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cuSOLVER Standard Symmetric Dense Eigenvalue solver example

Description

This code demonstrates a usage of cuSOLVER Xsyevdx 64-bit function for using syevdx to compute the spectrum of a dense symmetric system by

Ax = λx

where A is a 3x3 dense symmetric matrix

A = | 3.5 | 0.5 | 0.0 |
    | 0.5 | 3.5 | 0.0 |
    | 0.0 | 0.0 | 2.0 |

The following code uses syevdx to compute eigenvalues and eigenvectors, then compare to exact eigenvalues {2,3,4}.

Supported SM Architectures

All GPUs supported by CUDA Toolkit (https://developer.nvidia.com/cuda-gpus)

Supported OSes

Linux
Windows

Supported CPU Architecture

x86_64
ppc64le
arm64-sbsa

CUDA APIs involved

Building (make)

Prerequisites

  • A Linux/Windows system with recent NVIDIA drivers.
  • CMake version 3.18 minimum
  • Minimum CUDA 11.1 toolkit is required.

Build command on Linux

$ mkdir build
$ cd build
$ cmake ..
$ make

Make sure that CMake finds expected CUDA Toolkit. If that is not the case you can add argument -DCMAKE_CUDA_COMPILER=/path/to/cuda/bin/nvcc to cmake command.

Build command on Windows

$ mkdir build
$ cd build
$ cmake -DCMAKE_GENERATOR_PLATFORM=x64 ..
$ Open cusolver_examples.sln project in Visual Studio and build

Usage

$  ./cusolver_Xsyevdx_example

Sample example output:

A = (matlab base-1)
3.50 0.50 0.00
0.50 3.50 0.00
0.00 0.00 2.00
=====
after Xsyevdx: info = 0
eigenvalue = (matlab base-1), ascending order
W[1] = 2.000000E+00
W[2] = 3.000000E+00
W[3] = 4.000000E+00
V = (matlab base-1)
0.00 -0.71 0.71
0.00 0.71 0.71
1.00 0.00 0.00
=====
|lambda - W| = 0.000000E+00