ruby-lapack 1.3

data/ext/dlasd3.c

@@ -0,0 +1,198 @@
+#include "rb_lapack.h"
+
+extern VOID dlasd3_(integer* nl, integer* nr, integer* sqre, integer* k, doublereal* d, doublereal* q, integer* ldq, doublereal* dsigma, doublereal* u, integer* ldu, doublereal* u2, integer* ldu2, doublereal* vt, integer* ldvt, doublereal* vt2, integer* ldvt2, integer* idxc, integer* ctot, doublereal* z, integer* info);
+
+
+static VALUE
+rblapack_dlasd3(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_nl;
+  integer nl; 
+  VALUE rblapack_nr;
+  integer nr; 
+  VALUE rblapack_sqre;
+  integer sqre; 
+  VALUE rblapack_dsigma;
+  doublereal *dsigma; 
+  VALUE rblapack_u2;
+  doublereal *u2; 
+  VALUE rblapack_vt2;
+  doublereal *vt2; 
+  VALUE rblapack_idxc;
+  integer *idxc; 
+  VALUE rblapack_ctot;
+  integer *ctot; 
+  VALUE rblapack_z;
+  doublereal *z; 
+  VALUE rblapack_d;
+  doublereal *d; 
+  VALUE rblapack_u;
+  doublereal *u; 
+  VALUE rblapack_vt;
+  doublereal *vt; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_u2_out__;
+  doublereal *u2_out__;
+  VALUE rblapack_vt2_out__;
+  doublereal *vt2_out__;
+  doublereal *q;
+
+  integer k;
+  integer ldu2;
+  integer n;
+  integer ldvt2;
+  integer ldu;
+  integer ldvt;
+  integer m;
+  integer ldq;
+
+  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  d, u, vt, info, u2, vt2 = NumRu::Lapack.dlasd3( nl, nr, sqre, dsigma, u2, vt2, idxc, ctot, z, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DLASD3( NL, NR, SQRE, K, D, Q, LDQ, DSIGMA, U, LDU, U2, LDU2, VT, LDVT, VT2, LDVT2, IDXC, CTOT, Z, INFO )\n\n*  Purpose\n*  =======\n*\n*  DLASD3 finds all the square roots of the roots of the secular\n*  equation, as defined by the values in D and Z.  It makes the\n*  appropriate calls to DLASD4 and then updates the singular\n*  vectors by matrix multiplication.\n*\n*  This code makes very mild assumptions about floating point\n*  arithmetic. It will work on machines with a guard digit in\n*  add/subtract, or on those binary machines without guard digits\n*  which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2.\n*  It could conceivably fail on hexadecimal or decimal machines\n*  without guard digits, but we know of none.\n*\n*  DLASD3 is called from DLASD1.\n*\n\n*  Arguments\n*  =========\n*\n*  NL     (input) INTEGER\n*         The row dimension of the upper block.  NL >= 1.\n*\n*  NR     (input) INTEGER\n*         The row dimension of the lower block.  NR >= 1.\n*\n*  SQRE   (input) INTEGER\n*         = 0: the lower block is an NR-by-NR square matrix.\n*         = 1: the lower block is an NR-by-(NR+1) rectangular matrix.\n*\n*         The bidiagonal matrix has N = NL + NR + 1 rows and\n*         M = N + SQRE >= N columns.\n*\n*  K      (input) INTEGER\n*         The size of the secular equation, 1 =< K = < N.\n*\n*  D      (output) DOUBLE PRECISION array, dimension(K)\n*         On exit the square roots of the roots of the secular equation,\n*         in ascending order.\n*\n*  Q      (workspace) DOUBLE PRECISION array,\n*                     dimension at least (LDQ,K).\n*\n*  LDQ    (input) INTEGER\n*         The leading dimension of the array Q.  LDQ >= K.\n*\n*  DSIGMA (input) DOUBLE PRECISION array, dimension(K)\n*         The first K elements of this array contain the old roots\n*         of the deflated updating problem.  These are the poles\n*         of the secular equation.\n*\n*  U      (output) DOUBLE PRECISION array, dimension (LDU, N)\n*         The last N - K columns of this matrix contain the deflated\n*         left singular vectors.\n*\n*  LDU    (input) INTEGER\n*         The leading dimension of the array U.  LDU >= N.\n*\n*  U2     (input/output) DOUBLE PRECISION array, dimension (LDU2, N)\n*         The first K columns of this matrix contain the non-deflated\n*         left singular vectors for the split problem.\n*\n*  LDU2   (input) INTEGER\n*         The leading dimension of the array U2.  LDU2 >= N.\n*\n*  VT     (output) DOUBLE PRECISION array, dimension (LDVT, M)\n*         The last M - K columns of VT' contain the deflated\n*         right singular vectors.\n*\n*  LDVT   (input) INTEGER\n*         The leading dimension of the array VT.  LDVT >= N.\n*\n*  VT2    (input/output) DOUBLE PRECISION array, dimension (LDVT2, N)\n*         The first K columns of VT2' contain the non-deflated\n*         right singular vectors for the split problem.\n*\n*  LDVT2  (input) INTEGER\n*         The leading dimension of the array VT2.  LDVT2 >= N.\n*\n*  IDXC   (input) INTEGER array, dimension ( N )\n*         The permutation used to arrange the columns of U (and rows of\n*         VT) into three groups:  the first group contains non-zero\n*         entries only at and above (or before) NL +1; the second\n*         contains non-zero entries only at and below (or after) NL+2;\n*         and the third is dense. The first column of U and the row of\n*         VT are treated separately, however.\n*\n*         The rows of the singular vectors found by DLASD4\n*         must be likewise permuted before the matrix multiplies can\n*         take place.\n*\n*  CTOT   (input) INTEGER array, dimension ( 4 )\n*         A count of the total number of the various types of columns\n*         in U (or rows in VT), as described in IDXC. The fourth column\n*         type is any column which has been deflated.\n*\n*  Z      (input) DOUBLE PRECISION array, dimension (K)\n*         The first K elements of this array contain the components\n*         of the deflation-adjusted updating row vector.\n*\n*  INFO   (output) INTEGER\n*         = 0:  successful exit.\n*         < 0:  if INFO = -i, the i-th argument had an illegal value.\n*         > 0:  if INFO = 1, a singular value did not converge\n*\n\n*  Further Details\n*  ===============\n*\n*  Based on contributions by\n*     Ming Gu and Huan Ren, Computer Science Division, University of\n*     California at Berkeley, USA\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  d, u, vt, info, u2, vt2 = NumRu::Lapack.dlasd3( nl, nr, sqre, dsigma, u2, vt2, idxc, ctot, z, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 9 && argc != 9)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 9)", argc);
+  rblapack_nl = argv[0];
+  rblapack_nr = argv[1];
+  rblapack_sqre = argv[2];
+  rblapack_dsigma = argv[3];
+  rblapack_u2 = argv[4];
+  rblapack_vt2 = argv[5];
+  rblapack_idxc = argv[6];
+  rblapack_ctot = argv[7];
+  rblapack_z = argv[8];
+  if (argc == 9) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  if (!NA_IsNArray(rblapack_ctot))
+    rb_raise(rb_eArgError, "ctot (8th argument) must be NArray");
+  if (NA_RANK(rblapack_ctot) != 1)
+    rb_raise(rb_eArgError, "rank of ctot (8th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_ctot) != (4))
+    rb_raise(rb_eRuntimeError, "shape 0 of ctot must be %d", 4);
+  if (NA_TYPE(rblapack_ctot) != NA_LINT)
+    rblapack_ctot = na_change_type(rblapack_ctot, NA_LINT);
+  ctot = NA_PTR_TYPE(rblapack_ctot, integer*);
+  if (!NA_IsNArray(rblapack_dsigma))
+    rb_raise(rb_eArgError, "dsigma (4th argument) must be NArray");
+  if (NA_RANK(rblapack_dsigma) != 1)
+    rb_raise(rb_eArgError, "rank of dsigma (4th argument) must be %d", 1);
+  k = NA_SHAPE0(rblapack_dsigma);
+  if (NA_TYPE(rblapack_dsigma) != NA_DFLOAT)
+    rblapack_dsigma = na_change_type(rblapack_dsigma, NA_DFLOAT);
+  dsigma = NA_PTR_TYPE(rblapack_dsigma, doublereal*);
+  if (!NA_IsNArray(rblapack_z))
+    rb_raise(rb_eArgError, "z (9th argument) must be NArray");
+  if (NA_RANK(rblapack_z) != 1)
+    rb_raise(rb_eArgError, "rank of z (9th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_z) != k)
+    rb_raise(rb_eRuntimeError, "shape 0 of z must be the same as shape 0 of dsigma");
+  if (NA_TYPE(rblapack_z) != NA_DFLOAT)
+    rblapack_z = na_change_type(rblapack_z, NA_DFLOAT);
+  z = NA_PTR_TYPE(rblapack_z, doublereal*);
+  sqre = NUM2INT(rblapack_sqre);
+  nl = NUM2INT(rblapack_nl);
+  ldq = k;
+  nr = NUM2INT(rblapack_nr);
+  n = nl + nr + 1;
+  ldvt = n;
+  ldu = n;
+  if (!NA_IsNArray(rblapack_idxc))
+    rb_raise(rb_eArgError, "idxc (7th argument) must be NArray");
+  if (NA_RANK(rblapack_idxc) != 1)
+    rb_raise(rb_eArgError, "rank of idxc (7th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_idxc) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of idxc must be nl + nr + 1");
+  if (NA_TYPE(rblapack_idxc) != NA_LINT)
+    rblapack_idxc = na_change_type(rblapack_idxc, NA_LINT);
+  idxc = NA_PTR_TYPE(rblapack_idxc, integer*);
+  m = n + sqre;
+  ldvt2 = n;
+  if (!NA_IsNArray(rblapack_vt2))
+    rb_raise(rb_eArgError, "vt2 (6th argument) must be NArray");
+  if (NA_RANK(rblapack_vt2) != 2)
+    rb_raise(rb_eArgError, "rank of vt2 (6th argument) must be %d", 2);
+  if (NA_SHAPE0(rblapack_vt2) != ldvt2)
+    rb_raise(rb_eRuntimeError, "shape 0 of vt2 must be n");
+  if (NA_SHAPE1(rblapack_vt2) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of vt2 must be nl + nr + 1");
+  if (NA_TYPE(rblapack_vt2) != NA_DFLOAT)
+    rblapack_vt2 = na_change_type(rblapack_vt2, NA_DFLOAT);
+  vt2 = NA_PTR_TYPE(rblapack_vt2, doublereal*);
+  ldu2 = n;
+  if (!NA_IsNArray(rblapack_u2))
+    rb_raise(rb_eArgError, "u2 (5th argument) must be NArray");
+  if (NA_RANK(rblapack_u2) != 2)
+    rb_raise(rb_eArgError, "rank of u2 (5th argument) must be %d", 2);
+  if (NA_SHAPE0(rblapack_u2) != ldu2)
+    rb_raise(rb_eRuntimeError, "shape 0 of u2 must be n");
+  if (NA_SHAPE1(rblapack_u2) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of u2 must be nl + nr + 1");
+  if (NA_TYPE(rblapack_u2) != NA_DFLOAT)
+    rblapack_u2 = na_change_type(rblapack_u2, NA_DFLOAT);
+  u2 = NA_PTR_TYPE(rblapack_u2, doublereal*);
+  {
+    int shape[1];
+    shape[0] = k;
+    rblapack_d = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  d = NA_PTR_TYPE(rblapack_d, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldu;
+    shape[1] = n;
+    rblapack_u = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  u = NA_PTR_TYPE(rblapack_u, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldvt;
+    shape[1] = m;
+    rblapack_vt = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vt = NA_PTR_TYPE(rblapack_vt, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldu2;
+    shape[1] = n;
+    rblapack_u2_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  u2_out__ = NA_PTR_TYPE(rblapack_u2_out__, doublereal*);
+  MEMCPY(u2_out__, u2, doublereal, NA_TOTAL(rblapack_u2));
+  rblapack_u2 = rblapack_u2_out__;
+  u2 = u2_out__;
+  {
+    int shape[2];
+    shape[0] = ldvt2;
+    shape[1] = n;
+    rblapack_vt2_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vt2_out__ = NA_PTR_TYPE(rblapack_vt2_out__, doublereal*);
+  MEMCPY(vt2_out__, vt2, doublereal, NA_TOTAL(rblapack_vt2));
+  rblapack_vt2 = rblapack_vt2_out__;
+  vt2 = vt2_out__;
+  q = ALLOC_N(doublereal, (ldq)*(k));
+
+  dlasd3_(&nl, &nr, &sqre, &k, d, q, &ldq, dsigma, u, &ldu, u2, &ldu2, vt, &ldvt, vt2, &ldvt2, idxc, ctot, z, &info);
+
+  free(q);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(6, rblapack_d, rblapack_u, rblapack_vt, rblapack_info, rblapack_u2, rblapack_vt2);
+}
+
+void
+init_lapack_dlasd3(VALUE mLapack){
+  rb_define_module_function(mLapack, "dlasd3", rblapack_dlasd3, -1);
+}

data/ext/dlasd4.c

@@ -0,0 +1,89 @@
+#include "rb_lapack.h"
+
+extern VOID dlasd4_(integer* n, integer* i, doublereal* d, doublereal* z, doublereal* delta, doublereal* rho, doublereal* sigma, doublereal* work, integer* info);
+
+
+static VALUE
+rblapack_dlasd4(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_i;
+  integer i; 
+  VALUE rblapack_d;
+  doublereal *d; 
+  VALUE rblapack_z;
+  doublereal *z; 
+  VALUE rblapack_rho;
+  doublereal rho; 
+  VALUE rblapack_delta;
+  doublereal *delta; 
+  VALUE rblapack_sigma;
+  doublereal sigma; 
+  VALUE rblapack_info;
+  integer info; 
+  doublereal *work;
+
+  integer n;
+
+  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  delta, sigma, info = NumRu::Lapack.dlasd4( i, d, z, rho, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DLASD4( N, I, D, Z, DELTA, RHO, SIGMA, WORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  This subroutine computes the square root of the I-th updated\n*  eigenvalue of a positive symmetric rank-one modification to\n*  a positive diagonal matrix whose entries are given as the squares\n*  of the corresponding entries in the array d, and that\n*\n*         0 <= D(i) < D(j)  for  i < j\n*\n*  and that RHO > 0. This is arranged by the calling routine, and is\n*  no loss in generality.  The rank-one modified system is thus\n*\n*         diag( D ) * diag( D ) +  RHO *  Z * Z_transpose.\n*\n*  where we assume the Euclidean norm of Z is 1.\n*\n*  The method consists of approximating the rational functions in the\n*  secular equation by simpler interpolating rational functions.\n*\n\n*  Arguments\n*  =========\n*\n*  N      (input) INTEGER\n*         The length of all arrays.\n*\n*  I      (input) INTEGER\n*         The index of the eigenvalue to be computed.  1 <= I <= N.\n*\n*  D      (input) DOUBLE PRECISION array, dimension ( N )\n*         The original eigenvalues.  It is assumed that they are in\n*         order, 0 <= D(I) < D(J)  for I < J.\n*\n*  Z      (input) DOUBLE PRECISION array, dimension ( N )\n*         The components of the updating vector.\n*\n*  DELTA  (output) DOUBLE PRECISION array, dimension ( N )\n*         If N .ne. 1, DELTA contains (D(j) - sigma_I) in its  j-th\n*         component.  If N = 1, then DELTA(1) = 1.  The vector DELTA\n*         contains the information necessary to construct the\n*         (singular) eigenvectors.\n*\n*  RHO    (input) DOUBLE PRECISION\n*         The scalar in the symmetric updating formula.\n*\n*  SIGMA  (output) DOUBLE PRECISION\n*         The computed sigma_I, the I-th updated eigenvalue.\n*\n*  WORK   (workspace) DOUBLE PRECISION array, dimension ( N )\n*         If N .ne. 1, WORK contains (D(j) + sigma_I) in its  j-th\n*         component.  If N = 1, then WORK( 1 ) = 1.\n*\n*  INFO   (output) INTEGER\n*         = 0:  successful exit\n*         > 0:  if INFO = 1, the updating process failed.\n*\n*  Internal Parameters\n*  ===================\n*\n*  Logical variable ORGATI (origin-at-i?) is used for distinguishing\n*  whether D(i) or D(i+1) is treated as the origin.\n*\n*            ORGATI = .true.    origin at i\n*            ORGATI = .false.   origin at i+1\n*\n*  Logical variable SWTCH3 (switch-for-3-poles?) is for noting\n*  if we are working with THREE poles!\n*\n*  MAXIT is the maximum number of iterations allowed for each\n*  eigenvalue.\n*\n\n*  Further Details\n*  ===============\n*\n*  Based on contributions by\n*     Ren-Cang Li, Computer Science Division, University of California\n*     at Berkeley, USA\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  delta, sigma, info = NumRu::Lapack.dlasd4( i, d, z, rho, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 4 && argc != 4)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
+  rblapack_i = argv[0];
+  rblapack_d = argv[1];
+  rblapack_z = argv[2];
+  rblapack_rho = argv[3];
+  if (argc == 4) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  rho = NUM2DBL(rblapack_rho);
+  if (!NA_IsNArray(rblapack_d))
+    rb_raise(rb_eArgError, "d (2th argument) must be NArray");
+  if (NA_RANK(rblapack_d) != 1)
+    rb_raise(rb_eArgError, "rank of d (2th argument) must be %d", 1);
+  n = NA_SHAPE0(rblapack_d);
+  if (NA_TYPE(rblapack_d) != NA_DFLOAT)
+    rblapack_d = na_change_type(rblapack_d, NA_DFLOAT);
+  d = NA_PTR_TYPE(rblapack_d, doublereal*);
+  if (!NA_IsNArray(rblapack_z))
+    rb_raise(rb_eArgError, "z (3th argument) must be NArray");
+  if (NA_RANK(rblapack_z) != 1)
+    rb_raise(rb_eArgError, "rank of z (3th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_z) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of z must be the same as shape 0 of d");
+  if (NA_TYPE(rblapack_z) != NA_DFLOAT)
+    rblapack_z = na_change_type(rblapack_z, NA_DFLOAT);
+  z = NA_PTR_TYPE(rblapack_z, doublereal*);
+  i = NUM2INT(rblapack_i);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_delta = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  delta = NA_PTR_TYPE(rblapack_delta, doublereal*);
+  work = ALLOC_N(doublereal, (n));
+
+  dlasd4_(&n, &i, d, z, delta, &rho, &sigma, work, &info);
+
+  free(work);
+  rblapack_sigma = rb_float_new((double)sigma);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(3, rblapack_delta, rblapack_sigma, rblapack_info);
+}
+
+void
+init_lapack_dlasd4(VALUE mLapack){
+  rb_define_module_function(mLapack, "dlasd4", rblapack_dlasd4, -1);
+}

data/ext/dlasd5.c

@@ -0,0 +1,86 @@
+#include "rb_lapack.h"
+
+extern VOID dlasd5_(integer* i, doublereal* d, doublereal* z, doublereal* delta, doublereal* rho, doublereal* dsigma, doublereal* work);
+
+
+static VALUE
+rblapack_dlasd5(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_i;
+  integer i; 
+  VALUE rblapack_d;
+  doublereal *d; 
+  VALUE rblapack_z;
+  doublereal *z; 
+  VALUE rblapack_rho;
+  doublereal rho; 
+  VALUE rblapack_delta;
+  doublereal *delta; 
+  VALUE rblapack_dsigma;
+  doublereal dsigma; 
+  doublereal *work;
+
+
+  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  delta, dsigma = NumRu::Lapack.dlasd5( i, d, z, rho, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK )\n\n*  Purpose\n*  =======\n*\n*  This subroutine computes the square root of the I-th eigenvalue\n*  of a positive symmetric rank-one modification of a 2-by-2 diagonal\n*  matrix\n*\n*             diag( D ) * diag( D ) +  RHO *  Z * transpose(Z) .\n*\n*  The diagonal entries in the array D are assumed to satisfy\n*\n*             0 <= D(i) < D(j)  for  i < j .\n*\n*  We also assume RHO > 0 and that the Euclidean norm of the vector\n*  Z is one.\n*\n\n*  Arguments\n*  =========\n*\n*  I      (input) INTEGER\n*         The index of the eigenvalue to be computed.  I = 1 or I = 2.\n*\n*  D      (input) DOUBLE PRECISION array, dimension ( 2 )\n*         The original eigenvalues.  We assume 0 <= D(1) < D(2).\n*\n*  Z      (input) DOUBLE PRECISION array, dimension ( 2 )\n*         The components of the updating vector.\n*\n*  DELTA  (output) DOUBLE PRECISION array, dimension ( 2 )\n*         Contains (D(j) - sigma_I) in its  j-th component.\n*         The vector DELTA contains the information necessary\n*         to construct the eigenvectors.\n*\n*  RHO    (input) DOUBLE PRECISION\n*         The scalar in the symmetric updating formula.\n*\n*  DSIGMA (output) DOUBLE PRECISION\n*         The computed sigma_I, the I-th updated eigenvalue.\n*\n*  WORK   (workspace) DOUBLE PRECISION array, dimension ( 2 )\n*         WORK contains (D(j) + sigma_I) in its  j-th component.\n*\n\n*  Further Details\n*  ===============\n*\n*  Based on contributions by\n*     Ren-Cang Li, Computer Science Division, University of California\n*     at Berkeley, USA\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  delta, dsigma = NumRu::Lapack.dlasd5( i, d, z, rho, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 4 && argc != 4)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
+  rblapack_i = argv[0];
+  rblapack_d = argv[1];
+  rblapack_z = argv[2];
+  rblapack_rho = argv[3];
+  if (argc == 4) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  rho = NUM2DBL(rblapack_rho);
+  if (!NA_IsNArray(rblapack_d))
+    rb_raise(rb_eArgError, "d (2th argument) must be NArray");
+  if (NA_RANK(rblapack_d) != 1)
+    rb_raise(rb_eArgError, "rank of d (2th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_d) != (2))
+    rb_raise(rb_eRuntimeError, "shape 0 of d must be %d", 2);
+  if (NA_TYPE(rblapack_d) != NA_DFLOAT)
+    rblapack_d = na_change_type(rblapack_d, NA_DFLOAT);
+  d = NA_PTR_TYPE(rblapack_d, doublereal*);
+  if (!NA_IsNArray(rblapack_z))
+    rb_raise(rb_eArgError, "z (3th argument) must be NArray");
+  if (NA_RANK(rblapack_z) != 1)
+    rb_raise(rb_eArgError, "rank of z (3th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_z) != (2))
+    rb_raise(rb_eRuntimeError, "shape 0 of z must be %d", 2);
+  if (NA_TYPE(rblapack_z) != NA_DFLOAT)
+    rblapack_z = na_change_type(rblapack_z, NA_DFLOAT);
+  z = NA_PTR_TYPE(rblapack_z, doublereal*);
+  i = NUM2INT(rblapack_i);
+  {
+    int shape[1];
+    shape[0] = 2;
+    rblapack_delta = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  delta = NA_PTR_TYPE(rblapack_delta, doublereal*);
+  work = ALLOC_N(doublereal, (2));
+
+  dlasd5_(&i, d, z, delta, &rho, &dsigma, work);
+
+  free(work);
+  rblapack_dsigma = rb_float_new((double)dsigma);
+  return rb_ary_new3(2, rblapack_delta, rblapack_dsigma);
+}
+
+void
+init_lapack_dlasd5(VALUE mLapack){
+  rb_define_module_function(mLapack, "dlasd5", rblapack_dlasd5, -1);
+}

data/ext/dlasd6.c

@@ -0,0 +1,232 @@
+#include "rb_lapack.h"
+
+extern VOID dlasd6_(integer* icompq, integer* nl, integer* nr, integer* sqre, doublereal* d, doublereal* vf, doublereal* vl, doublereal* alpha, doublereal* beta, integer* idxq, integer* perm, integer* givptr, integer* givcol, integer* ldgcol, doublereal* givnum, integer* ldgnum, doublereal* poles, doublereal* difl, doublereal* difr, doublereal* z, integer* k, doublereal* c, doublereal* s, doublereal* work, integer* iwork, integer* info);
+
+
+static VALUE
+rblapack_dlasd6(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_icompq;
+  integer icompq; 
+  VALUE rblapack_nl;
+  integer nl; 
+  VALUE rblapack_nr;
+  integer nr; 
+  VALUE rblapack_sqre;
+  integer sqre; 
+  VALUE rblapack_d;
+  doublereal *d; 
+  VALUE rblapack_vf;
+  doublereal *vf; 
+  VALUE rblapack_vl;
+  doublereal *vl; 
+  VALUE rblapack_alpha;
+  doublereal alpha; 
+  VALUE rblapack_beta;
+  doublereal beta; 
+  VALUE rblapack_idxq;
+  integer *idxq; 
+  VALUE rblapack_perm;
+  integer *perm; 
+  VALUE rblapack_givptr;
+  integer givptr; 
+  VALUE rblapack_givcol;
+  integer *givcol; 
+  VALUE rblapack_givnum;
+  doublereal *givnum; 
+  VALUE rblapack_poles;
+  doublereal *poles; 
+  VALUE rblapack_difl;
+  doublereal *difl; 
+  VALUE rblapack_difr;
+  doublereal *difr; 
+  VALUE rblapack_z;
+  doublereal *z; 
+  VALUE rblapack_k;
+  integer k; 
+  VALUE rblapack_c;
+  doublereal c; 
+  VALUE rblapack_s;
+  doublereal s; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_d_out__;
+  doublereal *d_out__;
+  VALUE rblapack_vf_out__;
+  doublereal *vf_out__;
+  VALUE rblapack_vl_out__;
+  doublereal *vl_out__;
+  doublereal *work;
+  integer *iwork;
+
+  integer m;
+  integer n;
+  integer ldgcol;
+  integer ldgnum;
+
+  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  idxq, perm, givptr, givcol, givnum, poles, difl, difr, z, k, c, s, info, d, vf, vl, alpha, beta = NumRu::Lapack.dlasd6( icompq, nl, nr, sqre, d, vf, vl, alpha, beta, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DLASD6( ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA, IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK, IWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DLASD6 computes the SVD of an updated upper bidiagonal matrix B\n*  obtained by merging two smaller ones by appending a row. This\n*  routine is used only for the problem which requires all singular\n*  values and optionally singular vector matrices in factored form.\n*  B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE.\n*  A related subroutine, DLASD1, handles the case in which all singular\n*  values and singular vectors of the bidiagonal matrix are desired.\n*\n*  DLASD6 computes the SVD as follows:\n*\n*                ( D1(in)  0    0     0 )\n*    B = U(in) * (   Z1'   a   Z2'    b ) * VT(in)\n*                (   0     0   D2(in) 0 )\n*\n*      = U(out) * ( D(out) 0) * VT(out)\n*\n*  where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M\n*  with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros\n*  elsewhere; and the entry b is empty if SQRE = 0.\n*\n*  The singular values of B can be computed using D1, D2, the first\n*  components of all the right singular vectors of the lower block, and\n*  the last components of all the right singular vectors of the upper\n*  block. These components are stored and updated in VF and VL,\n*  respectively, in DLASD6. Hence U and VT are not explicitly\n*  referenced.\n*\n*  The singular values are stored in D. The algorithm consists of two\n*  stages:\n*\n*        The first stage consists of deflating the size of the problem\n*        when there are multiple singular values or if there is a zero\n*        in the Z vector. For each such occurence the dimension of the\n*        secular equation problem is reduced by one. This stage is\n*        performed by the routine DLASD7.\n*\n*        The second stage consists of calculating the updated\n*        singular values. This is done by finding the roots of the\n*        secular equation via the routine DLASD4 (as called by DLASD8).\n*        This routine also updates VF and VL and computes the distances\n*        between the updated singular values and the old singular\n*        values.\n*\n*  DLASD6 is called from DLASDA.\n*\n\n*  Arguments\n*  =========\n*\n*  ICOMPQ (input) INTEGER\n*         Specifies whether singular vectors are to be computed in\n*         factored form:\n*         = 0: Compute singular values only.\n*         = 1: Compute singular vectors in factored form as well.\n*\n*  NL     (input) INTEGER\n*         The row dimension of the upper block.  NL >= 1.\n*\n*  NR     (input) INTEGER\n*         The row dimension of the lower block.  NR >= 1.\n*\n*  SQRE   (input) INTEGER\n*         = 0: the lower block is an NR-by-NR square matrix.\n*         = 1: the lower block is an NR-by-(NR+1) rectangular matrix.\n*\n*         The bidiagonal matrix has row dimension N = NL + NR + 1,\n*         and column dimension M = N + SQRE.\n*\n*  D      (input/output) DOUBLE PRECISION array, dimension ( NL+NR+1 ).\n*         On entry D(1:NL,1:NL) contains the singular values of the\n*         upper block, and D(NL+2:N) contains the singular values\n*         of the lower block. On exit D(1:N) contains the singular\n*         values of the modified matrix.\n*\n*  VF     (input/output) DOUBLE PRECISION array, dimension ( M )\n*         On entry, VF(1:NL+1) contains the first components of all\n*         right singular vectors of the upper block; and VF(NL+2:M)\n*         contains the first components of all right singular vectors\n*         of the lower block. On exit, VF contains the first components\n*         of all right singular vectors of the bidiagonal matrix.\n*\n*  VL     (input/output) DOUBLE PRECISION array, dimension ( M )\n*         On entry, VL(1:NL+1) contains the  last components of all\n*         right singular vectors of the upper block; and VL(NL+2:M)\n*         contains the last components of all right singular vectors of\n*         the lower block. On exit, VL contains the last components of\n*         all right singular vectors of the bidiagonal matrix.\n*\n*  ALPHA  (input/output) DOUBLE PRECISION\n*         Contains the diagonal element associated with the added row.\n*\n*  BETA   (input/output) DOUBLE PRECISION\n*         Contains the off-diagonal element associated with the added\n*         row.\n*\n*  IDXQ   (output) INTEGER array, dimension ( N )\n*         This contains the permutation which will reintegrate the\n*         subproblem just solved back into sorted order, i.e.\n*         D( IDXQ( I = 1, N ) ) will be in ascending order.\n*\n*  PERM   (output) INTEGER array, dimension ( N )\n*         The permutations (from deflation and sorting) to be applied\n*         to each block. Not referenced if ICOMPQ = 0.\n*\n*  GIVPTR (output) INTEGER\n*         The number of Givens rotations which took place in this\n*         subproblem. Not referenced if ICOMPQ = 0.\n*\n*  GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 )\n*         Each pair of numbers indicates a pair of columns to take place\n*         in a Givens rotation. Not referenced if ICOMPQ = 0.\n*\n*  LDGCOL (input) INTEGER\n*         leading dimension of GIVCOL, must be at least N.\n*\n*  GIVNUM (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 )\n*         Each number indicates the C or S value to be used in the\n*         corresponding Givens rotation. Not referenced if ICOMPQ = 0.\n*\n*  LDGNUM (input) INTEGER\n*         The leading dimension of GIVNUM and POLES, must be at least N.\n*\n*  POLES  (output) DOUBLE PRECISION array, dimension ( LDGNUM, 2 )\n*         On exit, POLES(1,*) is an array containing the new singular\n*         values obtained from solving the secular equation, and\n*         POLES(2,*) is an array containing the poles in the secular\n*         equation. Not referenced if ICOMPQ = 0.\n*\n*  DIFL   (output) DOUBLE PRECISION array, dimension ( N )\n*         On exit, DIFL(I) is the distance between I-th updated\n*         (undeflated) singular value and the I-th (undeflated) old\n*         singular value.\n*\n*  DIFR   (output) DOUBLE PRECISION array,\n*                  dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and\n*                  dimension ( N ) if ICOMPQ = 0.\n*         On exit, DIFR(I, 1) is the distance between I-th updated\n*         (undeflated) singular value and the I+1-th (undeflated) old\n*         singular value.\n*\n*         If ICOMPQ = 1, DIFR(1:K,2) is an array containing the\n*         normalizing factors for the right singular vector matrix.\n*\n*         See DLASD8 for details on DIFL and DIFR.\n*\n*  Z      (output) DOUBLE PRECISION array, dimension ( M )\n*         The first elements of this array contain the components\n*         of the deflation-adjusted updating row vector.\n*\n*  K      (output) INTEGER\n*         Contains the dimension of the non-deflated matrix,\n*         This is the order of the related secular equation. 1 <= K <=N.\n*\n*  C      (output) DOUBLE PRECISION\n*         C contains garbage if SQRE =0 and the C-value of a Givens\n*         rotation related to the right null space if SQRE = 1.\n*\n*  S      (output) DOUBLE PRECISION\n*         S contains garbage if SQRE =0 and the S-value of a Givens\n*         rotation related to the right null space if SQRE = 1.\n*\n*  WORK   (workspace) DOUBLE PRECISION array, dimension ( 4 * M )\n*\n*  IWORK  (workspace) INTEGER array, dimension ( 3 * N )\n*\n*  INFO   (output) INTEGER\n*          = 0:  successful exit.\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          > 0:  if INFO = 1, a singular value did not converge\n*\n\n*  Further Details\n*  ===============\n*\n*  Based on contributions by\n*     Ming Gu and Huan Ren, Computer Science Division, University of\n*     California at Berkeley, USA\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  idxq, perm, givptr, givcol, givnum, poles, difl, difr, z, k, c, s, info, d, vf, vl, alpha, beta = NumRu::Lapack.dlasd6( icompq, nl, nr, sqre, d, vf, vl, alpha, beta, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 9 && argc != 9)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 9)", argc);
+  rblapack_icompq = argv[0];
+  rblapack_nl = argv[1];
+  rblapack_nr = argv[2];
+  rblapack_sqre = argv[3];
+  rblapack_d = argv[4];
+  rblapack_vf = argv[5];
+  rblapack_vl = argv[6];
+  rblapack_alpha = argv[7];
+  rblapack_beta = argv[8];
+  if (argc == 9) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  nr = NUM2INT(rblapack_nr);
+  beta = NUM2DBL(rblapack_beta);
+  icompq = NUM2INT(rblapack_icompq);
+  nl = NUM2INT(rblapack_nl);
+  alpha = NUM2DBL(rblapack_alpha);
+  n = nl + nr + 1;
+  ldgnum = n;
+  sqre = NUM2INT(rblapack_sqre);
+  m = n + sqre;
+  if (!NA_IsNArray(rblapack_vf))
+    rb_raise(rb_eArgError, "vf (6th argument) must be NArray");
+  if (NA_RANK(rblapack_vf) != 1)
+    rb_raise(rb_eArgError, "rank of vf (6th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_vf) != m)
+    rb_raise(rb_eRuntimeError, "shape 0 of vf must be n + sqre");
+  if (NA_TYPE(rblapack_vf) != NA_DFLOAT)
+    rblapack_vf = na_change_type(rblapack_vf, NA_DFLOAT);
+  vf = NA_PTR_TYPE(rblapack_vf, doublereal*);
+  if (!NA_IsNArray(rblapack_vl))
+    rb_raise(rb_eArgError, "vl (7th argument) must be NArray");
+  if (NA_RANK(rblapack_vl) != 1)
+    rb_raise(rb_eArgError, "rank of vl (7th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_vl) != m)
+    rb_raise(rb_eRuntimeError, "shape 0 of vl must be n + sqre");
+  if (NA_TYPE(rblapack_vl) != NA_DFLOAT)
+    rblapack_vl = na_change_type(rblapack_vl, NA_DFLOAT);
+  vl = NA_PTR_TYPE(rblapack_vl, doublereal*);
+  ldgcol = n;
+  if (!NA_IsNArray(rblapack_d))
+    rb_raise(rb_eArgError, "d (5th argument) must be NArray");
+  if (NA_RANK(rblapack_d) != 1)
+    rb_raise(rb_eArgError, "rank of d (5th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_d) != (nl+nr+1))
+    rb_raise(rb_eRuntimeError, "shape 0 of d must be %d", nl+nr+1);
+  if (NA_TYPE(rblapack_d) != NA_DFLOAT)
+    rblapack_d = na_change_type(rblapack_d, NA_DFLOAT);
+  d = NA_PTR_TYPE(rblapack_d, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_idxq = na_make_object(NA_LINT, 1, shape, cNArray);
+  }
+  idxq = NA_PTR_TYPE(rblapack_idxq, integer*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_perm = na_make_object(NA_LINT, 1, shape, cNArray);
+  }
+  perm = NA_PTR_TYPE(rblapack_perm, integer*);
+  {
+    int shape[2];
+    shape[0] = ldgcol;
+    shape[1] = 2;
+    rblapack_givcol = na_make_object(NA_LINT, 2, shape, cNArray);
+  }
+  givcol = NA_PTR_TYPE(rblapack_givcol, integer*);
+  {
+    int shape[2];
+    shape[0] = ldgnum;
+    shape[1] = 2;
+    rblapack_givnum = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  givnum = NA_PTR_TYPE(rblapack_givnum, doublereal*);
+  {
+    int shape[2];
+    shape[0] = ldgnum;
+    shape[1] = 2;
+    rblapack_poles = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  poles = NA_PTR_TYPE(rblapack_poles, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_difl = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  difl = NA_PTR_TYPE(rblapack_difl, doublereal*);
+  {
+    int shape[2];
+    shape[0] = icompq == 1 ? ldgnum : icompq == 0 ? n : 0;
+    shape[1] = icompq == 1 ? 2 : 0;
+    rblapack_difr = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  difr = NA_PTR_TYPE(rblapack_difr, doublereal*);
+  {
+    int shape[1];
+    shape[0] = m;
+    rblapack_z = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  z = NA_PTR_TYPE(rblapack_z, doublereal*);
+  {
+    int shape[1];
+    shape[0] = nl+nr+1;
+    rblapack_d_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  d_out__ = NA_PTR_TYPE(rblapack_d_out__, doublereal*);
+  MEMCPY(d_out__, d, doublereal, NA_TOTAL(rblapack_d));
+  rblapack_d = rblapack_d_out__;
+  d = d_out__;
+  {
+    int shape[1];
+    shape[0] = m;
+    rblapack_vf_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  vf_out__ = NA_PTR_TYPE(rblapack_vf_out__, doublereal*);
+  MEMCPY(vf_out__, vf, doublereal, NA_TOTAL(rblapack_vf));
+  rblapack_vf = rblapack_vf_out__;
+  vf = vf_out__;
+  {
+    int shape[1];
+    shape[0] = m;
+    rblapack_vl_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  vl_out__ = NA_PTR_TYPE(rblapack_vl_out__, doublereal*);
+  MEMCPY(vl_out__, vl, doublereal, NA_TOTAL(rblapack_vl));
+  rblapack_vl = rblapack_vl_out__;
+  vl = vl_out__;
+  work = ALLOC_N(doublereal, (4 * m));
+  iwork = ALLOC_N(integer, (3 * n));
+
+  dlasd6_(&icompq, &nl, &nr, &sqre, d, vf, vl, &alpha, &beta, idxq, perm, &givptr, givcol, &ldgcol, givnum, &ldgnum, poles, difl, difr, z, &k, &c, &s, work, iwork, &info);
+
+  free(work);
+  free(iwork);
+  rblapack_givptr = INT2NUM(givptr);
+  rblapack_k = INT2NUM(k);
+  rblapack_c = rb_float_new((double)c);
+  rblapack_s = rb_float_new((double)s);
+  rblapack_info = INT2NUM(info);
+  rblapack_alpha = rb_float_new((double)alpha);
+  rblapack_beta = rb_float_new((double)beta);
+  return rb_ary_new3(18, rblapack_idxq, rblapack_perm, rblapack_givptr, rblapack_givcol, rblapack_givnum, rblapack_poles, rblapack_difl, rblapack_difr, rblapack_z, rblapack_k, rblapack_c, rblapack_s, rblapack_info, rblapack_d, rblapack_vf, rblapack_vl, rblapack_alpha, rblapack_beta);
+}
+
+void
+init_lapack_dlasd6(VALUE mLapack){
+  rb_define_module_function(mLapack, "dlasd6", rblapack_dlasd6, -1);
+}