ruby-lapack 1.3

data/ext/dggesx.c

@@ -0,0 +1,227 @@
+#include "rb_lapack.h"
+
+static logical
+rblapack_selctg(doublereal *arg0, doublereal *arg1, doublereal *arg2){
+  VALUE rblapack_arg0, rblapack_arg1, rblapack_arg2;
+
+  VALUE rblapack_ret;
+  logical ret;
+
+  rblapack_arg0 = rb_float_new((double)(*arg0));
+  rblapack_arg1 = rb_float_new((double)(*arg1));
+  rblapack_arg2 = rb_float_new((double)(*arg2));
+
+  rblapack_ret = rb_yield_values(3, rblapack_arg0, rblapack_arg1, rblapack_arg2);
+
+  ret = (rblapack_ret == Qtrue);
+  return ret;
+}
+
+extern VOID dggesx_(char* jobvsl, char* jobvsr, char* sort, L_fp selctg, char* sense, integer* n, doublereal* a, integer* lda, doublereal* b, integer* ldb, integer* sdim, doublereal* alphar, doublereal* alphai, doublereal* beta, doublereal* vsl, integer* ldvsl, doublereal* vsr, integer* ldvsr, doublereal* rconde, doublereal* rcondv, doublereal* work, integer* lwork, integer* iwork, integer* liwork, logical* bwork, integer* info);
+
+
+static VALUE
+rblapack_dggesx(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobvsl;
+  char jobvsl; 
+  VALUE rblapack_jobvsr;
+  char jobvsr; 
+  VALUE rblapack_sort;
+  char sort; 
+  VALUE rblapack_sense;
+  char sense; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_b;
+  doublereal *b; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_liwork;
+  integer liwork; 
+  VALUE rblapack_sdim;
+  integer sdim; 
+  VALUE rblapack_alphar;
+  doublereal *alphar; 
+  VALUE rblapack_alphai;
+  doublereal *alphai; 
+  VALUE rblapack_beta;
+  doublereal *beta; 
+  VALUE rblapack_vsl;
+  doublereal *vsl; 
+  VALUE rblapack_vsr;
+  doublereal *vsr; 
+  VALUE rblapack_rconde;
+  doublereal *rconde; 
+  VALUE rblapack_rcondv;
+  doublereal *rcondv; 
+  VALUE rblapack_work;
+  doublereal *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublereal *a_out__;
+  VALUE rblapack_b_out__;
+  doublereal *b_out__;
+  integer *iwork;
+  logical *bwork;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer ldvsl;
+  integer ldvsr;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  sdim, alphar, alphai, beta, vsl, vsr, rconde, rcondv, work, info, a, b = NumRu::Lapack.dggesx( jobvsl, jobvsr, sort, sense, a, b, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help]){|a,b,c| ... }\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGGESX( JOBVSL, JOBVSR, SORT, SELCTG, SENSE, N, A, LDA, B, LDB, SDIM, ALPHAR, ALPHAI, BETA, VSL, LDVSL, VSR, LDVSR, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGGESX computes for a pair of N-by-N real nonsymmetric matrices\n*  (A,B), the generalized eigenvalues, the real Schur form (S,T), and,\n*  optionally, the left and/or right matrices of Schur vectors (VSL and\n*  VSR).  This gives the generalized Schur factorization\n*\n*       (A,B) = ( (VSL) S (VSR)**T, (VSL) T (VSR)**T )\n*\n*  Optionally, it also orders the eigenvalues so that a selected cluster\n*  of eigenvalues appears in the leading diagonal blocks of the upper\n*  quasi-triangular matrix S and the upper triangular matrix T; computes\n*  a reciprocal condition number for the average of the selected\n*  eigenvalues (RCONDE); and computes a reciprocal condition number for\n*  the right and left deflating subspaces corresponding to the selected\n*  eigenvalues (RCONDV). The leading columns of VSL and VSR then form\n*  an orthonormal basis for the corresponding left and right eigenspaces\n*  (deflating subspaces).\n*\n*  A generalized eigenvalue for a pair of matrices (A,B) is a scalar w\n*  or a ratio alpha/beta = w, such that  A - w*B is singular.  It is\n*  usually represented as the pair (alpha,beta), as there is a\n*  reasonable interpretation for beta=0 or for both being zero.\n*\n*  A pair of matrices (S,T) is in generalized real Schur form if T is\n*  upper triangular with non-negative diagonal and S is block upper\n*  triangular with 1-by-1 and 2-by-2 blocks.  1-by-1 blocks correspond\n*  to real generalized eigenvalues, while 2-by-2 blocks of S will be\n*  \"standardized\" by making the corresponding elements of T have the\n*  form:\n*          [  a  0  ]\n*          [  0  b  ]\n*\n*  and the pair of corresponding 2-by-2 blocks in S and T will have a\n*  complex conjugate pair of generalized eigenvalues.\n*\n*\n\n*  Arguments\n*  =========\n*\n*  JOBVSL  (input) CHARACTER*1\n*          = 'N':  do not compute the left Schur vectors;\n*          = 'V':  compute the left Schur vectors.\n*\n*  JOBVSR  (input) CHARACTER*1\n*          = 'N':  do not compute the right Schur vectors;\n*          = 'V':  compute the right Schur vectors.\n*\n*  SORT    (input) CHARACTER*1\n*          Specifies whether or not to order the eigenvalues on the\n*          diagonal of the generalized Schur form.\n*          = 'N':  Eigenvalues are not ordered;\n*          = 'S':  Eigenvalues are ordered (see SELCTG).\n*\n*  SELCTG  (external procedure) LOGICAL FUNCTION of three DOUBLE PRECISION arguments\n*          SELCTG must be declared EXTERNAL in the calling subroutine.\n*          If SORT = 'N', SELCTG is not referenced.\n*          If SORT = 'S', SELCTG is used to select eigenvalues to sort\n*          to the top left of the Schur form.\n*          An eigenvalue (ALPHAR(j)+ALPHAI(j))/BETA(j) is selected if\n*          SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) is true; i.e. if either\n*          one of a complex conjugate pair of eigenvalues is selected,\n*          then both complex eigenvalues are selected.\n*          Note that a selected complex eigenvalue may no longer satisfy\n*          SELCTG(ALPHAR(j),ALPHAI(j),BETA(j)) = .TRUE. after ordering,\n*          since ordering may change the value of complex eigenvalues\n*          (especially if the eigenvalue is ill-conditioned), in this\n*          case INFO is set to N+3.\n*\n*  SENSE   (input) CHARACTER*1\n*          Determines which reciprocal condition numbers are computed.\n*          = 'N' : None are computed;\n*          = 'E' : Computed for average of selected eigenvalues only;\n*          = 'V' : Computed for selected deflating subspaces only;\n*          = 'B' : Computed for both.\n*          If SENSE = 'E', 'V', or 'B', SORT must equal 'S'.\n*\n*  N       (input) INTEGER\n*          The order of the matrices A, B, VSL, and VSR.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)\n*          On entry, the first of the pair of matrices.\n*          On exit, A has been overwritten by its generalized Schur\n*          form S.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of A.  LDA >= max(1,N).\n*\n*  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)\n*          On entry, the second of the pair of matrices.\n*          On exit, B has been overwritten by its generalized Schur\n*          form T.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of B.  LDB >= max(1,N).\n*\n*  SDIM    (output) INTEGER\n*          If SORT = 'N', SDIM = 0.\n*          If SORT = 'S', SDIM = number of eigenvalues (after sorting)\n*          for which SELCTG is true.  (Complex conjugate pairs for which\n*          SELCTG is true for either eigenvalue count as 2.)\n*\n*  ALPHAR  (output) DOUBLE PRECISION array, dimension (N)\n*  ALPHAI  (output) DOUBLE PRECISION array, dimension (N)\n*  BETA    (output) DOUBLE PRECISION array, dimension (N)\n*          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will\n*          be the generalized eigenvalues.  ALPHAR(j) + ALPHAI(j)*i\n*          and BETA(j),j=1,...,N  are the diagonals of the complex Schur\n*          form (S,T) that would result if the 2-by-2 diagonal blocks of\n*          the real Schur form of (A,B) were further reduced to\n*          triangular form using 2-by-2 complex unitary transformations.\n*          If ALPHAI(j) is zero, then the j-th eigenvalue is real; if\n*          positive, then the j-th and (j+1)-st eigenvalues are a\n*          complex conjugate pair, with ALPHAI(j+1) negative.\n*\n*          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)\n*          may easily over- or underflow, and BETA(j) may even be zero.\n*          Thus, the user should avoid naively computing the ratio.\n*          However, ALPHAR and ALPHAI will be always less than and\n*          usually comparable with norm(A) in magnitude, and BETA always\n*          less than and usually comparable with norm(B).\n*\n*  VSL     (output) DOUBLE PRECISION array, dimension (LDVSL,N)\n*          If JOBVSL = 'V', VSL will contain the left Schur vectors.\n*          Not referenced if JOBVSL = 'N'.\n*\n*  LDVSL   (input) INTEGER\n*          The leading dimension of the matrix VSL. LDVSL >=1, and\n*          if JOBVSL = 'V', LDVSL >= N.\n*\n*  VSR     (output) DOUBLE PRECISION array, dimension (LDVSR,N)\n*          If JOBVSR = 'V', VSR will contain the right Schur vectors.\n*          Not referenced if JOBVSR = 'N'.\n*\n*  LDVSR   (input) INTEGER\n*          The leading dimension of the matrix VSR. LDVSR >= 1, and\n*          if JOBVSR = 'V', LDVSR >= N.\n*\n*  RCONDE  (output) DOUBLE PRECISION array, dimension ( 2 )\n*          If SENSE = 'E' or 'B', RCONDE(1) and RCONDE(2) contain the\n*          reciprocal condition numbers for the average of the selected\n*          eigenvalues.\n*          Not referenced if SENSE = 'N' or 'V'.\n*\n*  RCONDV  (output) DOUBLE PRECISION array, dimension ( 2 )\n*          If SENSE = 'V' or 'B', RCONDV(1) and RCONDV(2) contain the\n*          reciprocal condition numbers for the selected deflating\n*          subspaces.\n*          Not referenced if SENSE = 'N' or 'E'.\n*\n*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))\n*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n*  LWORK   (input) INTEGER\n*          The dimension of the array WORK.\n*          If N = 0, LWORK >= 1, else if SENSE = 'E', 'V', or 'B',\n*          LWORK >= max( 8*N, 6*N+16, 2*SDIM*(N-SDIM) ), else\n*          LWORK >= max( 8*N, 6*N+16 ).\n*          Note that 2*SDIM*(N-SDIM) <= N*N/2.\n*          Note also that an error is only returned if\n*          LWORK < max( 8*N, 6*N+16), but if SENSE = 'E' or 'V' or 'B'\n*          this may not be large enough.\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates the bound on the optimal size of the WORK\n*          array and the minimum size of the IWORK array, returns these\n*          values as the first entries of the WORK and IWORK arrays, and\n*          no error message related to LWORK or LIWORK is issued by\n*          XERBLA.\n*\n*  IWORK   (workspace) INTEGER array, dimension (MAX(1,LIWORK))\n*          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.\n*\n*  LIWORK  (input) INTEGER\n*          The dimension of the array IWORK.\n*          If SENSE = 'N' or N = 0, LIWORK >= 1, otherwise\n*          LIWORK >= N+6.\n*\n*          If LIWORK = -1, then a workspace query is assumed; the\n*          routine only calculates the bound on the optimal size of the\n*          WORK array and the minimum size of the IWORK array, returns\n*          these values as the first entries of the WORK and IWORK\n*          arrays, and no error message related to LWORK or LIWORK is\n*          issued by XERBLA.\n*\n*  BWORK   (workspace) LOGICAL array, dimension (N)\n*          Not referenced if SORT = 'N'.\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          = 1,...,N:\n*                The QZ iteration failed.  (A,B) are not in Schur\n*                form, but ALPHAR(j), ALPHAI(j), and BETA(j) should\n*                be correct for j=INFO+1,...,N.\n*          > N:  =N+1: other than QZ iteration failed in DHGEQZ\n*                =N+2: after reordering, roundoff changed values of\n*                      some complex eigenvalues so that leading\n*                      eigenvalues in the Generalized Schur form no\n*                      longer satisfy SELCTG=.TRUE.  This could also\n*                      be caused due to scaling.\n*                =N+3: reordering failed in DTGSEN.\n*\n\n*  Further Details\n*  ===============\n*\n*  An approximate (asymptotic) bound on the average absolute error of\n*  the selected eigenvalues is\n*\n*       EPS * norm((A, B)) / RCONDE( 1 ).\n*\n*  An approximate (asymptotic) bound on the maximum angular error in\n*  the computed deflating subspaces is\n*\n*       EPS * norm((A, B)) / RCONDV( 2 ).\n*\n*  See LAPACK User's Guide, section 4.11 for more information.\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  sdim, alphar, alphai, beta, vsl, vsr, rconde, rcondv, work, info, a, b = NumRu::Lapack.dggesx( jobvsl, jobvsr, sort, sense, a, b, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help]){|a,b,c| ... }\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 6 && argc != 8)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 6)", argc);
+  rblapack_jobvsl = argv[0];
+  rblapack_jobvsr = argv[1];
+  rblapack_sort = argv[2];
+  rblapack_sense = argv[3];
+  rblapack_a = argv[4];
+  rblapack_b = argv[5];
+  if (argc == 8) {
+    rblapack_lwork = argv[6];
+    rblapack_liwork = argv[7];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+    rblapack_liwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("liwork")));
+  } else {
+    rblapack_lwork = Qnil;
+    rblapack_liwork = Qnil;
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (5th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (5th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, doublereal*);
+  sense = StringValueCStr(rblapack_sense)[0];
+  sort = StringValueCStr(rblapack_sort)[0];
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (6th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (6th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  if (NA_SHAPE1(rblapack_b) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_b) != NA_DFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_DFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, doublereal*);
+  jobvsr = StringValueCStr(rblapack_jobvsr)[0];
+  ldvsr = lsame_(&jobvsr,"V") ? n : 1;
+  if (rblapack_liwork == Qnil)
+    liwork = (lsame_(&sense,"N")||n==0) ? 1 : n+6;
+  else {
+    liwork = NUM2INT(rblapack_liwork);
+  }
+  jobvsl = StringValueCStr(rblapack_jobvsl)[0];
+  ldvsl = lsame_(&jobvsl,"V") ? n : 1;
+  if (rblapack_lwork == Qnil)
+    lwork = n==0 ? 1 : (lsame_(&sense,"E")||lsame_(&sense,"V")||lsame_(&sense,"B")) ? MAX(MAX(8*n,6*n+16),n*n/2) : MAX(8*n,6*n+16);
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_alphar = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  alphar = NA_PTR_TYPE(rblapack_alphar, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_alphai = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  alphai = NA_PTR_TYPE(rblapack_alphai, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_beta = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  beta = NA_PTR_TYPE(rblapack_beta, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldvsl;
+    shape[1] = n;
+    rblapack_vsl = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vsl = NA_PTR_TYPE(rblapack_vsl, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldvsr;
+    shape[1] = n;
+    rblapack_vsr = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vsr = NA_PTR_TYPE(rblapack_vsr, doublereal*);
+  {
+    int shape[1];
+    shape[0] = 2;
+    rblapack_rconde = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  rconde = NA_PTR_TYPE(rblapack_rconde, doublereal*);
+  {
+    int shape[1];
+    shape[0] = 2;
+    rblapack_rcondv = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  rcondv = NA_PTR_TYPE(rblapack_rcondv, doublereal*);
+  {
+    int shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublereal*);
+  {
+    int shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
+  MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    int shape[2];
+    shape[0] = ldb;
+    shape[1] = n;
+    rblapack_b_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublereal*);
+  MEMCPY(b_out__, b, doublereal, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+  iwork = ALLOC_N(integer, (MAX(1,liwork)));
+  bwork = ALLOC_N(logical, (lsame_(&sort,"N") ? 0 : n));
+
+  dggesx_(&jobvsl, &jobvsr, &sort, rblapack_selctg, &sense, &n, a, &lda, b, &ldb, &sdim, alphar, alphai, beta, vsl, &ldvsl, vsr, &ldvsr, rconde, rcondv, work, &lwork, iwork, &liwork, bwork, &info);
+
+  free(iwork);
+  free(bwork);
+  rblapack_sdim = INT2NUM(sdim);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(12, rblapack_sdim, rblapack_alphar, rblapack_alphai, rblapack_beta, rblapack_vsl, rblapack_vsr, rblapack_rconde, rblapack_rcondv, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_dggesx(VALUE mLapack){
+  rb_define_module_function(mLapack, "dggesx", rblapack_dggesx, -1);
+}

data/ext/dggev.c

@@ -0,0 +1,167 @@
+#include "rb_lapack.h"
+
+extern VOID dggev_(char* jobvl, char* jobvr, integer* n, doublereal* a, integer* lda, doublereal* b, integer* ldb, doublereal* alphar, doublereal* alphai, doublereal* beta, doublereal* vl, integer* ldvl, doublereal* vr, integer* ldvr, doublereal* work, integer* lwork, integer* info);
+
+
+static VALUE
+rblapack_dggev(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobvl;
+  char jobvl; 
+  VALUE rblapack_jobvr;
+  char jobvr; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_b;
+  doublereal *b; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_alphar;
+  doublereal *alphar; 
+  VALUE rblapack_alphai;
+  doublereal *alphai; 
+  VALUE rblapack_beta;
+  doublereal *beta; 
+  VALUE rblapack_vl;
+  doublereal *vl; 
+  VALUE rblapack_vr;
+  doublereal *vr; 
+  VALUE rblapack_work;
+  doublereal *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublereal *a_out__;
+  VALUE rblapack_b_out__;
+  doublereal *b_out__;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer ldvl;
+  integer ldvr;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  alphar, alphai, beta, vl, vr, work, info, a, b = NumRu::Lapack.dggev( jobvl, jobvr, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGGEV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGGEV computes for a pair of N-by-N real nonsymmetric matrices (A,B)\n*  the generalized eigenvalues, and optionally, the left and/or right\n*  generalized eigenvectors.\n*\n*  A generalized eigenvalue for a pair of matrices (A,B) is a scalar\n*  lambda or a ratio alpha/beta = lambda, such that A - lambda*B is\n*  singular. It is usually represented as the pair (alpha,beta), as\n*  there is a reasonable interpretation for beta=0, and even for both\n*  being zero.\n*\n*  The right eigenvector v(j) corresponding to the eigenvalue lambda(j)\n*  of (A,B) satisfies\n*\n*                   A * v(j) = lambda(j) * B * v(j).\n*\n*  The left eigenvector u(j) corresponding to the eigenvalue lambda(j)\n*  of (A,B) satisfies\n*\n*                   u(j)**H * A  = lambda(j) * u(j)**H * B .\n*\n*  where u(j)**H is the conjugate-transpose of u(j).\n*\n*\n\n*  Arguments\n*  =========\n*\n*  JOBVL   (input) CHARACTER*1\n*          = 'N':  do not compute the left generalized eigenvectors;\n*          = 'V':  compute the left generalized eigenvectors.\n*\n*  JOBVR   (input) CHARACTER*1\n*          = 'N':  do not compute the right generalized eigenvectors;\n*          = 'V':  compute the right generalized eigenvectors.\n*\n*  N       (input) INTEGER\n*          The order of the matrices A, B, VL, and VR.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)\n*          On entry, the matrix A in the pair (A,B).\n*          On exit, A has been overwritten.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of A.  LDA >= max(1,N).\n*\n*  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)\n*          On entry, the matrix B in the pair (A,B).\n*          On exit, B has been overwritten.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of B.  LDB >= max(1,N).\n*\n*  ALPHAR  (output) DOUBLE PRECISION array, dimension (N)\n*  ALPHAI  (output) DOUBLE PRECISION array, dimension (N)\n*  BETA    (output) DOUBLE PRECISION array, dimension (N)\n*          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will\n*          be the generalized eigenvalues.  If ALPHAI(j) is zero, then\n*          the j-th eigenvalue is real; if positive, then the j-th and\n*          (j+1)-st eigenvalues are a complex conjugate pair, with\n*          ALPHAI(j+1) negative.\n*\n*          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)\n*          may easily over- or underflow, and BETA(j) may even be zero.\n*          Thus, the user should avoid naively computing the ratio\n*          alpha/beta.  However, ALPHAR and ALPHAI will be always less\n*          than and usually comparable with norm(A) in magnitude, and\n*          BETA always less than and usually comparable with norm(B).\n*\n*  VL      (output) DOUBLE PRECISION array, dimension (LDVL,N)\n*          If JOBVL = 'V', the left eigenvectors u(j) are stored one\n*          after another in the columns of VL, in the same order as\n*          their eigenvalues. If the j-th eigenvalue is real, then\n*          u(j) = VL(:,j), the j-th column of VL. If the j-th and\n*          (j+1)-th eigenvalues form a complex conjugate pair, then\n*          u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1).\n*          Each eigenvector is scaled so the largest component has\n*          abs(real part)+abs(imag. part)=1.\n*          Not referenced if JOBVL = 'N'.\n*\n*  LDVL    (input) INTEGER\n*          The leading dimension of the matrix VL. LDVL >= 1, and\n*          if JOBVL = 'V', LDVL >= N.\n*\n*  VR      (output) DOUBLE PRECISION array, dimension (LDVR,N)\n*          If JOBVR = 'V', the right eigenvectors v(j) are stored one\n*          after another in the columns of VR, in the same order as\n*          their eigenvalues. If the j-th eigenvalue is real, then\n*          v(j) = VR(:,j), the j-th column of VR. If the j-th and\n*          (j+1)-th eigenvalues form a complex conjugate pair, then\n*          v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1).\n*          Each eigenvector is scaled so the largest component has\n*          abs(real part)+abs(imag. part)=1.\n*          Not referenced if JOBVR = 'N'.\n*\n*  LDVR    (input) INTEGER\n*          The leading dimension of the matrix VR. LDVR >= 1, and\n*          if JOBVR = 'V', LDVR >= N.\n*\n*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))\n*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n*  LWORK   (input) INTEGER\n*          The dimension of the array WORK.  LWORK >= max(1,8*N).\n*          For good performance, LWORK must generally be larger.\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates the optimal size of the WORK array, returns\n*          this value as the first entry of the WORK array, and no error\n*          message related to LWORK is issued by XERBLA.\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          = 1,...,N:\n*                The QZ iteration failed.  No eigenvectors have been\n*                calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)\n*                should be correct for j=INFO+1,...,N.\n*          > N:  =N+1: other than QZ iteration failed in DHGEQZ.\n*                =N+2: error return from DTGEVC.\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  alphar, alphai, beta, vl, vr, work, info, a, b = NumRu::Lapack.dggev( jobvl, jobvr, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 4 && argc != 5)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
+  rblapack_jobvl = argv[0];
+  rblapack_jobvr = argv[1];
+  rblapack_a = argv[2];
+  rblapack_b = argv[3];
+  if (argc == 5) {
+    rblapack_lwork = argv[4];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (3th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, doublereal*);
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (4th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (4th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  if (NA_SHAPE1(rblapack_b) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_b) != NA_DFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_DFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, doublereal*);
+  jobvl = StringValueCStr(rblapack_jobvl)[0];
+  jobvr = StringValueCStr(rblapack_jobvr)[0];
+  if (rblapack_lwork == Qnil)
+    lwork = MAX(1,8*n);
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  ldvr = lsame_(&jobvr,"V") ? n : 1;
+  ldvl = lsame_(&jobvl,"V") ? n : 1;
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_alphar = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  alphar = NA_PTR_TYPE(rblapack_alphar, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_alphai = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  alphai = NA_PTR_TYPE(rblapack_alphai, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_beta = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  beta = NA_PTR_TYPE(rblapack_beta, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldvl;
+    shape[1] = n;
+    rblapack_vl = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vl = NA_PTR_TYPE(rblapack_vl, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldvr;
+    shape[1] = n;
+    rblapack_vr = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vr = NA_PTR_TYPE(rblapack_vr, doublereal*);
+  {
+    int shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublereal*);
+  {
+    int shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
+  MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    int shape[2];
+    shape[0] = ldb;
+    shape[1] = n;
+    rblapack_b_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublereal*);
+  MEMCPY(b_out__, b, doublereal, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+
+  dggev_(&jobvl, &jobvr, &n, a, &lda, b, &ldb, alphar, alphai, beta, vl, &ldvl, vr, &ldvr, work, &lwork, &info);
+
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(9, rblapack_alphar, rblapack_alphai, rblapack_beta, rblapack_vl, rblapack_vr, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_dggev(VALUE mLapack){
+  rb_define_module_function(mLapack, "dggev", rblapack_dggev, -1);
+}

data/ext/dggevx.c

@@ -0,0 +1,225 @@
+#include "rb_lapack.h"
+
+extern VOID dggevx_(char* balanc, char* jobvl, char* jobvr, char* sense, integer* n, doublereal* a, integer* lda, doublereal* b, integer* ldb, doublereal* alphar, doublereal* alphai, doublereal* beta, doublereal* vl, integer* ldvl, doublereal* vr, integer* ldvr, integer* ilo, integer* ihi, doublereal* lscale, doublereal* rscale, doublereal* abnrm, doublereal* bbnrm, doublereal* rconde, doublereal* rcondv, doublereal* work, integer* lwork, integer* iwork, logical* bwork, integer* info);
+
+
+static VALUE
+rblapack_dggevx(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_balanc;
+  char balanc; 
+  VALUE rblapack_jobvl;
+  char jobvl; 
+  VALUE rblapack_jobvr;
+  char jobvr; 
+  VALUE rblapack_sense;
+  char sense; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_b;
+  doublereal *b; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_alphar;
+  doublereal *alphar; 
+  VALUE rblapack_alphai;
+  doublereal *alphai; 
+  VALUE rblapack_beta;
+  doublereal *beta; 
+  VALUE rblapack_vl;
+  doublereal *vl; 
+  VALUE rblapack_vr;
+  doublereal *vr; 
+  VALUE rblapack_ilo;
+  integer ilo; 
+  VALUE rblapack_ihi;
+  integer ihi; 
+  VALUE rblapack_lscale;
+  doublereal *lscale; 
+  VALUE rblapack_rscale;
+  doublereal *rscale; 
+  VALUE rblapack_abnrm;
+  doublereal abnrm; 
+  VALUE rblapack_bbnrm;
+  doublereal bbnrm; 
+  VALUE rblapack_rconde;
+  doublereal *rconde; 
+  VALUE rblapack_rcondv;
+  doublereal *rcondv; 
+  VALUE rblapack_work;
+  doublereal *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublereal *a_out__;
+  VALUE rblapack_b_out__;
+  doublereal *b_out__;
+  integer *iwork;
+  logical *bwork;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer ldvl;
+  integer ldvr;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  alphar, alphai, beta, vl, vr, ilo, ihi, lscale, rscale, abnrm, bbnrm, rconde, rcondv, work, info, a, b = NumRu::Lapack.dggevx( balanc, jobvl, jobvr, sense, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGGEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, ILO, IHI, LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, WORK, LWORK, IWORK, BWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGGEVX computes for a pair of N-by-N real nonsymmetric matrices (A,B)\n*  the generalized eigenvalues, and optionally, the left and/or right\n*  generalized eigenvectors.\n*\n*  Optionally also, it computes a balancing transformation to improve\n*  the conditioning of the eigenvalues and eigenvectors (ILO, IHI,\n*  LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for\n*  the eigenvalues (RCONDE), and reciprocal condition numbers for the\n*  right eigenvectors (RCONDV).\n*\n*  A generalized eigenvalue for a pair of matrices (A,B) is a scalar\n*  lambda or a ratio alpha/beta = lambda, such that A - lambda*B is\n*  singular. It is usually represented as the pair (alpha,beta), as\n*  there is a reasonable interpretation for beta=0, and even for both\n*  being zero.\n*\n*  The right eigenvector v(j) corresponding to the eigenvalue lambda(j)\n*  of (A,B) satisfies\n*\n*                   A * v(j) = lambda(j) * B * v(j) .\n*\n*  The left eigenvector u(j) corresponding to the eigenvalue lambda(j)\n*  of (A,B) satisfies\n*\n*                   u(j)**H * A  = lambda(j) * u(j)**H * B.\n*\n*  where u(j)**H is the conjugate-transpose of u(j).\n*\n*\n\n*  Arguments\n*  =========\n*\n*  BALANC  (input) CHARACTER*1\n*          Specifies the balance option to be performed.\n*          = 'N':  do not diagonally scale or permute;\n*          = 'P':  permute only;\n*          = 'S':  scale only;\n*          = 'B':  both permute and scale.\n*          Computed reciprocal condition numbers will be for the\n*          matrices after permuting and/or balancing. Permuting does\n*          not change condition numbers (in exact arithmetic), but\n*          balancing does.\n*\n*  JOBVL   (input) CHARACTER*1\n*          = 'N':  do not compute the left generalized eigenvectors;\n*          = 'V':  compute the left generalized eigenvectors.\n*\n*  JOBVR   (input) CHARACTER*1\n*          = 'N':  do not compute the right generalized eigenvectors;\n*          = 'V':  compute the right generalized eigenvectors.\n*\n*  SENSE   (input) CHARACTER*1\n*          Determines which reciprocal condition numbers are computed.\n*          = 'N': none are computed;\n*          = 'E': computed for eigenvalues only;\n*          = 'V': computed for eigenvectors only;\n*          = 'B': computed for eigenvalues and eigenvectors.\n*\n*  N       (input) INTEGER\n*          The order of the matrices A, B, VL, and VR.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)\n*          On entry, the matrix A in the pair (A,B).\n*          On exit, A has been overwritten. If JOBVL='V' or JOBVR='V'\n*          or both, then A contains the first part of the real Schur\n*          form of the \"balanced\" versions of the input A and B.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of A.  LDA >= max(1,N).\n*\n*  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)\n*          On entry, the matrix B in the pair (A,B).\n*          On exit, B has been overwritten. If JOBVL='V' or JOBVR='V'\n*          or both, then B contains the second part of the real Schur\n*          form of the \"balanced\" versions of the input A and B.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of B.  LDB >= max(1,N).\n*\n*  ALPHAR  (output) DOUBLE PRECISION array, dimension (N)\n*  ALPHAI  (output) DOUBLE PRECISION array, dimension (N)\n*  BETA    (output) DOUBLE PRECISION array, dimension (N)\n*          On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will\n*          be the generalized eigenvalues.  If ALPHAI(j) is zero, then\n*          the j-th eigenvalue is real; if positive, then the j-th and\n*          (j+1)-st eigenvalues are a complex conjugate pair, with\n*          ALPHAI(j+1) negative.\n*\n*          Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)\n*          may easily over- or underflow, and BETA(j) may even be zero.\n*          Thus, the user should avoid naively computing the ratio\n*          ALPHA/BETA. However, ALPHAR and ALPHAI will be always less\n*          than and usually comparable with norm(A) in magnitude, and\n*          BETA always less than and usually comparable with norm(B).\n*\n*  VL      (output) DOUBLE PRECISION array, dimension (LDVL,N)\n*          If JOBVL = 'V', the left eigenvectors u(j) are stored one\n*          after another in the columns of VL, in the same order as\n*          their eigenvalues. If the j-th eigenvalue is real, then\n*          u(j) = VL(:,j), the j-th column of VL. If the j-th and\n*          (j+1)-th eigenvalues form a complex conjugate pair, then\n*          u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1).\n*          Each eigenvector will be scaled so the largest component have\n*          abs(real part) + abs(imag. part) = 1.\n*          Not referenced if JOBVL = 'N'.\n*\n*  LDVL    (input) INTEGER\n*          The leading dimension of the matrix VL. LDVL >= 1, and\n*          if JOBVL = 'V', LDVL >= N.\n*\n*  VR      (output) DOUBLE PRECISION array, dimension (LDVR,N)\n*          If JOBVR = 'V', the right eigenvectors v(j) are stored one\n*          after another in the columns of VR, in the same order as\n*          their eigenvalues. If the j-th eigenvalue is real, then\n*          v(j) = VR(:,j), the j-th column of VR. If the j-th and\n*          (j+1)-th eigenvalues form a complex conjugate pair, then\n*          v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1).\n*          Each eigenvector will be scaled so the largest component have\n*          abs(real part) + abs(imag. part) = 1.\n*          Not referenced if JOBVR = 'N'.\n*\n*  LDVR    (input) INTEGER\n*          The leading dimension of the matrix VR. LDVR >= 1, and\n*          if JOBVR = 'V', LDVR >= N.\n*\n*  ILO     (output) INTEGER\n*  IHI     (output) INTEGER\n*          ILO and IHI are integer values such that on exit\n*          A(i,j) = 0 and B(i,j) = 0 if i > j and\n*          j = 1,...,ILO-1 or i = IHI+1,...,N.\n*          If BALANC = 'N' or 'S', ILO = 1 and IHI = N.\n*\n*  LSCALE  (output) DOUBLE PRECISION array, dimension (N)\n*          Details of the permutations and scaling factors applied\n*          to the left side of A and B.  If PL(j) is the index of the\n*          row interchanged with row j, and DL(j) is the scaling\n*          factor applied to row j, then\n*            LSCALE(j) = PL(j)  for j = 1,...,ILO-1\n*                      = DL(j)  for j = ILO,...,IHI\n*                      = PL(j)  for j = IHI+1,...,N.\n*          The order in which the interchanges are made is N to IHI+1,\n*          then 1 to ILO-1.\n*\n*  RSCALE  (output) DOUBLE PRECISION array, dimension (N)\n*          Details of the permutations and scaling factors applied\n*          to the right side of A and B.  If PR(j) is the index of the\n*          column interchanged with column j, and DR(j) is the scaling\n*          factor applied to column j, then\n*            RSCALE(j) = PR(j)  for j = 1,...,ILO-1\n*                      = DR(j)  for j = ILO,...,IHI\n*                      = PR(j)  for j = IHI+1,...,N\n*          The order in which the interchanges are made is N to IHI+1,\n*          then 1 to ILO-1.\n*\n*  ABNRM   (output) DOUBLE PRECISION\n*          The one-norm of the balanced matrix A.\n*\n*  BBNRM   (output) DOUBLE PRECISION\n*          The one-norm of the balanced matrix B.\n*\n*  RCONDE  (output) DOUBLE PRECISION array, dimension (N)\n*          If SENSE = 'E' or 'B', the reciprocal condition numbers of\n*          the eigenvalues, stored in consecutive elements of the array.\n*          For a complex conjugate pair of eigenvalues two consecutive\n*          elements of RCONDE are set to the same value. Thus RCONDE(j),\n*          RCONDV(j), and the j-th columns of VL and VR all correspond\n*          to the j-th eigenpair.\n*          If SENSE = 'N or 'V', RCONDE is not referenced.\n*\n*  RCONDV  (output) DOUBLE PRECISION array, dimension (N)\n*          If SENSE = 'V' or 'B', the estimated reciprocal condition\n*          numbers of the eigenvectors, stored in consecutive elements\n*          of the array. For a complex eigenvector two consecutive\n*          elements of RCONDV are set to the same value. If the\n*          eigenvalues cannot be reordered to compute RCONDV(j),\n*          RCONDV(j) is set to 0; this can only occur when the true\n*          value would be very small anyway.\n*          If SENSE = 'N' or 'E', RCONDV is not referenced.\n*\n*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))\n*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n*  LWORK   (input) INTEGER\n*          The dimension of the array WORK. LWORK >= max(1,2*N).\n*          If BALANC = 'S' or 'B', or JOBVL = 'V', or JOBVR = 'V',\n*          LWORK >= max(1,6*N).\n*          If SENSE = 'E' or 'B', LWORK >= max(1,10*N).\n*          If SENSE = 'V' or 'B', LWORK >= 2*N*N+8*N+16.\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates the optimal size of the WORK array, returns\n*          this value as the first entry of the WORK array, and no error\n*          message related to LWORK is issued by XERBLA.\n*\n*  IWORK   (workspace) INTEGER array, dimension (N+6)\n*          If SENSE = 'E', IWORK is not referenced.\n*\n*  BWORK   (workspace) LOGICAL array, dimension (N)\n*          If SENSE = 'N', BWORK is not referenced.\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          = 1,...,N:\n*                The QZ iteration failed.  No eigenvectors have been\n*                calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)\n*                should be correct for j=INFO+1,...,N.\n*          > N:  =N+1: other than QZ iteration failed in DHGEQZ.\n*                =N+2: error return from DTGEVC.\n*\n\n*  Further Details\n*  ===============\n*\n*  Balancing a matrix pair (A,B) includes, first, permuting rows and\n*  columns to isolate eigenvalues, second, applying diagonal similarity\n*  transformation to the rows and columns to make the rows and columns\n*  as close in norm as possible. The computed reciprocal condition\n*  numbers correspond to the balanced matrix. Permuting rows and columns\n*  will not change the condition numbers (in exact arithmetic) but\n*  diagonal scaling will.  For further explanation of balancing, see\n*  section 4.11.1.2 of LAPACK Users' Guide.\n*\n*  An approximate error bound on the chordal distance between the i-th\n*  computed generalized eigenvalue w and the corresponding exact\n*  eigenvalue lambda is\n*\n*       chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I)\n*\n*  An approximate error bound for the angle between the i-th computed\n*  eigenvector VL(i) or VR(i) is given by\n*\n*       EPS * norm(ABNRM, BBNRM) / DIF(i).\n*\n*  For further explanation of the reciprocal condition numbers RCONDE\n*  and RCONDV, see section 4.11 of LAPACK User's Guide.\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  alphar, alphai, beta, vl, vr, ilo, ihi, lscale, rscale, abnrm, bbnrm, rconde, rcondv, work, info, a, b = NumRu::Lapack.dggevx( balanc, jobvl, jobvr, sense, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 6 && argc != 7)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 6)", argc);
+  rblapack_balanc = argv[0];
+  rblapack_jobvl = argv[1];
+  rblapack_jobvr = argv[2];
+  rblapack_sense = argv[3];
+  rblapack_a = argv[4];
+  rblapack_b = argv[5];
+  if (argc == 7) {
+    rblapack_lwork = argv[6];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (5th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (5th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, doublereal*);
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (6th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (6th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  if (NA_SHAPE1(rblapack_b) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_b) != NA_DFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_DFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, doublereal*);
+  jobvl = StringValueCStr(rblapack_jobvl)[0];
+  balanc = StringValueCStr(rblapack_balanc)[0];
+  jobvr = StringValueCStr(rblapack_jobvr)[0];
+  sense = StringValueCStr(rblapack_sense)[0];
+  ldvl = lsame_(&jobvl,"V") ? n : 1;
+  ldvr = lsame_(&jobvr,"V") ? n : 1;
+  if (rblapack_lwork == Qnil)
+    lwork = (lsame_(&balanc,"S")||lsame_(&balanc,"B")||lsame_(&jobvl,"V")||lsame_(&jobvr,"V")) ? 6*n : lsame_(&sense,"E") ? 10*n : (lsame_(&sense,"V")||lsame_(&sense,"B")) ? 2*n*n+8*n+16 : 2*n;
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_alphar = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  alphar = NA_PTR_TYPE(rblapack_alphar, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_alphai = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  alphai = NA_PTR_TYPE(rblapack_alphai, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_beta = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  beta = NA_PTR_TYPE(rblapack_beta, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldvl;
+    shape[1] = n;
+    rblapack_vl = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vl = NA_PTR_TYPE(rblapack_vl, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldvr;
+    shape[1] = n;
+    rblapack_vr = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vr = NA_PTR_TYPE(rblapack_vr, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_lscale = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  lscale = NA_PTR_TYPE(rblapack_lscale, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_rscale = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  rscale = NA_PTR_TYPE(rblapack_rscale, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_rconde = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  rconde = NA_PTR_TYPE(rblapack_rconde, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_rcondv = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  rcondv = NA_PTR_TYPE(rblapack_rcondv, doublereal*);
+  {
+    int shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublereal*);
+  {
+    int shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
+  MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    int shape[2];
+    shape[0] = ldb;
+    shape[1] = n;
+    rblapack_b_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublereal*);
+  MEMCPY(b_out__, b, doublereal, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+  iwork = ALLOC_N(integer, (lsame_(&sense,"E") ? 0 : n+6));
+  bwork = ALLOC_N(logical, (lsame_(&sense,"N") ? 0 : n));
+
+  dggevx_(&balanc, &jobvl, &jobvr, &sense, &n, a, &lda, b, &ldb, alphar, alphai, beta, vl, &ldvl, vr, &ldvr, &ilo, &ihi, lscale, rscale, &abnrm, &bbnrm, rconde, rcondv, work, &lwork, iwork, bwork, &info);
+
+  free(iwork);
+  free(bwork);
+  rblapack_ilo = INT2NUM(ilo);
+  rblapack_ihi = INT2NUM(ihi);
+  rblapack_abnrm = rb_float_new((double)abnrm);
+  rblapack_bbnrm = rb_float_new((double)bbnrm);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(17, rblapack_alphar, rblapack_alphai, rblapack_beta, rblapack_vl, rblapack_vr, rblapack_ilo, rblapack_ihi, rblapack_lscale, rblapack_rscale, rblapack_abnrm, rblapack_bbnrm, rblapack_rconde, rblapack_rcondv, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_dggevx(VALUE mLapack){
+  rb_define_module_function(mLapack, "dggevx", rblapack_dggevx, -1);
+}