int j = 0; j < N; j++) { for (int k = 0; k < N; k++) { res[(j * N) + i] += mat1[(k * N) + i] * mat2[(j * N) + k]; } } } } // check matrix equality bool checkRelativeError(DATA_TYPE* mat1, DATA_TYPE* mat2, DATA_TYPE maxError) { DATA_TYPE err = (DATA_TYPE)0.0; DATA_TYPE refNorm = (DATA_TYPE)0.0; DATA_TYPE relError = (DATA_TYPE)0.0; DATA_TYPE relMaxError = (DATA_TYPE)0.0; for (int i = 0; i < N * N; i++) { refNorm = abs(mat1[i]); err = abs(mat1[i] - mat2[i]); if (refNorm != 0.0 && err > 0.0) { relError = err / refNorm; relMaxError = MAX(relMaxError, relError); } if (relMaxError > maxError) return false; } return true; } // decode lower and upper matrix from single matrix // returned by getrfBatched() void getLUdecoded(DATA_TYPE* mat, DATA_TYPE* L, DATA_TYPE* U) { // init L as identity matrix initIdentityMatrix(L); // copy lower triangular values from mat to L (skip diagonal) for (int i = 0; i < N; i++) { for (int j = 0; j < i; j++) { L[(j * N) + i] = mat[(j * N) + i]; } } // init U as all zero initZeroMatrix(U); // copy upper triangular values from mat to U for (int i = 0; i < N; i++) { for (int j = i; j < N; j++) { U[(j * N) + i] = mat[(j * N) + i]; } } } // generate permutation matrix from pivot vector void getPmatFromPivot(DATA_TYPE* Pmat, int* P) { int pivot[N]; // pivot vector in base-1 // convert it to base-0 for (int i = 0; i < N; i++) { P[i]--; } // generate permutation vector from pivot // initialize pivot with identity sequence for (int k = 0; k < N; k++) { pivot[k] = k; } // swap the indices according to pivot vector for (int k = 0; k < N; k++) { int q = P[k]; // swap pivot(k) and pivot(q) int s = pivot[k]; int t = pivot[q]; pivot[k] = t; pivot[q] = s; } // generate permutation matrix from pivot vector initZeroMatrix(Pmat); for (int i = 0; i < N; i++) { int j = pivot[i]; Pmat[(j * N) + i] = (DATA_TYPE)1.0; } } int main(int argc, char** argv) { // cuBLAS variables cublasStatus_t status; cublasHandle_t handle; // host variables size_t matSize = N * N * sizeof(DATA_TYPE); DATA_TYPE* h_AarrayInput; DATA_TYPE* h_AarrayOutput; DATA_TYPE* h_ptr_array[BATCH_SIZE]; int* h_pivotArray; int* h_infoArray; // device variables DATA_TYPE* d_Aarray; DATA_TYPE** d_ptr_array; int* d_pivotArray; int* d_infoArray; int err_count = 0; // seed the rand() function with time srand(12345); // find cuda device printf("> initializing..\n"); int dev = findCudaDevice(argc, (const char**)argv); if (dev == -1) { return (EXIT_FAILURE); } // initialize cuBLAS status = cublasCreate(&handle); if (status != CUBLAS_STATUS_SUCCESS) { printf("> ERROR: cuBLAS initialization failed..\n"); return (EXIT_FAILURE); } #ifdef DOUBLE_PRECISION printf("> using DOUBLE precision..\n"); #else printf("> using SINGLE precision..\n"); #endif #ifdef PIVOT printf("> pivot ENABLED..\n"); #else printf("> pivot DISABLED..\n"); #endif // allocate memory for host variables h_AarrayInput = (DATA_TYPE*)xmalloc(BATCH_SIZE * matSize); h_AarrayOutput = (DATA_TYPE*)xmalloc(BATCH_SIZE * matSize); h_pivotArray = (int*)xmalloc(N * BATCH_SIZE * sizeof(int)); h_infoArray = (int*)xmalloc(BATCH_SIZE * sizeof(int)); // allocate memory for device variables checkCudaErrors(cudaMalloc((void**)&d_Aarray, BATCH_SIZE * matSize)); checkCudaErrors( cudaMalloc((void**)&d_pivotArray, N * BATCH_SIZE * sizeof(int))); checkCudaErrors(cudaMalloc((void**)&d_infoArray, BATCH_SIZE * sizeof(int))); checkCudaErrors( cudaMalloc((void**)&d_ptr_array, BATCH_SIZE * sizeof(DATA_TYPE*))); // fill matrix with random data printf("> generating random matrices..\n"); for (int i = 0; i < BATCH_SIZE; i++) { initRandomMatrix(h_AarrayInput + (i * N * N)); } // copy data to device from host printf("> copying data from host memory to GPU memory..\n"); checkCudaErrors(cudaMemcpy(d_Aarray, h_AarrayInput, BATCH_SIZE * matSize, cudaMemcpyHostToDevice)); // create pointer array for matrices for (int i = 0; i < BATCH_SIZE; i++) h_ptr_array[i] = d_Aarray + (i * N * N); // copy pointer array to device memory checkCudaErrors(cudaMemcpy(d_ptr_array, h_ptr_array, BATCH_SIZE * sizeof(DATA_TYPE*), cudaMemcpyHostToDevice)); // perform LU decomposition printf("> performing LU decomposition..\n"); #ifdef PIVOT status = cublasXgetrfBatched(handle, N, d_ptr_array, N, d_pivotArray, d_infoArray, BATCH_SIZE); #else status = cublasXgetrfBatched(handle, N, d_ptr_array, N, NULL, d_infoArray, BATCH_SIZE); #endif /* PIVOT */ if (status != CUBLAS_STATUS_SUCCESS) { printf("> ERROR: cublasDgetrfBatched() failed with error %s..\n", _cudaGetErrorEnum(status)); return (EXIT_FAILURE); } // copy data to host from device printf("> copying data from GPU memory to host memory..\n"); checkCudaErrors(cudaMemcpy(h_AarrayOutput, d_Aarray, BATCH_SIZE * matSize, cudaMemcpyDeviceToHost)); checkCudaErrors(cudaMemcpy(h_infoArray, d_infoArray, BATCH_SIZE * sizeof(int), cudaMemcpyDeviceToHost)); #ifdef PIVOT checkCudaErrors(cudaMemcpy(h_pivotArray, d_pivotArray, N * BATCH_SIZE * sizeof(int), cudaMemcpyDeviceToHost)); #endif /* PIVOT */ // verify the result printf("> verifying the result..\n"); for (int i = 0; i < BATCH_SIZE; i++) { if (h_infoArray[i] == 0) { DATA_TYPE* A = h_AarrayInput + (i * N * N); DATA_TYPE* LU = h_AarrayOutput + (i * N * N); DATA_TYPE L[N * N]; DATA_TYPE U[N * N]; getLUdecoded(LU, L, U); // test P * A = L * U int* P = h_pivotArray + (i * N); DATA_TYPE Pmat[N * N]; #ifdef PIVOT getPmatFromPivot(Pmat, P); #else initIdentityMatrix(Pmat); #endif /* PIVOT */ // perform matrix multiplication DATA_TYPE PxA[N * N]; DATA_TYPE LxU[N * N]; matrixMultiply(PxA, Pmat, A); matrixMultiply(LxU, L, U); // check for equality of matrices if (!checkRelativeError(PxA, LxU, (DATA_TYPE)MAX_ERROR)) { printf("> ERROR: accuracy check failed for matrix number %05d..\n", i + 1); err_count++; } } else if (h_infoArray[i] > 0) { printf( "> execution for matrix %05d is successful, but U is singular and " "U(%d,%d) = 0..\n", i + 1, h_infoArray[i] - 1, h_infoArray[i] - 1); } else // (h_infoArray[i] < 0) { printf("> ERROR: matrix %05d have an illegal value at index %d = %lf..\n", i + 1, -h_infoArray[i], *(h_AarrayInput + (i * N * N) + (-h_infoArray[i]))); } } // free device variables checkCudaErrors(cudaFree(d_ptr_array)); checkCudaErrors(cudaFree(d_infoArray)); checkCudaErrors(cudaFree(d_pivotArray)); checkCudaErrors(cudaFree(d_Aarray)); // free host variables if (h_infoArray) free(h_infoArray); if (h_pivotArray) free(h_pivotArray); if (h_AarrayOutput) free(h_AarrayOutput); if (h_AarrayInput) free(h_AarrayInput); // destroy cuBLAS handle status = cublasDestroy(handle); if (status != CUBLAS_STATUS_SUCCESS) { printf("> ERROR: cuBLAS uninitialization failed..\n"); return (EXIT_FAILURE); } if (err_count > 0) { printf("> TEST FAILED for %d matrices, with precision: %g\n", err_count, MAX_ERROR); return (EXIT_FAILURE); } printf("> TEST SUCCESSFUL, with precision: %g\n", MAX_ERROR); return (EXIT_SUCCESS); }