ruby-lapack 1.6 → 1.7

data/ext/ctgsen.c

@@ -1,244 +0,0 @@
-#include "rb_lapack.h"
-
-extern VOID ctgsen_(integer* ijob, logical* wantq, logical* wantz, logical* select, integer* n, complex* a, integer* lda, complex* b, integer* ldb, complex* alpha, complex* beta, complex* q, integer* ldq, complex* z, integer* ldz, integer* m, real* pl, real* pr, real* dif, complex* work, integer* lwork, integer* iwork, integer* liwork, integer* info);
-
-
-static VALUE
-rblapack_ctgsen(int argc, VALUE *argv, VALUE self){
-  VALUE rblapack_ijob;
-  integer ijob; 
-  VALUE rblapack_wantq;
-  logical wantq; 
-  VALUE rblapack_wantz;
-  logical wantz; 
-  VALUE rblapack_select;
-  logical *select; 
-  VALUE rblapack_a;
-  complex *a; 
-  VALUE rblapack_b;
-  complex *b; 
-  VALUE rblapack_q;
-  complex *q; 
-  VALUE rblapack_z;
-  complex *z; 
-  VALUE rblapack_lwork;
-  integer lwork; 
-  VALUE rblapack_liwork;
-  integer liwork; 
-  VALUE rblapack_alpha;
-  complex *alpha; 
-  VALUE rblapack_beta;
-  complex *beta; 
-  VALUE rblapack_m;
-  integer m; 
-  VALUE rblapack_pl;
-  real pl; 
-  VALUE rblapack_pr;
-  real pr; 
-  VALUE rblapack_dif;
-  real *dif; 
-  VALUE rblapack_work;
-  complex *work; 
-  VALUE rblapack_iwork;
-  integer *iwork; 
-  VALUE rblapack_info;
-  integer info; 
-  VALUE rblapack_a_out__;
-  complex *a_out__;
-  VALUE rblapack_b_out__;
-  complex *b_out__;
-  VALUE rblapack_q_out__;
-  complex *q_out__;
-  VALUE rblapack_z_out__;
-  complex *z_out__;
-
-  integer n;
-  integer lda;
-  integer ldb;
-  integer ldq;
-  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  alpha, beta, m, pl, pr, dif, work, iwork, info, a, b, q, z = NumRu::Lapack.ctgsen( ijob, wantq, wantz, select, a, b, q, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE CTGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHA, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  CTGSEN reorders the generalized Schur decomposition of a complex\n*  matrix pair (A, B) (in terms of an unitary equivalence trans-\n*  formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues\n*  appears in the leading diagonal blocks of the pair (A,B). The leading\n*  columns of Q and Z form unitary bases of the corresponding left and\n*  right eigenspaces (deflating subspaces). (A, B) must be in\n*  generalized Schur canonical form, that is, A and B are both upper\n*  triangular.\n*\n*  CTGSEN also computes the generalized eigenvalues\n*\n*           w(j)= ALPHA(j) / BETA(j)\n*\n*  of the reordered matrix pair (A, B).\n*\n*  Optionally, the routine computes estimates of reciprocal condition\n*  numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),\n*  (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)\n*  between the matrix pairs (A11, B11) and (A22,B22) that correspond to\n*  the selected cluster and the eigenvalues outside the cluster, resp.,\n*  and norms of \"projections\" onto left and right eigenspaces w.r.t.\n*  the selected cluster in the (1,1)-block.\n*\n*\n\n*  Arguments\n*  =========\n*\n*  IJOB    (input) integer\n*          Specifies whether condition numbers are required for the\n*          cluster of eigenvalues (PL and PR) or the deflating subspaces\n*          (Difu and Difl):\n*           =0: Only reorder w.r.t. SELECT. No extras.\n*           =1: Reciprocal of norms of \"projections\" onto left and right\n*               eigenspaces w.r.t. the selected cluster (PL and PR).\n*           =2: Upper bounds on Difu and Difl. F-norm-based estimate\n*               (DIF(1:2)).\n*           =3: Estimate of Difu and Difl. 1-norm-based estimate\n*               (DIF(1:2)).\n*               About 5 times as expensive as IJOB = 2.\n*           =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic\n*               version to get it all.\n*           =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)\n*\n*  WANTQ   (input) LOGICAL\n*          .TRUE. : update the left transformation matrix Q;\n*          .FALSE.: do not update Q.\n*\n*  WANTZ   (input) LOGICAL\n*          .TRUE. : update the right transformation matrix Z;\n*          .FALSE.: do not update Z.\n*\n*  SELECT  (input) LOGICAL array, dimension (N)\n*          SELECT specifies the eigenvalues in the selected cluster. To\n*          select an eigenvalue w(j), SELECT(j) must be set to\n*          .TRUE..\n*\n*  N       (input) INTEGER\n*          The order of the matrices A and B. N >= 0.\n*\n*  A       (input/output) COMPLEX array, dimension(LDA,N)\n*          On entry, the upper triangular matrix A, in generalized\n*          Schur canonical form.\n*          On exit, A is overwritten by the reordered matrix A.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,N).\n*\n*  B       (input/output) COMPLEX array, dimension(LDB,N)\n*          On entry, the upper triangular matrix B, in generalized\n*          Schur canonical form.\n*          On exit, B is overwritten by the reordered matrix B.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,N).\n*\n*  ALPHA   (output) COMPLEX array, dimension (N)\n*  BETA    (output) COMPLEX array, dimension (N)\n*          The diagonal elements of A and B, respectively,\n*          when the pair (A,B) has been reduced to generalized Schur\n*          form.  ALPHA(i)/BETA(i) i=1,...,N are the generalized\n*          eigenvalues.\n*\n*  Q       (input/output) COMPLEX array, dimension (LDQ,N)\n*          On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.\n*          On exit, Q has been postmultiplied by the left unitary\n*          transformation matrix which reorder (A, B); The leading M\n*          columns of Q form orthonormal bases for the specified pair of\n*          left eigenspaces (deflating subspaces).\n*          If WANTQ = .FALSE., Q is not referenced.\n*\n*  LDQ     (input) INTEGER\n*          The leading dimension of the array Q. LDQ >= 1.\n*          If WANTQ = .TRUE., LDQ >= N.\n*\n*  Z       (input/output) COMPLEX array, dimension (LDZ,N)\n*          On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.\n*          On exit, Z has been postmultiplied by the left unitary\n*          transformation matrix which reorder (A, B); The leading M\n*          columns of Z form orthonormal bases for the specified pair of\n*          left eigenspaces (deflating subspaces).\n*          If WANTZ = .FALSE., Z is not referenced.\n*\n*  LDZ     (input) INTEGER\n*          The leading dimension of the array Z. LDZ >= 1.\n*          If WANTZ = .TRUE., LDZ >= N.\n*\n*  M       (output) INTEGER\n*          The dimension of the specified pair of left and right\n*          eigenspaces, (deflating subspaces) 0 <= M <= N.\n*\n*  PL	   (output) REAL\n*  PR	   (output) REAL\n*          If IJOB = 1, 4 or 5, PL, PR are lower bounds on the\n*          reciprocal  of the norm of \"projections\" onto left and right\n*          eigenspace with respect to the selected cluster.\n*          0 < PL, PR <= 1.\n*          If M = 0 or M = N, PL = PR  = 1.\n*          If IJOB = 0, 2 or 3 PL, PR are not referenced.\n*\n*  DIF     (output) REAL array, dimension (2).\n*          If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.\n*          If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on\n*          Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based\n*          estimates of Difu and Difl, computed using reversed\n*          communication with CLACN2.\n*          If M = 0 or N, DIF(1:2) = F-norm([A, B]).\n*          If IJOB = 0 or 1, DIF is not referenced.\n*\n*  WORK    (workspace/output) COMPLEX 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 >=  1\n*          If IJOB = 1, 2 or 4, LWORK >=  2*M*(N-M)\n*          If IJOB = 3 or 5, LWORK >=  4*M*(N-M)\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 LIWORK.\n*\n*  LIWORK  (input) INTEGER\n*          The dimension of the array IWORK. LIWORK >= 1.\n*          If IJOB = 1, 2 or 4, LIWORK >=  N+2;\n*          If IJOB = 3 or 5, LIWORK >= MAX(N+2, 2*M*(N-M));\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*            =1: Reordering of (A, B) failed because the transformed\n*                matrix pair (A, B) would be too far from generalized\n*                Schur form; the problem is very ill-conditioned.\n*                (A, B) may have been partially reordered.\n*                If requested, 0 is returned in DIF(*), PL and PR.\n*\n*\n\n*  Further Details\n*  ===============\n*\n*  CTGSEN first collects the selected eigenvalues by computing unitary\n*  U and W that move them to the top left corner of (A, B). In other\n*  words, the selected eigenvalues are the eigenvalues of (A11, B11) in\n*\n*                U'*(A, B)*W = (A11 A12) (B11 B12) n1\n*                              ( 0  A22),( 0  B22) n2\n*                                n1  n2    n1  n2\n*\n*  where N = n1+n2 and U' means the conjugate transpose of U. The first\n*  n1 columns of U and W span the specified pair of left and right\n*  eigenspaces (deflating subspaces) of (A, B).\n*\n*  If (A, B) has been obtained from the generalized real Schur\n*  decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the\n*  reordered generalized Schur form of (C, D) is given by\n*\n*           (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',\n*\n*  and the first n1 columns of Q*U and Z*W span the corresponding\n*  deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).\n*\n*  Note that if the selected eigenvalue is sufficiently ill-conditioned,\n*  then its value may differ significantly from its value before\n*  reordering.\n*\n*  The reciprocal condition numbers of the left and right eigenspaces\n*  spanned by the first n1 columns of U and W (or Q*U and Z*W) may\n*  be returned in DIF(1:2), corresponding to Difu and Difl, resp.\n*\n*  The Difu and Difl are defined as:\n*\n*       Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )\n*  and\n*       Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],\n*\n*  where sigma-min(Zu) is the smallest singular value of the\n*  (2*n1*n2)-by-(2*n1*n2) matrix\n*\n*       Zu = [ kron(In2, A11)  -kron(A22', In1) ]\n*            [ kron(In2, B11)  -kron(B22', In1) ].\n*\n*  Here, Inx is the identity matrix of size nx and A22' is the\n*  transpose of A22. kron(X, Y) is the Kronecker product between\n*  the matrices X and Y.\n*\n*  When DIF(2) is small, small changes in (A, B) can cause large changes\n*  in the deflating subspace. An approximate (asymptotic) bound on the\n*  maximum angular error in the computed deflating subspaces is\n*\n*       EPS * norm((A, B)) / DIF(2),\n*\n*  where EPS is the machine precision.\n*\n*  The reciprocal norm of the projectors on the left and right\n*  eigenspaces associated with (A11, B11) may be returned in PL and PR.\n*  They are computed as follows. First we compute L and R so that\n*  P*(A, B)*Q is block diagonal, where\n*\n*       P = ( I -L ) n1           Q = ( I R ) n1\n*           ( 0  I ) n2    and        ( 0 I ) n2\n*             n1 n2                    n1 n2\n*\n*  and (L, R) is the solution to the generalized Sylvester equation\n*\n*       A11*R - L*A22 = -A12\n*       B11*R - L*B22 = -B12\n*\n*  Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).\n*  An approximate (asymptotic) bound on the average absolute error of\n*  the selected eigenvalues is\n*\n*       EPS * norm((A, B)) / PL.\n*\n*  There are also global error bounds which valid for perturbations up\n*  to a certain restriction:  A lower bound (x) on the smallest\n*  F-norm(E,F) for which an eigenvalue of (A11, B11) may move and\n*  coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),\n*  (i.e. (A + E, B + F), is\n*\n*   x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).\n*\n*  An approximate bound on x can be computed from DIF(1:2), PL and PR.\n*\n*  If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed\n*  (L', R') and unperturbed (L, R) left and right deflating subspaces\n*  associated with the selected cluster in the (1,1)-blocks can be\n*  bounded as\n*\n*   max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))\n*   max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))\n*\n*  See LAPACK User's Guide section 4.11 or the following references\n*  for more information.\n*\n*  Note that if the default method for computing the Frobenius-norm-\n*  based estimate DIF is not wanted (see CLATDF), then the parameter\n*  IDIFJB (see below) should be changed from 3 to 4 (routine CLATDF\n*  (IJOB = 2 will be used)). See CTGSYL for more details.\n*\n*  Based on contributions by\n*     Bo Kagstrom and Peter Poromaa, Department of Computing Science,\n*     Umea University, S-901 87 Umea, Sweden.\n*\n*  References\n*  ==========\n*\n*  [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the\n*      Generalized Real Schur Form of a Regular Matrix Pair (A, B), in\n*      M.S. Moonen et al (eds), Linear Algebra for Large Scale and\n*      Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.\n*\n*  [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified\n*      Eigenvalues of a Regular Matrix Pair (A, B) and Condition\n*      Estimation: Theory, Algorithms and Software, Report\n*      UMINF - 94.04, Department of Computing Science, Umea University,\n*      S-901 87 Umea, Sweden, 1994. Also as LAPACK Working Note 87.\n*      To appear in Numerical Algorithms, 1996.\n*\n*  [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software\n*      for Solving the Generalized Sylvester Equation and Estimating the\n*      Separation between Regular Matrix Pairs, Report UMINF - 93.23,\n*      Department of Computing Science, Umea University, S-901 87 Umea,\n*      Sweden, December 1993, Revised April 1994, Also as LAPACK working\n*      Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,\n*      1996.\n*\n*  =====================================================================\n*\n\n");
-      return Qnil;
-    }
-    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
-      printf("%s\n", "USAGE:\n  alpha, beta, m, pl, pr, dif, work, iwork, info, a, b, q, z = NumRu::Lapack.ctgsen( ijob, wantq, wantz, select, a, b, q, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])\n");
-      return Qnil;
-    } 
-  } else
-    rblapack_options = Qnil;
-  if (argc != 8 && argc != 10)
-    rb_raise(rb_eArgError,"wrong number of arguments (%d for 8)", argc);
-  rblapack_ijob = argv[0];
-  rblapack_wantq = argv[1];
-  rblapack_wantz = argv[2];
-  rblapack_select = argv[3];
-  rblapack_a = argv[4];
-  rblapack_b = argv[5];
-  rblapack_q = argv[6];
-  rblapack_z = argv[7];
-  if (argc == 10) {
-    rblapack_lwork = argv[8];
-    rblapack_liwork = argv[9];
-  } 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;
-  }
-
-  ijob = NUM2INT(rblapack_ijob);
-  wantz = (rblapack_wantz == Qtrue);
-  if (!NA_IsNArray(rblapack_a))
-    rb_raise(rb_eArgError, "a (5th argument) must be NArray");
-  if (NA_RANK(rblapack_a) != 2)
-    rb_raise(rb_eArgError, "rank of a (5th argument) must be %d", 2);
-  lda = NA_SHAPE0(rblapack_a);
-  n = NA_SHAPE1(rblapack_a);
-  if (NA_TYPE(rblapack_a) != NA_SCOMPLEX)
-    rblapack_a = na_change_type(rblapack_a, NA_SCOMPLEX);
-  a = NA_PTR_TYPE(rblapack_a, complex*);
-  if (!NA_IsNArray(rblapack_q))
-    rb_raise(rb_eArgError, "q (7th argument) must be NArray");
-  if (NA_RANK(rblapack_q) != 2)
-    rb_raise(rb_eArgError, "rank of q (7th argument) must be %d", 2);
-  ldq = NA_SHAPE0(rblapack_q);
-  if (NA_SHAPE1(rblapack_q) != n)
-    rb_raise(rb_eRuntimeError, "shape 1 of q must be the same as shape 1 of a");
-  if (NA_TYPE(rblapack_q) != NA_SCOMPLEX)
-    rblapack_q = na_change_type(rblapack_q, NA_SCOMPLEX);
-  q = NA_PTR_TYPE(rblapack_q, complex*);
-  wantq = (rblapack_wantq == Qtrue);
-  if (!NA_IsNArray(rblapack_b))
-    rb_raise(rb_eArgError, "b (6th argument) must be NArray");
-  if (NA_RANK(rblapack_b) != 2)
-    rb_raise(rb_eArgError, "rank of b (6th argument) must be %d", 2);
-  ldb = NA_SHAPE0(rblapack_b);
-  if (NA_SHAPE1(rblapack_b) != n)
-    rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
-  if (NA_TYPE(rblapack_b) != NA_SCOMPLEX)
-    rblapack_b = na_change_type(rblapack_b, NA_SCOMPLEX);
-  b = NA_PTR_TYPE(rblapack_b, complex*);
-  if (!NA_IsNArray(rblapack_select))
-    rb_raise(rb_eArgError, "select (4th argument) must be NArray");
-  if (NA_RANK(rblapack_select) != 1)
-    rb_raise(rb_eArgError, "rank of select (4th argument) must be %d", 1);
-  if (NA_SHAPE0(rblapack_select) != n)
-    rb_raise(rb_eRuntimeError, "shape 0 of select must be the same as shape 1 of a");
-  if (NA_TYPE(rblapack_select) != NA_LINT)
-    rblapack_select = na_change_type(rblapack_select, NA_LINT);
-  select = NA_PTR_TYPE(rblapack_select, logical*);
-  if (!NA_IsNArray(rblapack_z))
-    rb_raise(rb_eArgError, "z (8th argument) must be NArray");
-  if (NA_RANK(rblapack_z) != 2)
-    rb_raise(rb_eArgError, "rank of z (8th argument) must be %d", 2);
-  ldz = NA_SHAPE0(rblapack_z);
-  if (NA_SHAPE1(rblapack_z) != n)
-    rb_raise(rb_eRuntimeError, "shape 1 of z must be the same as shape 1 of a");
-  if (NA_TYPE(rblapack_z) != NA_SCOMPLEX)
-    rblapack_z = na_change_type(rblapack_z, NA_SCOMPLEX);
-  z = NA_PTR_TYPE(rblapack_z, complex*);
-  if (rblapack_liwork == Qnil)
-    liwork = (ijob==1||ijob==2||ijob==4) ? n+2 : (ijob==3||ijob==5) ? 2*m*(n-m) : 0;
-  else {
-    liwork = NUM2INT(rblapack_liwork);
-  }
-  if (rblapack_lwork == Qnil)
-    lwork = (ijob==1||ijob==2||ijob==4) ? 2*m*(n-m) : (ijob==3||ijob==5) ? 4*m*(n-m) : 0;
-  else {
-    lwork = NUM2INT(rblapack_lwork);
-  }
-  {
-    int shape[1];
-    shape[0] = n;
-    rblapack_alpha = na_make_object(NA_SCOMPLEX, 1, shape, cNArray);
-  }
-  alpha = NA_PTR_TYPE(rblapack_alpha, complex*);
-  {
-    int shape[1];
-    shape[0] = n;
-    rblapack_beta = na_make_object(NA_SCOMPLEX, 1, shape, cNArray);
-  }
-  beta = NA_PTR_TYPE(rblapack_beta, complex*);
-  {
-    int shape[1];
-    shape[0] = 2;
-    rblapack_dif = na_make_object(NA_SFLOAT, 1, shape, cNArray);
-  }
-  dif = NA_PTR_TYPE(rblapack_dif, real*);
-  {
-    int shape[1];
-    shape[0] = MAX(1,lwork);
-    rblapack_work = na_make_object(NA_SCOMPLEX, 1, shape, cNArray);
-  }
-  work = NA_PTR_TYPE(rblapack_work, complex*);
-  {
-    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_SCOMPLEX, 2, shape, cNArray);
-  }
-  a_out__ = NA_PTR_TYPE(rblapack_a_out__, complex*);
-  MEMCPY(a_out__, a, complex, NA_TOTAL(rblapack_a));
-  rblapack_a = rblapack_a_out__;
-  a = a_out__;
-  {
-    int shape[2];
-    shape[0] = ldb;
-    shape[1] = n;
-    rblapack_b_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  b_out__ = NA_PTR_TYPE(rblapack_b_out__, complex*);
-  MEMCPY(b_out__, b, complex, NA_TOTAL(rblapack_b));
-  rblapack_b = rblapack_b_out__;
-  b = b_out__;
-  {
-    int shape[2];
-    shape[0] = ldq;
-    shape[1] = n;
-    rblapack_q_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  q_out__ = NA_PTR_TYPE(rblapack_q_out__, complex*);
-  MEMCPY(q_out__, q, complex, NA_TOTAL(rblapack_q));
-  rblapack_q = rblapack_q_out__;
-  q = q_out__;
-  {
-    int shape[2];
-    shape[0] = ldz;
-    shape[1] = n;
-    rblapack_z_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  z_out__ = NA_PTR_TYPE(rblapack_z_out__, complex*);
-  MEMCPY(z_out__, z, complex, NA_TOTAL(rblapack_z));
-  rblapack_z = rblapack_z_out__;
-  z = z_out__;
-
-  ctgsen_(&ijob, &wantq, &wantz, select, &n, a, &lda, b, &ldb, alpha, beta, q, &ldq, z, &ldz, &m, &pl, &pr, dif, work, &lwork, iwork, &liwork, &info);
-
-  rblapack_m = INT2NUM(m);
-  rblapack_pl = rb_float_new((double)pl);
-  rblapack_pr = rb_float_new((double)pr);
-  rblapack_info = INT2NUM(info);
-  return rb_ary_new3(13, rblapack_alpha, rblapack_beta, rblapack_m, rblapack_pl, rblapack_pr, rblapack_dif, rblapack_work, rblapack_iwork, rblapack_info, rblapack_a, rblapack_b, rblapack_q, rblapack_z);
-}
-
-void
-init_lapack_ctgsen(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
-  sHelp = sH;
-  sUsage = sU;
-  rblapack_ZERO = zero;
-
-  rb_define_module_function(mLapack, "ctgsen", rblapack_ctgsen, -1);
-}

data/ext/ctgsja.c

@@ -1,227 +0,0 @@
-#include "rb_lapack.h"
-
-extern VOID ctgsja_(char* jobu, char* jobv, char* jobq, integer* m, integer* p, integer* n, integer* k, integer* l, complex* a, integer* lda, complex* b, integer* ldb, real* tola, real* tolb, real* alpha, real* beta, complex* u, integer* ldu, complex* v, integer* ldv, complex* q, integer* ldq, complex* work, integer* ncycle, integer* info);
-
-
-static VALUE
-rblapack_ctgsja(int argc, VALUE *argv, VALUE self){
-  VALUE rblapack_jobu;
-  char jobu; 
-  VALUE rblapack_jobv;
-  char jobv; 
-  VALUE rblapack_jobq;
-  char jobq; 
-  VALUE rblapack_k;
-  integer k; 
-  VALUE rblapack_l;
-  integer l; 
-  VALUE rblapack_a;
-  complex *a; 
-  VALUE rblapack_b;
-  complex *b; 
-  VALUE rblapack_tola;
-  real tola; 
-  VALUE rblapack_tolb;
-  real tolb; 
-  VALUE rblapack_u;
-  complex *u; 
-  VALUE rblapack_v;
-  complex *v; 
-  VALUE rblapack_q;
-  complex *q; 
-  VALUE rblapack_alpha;
-  real *alpha; 
-  VALUE rblapack_beta;
-  real *beta; 
-  VALUE rblapack_ncycle;
-  integer ncycle; 
-  VALUE rblapack_info;
-  integer info; 
-  VALUE rblapack_a_out__;
-  complex *a_out__;
-  VALUE rblapack_b_out__;
-  complex *b_out__;
-  VALUE rblapack_u_out__;
-  complex *u_out__;
-  VALUE rblapack_v_out__;
-  complex *v_out__;
-  VALUE rblapack_q_out__;
-  complex *q_out__;
-  complex *work;
-
-  integer lda;
-  integer n;
-  integer ldb;
-  integer ldu;
-  integer m;
-  integer ldv;
-  integer p;
-  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  alpha, beta, ncycle, info, a, b, u, v, q = NumRu::Lapack.ctgsja( jobu, jobv, jobq, k, l, a, b, tola, tolb, u, v, q, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE CTGSJA( JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO )\n\n*  Purpose\n*  =======\n*\n*  CTGSJA computes the generalized singular value decomposition (GSVD)\n*  of two complex upper triangular (or trapezoidal) matrices A and B.\n*\n*  On entry, it is assumed that matrices A and B have the following\n*  forms, which may be obtained by the preprocessing subroutine CGGSVP\n*  from a general M-by-N matrix A and P-by-N matrix B:\n*\n*               N-K-L  K    L\n*     A =    K ( 0    A12  A13 ) if M-K-L >= 0;\n*            L ( 0     0   A23 )\n*        M-K-L ( 0     0    0  )\n*\n*             N-K-L  K    L\n*     A =  K ( 0    A12  A13 ) if M-K-L < 0;\n*        M-K ( 0     0   A23 )\n*\n*             N-K-L  K    L\n*     B =  L ( 0     0   B13 )\n*        P-L ( 0     0    0  )\n*\n*  where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular\n*  upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,\n*  otherwise A23 is (M-K)-by-L upper trapezoidal.\n*\n*  On exit,\n*\n*         U'*A*Q = D1*( 0 R ),    V'*B*Q = D2*( 0 R ),\n*\n*  where U, V and Q are unitary matrices, Z' denotes the conjugate\n*  transpose of Z, R is a nonsingular upper triangular matrix, and D1\n*  and D2 are ``diagonal'' matrices, which are of the following\n*  structures:\n*\n*  If M-K-L >= 0,\n*\n*                      K  L\n*         D1 =     K ( I  0 )\n*                  L ( 0  C )\n*              M-K-L ( 0  0 )\n*\n*                     K  L\n*         D2 = L   ( 0  S )\n*              P-L ( 0  0 )\n*\n*                 N-K-L  K    L\n*    ( 0 R ) = K (  0   R11  R12 ) K\n*              L (  0    0   R22 ) L\n*\n*  where\n*\n*    C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),\n*    S = diag( BETA(K+1),  ... , BETA(K+L) ),\n*    C**2 + S**2 = I.\n*\n*    R is stored in A(1:K+L,N-K-L+1:N) on exit.\n*\n*  If M-K-L < 0,\n*\n*                 K M-K K+L-M\n*      D1 =   K ( I  0    0   )\n*           M-K ( 0  C    0   )\n*\n*                   K M-K K+L-M\n*      D2 =   M-K ( 0  S    0   )\n*           K+L-M ( 0  0    I   )\n*             P-L ( 0  0    0   )\n*\n*                 N-K-L  K   M-K  K+L-M\n* ( 0 R ) =    K ( 0    R11  R12  R13  )\n*            M-K ( 0     0   R22  R23  )\n*          K+L-M ( 0     0    0   R33  )\n*\n*  where\n*  C = diag( ALPHA(K+1), ... , ALPHA(M) ),\n*  S = diag( BETA(K+1),  ... , BETA(M) ),\n*  C**2 + S**2 = I.\n*\n*  R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored\n*      (  0  R22 R23 )\n*  in B(M-K+1:L,N+M-K-L+1:N) on exit.\n*\n*  The computation of the unitary transformation matrices U, V or Q\n*  is optional.  These matrices may either be formed explicitly, or they\n*  may be postmultiplied into input matrices U1, V1, or Q1.\n*\n\n*  Arguments\n*  =========\n*\n*  JOBU    (input) CHARACTER*1\n*          = 'U':  U must contain a unitary matrix U1 on entry, and\n*                  the product U1*U is returned;\n*          = 'I':  U is initialized to the unit matrix, and the\n*                  unitary matrix U is returned;\n*          = 'N':  U is not computed.\n*\n*  JOBV    (input) CHARACTER*1\n*          = 'V':  V must contain a unitary matrix V1 on entry, and\n*                  the product V1*V is returned;\n*          = 'I':  V is initialized to the unit matrix, and the\n*                  unitary matrix V is returned;\n*          = 'N':  V is not computed.\n*\n*  JOBQ    (input) CHARACTER*1\n*          = 'Q':  Q must contain a unitary matrix Q1 on entry, and\n*                  the product Q1*Q is returned;\n*          = 'I':  Q is initialized to the unit matrix, and the\n*                  unitary matrix Q is returned;\n*          = 'N':  Q is not computed.\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  P       (input) INTEGER\n*          The number of rows of the matrix B.  P >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrices A and B.  N >= 0.\n*\n*  K       (input) INTEGER\n*  L       (input) INTEGER\n*          K and L specify the subblocks in the input matrices A and B:\n*          A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N)\n*          of A and B, whose GSVD is going to be computed by CTGSJA.\n*          See Further Details.\n*\n*  A       (input/output) COMPLEX array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular\n*          matrix R or part of R.  See Purpose for details.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  B       (input/output) COMPLEX array, dimension (LDB,N)\n*          On entry, the P-by-N matrix B.\n*          On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains\n*          a part of R.  See Purpose for details.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,P).\n*\n*  TOLA    (input) REAL\n*  TOLB    (input) REAL\n*          TOLA and TOLB are the convergence criteria for the Jacobi-\n*          Kogbetliantz iteration procedure. Generally, they are the\n*          same as used in the preprocessing step, say\n*              TOLA = MAX(M,N)*norm(A)*MACHEPS,\n*              TOLB = MAX(P,N)*norm(B)*MACHEPS.\n*\n*  ALPHA   (output) REAL array, dimension (N)\n*  BETA    (output) REAL array, dimension (N)\n*          On exit, ALPHA and BETA contain the generalized singular\n*          value pairs of A and B;\n*            ALPHA(1:K) = 1,\n*            BETA(1:K)  = 0,\n*          and if M-K-L >= 0,\n*            ALPHA(K+1:K+L) = diag(C),\n*            BETA(K+1:K+L)  = diag(S),\n*          or if M-K-L < 0,\n*            ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0\n*            BETA(K+1:M) = S, BETA(M+1:K+L) = 1.\n*          Furthermore, if K+L < N,\n*            ALPHA(K+L+1:N) = 0\n*            BETA(K+L+1:N)  = 0.\n*\n*  U       (input/output) COMPLEX array, dimension (LDU,M)\n*          On entry, if JOBU = 'U', U must contain a matrix U1 (usually\n*          the unitary matrix returned by CGGSVP).\n*          On exit,\n*          if JOBU = 'I', U contains the unitary matrix U;\n*          if JOBU = 'U', U contains the product U1*U.\n*          If JOBU = 'N', U is not referenced.\n*\n*  LDU     (input) INTEGER\n*          The leading dimension of the array U. LDU >= max(1,M) if\n*          JOBU = 'U'; LDU >= 1 otherwise.\n*\n*  V       (input/output) COMPLEX array, dimension (LDV,P)\n*          On entry, if JOBV = 'V', V must contain a matrix V1 (usually\n*          the unitary matrix returned by CGGSVP).\n*          On exit,\n*          if JOBV = 'I', V contains the unitary matrix V;\n*          if JOBV = 'V', V contains the product V1*V.\n*          If JOBV = 'N', V is not referenced.\n*\n*  LDV     (input) INTEGER\n*          The leading dimension of the array V. LDV >= max(1,P) if\n*          JOBV = 'V'; LDV >= 1 otherwise.\n*\n*  Q       (input/output) COMPLEX array, dimension (LDQ,N)\n*          On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually\n*          the unitary matrix returned by CGGSVP).\n*          On exit,\n*          if JOBQ = 'I', Q contains the unitary matrix Q;\n*          if JOBQ = 'Q', Q contains the product Q1*Q.\n*          If JOBQ = 'N', Q is not referenced.\n*\n*  LDQ     (input) INTEGER\n*          The leading dimension of the array Q. LDQ >= max(1,N) if\n*          JOBQ = 'Q'; LDQ >= 1 otherwise.\n*\n*  WORK    (workspace) COMPLEX array, dimension (2*N)\n*\n*  NCYCLE  (output) INTEGER\n*          The number of cycles required for convergence.\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          = 1:  the procedure does not converge after MAXIT cycles.\n*\n*  Internal Parameters\n*  ===================\n*\n*  MAXIT   INTEGER\n*          MAXIT specifies the total loops that the iterative procedure\n*          may take. If after MAXIT cycles, the routine fails to\n*          converge, we return INFO = 1.\n*\n\n*  Further Details\n*  ===============\n*\n*  CTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce\n*  min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L\n*  matrix B13 to the form:\n*\n*           U1'*A13*Q1 = C1*R1; V1'*B13*Q1 = S1*R1,\n*\n*  where U1, V1 and Q1 are unitary matrix, and Z' is the conjugate\n*  transpose of Z.  C1 and S1 are diagonal matrices satisfying\n*\n*                C1**2 + S1**2 = I,\n*\n*  and R1 is an L-by-L nonsingular upper triangular matrix.\n*\n*  =====================================================================\n*\n\n");
-      return Qnil;
-    }
-    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
-      printf("%s\n", "USAGE:\n  alpha, beta, ncycle, info, a, b, u, v, q = NumRu::Lapack.ctgsja( jobu, jobv, jobq, k, l, a, b, tola, tolb, u, v, q, [:usage => usage, :help => help])\n");
-      return Qnil;
-    } 
-  } else
-    rblapack_options = Qnil;
-  if (argc != 12 && argc != 12)
-    rb_raise(rb_eArgError,"wrong number of arguments (%d for 12)", argc);
-  rblapack_jobu = argv[0];
-  rblapack_jobv = argv[1];
-  rblapack_jobq = argv[2];
-  rblapack_k = argv[3];
-  rblapack_l = argv[4];
-  rblapack_a = argv[5];
-  rblapack_b = argv[6];
-  rblapack_tola = argv[7];
-  rblapack_tolb = argv[8];
-  rblapack_u = argv[9];
-  rblapack_v = argv[10];
-  rblapack_q = argv[11];
-  if (argc == 12) {
-  } else if (rblapack_options != Qnil) {
-  } else {
-  }
-
-  jobu = StringValueCStr(rblapack_jobu)[0];
-  jobq = StringValueCStr(rblapack_jobq)[0];
-  l = NUM2INT(rblapack_l);
-  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);
-  n = NA_SHAPE1(rblapack_b);
-  if (NA_TYPE(rblapack_b) != NA_SCOMPLEX)
-    rblapack_b = na_change_type(rblapack_b, NA_SCOMPLEX);
-  b = NA_PTR_TYPE(rblapack_b, complex*);
-  tolb = (real)NUM2DBL(rblapack_tolb);
-  if (!NA_IsNArray(rblapack_v))
-    rb_raise(rb_eArgError, "v (11th argument) must be NArray");
-  if (NA_RANK(rblapack_v) != 2)
-    rb_raise(rb_eArgError, "rank of v (11th argument) must be %d", 2);
-  ldv = NA_SHAPE0(rblapack_v);
-  p = NA_SHAPE1(rblapack_v);
-  if (NA_TYPE(rblapack_v) != NA_SCOMPLEX)
-    rblapack_v = na_change_type(rblapack_v, NA_SCOMPLEX);
-  v = NA_PTR_TYPE(rblapack_v, complex*);
-  jobv = StringValueCStr(rblapack_jobv)[0];
-  if (!NA_IsNArray(rblapack_a))
-    rb_raise(rb_eArgError, "a (6th argument) must be NArray");
-  if (NA_RANK(rblapack_a) != 2)
-    rb_raise(rb_eArgError, "rank of a (6th argument) must be %d", 2);
-  lda = NA_SHAPE0(rblapack_a);
-  if (NA_SHAPE1(rblapack_a) != n)
-    rb_raise(rb_eRuntimeError, "shape 1 of a must be the same as shape 1 of b");
-  if (NA_TYPE(rblapack_a) != NA_SCOMPLEX)
-    rblapack_a = na_change_type(rblapack_a, NA_SCOMPLEX);
-  a = NA_PTR_TYPE(rblapack_a, complex*);
-  if (!NA_IsNArray(rblapack_u))
-    rb_raise(rb_eArgError, "u (10th argument) must be NArray");
-  if (NA_RANK(rblapack_u) != 2)
-    rb_raise(rb_eArgError, "rank of u (10th argument) must be %d", 2);
-  ldu = NA_SHAPE0(rblapack_u);
-  m = NA_SHAPE1(rblapack_u);
-  if (NA_TYPE(rblapack_u) != NA_SCOMPLEX)
-    rblapack_u = na_change_type(rblapack_u, NA_SCOMPLEX);
-  u = NA_PTR_TYPE(rblapack_u, complex*);
-  k = NUM2INT(rblapack_k);
-  if (!NA_IsNArray(rblapack_q))
-    rb_raise(rb_eArgError, "q (12th argument) must be NArray");
-  if (NA_RANK(rblapack_q) != 2)
-    rb_raise(rb_eArgError, "rank of q (12th argument) must be %d", 2);
-  ldq = NA_SHAPE0(rblapack_q);
-  if (NA_SHAPE1(rblapack_q) != n)
-    rb_raise(rb_eRuntimeError, "shape 1 of q must be the same as shape 1 of b");
-  if (NA_TYPE(rblapack_q) != NA_SCOMPLEX)
-    rblapack_q = na_change_type(rblapack_q, NA_SCOMPLEX);
-  q = NA_PTR_TYPE(rblapack_q, complex*);
-  tola = (real)NUM2DBL(rblapack_tola);
-  {
-    int shape[1];
-    shape[0] = n;
-    rblapack_alpha = na_make_object(NA_SFLOAT, 1, shape, cNArray);
-  }
-  alpha = NA_PTR_TYPE(rblapack_alpha, real*);
-  {
-    int shape[1];
-    shape[0] = n;
-    rblapack_beta = na_make_object(NA_SFLOAT, 1, shape, cNArray);
-  }
-  beta = NA_PTR_TYPE(rblapack_beta, real*);
-  {
-    int shape[2];
-    shape[0] = lda;
-    shape[1] = n;
-    rblapack_a_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  a_out__ = NA_PTR_TYPE(rblapack_a_out__, complex*);
-  MEMCPY(a_out__, a, complex, NA_TOTAL(rblapack_a));
-  rblapack_a = rblapack_a_out__;
-  a = a_out__;
-  {
-    int shape[2];
-    shape[0] = ldb;
-    shape[1] = n;
-    rblapack_b_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  b_out__ = NA_PTR_TYPE(rblapack_b_out__, complex*);
-  MEMCPY(b_out__, b, complex, NA_TOTAL(rblapack_b));
-  rblapack_b = rblapack_b_out__;
-  b = b_out__;
-  {
-    int shape[2];
-    shape[0] = ldu;
-    shape[1] = m;
-    rblapack_u_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  u_out__ = NA_PTR_TYPE(rblapack_u_out__, complex*);
-  MEMCPY(u_out__, u, complex, NA_TOTAL(rblapack_u));
-  rblapack_u = rblapack_u_out__;
-  u = u_out__;
-  {
-    int shape[2];
-    shape[0] = ldv;
-    shape[1] = p;
-    rblapack_v_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  v_out__ = NA_PTR_TYPE(rblapack_v_out__, complex*);
-  MEMCPY(v_out__, v, complex, NA_TOTAL(rblapack_v));
-  rblapack_v = rblapack_v_out__;
-  v = v_out__;
-  {
-    int shape[2];
-    shape[0] = ldq;
-    shape[1] = n;
-    rblapack_q_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
-  }
-  q_out__ = NA_PTR_TYPE(rblapack_q_out__, complex*);
-  MEMCPY(q_out__, q, complex, NA_TOTAL(rblapack_q));
-  rblapack_q = rblapack_q_out__;
-  q = q_out__;
-  work = ALLOC_N(complex, (2*n));
-
-  ctgsja_(&jobu, &jobv, &jobq, &m, &p, &n, &k, &l, a, &lda, b, &ldb, &tola, &tolb, alpha, beta, u, &ldu, v, &ldv, q, &ldq, work, &ncycle, &info);
-
-  free(work);
-  rblapack_ncycle = INT2NUM(ncycle);
-  rblapack_info = INT2NUM(info);
-  return rb_ary_new3(9, rblapack_alpha, rblapack_beta, rblapack_ncycle, rblapack_info, rblapack_a, rblapack_b, rblapack_u, rblapack_v, rblapack_q);
-}
-
-void
-init_lapack_ctgsja(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
-  sHelp = sH;
-  sUsage = sU;
-  rblapack_ZERO = zero;
-
-  rb_define_module_function(mLapack, "ctgsja", rblapack_ctgsja, -1);
-}