ruby-lapack 1.3

data/ext/zporfsx.c

@@ -0,0 +1,202 @@
+#include "rb_lapack.h"
+
+extern VOID zporfsx_(char* uplo, char* equed, integer* n, integer* nrhs, doublecomplex* a, integer* lda, doublecomplex* af, integer* ldaf, doublereal* s, doublecomplex* b, integer* ldb, doublecomplex* x, integer* ldx, doublereal* rcond, doublereal* berr, integer* n_err_bnds, doublereal* err_bnds_norm, doublereal* err_bnds_comp, integer* nparams, doublereal* params, doublecomplex* work, doublereal* rwork, integer* info);
+
+
+static VALUE
+rblapack_zporfsx(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_uplo;
+  char uplo; 
+  VALUE rblapack_equed;
+  char equed; 
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_af;
+  doublecomplex *af; 
+  VALUE rblapack_s;
+  doublereal *s; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_x;
+  doublecomplex *x; 
+  VALUE rblapack_params;
+  doublereal *params; 
+  VALUE rblapack_rcond;
+  doublereal rcond; 
+  VALUE rblapack_berr;
+  doublereal *berr; 
+  VALUE rblapack_err_bnds_norm;
+  doublereal *err_bnds_norm; 
+  VALUE rblapack_err_bnds_comp;
+  doublereal *err_bnds_comp; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_s_out__;
+  doublereal *s_out__;
+  VALUE rblapack_x_out__;
+  doublecomplex *x_out__;
+  VALUE rblapack_params_out__;
+  doublereal *params_out__;
+  doublecomplex *work;
+  doublereal *rwork;
+
+  integer lda;
+  integer n;
+  integer ldaf;
+  integer ldb;
+  integer nrhs;
+  integer ldx;
+  integer nparams;
+  integer n_err_bnds;
+
+  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  rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.zporfsx( uplo, equed, a, af, s, b, x, params, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, RWORK, INFO )\n\n*     Purpose\n*     =======\n*\n*     ZPORFSX improves the computed solution to a system of linear\n*     equations when the coefficient matrix is symmetric positive\n*     definite, and provides error bounds and backward error estimates\n*     for the solution.  In addition to normwise error bound, the code\n*     provides maximum componentwise error bound if possible.  See\n*     comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the\n*     error bounds.\n*\n*     The original system of linear equations may have been equilibrated\n*     before calling this routine, as described by arguments EQUED and S\n*     below. In this case, the solution and error bounds returned are\n*     for the original unequilibrated system.\n*\n\n*     Arguments\n*     =========\n*\n*     Some optional parameters are bundled in the PARAMS array.  These\n*     settings determine how refinement is performed, but often the\n*     defaults are acceptable.  If the defaults are acceptable, users\n*     can pass NPARAMS = 0 which prevents the source code from accessing\n*     the PARAMS argument.\n*\n*     UPLO    (input) CHARACTER*1\n*       = 'U':  Upper triangle of A is stored;\n*       = 'L':  Lower triangle of A is stored.\n*\n*     EQUED   (input) CHARACTER*1\n*     Specifies the form of equilibration that was done to A\n*     before calling this routine. This is needed to compute\n*     the solution and error bounds correctly.\n*       = 'N':  No equilibration\n*       = 'Y':  Both row and column equilibration, i.e., A has been\n*               replaced by diag(S) * A * diag(S).\n*               The right hand side B has been changed accordingly.\n*\n*     N       (input) INTEGER\n*     The order of the matrix A.  N >= 0.\n*\n*     NRHS    (input) INTEGER\n*     The number of right hand sides, i.e., the number of columns\n*     of the matrices B and X.  NRHS >= 0.\n*\n*     A       (input) COMPLEX*16 array, dimension (LDA,N)\n*     The symmetric matrix A.  If UPLO = 'U', the leading N-by-N\n*     upper triangular part of A contains the upper triangular part\n*     of the matrix A, and the strictly lower triangular part of A\n*     is not referenced.  If UPLO = 'L', the leading N-by-N lower\n*     triangular part of A contains the lower triangular part of\n*     the matrix A, and the strictly upper triangular part of A is\n*     not referenced.\n*\n*     LDA     (input) INTEGER\n*     The leading dimension of the array A.  LDA >= max(1,N).\n*\n*     AF      (input) COMPLEX*16 array, dimension (LDAF,N)\n*     The triangular factor U or L from the Cholesky factorization\n*     A = U**T*U or A = L*L**T, as computed by DPOTRF.\n*\n*     LDAF    (input) INTEGER\n*     The leading dimension of the array AF.  LDAF >= max(1,N).\n*\n*     S       (input or output) DOUBLE PRECISION array, dimension (N)\n*     The row scale factors for A.  If EQUED = 'Y', A is multiplied on\n*     the left and right by diag(S).  S is an input argument if FACT =\n*     'F'; otherwise, S is an output argument.  If FACT = 'F' and EQUED\n*     = 'Y', each element of S must be positive.  If S is output, each\n*     element of S is a power of the radix. If S is input, each element\n*     of S should be a power of the radix to ensure a reliable solution\n*     and error estimates. Scaling by powers of the radix does not cause\n*     rounding errors unless the result underflows or overflows.\n*     Rounding errors during scaling lead to refining with a matrix that\n*     is not equivalent to the input matrix, producing error estimates\n*     that may not be reliable.\n*\n*     B       (input) COMPLEX*16 array, dimension (LDB,NRHS)\n*     The right hand side matrix B.\n*\n*     LDB     (input) INTEGER\n*     The leading dimension of the array B.  LDB >= max(1,N).\n*\n*     X       (input/output) COMPLEX*16 array, dimension (LDX,NRHS)\n*     On entry, the solution matrix X, as computed by DGETRS.\n*     On exit, the improved solution matrix X.\n*\n*     LDX     (input) INTEGER\n*     The leading dimension of the array X.  LDX >= max(1,N).\n*\n*     RCOND   (output) DOUBLE PRECISION\n*     Reciprocal scaled condition number.  This is an estimate of the\n*     reciprocal Skeel condition number of the matrix A after\n*     equilibration (if done).  If this is less than the machine\n*     precision (in particular, if it is zero), the matrix is singular\n*     to working precision.  Note that the error may still be small even\n*     if this number is very small and the matrix appears ill-\n*     conditioned.\n*\n*     BERR    (output) DOUBLE PRECISION array, dimension (NRHS)\n*     Componentwise relative backward error.  This is the\n*     componentwise relative backward error of each solution vector X(j)\n*     (i.e., the smallest relative change in any element of A or B that\n*     makes X(j) an exact solution).\n*\n*     N_ERR_BNDS (input) INTEGER\n*     Number of error bounds to return for each right hand side\n*     and each type (normwise or componentwise).  See ERR_BNDS_NORM and\n*     ERR_BNDS_COMP below.\n*\n*     ERR_BNDS_NORM  (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)\n*     For each right-hand side, this array contains information about\n*     various error bounds and condition numbers corresponding to the\n*     normwise relative error, which is defined as follows:\n*\n*     Normwise relative error in the ith solution vector:\n*             max_j (abs(XTRUE(j,i) - X(j,i)))\n*            ------------------------------\n*                  max_j abs(X(j,i))\n*\n*     The array is indexed by the type of error information as described\n*     below. There currently are up to three pieces of information\n*     returned.\n*\n*     The first index in ERR_BNDS_NORM(i,:) corresponds to the ith\n*     right-hand side.\n*\n*     The second index in ERR_BNDS_NORM(:,err) contains the following\n*     three fields:\n*     err = 1 \"Trust/don't trust\" boolean. Trust the answer if the\n*              reciprocal condition number is less than the threshold\n*              sqrt(n) * dlamch('Epsilon').\n*\n*     err = 2 \"Guaranteed\" error bound: The estimated forward error,\n*              almost certainly within a factor of 10 of the true error\n*              so long as the next entry is greater than the threshold\n*              sqrt(n) * dlamch('Epsilon'). This error bound should only\n*              be trusted if the previous boolean is true.\n*\n*     err = 3  Reciprocal condition number: Estimated normwise\n*              reciprocal condition number.  Compared with the threshold\n*              sqrt(n) * dlamch('Epsilon') to determine if the error\n*              estimate is \"guaranteed\". These reciprocal condition\n*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some\n*              appropriately scaled matrix Z.\n*              Let Z = S*A, where S scales each row by a power of the\n*              radix so all absolute row sums of Z are approximately 1.\n*\n*     See Lapack Working Note 165 for further details and extra\n*     cautions.\n*\n*     ERR_BNDS_COMP  (output) DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)\n*     For each right-hand side, this array contains information about\n*     various error bounds and condition numbers corresponding to the\n*     componentwise relative error, which is defined as follows:\n*\n*     Componentwise relative error in the ith solution vector:\n*                    abs(XTRUE(j,i) - X(j,i))\n*             max_j ----------------------\n*                         abs(X(j,i))\n*\n*     The array is indexed by the right-hand side i (on which the\n*     componentwise relative error depends), and the type of error\n*     information as described below. There currently are up to three\n*     pieces of information returned for each right-hand side. If\n*     componentwise accuracy is not requested (PARAMS(3) = 0.0), then\n*     ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS .LT. 3, then at most\n*     the first (:,N_ERR_BNDS) entries are returned.\n*\n*     The first index in ERR_BNDS_COMP(i,:) corresponds to the ith\n*     right-hand side.\n*\n*     The second index in ERR_BNDS_COMP(:,err) contains the following\n*     three fields:\n*     err = 1 \"Trust/don't trust\" boolean. Trust the answer if the\n*              reciprocal condition number is less than the threshold\n*              sqrt(n) * dlamch('Epsilon').\n*\n*     err = 2 \"Guaranteed\" error bound: The estimated forward error,\n*              almost certainly within a factor of 10 of the true error\n*              so long as the next entry is greater than the threshold\n*              sqrt(n) * dlamch('Epsilon'). This error bound should only\n*              be trusted if the previous boolean is true.\n*\n*     err = 3  Reciprocal condition number: Estimated componentwise\n*              reciprocal condition number.  Compared with the threshold\n*              sqrt(n) * dlamch('Epsilon') to determine if the error\n*              estimate is \"guaranteed\". These reciprocal condition\n*              numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some\n*              appropriately scaled matrix Z.\n*              Let Z = S*(A*diag(x)), where x is the solution for the\n*              current right-hand side and S scales each row of\n*              A*diag(x) by a power of the radix so all absolute row\n*              sums of Z are approximately 1.\n*\n*     See Lapack Working Note 165 for further details and extra\n*     cautions.\n*\n*     NPARAMS (input) INTEGER\n*     Specifies the number of parameters set in PARAMS.  If .LE. 0, the\n*     PARAMS array is never referenced and default values are used.\n*\n*     PARAMS  (input / output) DOUBLE PRECISION array, dimension NPARAMS\n*     Specifies algorithm parameters.  If an entry is .LT. 0.0, then\n*     that entry will be filled with default value used for that\n*     parameter.  Only positions up to NPARAMS are accessed; defaults\n*     are used for higher-numbered parameters.\n*\n*       PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative\n*            refinement or not.\n*         Default: 1.0D+0\n*            = 0.0 : No refinement is performed, and no error bounds are\n*                    computed.\n*            = 1.0 : Use the double-precision refinement algorithm,\n*                    possibly with doubled-single computations if the\n*                    compilation environment does not support DOUBLE\n*                    PRECISION.\n*              (other values are reserved for future use)\n*\n*       PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual\n*            computations allowed for refinement.\n*         Default: 10\n*         Aggressive: Set to 100 to permit convergence using approximate\n*                     factorizations or factorizations other than LU. If\n*                     the factorization uses a technique other than\n*                     Gaussian elimination, the guarantees in\n*                     err_bnds_norm and err_bnds_comp may no longer be\n*                     trustworthy.\n*\n*       PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code\n*            will attempt to find a solution with small componentwise\n*            relative error in the double-precision algorithm.  Positive\n*            is true, 0.0 is false.\n*         Default: 1.0 (attempt componentwise convergence)\n*\n*     WORK    (workspace) COMPLEX*16 array, dimension (2*N)\n*\n*     RWORK   (workspace) DOUBLE PRECISION array, dimension (2*N)\n*\n*     INFO    (output) INTEGER\n*       = 0:  Successful exit. The solution to every right-hand side is\n*         guaranteed.\n*       < 0:  If INFO = -i, the i-th argument had an illegal value\n*       > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization\n*         has been completed, but the factor U is exactly singular, so\n*         the solution and error bounds could not be computed. RCOND = 0\n*         is returned.\n*       = N+J: The solution corresponding to the Jth right-hand side is\n*         not guaranteed. The solutions corresponding to other right-\n*         hand sides K with K > J may not be guaranteed as well, but\n*         only the first such right-hand side is reported. If a small\n*         componentwise error is not requested (PARAMS(3) = 0.0) then\n*         the Jth right-hand side is the first with a normwise error\n*         bound that is not guaranteed (the smallest J such\n*         that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)\n*         the Jth right-hand side is the first with either a normwise or\n*         componentwise error bound that is not guaranteed (the smallest\n*         J such that either ERR_BNDS_NORM(J,1) = 0.0 or\n*         ERR_BNDS_COMP(J,1) = 0.0). See the definition of\n*         ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information\n*         about all of the right-hand sides check ERR_BNDS_NORM or\n*         ERR_BNDS_COMP.\n*\n\n*     ==================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  rcond, berr, err_bnds_norm, err_bnds_comp, info, s, x, params = NumRu::Lapack.zporfsx( uplo, equed, a, af, s, b, x, params, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 8 && argc != 8)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 8)", argc);
+  rblapack_uplo = argv[0];
+  rblapack_equed = argv[1];
+  rblapack_a = argv[2];
+  rblapack_af = argv[3];
+  rblapack_s = argv[4];
+  rblapack_b = argv[5];
+  rblapack_x = argv[6];
+  rblapack_params = argv[7];
+  if (argc == 8) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  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_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  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);
+  nrhs = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  n_err_bnds = 3;
+  if (!NA_IsNArray(rblapack_s))
+    rb_raise(rb_eArgError, "s (5th argument) must be NArray");
+  if (NA_RANK(rblapack_s) != 1)
+    rb_raise(rb_eArgError, "rank of s (5th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_s) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of s must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_s) != NA_DFLOAT)
+    rblapack_s = na_change_type(rblapack_s, NA_DFLOAT);
+  s = NA_PTR_TYPE(rblapack_s, doublereal*);
+  uplo = StringValueCStr(rblapack_uplo)[0];
+  if (!NA_IsNArray(rblapack_x))
+    rb_raise(rb_eArgError, "x (7th argument) must be NArray");
+  if (NA_RANK(rblapack_x) != 2)
+    rb_raise(rb_eArgError, "rank of x (7th argument) must be %d", 2);
+  ldx = NA_SHAPE0(rblapack_x);
+  if (NA_SHAPE1(rblapack_x) != nrhs)
+    rb_raise(rb_eRuntimeError, "shape 1 of x must be the same as shape 1 of b");
+  if (NA_TYPE(rblapack_x) != NA_DCOMPLEX)
+    rblapack_x = na_change_type(rblapack_x, NA_DCOMPLEX);
+  x = NA_PTR_TYPE(rblapack_x, doublecomplex*);
+  if (!NA_IsNArray(rblapack_params))
+    rb_raise(rb_eArgError, "params (8th argument) must be NArray");
+  if (NA_RANK(rblapack_params) != 1)
+    rb_raise(rb_eArgError, "rank of params (8th argument) must be %d", 1);
+  nparams = NA_SHAPE0(rblapack_params);
+  if (NA_TYPE(rblapack_params) != NA_DFLOAT)
+    rblapack_params = na_change_type(rblapack_params, NA_DFLOAT);
+  params = NA_PTR_TYPE(rblapack_params, doublereal*);
+  if (!NA_IsNArray(rblapack_af))
+    rb_raise(rb_eArgError, "af (4th argument) must be NArray");
+  if (NA_RANK(rblapack_af) != 2)
+    rb_raise(rb_eArgError, "rank of af (4th argument) must be %d", 2);
+  ldaf = NA_SHAPE0(rblapack_af);
+  if (NA_SHAPE1(rblapack_af) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of af must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_af) != NA_DCOMPLEX)
+    rblapack_af = na_change_type(rblapack_af, NA_DCOMPLEX);
+  af = NA_PTR_TYPE(rblapack_af, doublecomplex*);
+  equed = StringValueCStr(rblapack_equed)[0];
+  {
+    int shape[1];
+    shape[0] = nrhs;
+    rblapack_berr = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  berr = NA_PTR_TYPE(rblapack_berr, doublereal*);
+  {
+    int shape[2];
+    shape[0] = nrhs;
+    shape[1] = n_err_bnds;
+    rblapack_err_bnds_norm = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  err_bnds_norm = NA_PTR_TYPE(rblapack_err_bnds_norm, doublereal*);
+  {
+    int shape[2];
+    shape[0] = nrhs;
+    shape[1] = n_err_bnds;
+    rblapack_err_bnds_comp = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  err_bnds_comp = NA_PTR_TYPE(rblapack_err_bnds_comp, doublereal*);
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_s_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  s_out__ = NA_PTR_TYPE(rblapack_s_out__, doublereal*);
+  MEMCPY(s_out__, s, doublereal, NA_TOTAL(rblapack_s));
+  rblapack_s = rblapack_s_out__;
+  s = s_out__;
+  {
+    int shape[2];
+    shape[0] = ldx;
+    shape[1] = nrhs;
+    rblapack_x_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  x_out__ = NA_PTR_TYPE(rblapack_x_out__, doublecomplex*);
+  MEMCPY(x_out__, x, doublecomplex, NA_TOTAL(rblapack_x));
+  rblapack_x = rblapack_x_out__;
+  x = x_out__;
+  {
+    int shape[1];
+    shape[0] = nparams;
+    rblapack_params_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  params_out__ = NA_PTR_TYPE(rblapack_params_out__, doublereal*);
+  MEMCPY(params_out__, params, doublereal, NA_TOTAL(rblapack_params));
+  rblapack_params = rblapack_params_out__;
+  params = params_out__;
+  work = ALLOC_N(doublecomplex, (2*n));
+  rwork = ALLOC_N(doublereal, (2*n));
+
+  zporfsx_(&uplo, &equed, &n, &nrhs, a, &lda, af, &ldaf, s, b, &ldb, x, &ldx, &rcond, berr, &n_err_bnds, err_bnds_norm, err_bnds_comp, &nparams, params, work, rwork, &info);
+
+  free(work);
+  free(rwork);
+  rblapack_rcond = rb_float_new((double)rcond);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(8, rblapack_rcond, rblapack_berr, rblapack_err_bnds_norm, rblapack_err_bnds_comp, rblapack_info, rblapack_s, rblapack_x, rblapack_params);
+}
+
+void
+init_lapack_zporfsx(VALUE mLapack){
+  rb_define_module_function(mLapack, "zporfsx", rblapack_zporfsx, -1);
+}

data/ext/zposv.c

@@ -0,0 +1,99 @@
+#include "rb_lapack.h"
+
+extern VOID zposv_(char* uplo, integer* n, integer* nrhs, doublecomplex* a, integer* lda, doublecomplex* b, integer* ldb, integer* info);
+
+
+static VALUE
+rblapack_zposv(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_uplo;
+  char uplo; 
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublecomplex *a_out__;
+  VALUE rblapack_b_out__;
+  doublecomplex *b_out__;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer nrhs;
+
+  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  info, a, b = NumRu::Lapack.zposv( uplo, a, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZPOSV computes the solution to a complex system of linear equations\n*     A * X = B,\n*  where A is an N-by-N Hermitian positive definite matrix and X and B\n*  are N-by-NRHS matrices.\n*\n*  The Cholesky decomposition is used to factor A as\n*     A = U**H* U,  if UPLO = 'U', or\n*     A = L * L**H,  if UPLO = 'L',\n*  where U is an upper triangular matrix and  L is a lower triangular\n*  matrix.  The factored form of A is then used to solve the system of\n*  equations A * X = B.\n*\n\n*  Arguments\n*  =========\n*\n*  UPLO    (input) CHARACTER*1\n*          = 'U':  Upper triangle of A is stored;\n*          = 'L':  Lower triangle of A is stored.\n*\n*  N       (input) INTEGER\n*          The number of linear equations, i.e., the order of the\n*          matrix A.  N >= 0.\n*\n*  NRHS    (input) INTEGER\n*          The number of right hand sides, i.e., the number of columns\n*          of the matrix B.  NRHS >= 0.\n*\n*  A       (input/output) COMPLEX*16 array, dimension (LDA,N)\n*          On entry, the Hermitian matrix A.  If UPLO = 'U', the leading\n*          N-by-N upper triangular part of A contains the upper\n*          triangular part of the matrix A, and the strictly lower\n*          triangular part of A is not referenced.  If UPLO = 'L', the\n*          leading N-by-N lower triangular part of A contains the lower\n*          triangular part of the matrix A, and the strictly upper\n*          triangular part of A is not referenced.\n*\n*          On exit, if INFO = 0, the factor U or L from the Cholesky\n*          factorization A = U**H*U or A = L*L**H.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  B       (input/output) COMPLEX*16 array, dimension (LDB,NRHS)\n*          On entry, the N-by-NRHS right hand side matrix B.\n*          On exit, if INFO = 0, the N-by-NRHS solution matrix X.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B.  LDB >= max(1,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 = i, the leading minor of order i of A is not\n*                positive definite, so the factorization could not be\n*                completed, and the solution has not been computed.\n*\n\n*  =====================================================================\n*\n*     .. External Functions ..\n      LOGICAL            LSAME\n      EXTERNAL           LSAME\n*     ..\n*     .. External Subroutines ..\n      EXTERNAL           XERBLA, ZPOTRF, ZPOTRS\n*     ..\n*     .. Intrinsic Functions ..\n      INTRINSIC          MAX\n*     ..\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  info, a, b = NumRu::Lapack.zposv( uplo, a, b, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 3 && argc != 3)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
+  rblapack_uplo = argv[0];
+  rblapack_a = argv[1];
+  rblapack_b = argv[2];
+  if (argc == 3) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (2th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (2th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  uplo = StringValueCStr(rblapack_uplo)[0];
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (3th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (3th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  nrhs = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  {
+    int shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublecomplex*);
+  MEMCPY(a_out__, a, doublecomplex, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    int shape[2];
+    shape[0] = ldb;
+    shape[1] = nrhs;
+    rblapack_b_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublecomplex*);
+  MEMCPY(b_out__, b, doublecomplex, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+
+  zposv_(&uplo, &n, &nrhs, a, &lda, b, &ldb, &info);
+
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(3, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_zposv(VALUE mLapack){
+  rb_define_module_function(mLapack, "zposv", rblapack_zposv, -1);
+}

data/ext/zposvx.c

@@ -0,0 +1,193 @@
+#include "rb_lapack.h"
+
+extern VOID zposvx_(char* fact, char* uplo, integer* n, integer* nrhs, doublecomplex* a, integer* lda, doublecomplex* af, integer* ldaf, char* equed, doublereal* s, doublecomplex* b, integer* ldb, doublecomplex* x, integer* ldx, doublereal* rcond, doublereal* ferr, doublereal* berr, doublecomplex* work, doublereal* rwork, integer* info);
+
+
+static VALUE
+rblapack_zposvx(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_fact;
+  char fact; 
+  VALUE rblapack_uplo;
+  char uplo; 
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_af;
+  doublecomplex *af; 
+  VALUE rblapack_equed;
+  char equed; 
+  VALUE rblapack_s;
+  doublereal *s; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_x;
+  doublecomplex *x; 
+  VALUE rblapack_rcond;
+  doublereal rcond; 
+  VALUE rblapack_ferr;
+  doublereal *ferr; 
+  VALUE rblapack_berr;
+  doublereal *berr; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublecomplex *a_out__;
+  VALUE rblapack_af_out__;
+  doublecomplex *af_out__;
+  VALUE rblapack_s_out__;
+  doublereal *s_out__;
+  VALUE rblapack_b_out__;
+  doublecomplex *b_out__;
+  doublecomplex *work;
+  doublereal *rwork;
+
+  integer lda;
+  integer n;
+  integer ldaf;
+  integer ldb;
+  integer nrhs;
+  integer ldx;
+
+  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  x, rcond, ferr, berr, info, a, af, equed, s, b = NumRu::Lapack.zposvx( fact, uplo, a, af, equed, s, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZPOSVX( FACT, UPLO, N, NRHS, A, LDA, AF, LDAF, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, RWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZPOSVX uses the Cholesky factorization A = U**H*U or A = L*L**H to\n*  compute the solution to a complex system of linear equations\n*     A * X = B,\n*  where A is an N-by-N Hermitian positive definite matrix and X and B\n*  are N-by-NRHS matrices.\n*\n*  Error bounds on the solution and a condition estimate are also\n*  provided.\n*\n*  Description\n*  ===========\n*\n*  The following steps are performed:\n*\n*  1. If FACT = 'E', real scaling factors are computed to equilibrate\n*     the system:\n*        diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B\n*     Whether or not the system will be equilibrated depends on the\n*     scaling of the matrix A, but if equilibration is used, A is\n*     overwritten by diag(S)*A*diag(S) and B by diag(S)*B.\n*\n*  2. If FACT = 'N' or 'E', the Cholesky decomposition is used to\n*     factor the matrix A (after equilibration if FACT = 'E') as\n*        A = U**H* U,  if UPLO = 'U', or\n*        A = L * L**H,  if UPLO = 'L',\n*     where U is an upper triangular matrix and L is a lower triangular\n*     matrix.\n*\n*  3. If the leading i-by-i principal minor is not positive definite,\n*     then the routine returns with INFO = i. Otherwise, the factored\n*     form of A is used to estimate the condition number of the matrix\n*     A.  If the reciprocal of the condition number is less than machine\n*     precision, INFO = N+1 is returned as a warning, but the routine\n*     still goes on to solve for X and compute error bounds as\n*     described below.\n*\n*  4. The system of equations is solved for X using the factored form\n*     of A.\n*\n*  5. Iterative refinement is applied to improve the computed solution\n*     matrix and calculate error bounds and backward error estimates\n*     for it.\n*\n*  6. If equilibration was used, the matrix X is premultiplied by\n*     diag(S) so that it solves the original system before\n*     equilibration.\n*\n\n*  Arguments\n*  =========\n*\n*  FACT    (input) CHARACTER*1\n*          Specifies whether or not the factored form of the matrix A is\n*          supplied on entry, and if not, whether the matrix A should be\n*          equilibrated before it is factored.\n*          = 'F':  On entry, AF contains the factored form of A.\n*                  If EQUED = 'Y', the matrix A has been equilibrated\n*                  with scaling factors given by S.  A and AF will not\n*                  be modified.\n*          = 'N':  The matrix A will be copied to AF and factored.\n*          = 'E':  The matrix A will be equilibrated if necessary, then\n*                  copied to AF and factored.\n*\n*  UPLO    (input) CHARACTER*1\n*          = 'U':  Upper triangle of A is stored;\n*          = 'L':  Lower triangle of A is stored.\n*\n*  N       (input) INTEGER\n*          The number of linear equations, i.e., the order of the\n*          matrix A.  N >= 0.\n*\n*  NRHS    (input) INTEGER\n*          The number of right hand sides, i.e., the number of columns\n*          of the matrices B and X.  NRHS >= 0.\n*\n*  A       (input/output) COMPLEX*16 array, dimension (LDA,N)\n*          On entry, the Hermitian matrix A, except if FACT = 'F' and\n*          EQUED = 'Y', then A must contain the equilibrated matrix\n*          diag(S)*A*diag(S).  If UPLO = 'U', the leading\n*          N-by-N upper triangular part of A contains the upper\n*          triangular part of the matrix A, and the strictly lower\n*          triangular part of A is not referenced.  If UPLO = 'L', the\n*          leading N-by-N lower triangular part of A contains the lower\n*          triangular part of the matrix A, and the strictly upper\n*          triangular part of A is not referenced.  A is not modified if\n*          FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.\n*\n*          On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by\n*          diag(S)*A*diag(S).\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  AF      (input or output) COMPLEX*16 array, dimension (LDAF,N)\n*          If FACT = 'F', then AF is an input argument and on entry\n*          contains the triangular factor U or L from the Cholesky\n*          factorization A = U**H*U or A = L*L**H, in the same storage\n*          format as A.  If EQUED .ne. 'N', then AF is the factored form\n*          of the equilibrated matrix diag(S)*A*diag(S).\n*\n*          If FACT = 'N', then AF is an output argument and on exit\n*          returns the triangular factor U or L from the Cholesky\n*          factorization A = U**H*U or A = L*L**H of the original\n*          matrix A.\n*\n*          If FACT = 'E', then AF is an output argument and on exit\n*          returns the triangular factor U or L from the Cholesky\n*          factorization A = U**H*U or A = L*L**H of the equilibrated\n*          matrix A (see the description of A for the form of the\n*          equilibrated matrix).\n*\n*  LDAF    (input) INTEGER\n*          The leading dimension of the array AF.  LDAF >= max(1,N).\n*\n*  EQUED   (input or output) CHARACTER*1\n*          Specifies the form of equilibration that was done.\n*          = 'N':  No equilibration (always true if FACT = 'N').\n*          = 'Y':  Equilibration was done, i.e., A has been replaced by\n*                  diag(S) * A * diag(S).\n*          EQUED is an input argument if FACT = 'F'; otherwise, it is an\n*          output argument.\n*\n*  S       (input or output) DOUBLE PRECISION array, dimension (N)\n*          The scale factors for A; not accessed if EQUED = 'N'.  S is\n*          an input argument if FACT = 'F'; otherwise, S is an output\n*          argument.  If FACT = 'F' and EQUED = 'Y', each element of S\n*          must be positive.\n*\n*  B       (input/output) COMPLEX*16 array, dimension (LDB,NRHS)\n*          On entry, the N-by-NRHS righthand side matrix B.\n*          On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',\n*          B is overwritten by diag(S) * B.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B.  LDB >= max(1,N).\n*\n*  X       (output) COMPLEX*16 array, dimension (LDX,NRHS)\n*          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to\n*          the original system of equations.  Note that if EQUED = 'Y',\n*          A and B are modified on exit, and the solution to the\n*          equilibrated system is inv(diag(S))*X.\n*\n*  LDX     (input) INTEGER\n*          The leading dimension of the array X.  LDX >= max(1,N).\n*\n*  RCOND   (output) DOUBLE PRECISION\n*          The estimate of the reciprocal condition number of the matrix\n*          A after equilibration (if done).  If RCOND is less than the\n*          machine precision (in particular, if RCOND = 0), the matrix\n*          is singular to working precision.  This condition is\n*          indicated by a return code of INFO > 0.\n*\n*  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)\n*          The estimated forward error bound for each solution vector\n*          X(j) (the j-th column of the solution matrix X).\n*          If XTRUE is the true solution corresponding to X(j), FERR(j)\n*          is an estimated upper bound for the magnitude of the largest\n*          element in (X(j) - XTRUE) divided by the magnitude of the\n*          largest element in X(j).  The estimate is as reliable as\n*          the estimate for RCOND, and is almost always a slight\n*          overestimate of the true error.\n*\n*  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)\n*          The componentwise relative backward error of each solution\n*          vector X(j) (i.e., the smallest relative change in\n*          any element of A or B that makes X(j) an exact solution).\n*\n*  WORK    (workspace) COMPLEX*16 array, dimension (2*N)\n*\n*  RWORK   (workspace) DOUBLE PRECISION array, dimension (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 = i, and i is\n*                <= N:  the leading minor of order i of A is\n*                       not positive definite, so the factorization\n*                       could not be completed, and the solution has not\n*                       been computed. RCOND = 0 is returned.\n*                = N+1: U is nonsingular, but RCOND is less than machine\n*                       precision, meaning that the matrix is singular\n*                       to working precision.  Nevertheless, the\n*                       solution and error bounds are computed because\n*                       there are a number of situations where the\n*                       computed solution can be more accurate than the\n*                       value of RCOND would suggest.\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  x, rcond, ferr, berr, info, a, af, equed, s, b = NumRu::Lapack.zposvx( fact, uplo, a, af, equed, s, b, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 7 && argc != 7)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 7)", argc);
+  rblapack_fact = argv[0];
+  rblapack_uplo = argv[1];
+  rblapack_a = argv[2];
+  rblapack_af = argv[3];
+  rblapack_equed = argv[4];
+  rblapack_s = argv[5];
+  rblapack_b = argv[6];
+  if (argc == 7) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  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_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  fact = StringValueCStr(rblapack_fact)[0];
+  if (!NA_IsNArray(rblapack_s))
+    rb_raise(rb_eArgError, "s (6th argument) must be NArray");
+  if (NA_RANK(rblapack_s) != 1)
+    rb_raise(rb_eArgError, "rank of s (6th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_s) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of s must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_s) != NA_DFLOAT)
+    rblapack_s = na_change_type(rblapack_s, NA_DFLOAT);
+  s = NA_PTR_TYPE(rblapack_s, doublereal*);
+  uplo = StringValueCStr(rblapack_uplo)[0];
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (7th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (7th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  nrhs = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  equed = StringValueCStr(rblapack_equed)[0];
+  if (!NA_IsNArray(rblapack_af))
+    rb_raise(rb_eArgError, "af (4th argument) must be NArray");
+  if (NA_RANK(rblapack_af) != 2)
+    rb_raise(rb_eArgError, "rank of af (4th argument) must be %d", 2);
+  ldaf = NA_SHAPE0(rblapack_af);
+  if (NA_SHAPE1(rblapack_af) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of af must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_af) != NA_DCOMPLEX)
+    rblapack_af = na_change_type(rblapack_af, NA_DCOMPLEX);
+  af = NA_PTR_TYPE(rblapack_af, doublecomplex*);
+  ldx = MAX(1,n);
+  {
+    int shape[2];
+    shape[0] = ldx;
+    shape[1] = nrhs;
+    rblapack_x = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  x = NA_PTR_TYPE(rblapack_x, doublecomplex*);
+  {
+    int shape[1];
+    shape[0] = nrhs;
+    rblapack_ferr = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  ferr = NA_PTR_TYPE(rblapack_ferr, doublereal*);
+  {
+    int shape[1];
+    shape[0] = nrhs;
+    rblapack_berr = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  berr = NA_PTR_TYPE(rblapack_berr, doublereal*);
+  {
+    int shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublecomplex*);
+  MEMCPY(a_out__, a, doublecomplex, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    int shape[2];
+    shape[0] = ldaf;
+    shape[1] = n;
+    rblapack_af_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  af_out__ = NA_PTR_TYPE(rblapack_af_out__, doublecomplex*);
+  MEMCPY(af_out__, af, doublecomplex, NA_TOTAL(rblapack_af));
+  rblapack_af = rblapack_af_out__;
+  af = af_out__;
+  {
+    int shape[1];
+    shape[0] = n;
+    rblapack_s_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  s_out__ = NA_PTR_TYPE(rblapack_s_out__, doublereal*);
+  MEMCPY(s_out__, s, doublereal, NA_TOTAL(rblapack_s));
+  rblapack_s = rblapack_s_out__;
+  s = s_out__;
+  {
+    int shape[2];
+    shape[0] = ldb;
+    shape[1] = nrhs;
+    rblapack_b_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublecomplex*);
+  MEMCPY(b_out__, b, doublecomplex, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+  work = ALLOC_N(doublecomplex, (2*n));
+  rwork = ALLOC_N(doublereal, (n));
+
+  zposvx_(&fact, &uplo, &n, &nrhs, a, &lda, af, &ldaf, &equed, s, b, &ldb, x, &ldx, &rcond, ferr, berr, work, rwork, &info);
+
+  free(work);
+  free(rwork);
+  rblapack_rcond = rb_float_new((double)rcond);
+  rblapack_info = INT2NUM(info);
+  rblapack_equed = rb_str_new(&equed,1);
+  return rb_ary_new3(10, rblapack_x, rblapack_rcond, rblapack_ferr, rblapack_berr, rblapack_info, rblapack_a, rblapack_af, rblapack_equed, rblapack_s, rblapack_b);
+}
+
+void
+init_lapack_zposvx(VALUE mLapack){
+  rb_define_module_function(mLapack, "zposvx", rblapack_zposvx, -1);
+}