ruby-lapack 1.6 → 1.7

data/ext/dsyevr.c

@@ -1,172 +0,0 @@
-#include "rb_lapack.h"
-
-extern VOID dsyevr_(char* jobz, char* range, char* uplo, integer* n, doublereal* a, integer* lda, doublereal* vl, doublereal* vu, integer* il, integer* iu, doublereal* abstol, integer* m, doublereal* w, doublereal* z, integer* ldz, integer* isuppz, doublereal* work, integer* lwork, integer* iwork, integer* liwork, integer* info);
-
-
-static VALUE
-rblapack_dsyevr(int argc, VALUE *argv, VALUE self){
-  VALUE rblapack_jobz;
-  char jobz; 
-  VALUE rblapack_range;
-  char range; 
-  VALUE rblapack_uplo;
-  char uplo; 
-  VALUE rblapack_a;
-  doublereal *a; 
-  VALUE rblapack_vl;
-  doublereal vl; 
-  VALUE rblapack_vu;
-  doublereal vu; 
-  VALUE rblapack_il;
-  integer il; 
-  VALUE rblapack_iu;
-  integer iu; 
-  VALUE rblapack_abstol;
-  doublereal abstol; 
-  VALUE rblapack_lwork;
-  integer lwork; 
-  VALUE rblapack_liwork;
-  integer liwork; 
-  VALUE rblapack_m;
-  integer m; 
-  VALUE rblapack_w;
-  doublereal *w; 
-  VALUE rblapack_z;
-  doublereal *z; 
-  VALUE rblapack_isuppz;
-  integer *isuppz; 
-  VALUE rblapack_work;
-  doublereal *work; 
-  VALUE rblapack_iwork;
-  integer *iwork; 
-  VALUE rblapack_info;
-  integer info; 
-  VALUE rblapack_a_out__;
-  doublereal *a_out__;
-
-  integer lda;
-  integer n;
-  integer ldz;
-
-  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  m, w, z, isuppz, work, iwork, info, a = NumRu::Lapack.dsyevr( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DSYEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DSYEVR computes selected eigenvalues and, optionally, eigenvectors\n*  of a real symmetric matrix A.  Eigenvalues and eigenvectors can be\n*  selected by specifying either a range of values or a range of\n*  indices for the desired eigenvalues.\n*\n*  DSYEVR first reduces the matrix A to tridiagonal form T with a call\n*  to DSYTRD.  Then, whenever possible, DSYEVR calls DSTEMR to compute\n*  the eigenspectrum using Relatively Robust Representations.  DSTEMR\n*  computes eigenvalues by the dqds algorithm, while orthogonal\n*  eigenvectors are computed from various \"good\" L D L^T representations\n*  (also known as Relatively Robust Representations). Gram-Schmidt\n*  orthogonalization is avoided as far as possible. More specifically,\n*  the various steps of the algorithm are as follows.\n*\n*  For each unreduced block (submatrix) of T,\n*     (a) Compute T - sigma I  = L D L^T, so that L and D\n*         define all the wanted eigenvalues to high relative accuracy.\n*         This means that small relative changes in the entries of D and L\n*         cause only small relative changes in the eigenvalues and\n*         eigenvectors. The standard (unfactored) representation of the\n*         tridiagonal matrix T does not have this property in general.\n*     (b) Compute the eigenvalues to suitable accuracy.\n*         If the eigenvectors are desired, the algorithm attains full\n*         accuracy of the computed eigenvalues only right before\n*         the corresponding vectors have to be computed, see steps c) and d).\n*     (c) For each cluster of close eigenvalues, select a new\n*         shift close to the cluster, find a new factorization, and refine\n*         the shifted eigenvalues to suitable accuracy.\n*     (d) For each eigenvalue with a large enough relative separation compute\n*         the corresponding eigenvector by forming a rank revealing twisted\n*         factorization. Go back to (c) for any clusters that remain.\n*\n*  The desired accuracy of the output can be specified by the input\n*  parameter ABSTOL.\n*\n*  For more details, see DSTEMR's documentation and:\n*  - Inderjit S. Dhillon and Beresford N. Parlett: \"Multiple representations\n*    to compute orthogonal eigenvectors of symmetric tridiagonal matrices,\"\n*    Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.\n*  - Inderjit Dhillon and Beresford Parlett: \"Orthogonal Eigenvectors and\n*    Relative Gaps,\" SIAM Journal on Matrix Analysis and Applications, Vol. 25,\n*    2004.  Also LAPACK Working Note 154.\n*  - Inderjit Dhillon: \"A new O(n^2) algorithm for the symmetric\n*    tridiagonal eigenvalue/eigenvector problem\",\n*    Computer Science Division Technical Report No. UCB/CSD-97-971,\n*    UC Berkeley, May 1997.\n*\n*\n*  Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested\n*  on machines which conform to the ieee-754 floating point standard.\n*  DSYEVR calls DSTEBZ and SSTEIN on non-ieee machines and\n*  when partial spectrum requests are made.\n*\n*  Normal execution of DSTEMR may create NaNs and infinities and\n*  hence may abort due to a floating point exception in environments\n*  which do not handle NaNs and infinities in the ieee standard default\n*  manner.\n*\n\n*  Arguments\n*  =========\n*\n*  JOBZ    (input) CHARACTER*1\n*          = 'N':  Compute eigenvalues only;\n*          = 'V':  Compute eigenvalues and eigenvectors.\n*\n*  RANGE   (input) CHARACTER*1\n*          = 'A': all eigenvalues will be found.\n*          = 'V': all eigenvalues in the half-open interval (VL,VU]\n*                 will be found.\n*          = 'I': the IL-th through IU-th eigenvalues will be found.\n********** For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and\n********** DSTEIN are called\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 order of the matrix A.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)\n*          On entry, the symmetric matrix A.  If UPLO = 'U', the\n*          leading N-by-N upper triangular part of A contains the\n*          upper triangular part of the matrix A.  If UPLO = 'L',\n*          the leading N-by-N lower triangular part of A contains\n*          the lower triangular part of the matrix A.\n*          On exit, the lower triangle (if UPLO='L') or the upper\n*          triangle (if UPLO='U') of A, including the diagonal, is\n*          destroyed.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  VL      (input) DOUBLE PRECISION\n*  VU      (input) DOUBLE PRECISION\n*          If RANGE='V', the lower and upper bounds of the interval to\n*          be searched for eigenvalues. VL < VU.\n*          Not referenced if RANGE = 'A' or 'I'.\n*\n*  IL      (input) INTEGER\n*  IU      (input) INTEGER\n*          If RANGE='I', the indices (in ascending order) of the\n*          smallest and largest eigenvalues to be returned.\n*          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.\n*          Not referenced if RANGE = 'A' or 'V'.\n*\n*  ABSTOL  (input) DOUBLE PRECISION\n*          The absolute error tolerance for the eigenvalues.\n*          An approximate eigenvalue is accepted as converged\n*          when it is determined to lie in an interval [a,b]\n*          of width less than or equal to\n*\n*                  ABSTOL + EPS *   max( |a|,|b| ) ,\n*\n*          where EPS is the machine precision.  If ABSTOL is less than\n*          or equal to zero, then  EPS*|T|  will be used in its place,\n*          where |T| is the 1-norm of the tridiagonal matrix obtained\n*          by reducing A to tridiagonal form.\n*\n*          See \"Computing Small Singular Values of Bidiagonal Matrices\n*          with Guaranteed High Relative Accuracy,\" by Demmel and\n*          Kahan, LAPACK Working Note #3.\n*\n*          If high relative accuracy is important, set ABSTOL to\n*          DLAMCH( 'Safe minimum' ).  Doing so will guarantee that\n*          eigenvalues are computed to high relative accuracy when\n*          possible in future releases.  The current code does not\n*          make any guarantees about high relative accuracy, but\n*          future releases will. See J. Barlow and J. Demmel,\n*          \"Computing Accurate Eigensystems of Scaled Diagonally\n*          Dominant Matrices\", LAPACK Working Note #7, for a discussion\n*          of which matrices define their eigenvalues to high relative\n*          accuracy.\n*\n*  M       (output) INTEGER\n*          The total number of eigenvalues found.  0 <= M <= N.\n*          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.\n*\n*  W       (output) DOUBLE PRECISION array, dimension (N)\n*          The first M elements contain the selected eigenvalues in\n*          ascending order.\n*\n*  Z       (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))\n*          If JOBZ = 'V', then if INFO = 0, the first M columns of Z\n*          contain the orthonormal eigenvectors of the matrix A\n*          corresponding to the selected eigenvalues, with the i-th\n*          column of Z holding the eigenvector associated with W(i).\n*          If JOBZ = 'N', then Z is not referenced.\n*          Note: the user must ensure that at least max(1,M) columns are\n*          supplied in the array Z; if RANGE = 'V', the exact value of M\n*          is not known in advance and an upper bound must be used.\n*          Supplying N columns is always safe.\n*\n*  LDZ     (input) INTEGER\n*          The leading dimension of the array Z.  LDZ >= 1, and if\n*          JOBZ = 'V', LDZ >= max(1,N).\n*\n*  ISUPPZ  (output) INTEGER array, dimension ( 2*max(1,M) )\n*          The support of the eigenvectors in Z, i.e., the indices\n*          indicating the nonzero elements in Z. The i-th eigenvector\n*          is nonzero only in elements ISUPPZ( 2*i-1 ) through\n*          ISUPPZ( 2*i ).\n********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1\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(1,26*N).\n*          For optimal efficiency, LWORK >= (NB+6)*N,\n*          where NB is the max of the blocksize for DSYTRD and DORMTR\n*          returned by ILAENV.\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/output) INTEGER array, dimension (MAX(1,LIWORK))\n*          On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.\n*\n*  LIWORK  (input) INTEGER\n*          The dimension of the array IWORK.  LIWORK >= max(1,10*N).\n*\n*          If LIWORK = -1, then a workspace query is assumed; the\n*          routine only calculates the optimal size of the IWORK array,\n*          returns this value as the first entry of the IWORK array, and\n*          no error message related to LIWORK 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*          > 0:  Internal error\n*\n\n*  Further Details\n*  ===============\n*\n*  Based on contributions by\n*     Inderjit Dhillon, IBM Almaden, USA\n*     Osni Marques, LBNL/NERSC, USA\n*     Ken Stanley, Computer Science Division, University of\n*       California at Berkeley, USA\n*     Jason Riedy, 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  m, w, z, isuppz, work, iwork, info, a = NumRu::Lapack.dsyevr( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])\n");
-      return Qnil;
-    } 
-  } else
-    rblapack_options = Qnil;
-  if (argc != 9 && argc != 11)
-    rb_raise(rb_eArgError,"wrong number of arguments (%d for 9)", argc);
-  rblapack_jobz = argv[0];
-  rblapack_range = argv[1];
-  rblapack_uplo = argv[2];
-  rblapack_a = argv[3];
-  rblapack_vl = argv[4];
-  rblapack_vu = argv[5];
-  rblapack_il = argv[6];
-  rblapack_iu = argv[7];
-  rblapack_abstol = argv[8];
-  if (argc == 11) {
-    rblapack_lwork = argv[9];
-    rblapack_liwork = argv[10];
-  } 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;
-  }
-
-  jobz = StringValueCStr(rblapack_jobz)[0];
-  uplo = StringValueCStr(rblapack_uplo)[0];
-  vl = NUM2DBL(rblapack_vl);
-  il = NUM2INT(rblapack_il);
-  abstol = NUM2DBL(rblapack_abstol);
-  range = StringValueCStr(rblapack_range)[0];
-  vu = NUM2DBL(rblapack_vu);
-  if (!NA_IsNArray(rblapack_a))
-    rb_raise(rb_eArgError, "a (4th argument) must be NArray");
-  if (NA_RANK(rblapack_a) != 2)
-    rb_raise(rb_eArgError, "rank of a (4th 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 (rblapack_lwork == Qnil)
-    lwork = 26*n;
-  else {
-    lwork = NUM2INT(rblapack_lwork);
-  }
-  ldz = lsame_(&jobz,"V") ? MAX(1,n) : 1;
-  iu = NUM2INT(rblapack_iu);
-  m = lsame_(&range,"I") ? iu-il+1 : n;
-  if (rblapack_liwork == Qnil)
-    liwork = 10*n;
-  else {
-    liwork = NUM2INT(rblapack_liwork);
-  }
-  {
-    int shape[1];
-    shape[0] = n;
-    rblapack_w = na_make_object(NA_DFLOAT, 1, shape, cNArray);
-  }
-  w = NA_PTR_TYPE(rblapack_w, doublereal*);
-  {
-    int shape[2];
-    shape[0] = ldz;
-    shape[1] = MAX(1,m);
-    rblapack_z = na_make_object(NA_DFLOAT, 2, shape, cNArray);
-  }
-  z = NA_PTR_TYPE(rblapack_z, doublereal*);
-  {
-    int shape[1];
-    shape[0] = 2*MAX(1,m);
-    rblapack_isuppz = na_make_object(NA_LINT, 1, shape, cNArray);
-  }
-  isuppz = NA_PTR_TYPE(rblapack_isuppz, integer*);
-  {
-    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[1];
-    shape[0] = MAX(1,liwork);
-    rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
-  }
-  iwork = NA_PTR_TYPE(rblapack_iwork, integer*);
-  {
-    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__;
-
-  dsyevr_(&jobz, &range, &uplo, &n, a, &lda, &vl, &vu, &il, &iu, &abstol, &m, w, z, &ldz, isuppz, work, &lwork, iwork, &liwork, &info);
-
-  rblapack_m = INT2NUM(m);
-  rblapack_info = INT2NUM(info);
-  return rb_ary_new3(8, rblapack_m, rblapack_w, rblapack_z, rblapack_isuppz, rblapack_work, rblapack_iwork, rblapack_info, rblapack_a);
-}
-
-void
-init_lapack_dsyevr(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
-  sHelp = sH;
-  sUsage = sU;
-  rblapack_ZERO = zero;
-
-  rb_define_module_function(mLapack, "dsyevr", rblapack_dsyevr, -1);
-}

data/ext/dsyevx.c

@@ -1,157 +0,0 @@
-#include "rb_lapack.h"
-
-extern VOID dsyevx_(char* jobz, char* range, char* uplo, integer* n, doublereal* a, integer* lda, doublereal* vl, doublereal* vu, integer* il, integer* iu, doublereal* abstol, integer* m, doublereal* w, doublereal* z, integer* ldz, doublereal* work, integer* lwork, integer* iwork, integer* ifail, integer* info);
-
-
-static VALUE
-rblapack_dsyevx(int argc, VALUE *argv, VALUE self){
-  VALUE rblapack_jobz;
-  char jobz; 
-  VALUE rblapack_range;
-  char range; 
-  VALUE rblapack_uplo;
-  char uplo; 
-  VALUE rblapack_a;
-  doublereal *a; 
-  VALUE rblapack_vl;
-  doublereal vl; 
-  VALUE rblapack_vu;
-  doublereal vu; 
-  VALUE rblapack_il;
-  integer il; 
-  VALUE rblapack_iu;
-  integer iu; 
-  VALUE rblapack_abstol;
-  doublereal abstol; 
-  VALUE rblapack_lwork;
-  integer lwork; 
-  VALUE rblapack_m;
-  integer m; 
-  VALUE rblapack_w;
-  doublereal *w; 
-  VALUE rblapack_z;
-  doublereal *z; 
-  VALUE rblapack_work;
-  doublereal *work; 
-  VALUE rblapack_ifail;
-  integer *ifail; 
-  VALUE rblapack_info;
-  integer info; 
-  VALUE rblapack_a_out__;
-  doublereal *a_out__;
-  integer *iwork;
-
-  integer lda;
-  integer n;
-  integer ldz;
-
-  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  m, w, z, work, ifail, info, a = NumRu::Lapack.dsyevx( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO )\n\n*  Purpose\n*  =======\n*\n*  DSYEVX computes selected eigenvalues and, optionally, eigenvectors\n*  of a real symmetric matrix A.  Eigenvalues and eigenvectors can be\n*  selected by specifying either a range of values or a range of indices\n*  for the desired eigenvalues.\n*\n\n*  Arguments\n*  =========\n*\n*  JOBZ    (input) CHARACTER*1\n*          = 'N':  Compute eigenvalues only;\n*          = 'V':  Compute eigenvalues and eigenvectors.\n*\n*  RANGE   (input) CHARACTER*1\n*          = 'A': all eigenvalues will be found.\n*          = 'V': all eigenvalues in the half-open interval (VL,VU]\n*                 will be found.\n*          = 'I': the IL-th through IU-th eigenvalues will be found.\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 order of the matrix A.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)\n*          On entry, the symmetric matrix A.  If UPLO = 'U', the\n*          leading N-by-N upper triangular part of A contains the\n*          upper triangular part of the matrix A.  If UPLO = 'L',\n*          the leading N-by-N lower triangular part of A contains\n*          the lower triangular part of the matrix A.\n*          On exit, the lower triangle (if UPLO='L') or the upper\n*          triangle (if UPLO='U') of A, including the diagonal, is\n*          destroyed.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  VL      (input) DOUBLE PRECISION\n*  VU      (input) DOUBLE PRECISION\n*          If RANGE='V', the lower and upper bounds of the interval to\n*          be searched for eigenvalues. VL < VU.\n*          Not referenced if RANGE = 'A' or 'I'.\n*\n*  IL      (input) INTEGER\n*  IU      (input) INTEGER\n*          If RANGE='I', the indices (in ascending order) of the\n*          smallest and largest eigenvalues to be returned.\n*          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.\n*          Not referenced if RANGE = 'A' or 'V'.\n*\n*  ABSTOL  (input) DOUBLE PRECISION\n*          The absolute error tolerance for the eigenvalues.\n*          An approximate eigenvalue is accepted as converged\n*          when it is determined to lie in an interval [a,b]\n*          of width less than or equal to\n*\n*                  ABSTOL + EPS *   max( |a|,|b| ) ,\n*\n*          where EPS is the machine precision.  If ABSTOL is less than\n*          or equal to zero, then  EPS*|T|  will be used in its place,\n*          where |T| is the 1-norm of the tridiagonal matrix obtained\n*          by reducing A to tridiagonal form.\n*\n*          Eigenvalues will be computed most accurately when ABSTOL is\n*          set to twice the underflow threshold 2*DLAMCH('S'), not zero.\n*          If this routine returns with INFO>0, indicating that some\n*          eigenvectors did not converge, try setting ABSTOL to\n*          2*DLAMCH('S').\n*\n*          See \"Computing Small Singular Values of Bidiagonal Matrices\n*          with Guaranteed High Relative Accuracy,\" by Demmel and\n*          Kahan, LAPACK Working Note #3.\n*\n*  M       (output) INTEGER\n*          The total number of eigenvalues found.  0 <= M <= N.\n*          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.\n*\n*  W       (output) DOUBLE PRECISION array, dimension (N)\n*          On normal exit, the first M elements contain the selected\n*          eigenvalues in ascending order.\n*\n*  Z       (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))\n*          If JOBZ = 'V', then if INFO = 0, the first M columns of Z\n*          contain the orthonormal eigenvectors of the matrix A\n*          corresponding to the selected eigenvalues, with the i-th\n*          column of Z holding the eigenvector associated with W(i).\n*          If an eigenvector fails to converge, then that column of Z\n*          contains the latest approximation to the eigenvector, and the\n*          index of the eigenvector is returned in IFAIL.\n*          If JOBZ = 'N', then Z is not referenced.\n*          Note: the user must ensure that at least max(1,M) columns are\n*          supplied in the array Z; if RANGE = 'V', the exact value of M\n*          is not known in advance and an upper bound must be used.\n*\n*  LDZ     (input) INTEGER\n*          The leading dimension of the array Z.  LDZ >= 1, and if\n*          JOBZ = 'V', LDZ >= max(1,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 length of the array WORK.  LWORK >= 1, when N <= 1;\n*          otherwise 8*N.\n*          For optimal efficiency, LWORK >= (NB+3)*N,\n*          where NB is the max of the blocksize for DSYTRD and DORMTR\n*          returned by ILAENV.\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 (5*N)\n*\n*  IFAIL   (output) INTEGER array, dimension (N)\n*          If JOBZ = 'V', then if INFO = 0, the first M elements of\n*          IFAIL are zero.  If INFO > 0, then IFAIL contains the\n*          indices of the eigenvectors that failed to converge.\n*          If JOBZ = 'N', then IFAIL 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*          > 0:  if INFO = i, then i eigenvectors failed to converge.\n*                Their indices are stored in array IFAIL.\n*\n\n* =====================================================================\n*\n\n");
-      return Qnil;
-    }
-    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
-      printf("%s\n", "USAGE:\n  m, w, z, work, ifail, info, a = NumRu::Lapack.dsyevx( jobz, range, uplo, a, vl, vu, il, iu, abstol, [:lwork => lwork, :usage => usage, :help => help])\n");
-      return Qnil;
-    } 
-  } else
-    rblapack_options = Qnil;
-  if (argc != 9 && argc != 10)
-    rb_raise(rb_eArgError,"wrong number of arguments (%d for 9)", argc);
-  rblapack_jobz = argv[0];
-  rblapack_range = argv[1];
-  rblapack_uplo = argv[2];
-  rblapack_a = argv[3];
-  rblapack_vl = argv[4];
-  rblapack_vu = argv[5];
-  rblapack_il = argv[6];
-  rblapack_iu = argv[7];
-  rblapack_abstol = argv[8];
-  if (argc == 10) {
-    rblapack_lwork = argv[9];
-  } else if (rblapack_options != Qnil) {
-    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
-  } else {
-    rblapack_lwork = Qnil;
-  }
-
-  jobz = StringValueCStr(rblapack_jobz)[0];
-  uplo = StringValueCStr(rblapack_uplo)[0];
-  vl = NUM2DBL(rblapack_vl);
-  il = NUM2INT(rblapack_il);
-  abstol = NUM2DBL(rblapack_abstol);
-  range = StringValueCStr(rblapack_range)[0];
-  vu = NUM2DBL(rblapack_vu);
-  if (!NA_IsNArray(rblapack_a))
-    rb_raise(rb_eArgError, "a (4th argument) must be NArray");
-  if (NA_RANK(rblapack_a) != 2)
-    rb_raise(rb_eArgError, "rank of a (4th 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 (rblapack_lwork == Qnil)
-    lwork = n<=1 ? 1 : 8*n;
-  else {
-    lwork = NUM2INT(rblapack_lwork);
-  }
-  iu = NUM2INT(rblapack_iu);
-  m = lsame_(&range,"I") ? iu-il+1 : n;
-  ldz = lsame_(&jobz,"V") ? MAX(1,n) : 1;
-  {
-    int shape[1];
-    shape[0] = n;
-    rblapack_w = na_make_object(NA_DFLOAT, 1, shape, cNArray);
-  }
-  w = NA_PTR_TYPE(rblapack_w, doublereal*);
-  {
-    int shape[2];
-    shape[0] = ldz;
-    shape[1] = MAX(1,m);
-    rblapack_z = na_make_object(NA_DFLOAT, 2, shape, cNArray);
-  }
-  z = NA_PTR_TYPE(rblapack_z, 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[1];
-    shape[0] = n;
-    rblapack_ifail = na_make_object(NA_LINT, 1, shape, cNArray);
-  }
-  ifail = NA_PTR_TYPE(rblapack_ifail, integer*);
-  {
-    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__;
-  iwork = ALLOC_N(integer, (5*n));
-
-  dsyevx_(&jobz, &range, &uplo, &n, a, &lda, &vl, &vu, &il, &iu, &abstol, &m, w, z, &ldz, work, &lwork, iwork, ifail, &info);
-
-  free(iwork);
-  rblapack_m = INT2NUM(m);
-  rblapack_info = INT2NUM(info);
-  return rb_ary_new3(7, rblapack_m, rblapack_w, rblapack_z, rblapack_work, rblapack_ifail, rblapack_info, rblapack_a);
-}
-
-void
-init_lapack_dsyevx(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
-  sHelp = sH;
-  sUsage = sU;
-  rblapack_ZERO = zero;
-
-  rb_define_module_function(mLapack, "dsyevx", rblapack_dsyevx, -1);
-}

data/ext/dsygs2.c

@@ -1,95 +0,0 @@
-#include "rb_lapack.h"
-
-extern VOID dsygs2_(integer* itype, char* uplo, integer* n, doublereal* a, integer* lda, doublereal* b, integer* ldb, integer* info);
-
-
-static VALUE
-rblapack_dsygs2(int argc, VALUE *argv, VALUE self){
-  VALUE rblapack_itype;
-  integer itype; 
-  VALUE rblapack_uplo;
-  char uplo; 
-  VALUE rblapack_a;
-  doublereal *a; 
-  VALUE rblapack_b;
-  doublereal *b; 
-  VALUE rblapack_info;
-  integer info; 
-  VALUE rblapack_a_out__;
-  doublereal *a_out__;
-
-  integer lda;
-  integer n;
-  integer ldb;
-
-  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 = NumRu::Lapack.dsygs2( itype, uplo, a, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )\n\n*  Purpose\n*  =======\n*\n*  DSYGS2 reduces a real symmetric-definite generalized eigenproblem\n*  to standard form.\n*\n*  If ITYPE = 1, the problem is A*x = lambda*B*x,\n*  and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L')\n*\n*  If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or\n*  B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L.\n*\n*  B must have been previously factorized as U'*U or L*L' by DPOTRF.\n*\n\n*  Arguments\n*  =========\n*\n*  ITYPE   (input) INTEGER\n*          = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L');\n*          = 2 or 3: compute U*A*U' or L'*A*L.\n*\n*  UPLO    (input) CHARACTER*1\n*          Specifies whether the upper or lower triangular part of the\n*          symmetric matrix A is stored, and how B has been factorized.\n*          = 'U':  Upper triangular\n*          = 'L':  Lower triangular\n*\n*  N       (input) INTEGER\n*          The order of the matrices A and B.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n*          On entry, the symmetric 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 transformed matrix, stored in the\n*          same format as A.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  B       (input) DOUBLE PRECISION array, dimension (LDB,N)\n*          The triangular factor from the Cholesky factorization of B,\n*          as returned by DPOTRF.\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*\n\n*  =====================================================================\n*\n\n");
-      return Qnil;
-    }
-    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
-      printf("%s\n", "USAGE:\n  info, a = NumRu::Lapack.dsygs2( itype, uplo, a, b, [: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_itype = argv[0];
-  rblapack_uplo = argv[1];
-  rblapack_a = argv[2];
-  rblapack_b = argv[3];
-  if (argc == 4) {
-  } else if (rblapack_options != Qnil) {
-  } else {
-  }
-
-  itype = NUM2INT(rblapack_itype);
-  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*);
-  uplo = StringValueCStr(rblapack_uplo)[0];
-  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*);
-  {
-    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__;
-
-  dsygs2_(&itype, &uplo, &n, a, &lda, b, &ldb, &info);
-
-  rblapack_info = INT2NUM(info);
-  return rb_ary_new3(2, rblapack_info, rblapack_a);
-}
-
-void
-init_lapack_dsygs2(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
-  sHelp = sH;
-  sUsage = sU;
-  rblapack_ZERO = zero;
-
-  rb_define_module_function(mLapack, "dsygs2", rblapack_dsygs2, -1);
-}

data/ext/dsygst.c

@@ -1,95 +0,0 @@
-#include "rb_lapack.h"
-
-extern VOID dsygst_(integer* itype, char* uplo, integer* n, doublereal* a, integer* lda, doublereal* b, integer* ldb, integer* info);
-
-
-static VALUE
-rblapack_dsygst(int argc, VALUE *argv, VALUE self){
-  VALUE rblapack_itype;
-  integer itype; 
-  VALUE rblapack_uplo;
-  char uplo; 
-  VALUE rblapack_a;
-  doublereal *a; 
-  VALUE rblapack_b;
-  doublereal *b; 
-  VALUE rblapack_info;
-  integer info; 
-  VALUE rblapack_a_out__;
-  doublereal *a_out__;
-
-  integer lda;
-  integer n;
-  integer ldb;
-
-  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 = NumRu::Lapack.dsygst( itype, uplo, a, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )\n\n*  Purpose\n*  =======\n*\n*  DSYGST reduces a real symmetric-definite generalized eigenproblem\n*  to standard form.\n*\n*  If ITYPE = 1, the problem is A*x = lambda*B*x,\n*  and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)\n*\n*  If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or\n*  B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.\n*\n*  B must have been previously factorized as U**T*U or L*L**T by DPOTRF.\n*\n\n*  Arguments\n*  =========\n*\n*  ITYPE   (input) INTEGER\n*          = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);\n*          = 2 or 3: compute U*A*U**T or L**T*A*L.\n*\n*  UPLO    (input) CHARACTER*1\n*          = 'U':  Upper triangle of A is stored and B is factored as\n*                  U**T*U;\n*          = 'L':  Lower triangle of A is stored and B is factored as\n*                  L*L**T.\n*\n*  N       (input) INTEGER\n*          The order of the matrices A and B.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n*          On entry, the symmetric 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 transformed matrix, stored in the\n*          same format as A.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  B       (input) DOUBLE PRECISION array, dimension (LDB,N)\n*          The triangular factor from the Cholesky factorization of B,\n*          as returned by DPOTRF.\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*\n\n*  =====================================================================\n*\n\n");
-      return Qnil;
-    }
-    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
-      printf("%s\n", "USAGE:\n  info, a = NumRu::Lapack.dsygst( itype, uplo, a, b, [: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_itype = argv[0];
-  rblapack_uplo = argv[1];
-  rblapack_a = argv[2];
-  rblapack_b = argv[3];
-  if (argc == 4) {
-  } else if (rblapack_options != Qnil) {
-  } else {
-  }
-
-  itype = NUM2INT(rblapack_itype);
-  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*);
-  uplo = StringValueCStr(rblapack_uplo)[0];
-  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*);
-  {
-    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__;
-
-  dsygst_(&itype, &uplo, &n, a, &lda, b, &ldb, &info);
-
-  rblapack_info = INT2NUM(info);
-  return rb_ary_new3(2, rblapack_info, rblapack_a);
-}
-
-void
-init_lapack_dsygst(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
-  sHelp = sH;
-  sUsage = sU;
-  rblapack_ZERO = zero;
-
-  rb_define_module_function(mLapack, "dsygst", rblapack_dsygst, -1);
-}