ruby-lapack 1.7 → 1.7.1

data/ext/dgecon.c

@@ -0,0 +1,78 @@
+#include "rb_lapack.h"
+
+extern VOID dgecon_(char* norm, integer* n, doublereal* a, integer* lda, doublereal* anorm, doublereal* rcond, doublereal* work, integer* iwork, integer* info);
+
+
+static VALUE
+rblapack_dgecon(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_norm;
+  char norm; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_anorm;
+  doublereal anorm; 
+  VALUE rblapack_rcond;
+  doublereal rcond; 
+  VALUE rblapack_info;
+  integer info; 
+  doublereal *work;
+  integer *iwork;
+
+  integer lda;
+  integer n;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  rcond, info = NumRu::Lapack.dgecon( norm, a, anorm, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGECON estimates the reciprocal of the condition number of a general\n*  real matrix A, in either the 1-norm or the infinity-norm, using\n*  the LU factorization computed by DGETRF.\n*\n*  An estimate is obtained for norm(inv(A)), and the reciprocal of the\n*  condition number is computed as\n*     RCOND = 1 / ( norm(A) * norm(inv(A)) ).\n*\n\n*  Arguments\n*  =========\n*\n*  NORM    (input) CHARACTER*1\n*          Specifies whether the 1-norm condition number or the\n*          infinity-norm condition number is required:\n*          = '1' or 'O':  1-norm;\n*          = 'I':         Infinity-norm.\n*\n*  N       (input) INTEGER\n*          The order of the matrix A.  N >= 0.\n*\n*  A       (input) DOUBLE PRECISION array, dimension (LDA,N)\n*          The factors L and U from the factorization A = P*L*U\n*          as computed by DGETRF.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  ANORM   (input) DOUBLE PRECISION\n*          If NORM = '1' or 'O', the 1-norm of the original matrix A.\n*          If NORM = 'I', the infinity-norm of the original matrix A.\n*\n*  RCOND   (output) DOUBLE PRECISION\n*          The reciprocal of the condition number of the matrix A,\n*          computed as RCOND = 1/(norm(A) * norm(inv(A))).\n*\n*  WORK    (workspace) DOUBLE PRECISION array, dimension (4*N)\n*\n*  IWORK   (workspace) INTEGER 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*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  rcond, info = NumRu::Lapack.dgecon( norm, a, anorm, [: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_norm = argv[0];
+  rblapack_a = argv[1];
+  rblapack_anorm = argv[2];
+  if (argc == 3) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  norm = StringValueCStr(rblapack_norm)[0];
+  anorm = NUM2DBL(rblapack_anorm);
+  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_DFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, doublereal*);
+  work = ALLOC_N(doublereal, (4*n));
+  iwork = ALLOC_N(integer, (n));
+
+  dgecon_(&norm, &n, a, &lda, &anorm, &rcond, work, iwork, &info);
+
+  free(work);
+  free(iwork);
+  rblapack_rcond = rb_float_new((double)rcond);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(2, rblapack_rcond, rblapack_info);
+}
+
+void
+init_lapack_dgecon(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dgecon", rblapack_dgecon, -1);
+}

data/ext/dgeequ.c

@@ -0,0 +1,88 @@
+#include "rb_lapack.h"
+
+extern VOID dgeequ_(integer* m, integer* n, doublereal* a, integer* lda, doublereal* r, doublereal* c, doublereal* rowcnd, doublereal* colcnd, doublereal* amax, integer* info);
+
+
+static VALUE
+rblapack_dgeequ(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_r;
+  doublereal *r; 
+  VALUE rblapack_c;
+  doublereal *c; 
+  VALUE rblapack_rowcnd;
+  doublereal rowcnd; 
+  VALUE rblapack_colcnd;
+  doublereal colcnd; 
+  VALUE rblapack_amax;
+  doublereal amax; 
+  VALUE rblapack_info;
+  integer info; 
+
+  integer lda;
+  integer n;
+  integer m;
+
+  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  r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.dgeequ( a, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGEEQU( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGEEQU computes row and column scalings intended to equilibrate an\n*  M-by-N matrix A and reduce its condition number.  R returns the row\n*  scale factors and C the column scale factors, chosen to try to make\n*  the largest element in each row and column of the matrix B with\n*  elements B(i,j)=R(i)*A(i,j)*C(j) have absolute value 1.\n*\n*  R(i) and C(j) are restricted to be between SMLNUM = smallest safe\n*  number and BIGNUM = largest safe number.  Use of these scaling\n*  factors is not guaranteed to reduce the condition number of A but\n*  works well in practice.\n*\n\n*  Arguments\n*  =========\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrix A.  N >= 0.\n*\n*  A       (input) DOUBLE PRECISION array, dimension (LDA,N)\n*          The M-by-N matrix whose equilibration factors are\n*          to be computed.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,M).\n*\n*  R       (output) DOUBLE PRECISION array, dimension (M)\n*          If INFO = 0 or INFO > M, R contains the row scale factors\n*          for A.\n*\n*  C       (output) DOUBLE PRECISION array, dimension (N)\n*          If INFO = 0,  C contains the column scale factors for A.\n*\n*  ROWCND  (output) DOUBLE PRECISION\n*          If INFO = 0 or INFO > M, ROWCND contains the ratio of the\n*          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and\n*          AMAX is neither too large nor too small, it is not worth\n*          scaling by R.\n*\n*  COLCND  (output) DOUBLE PRECISION\n*          If INFO = 0, COLCND contains the ratio of the smallest\n*          C(i) to the largest C(i).  If COLCND >= 0.1, it is not\n*          worth scaling by C.\n*\n*  AMAX    (output) DOUBLE PRECISION\n*          Absolute value of largest matrix element.  If AMAX is very\n*          close to overflow or very close to underflow, the matrix\n*          should be scaled.\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*                <= M:  the i-th row of A is exactly zero\n*                >  M:  the (i-M)-th column of A is exactly zero\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.dgeequ( a, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 1 && argc != 1)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 1)", argc);
+  rblapack_a = argv[0];
+  if (argc == 1) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (1th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (1th 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*);
+  m = lda;
+  {
+    na_shape_t shape[1];
+    shape[0] = m;
+    rblapack_r = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  r = NA_PTR_TYPE(rblapack_r, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_c = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  c = NA_PTR_TYPE(rblapack_c, doublereal*);
+
+  dgeequ_(&m, &n, a, &lda, r, c, &rowcnd, &colcnd, &amax, &info);
+
+  rblapack_rowcnd = rb_float_new((double)rowcnd);
+  rblapack_colcnd = rb_float_new((double)colcnd);
+  rblapack_amax = rb_float_new((double)amax);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(6, rblapack_r, rblapack_c, rblapack_rowcnd, rblapack_colcnd, rblapack_amax, rblapack_info);
+}
+
+void
+init_lapack_dgeequ(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dgeequ", rblapack_dgeequ, -1);
+}

data/ext/dgeequb.c

@@ -0,0 +1,88 @@
+#include "rb_lapack.h"
+
+extern VOID dgeequb_(integer* m, integer* n, doublereal* a, integer* lda, doublereal* r, doublereal* c, doublereal* rowcnd, doublereal* colcnd, doublereal* amax, integer* info);
+
+
+static VALUE
+rblapack_dgeequb(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_r;
+  doublereal *r; 
+  VALUE rblapack_c;
+  doublereal *c; 
+  VALUE rblapack_rowcnd;
+  doublereal rowcnd; 
+  VALUE rblapack_colcnd;
+  doublereal colcnd; 
+  VALUE rblapack_amax;
+  doublereal amax; 
+  VALUE rblapack_info;
+  integer info; 
+
+  integer lda;
+  integer n;
+  integer m;
+
+  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  r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.dgeequb( a, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGEEQUB( M, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGEEQUB computes row and column scalings intended to equilibrate an\n*  M-by-N matrix A and reduce its condition number.  R returns the row\n*  scale factors and C the column scale factors, chosen to try to make\n*  the largest element in each row and column of the matrix B with\n*  elements B(i,j)=R(i)*A(i,j)*C(j) have an absolute value of at most\n*  the radix.\n*\n*  R(i) and C(j) are restricted to be a power of the radix between\n*  SMLNUM = smallest safe number and BIGNUM = largest safe number.  Use\n*  of these scaling factors is not guaranteed to reduce the condition\n*  number of A but works well in practice.\n*\n*  This routine differs from DGEEQU by restricting the scaling factors\n*  to a power of the radix.  Baring over- and underflow, scaling by\n*  these factors introduces no additional rounding errors.  However, the\n*  scaled entries' magnitured are no longer approximately 1 but lie\n*  between sqrt(radix) and 1/sqrt(radix).\n*\n\n*  Arguments\n*  =========\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrix A.  N >= 0.\n*\n*  A       (input) DOUBLE PRECISION array, dimension (LDA,N)\n*          The M-by-N matrix whose equilibration factors are\n*          to be computed.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,M).\n*\n*  R       (output) DOUBLE PRECISION array, dimension (M)\n*          If INFO = 0 or INFO > M, R contains the row scale factors\n*          for A.\n*\n*  C       (output) DOUBLE PRECISION array, dimension (N)\n*          If INFO = 0,  C contains the column scale factors for A.\n*\n*  ROWCND  (output) DOUBLE PRECISION\n*          If INFO = 0 or INFO > M, ROWCND contains the ratio of the\n*          smallest R(i) to the largest R(i).  If ROWCND >= 0.1 and\n*          AMAX is neither too large nor too small, it is not worth\n*          scaling by R.\n*\n*  COLCND  (output) DOUBLE PRECISION\n*          If INFO = 0, COLCND contains the ratio of the smallest\n*          C(i) to the largest C(i).  If COLCND >= 0.1, it is not\n*          worth scaling by C.\n*\n*  AMAX    (output) DOUBLE PRECISION\n*          Absolute value of largest matrix element.  If AMAX is very\n*          close to overflow or very close to underflow, the matrix\n*          should be scaled.\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*                <= M:  the i-th row of A is exactly zero\n*                >  M:  the (i-M)-th column of A is exactly zero\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  r, c, rowcnd, colcnd, amax, info = NumRu::Lapack.dgeequb( a, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 1 && argc != 1)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 1)", argc);
+  rblapack_a = argv[0];
+  if (argc == 1) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (1th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (1th 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*);
+  m = lda;
+  {
+    na_shape_t shape[1];
+    shape[0] = m;
+    rblapack_r = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  r = NA_PTR_TYPE(rblapack_r, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_c = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  c = NA_PTR_TYPE(rblapack_c, doublereal*);
+
+  dgeequb_(&m, &n, a, &lda, r, c, &rowcnd, &colcnd, &amax, &info);
+
+  rblapack_rowcnd = rb_float_new((double)rowcnd);
+  rblapack_colcnd = rb_float_new((double)colcnd);
+  rblapack_amax = rb_float_new((double)amax);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(6, rblapack_r, rblapack_c, rblapack_rowcnd, rblapack_colcnd, rblapack_amax, rblapack_info);
+}
+
+void
+init_lapack_dgeequb(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dgeequb", rblapack_dgeequb, -1);
+}

data/ext/dgees.c

@@ -0,0 +1,148 @@
+#include "rb_lapack.h"
+
+static logical
+rblapack_select(doublereal *arg0, doublereal *arg1){
+  VALUE rblapack_arg0, rblapack_arg1;
+
+  VALUE rblapack_ret;
+  logical ret;
+
+  rblapack_arg0 = rb_float_new((double)(*arg0));
+  rblapack_arg1 = rb_float_new((double)(*arg1));
+
+  rblapack_ret = rb_yield_values(2, rblapack_arg0, rblapack_arg1);
+
+  ret = (rblapack_ret == Qtrue);
+  return ret;
+}
+
+extern VOID dgees_(char* jobvs, char* sort, L_fp select, integer* n, doublereal* a, integer* lda, integer* sdim, doublereal* wr, doublereal* wi, doublereal* vs, integer* ldvs, doublereal* work, integer* lwork, logical* bwork, integer* info);
+
+
+static VALUE
+rblapack_dgees(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobvs;
+  char jobvs; 
+  VALUE rblapack_sort;
+  char sort; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_sdim;
+  integer sdim; 
+  VALUE rblapack_wr;
+  doublereal *wr; 
+  VALUE rblapack_wi;
+  doublereal *wi; 
+  VALUE rblapack_vs;
+  doublereal *vs; 
+  VALUE rblapack_work;
+  doublereal *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublereal *a_out__;
+  logical *bwork;
+
+  integer lda;
+  integer n;
+  integer ldvs;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  sdim, wr, wi, vs, work, info, a = NumRu::Lapack.dgees( jobvs, sort, a, [:lwork => lwork, :usage => usage, :help => help]){|a,b| ... }\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI, VS, LDVS, WORK, LWORK, BWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGEES computes for an N-by-N real nonsymmetric matrix A, the\n*  eigenvalues, the real Schur form T, and, optionally, the matrix of\n*  Schur vectors Z.  This gives the Schur factorization A = Z*T*(Z**T).\n*\n*  Optionally, it also orders the eigenvalues on the diagonal of the\n*  real Schur form so that selected eigenvalues are at the top left.\n*  The leading columns of Z then form an orthonormal basis for the\n*  invariant subspace corresponding to the selected eigenvalues.\n*\n*  A matrix is in real Schur form if it is upper quasi-triangular with\n*  1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the\n*  form\n*          [  a  b  ]\n*          [  c  a  ]\n*\n*  where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).\n*\n\n*  Arguments\n*  =========\n*\n*  JOBVS   (input) CHARACTER*1\n*          = 'N': Schur vectors are not computed;\n*          = 'V': Schur vectors are computed.\n*\n*  SORT    (input) CHARACTER*1\n*          Specifies whether or not to order the eigenvalues on the\n*          diagonal of the Schur form.\n*          = 'N': Eigenvalues are not ordered;\n*          = 'S': Eigenvalues are ordered (see SELECT).\n*\n*  SELECT  (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments\n*          SELECT must be declared EXTERNAL in the calling subroutine.\n*          If SORT = 'S', SELECT is used to select eigenvalues to sort\n*          to the top left of the Schur form.\n*          If SORT = 'N', SELECT is not referenced.\n*          An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if\n*          SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex\n*          conjugate pair of eigenvalues is selected, then both complex\n*          eigenvalues are selected.\n*          Note that a selected complex eigenvalue may no longer\n*          satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since\n*          ordering may change the value of complex eigenvalues\n*          (especially if the eigenvalue is ill-conditioned); in this\n*          case INFO is set to N+2 (see INFO below).\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 N-by-N matrix A.\n*          On exit, A has been overwritten by its real Schur form T.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  SDIM    (output) INTEGER\n*          If SORT = 'N', SDIM = 0.\n*          If SORT = 'S', SDIM = number of eigenvalues (after sorting)\n*                         for which SELECT is true. (Complex conjugate\n*                         pairs for which SELECT is true for either\n*                         eigenvalue count as 2.)\n*\n*  WR      (output) DOUBLE PRECISION array, dimension (N)\n*  WI      (output) DOUBLE PRECISION array, dimension (N)\n*          WR and WI contain the real and imaginary parts,\n*          respectively, of the computed eigenvalues in the same order\n*          that they appear on the diagonal of the output Schur form T.\n*          Complex conjugate pairs of eigenvalues will appear\n*          consecutively with the eigenvalue having the positive\n*          imaginary part first.\n*\n*  VS      (output) DOUBLE PRECISION array, dimension (LDVS,N)\n*          If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur\n*          vectors.\n*          If JOBVS = 'N', VS is not referenced.\n*\n*  LDVS    (input) INTEGER\n*          The leading dimension of the array VS.  LDVS >= 1; if\n*          JOBVS = 'V', LDVS >= N.\n*\n*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))\n*          On exit, if INFO = 0, WORK(1) contains the optimal LWORK.\n*\n*  LWORK   (input) INTEGER\n*          The dimension of the array WORK.  LWORK >= max(1,3*N).\n*          For good performance, LWORK must generally be larger.\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates the optimal size of the WORK array, returns\n*          this value as the first entry of the WORK array, and no error\n*          message related to LWORK is issued by XERBLA.\n*\n*  BWORK   (workspace) LOGICAL array, dimension (N)\n*          Not referenced if SORT = 'N'.\n*\n*  INFO    (output) INTEGER\n*          = 0: successful exit\n*          < 0: if INFO = -i, the i-th argument had an illegal value.\n*          > 0: if INFO = i, and i is\n*             <= N: the QR algorithm failed to compute all the\n*                   eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI\n*                   contain those eigenvalues which have converged; if\n*                   JOBVS = 'V', VS contains the matrix which reduces A\n*                   to its partially converged Schur form.\n*             = N+1: the eigenvalues could not be reordered because some\n*                   eigenvalues were too close to separate (the problem\n*                   is very ill-conditioned);\n*             = N+2: after reordering, roundoff changed values of some\n*                   complex eigenvalues so that leading eigenvalues in\n*                   the Schur form no longer satisfy SELECT=.TRUE.  This\n*                   could also be caused by underflow due to scaling.\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  sdim, wr, wi, vs, work, info, a = NumRu::Lapack.dgees( jobvs, sort, a, [:lwork => lwork, :usage => usage, :help => help]){|a,b| ... }\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 3 && argc != 4)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
+  rblapack_jobvs = argv[0];
+  rblapack_sort = argv[1];
+  rblapack_a = argv[2];
+  if (argc == 4) {
+    rblapack_lwork = argv[3];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  jobvs = StringValueCStr(rblapack_jobvs)[0];
+  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*);
+  ldvs = lsame_(&jobvs,"V") ? n : 1;
+  sort = StringValueCStr(rblapack_sort)[0];
+  if (rblapack_lwork == Qnil)
+    lwork = 3*n;
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_wr = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  wr = NA_PTR_TYPE(rblapack_wr, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_wi = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  wi = NA_PTR_TYPE(rblapack_wi, doublereal*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldvs;
+    shape[1] = n;
+    rblapack_vs = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vs = NA_PTR_TYPE(rblapack_vs, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublereal*);
+  {
+    na_shape_t 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__;
+  bwork = ALLOC_N(logical, (lsame_(&sort,"N") ? 0 : n));
+
+  dgees_(&jobvs, &sort, rblapack_select, &n, a, &lda, &sdim, wr, wi, vs, &ldvs, work, &lwork, bwork, &info);
+
+  free(bwork);
+  rblapack_sdim = INT2NUM(sdim);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(7, rblapack_sdim, rblapack_wr, rblapack_wi, rblapack_vs, rblapack_work, rblapack_info, rblapack_a);
+}
+
+void
+init_lapack_dgees(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dgees", rblapack_dgees, -1);
+}

data/ext/dgeesx.c

@@ -0,0 +1,170 @@
+#include "rb_lapack.h"
+
+static logical
+rblapack_select(doublereal *arg0, doublereal *arg1){
+  VALUE rblapack_arg0, rblapack_arg1;
+
+  VALUE rblapack_ret;
+  logical ret;
+
+  rblapack_arg0 = rb_float_new((double)(*arg0));
+  rblapack_arg1 = rb_float_new((double)(*arg1));
+
+  rblapack_ret = rb_yield_values(2, rblapack_arg0, rblapack_arg1);
+
+  ret = (rblapack_ret == Qtrue);
+  return ret;
+}
+
+extern VOID dgeesx_(char* jobvs, char* sort, L_fp select, char* sense, integer* n, doublereal* a, integer* lda, integer* sdim, doublereal* wr, doublereal* wi, doublereal* vs, integer* ldvs, doublereal* rconde, doublereal* rcondv, doublereal* work, integer* lwork, integer* iwork, integer* liwork, logical* bwork, integer* info);
+
+
+static VALUE
+rblapack_dgeesx(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobvs;
+  char jobvs; 
+  VALUE rblapack_sort;
+  char sort; 
+  VALUE rblapack_sense;
+  char sense; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_liwork;
+  integer liwork; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_sdim;
+  integer sdim; 
+  VALUE rblapack_wr;
+  doublereal *wr; 
+  VALUE rblapack_wi;
+  doublereal *wi; 
+  VALUE rblapack_vs;
+  doublereal *vs; 
+  VALUE rblapack_rconde;
+  doublereal rconde; 
+  VALUE rblapack_rcondv;
+  doublereal rcondv; 
+  VALUE rblapack_work;
+  doublereal *work; 
+  VALUE rblapack_iwork;
+  integer *iwork; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublereal *a_out__;
+  logical *bwork;
+
+  integer lda;
+  integer n;
+  integer ldvs;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  sdim, wr, wi, vs, rconde, rcondv, work, iwork, info, a = NumRu::Lapack.dgeesx( jobvs, sort, sense, a, liwork, [:lwork => lwork, :usage => usage, :help => help]){|a,b| ... }\n\n\nFORTRAN MANUAL\n      SUBROUTINE DGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DGEESX computes for an N-by-N real nonsymmetric matrix A, the\n*  eigenvalues, the real Schur form T, and, optionally, the matrix of\n*  Schur vectors Z.  This gives the Schur factorization A = Z*T*(Z**T).\n*\n*  Optionally, it also orders the eigenvalues on the diagonal of the\n*  real Schur form so that selected eigenvalues are at the top left;\n*  computes a reciprocal condition number for the average of the\n*  selected eigenvalues (RCONDE); and computes a reciprocal condition\n*  number for the right invariant subspace corresponding to the\n*  selected eigenvalues (RCONDV).  The leading columns of Z form an\n*  orthonormal basis for this invariant subspace.\n*\n*  For further explanation of the reciprocal condition numbers RCONDE\n*  and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where\n*  these quantities are called s and sep respectively).\n*\n*  A real matrix is in real Schur form if it is upper quasi-triangular\n*  with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in\n*  the form\n*            [  a  b  ]\n*            [  c  a  ]\n*\n*  where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).\n*\n\n*  Arguments\n*  =========\n*\n*  JOBVS   (input) CHARACTER*1\n*          = 'N': Schur vectors are not computed;\n*          = 'V': Schur vectors are computed.\n*\n*  SORT    (input) CHARACTER*1\n*          Specifies whether or not to order the eigenvalues on the\n*          diagonal of the Schur form.\n*          = 'N': Eigenvalues are not ordered;\n*          = 'S': Eigenvalues are ordered (see SELECT).\n*\n*  SELECT  (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments\n*          SELECT must be declared EXTERNAL in the calling subroutine.\n*          If SORT = 'S', SELECT is used to select eigenvalues to sort\n*          to the top left of the Schur form.\n*          If SORT = 'N', SELECT is not referenced.\n*          An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if\n*          SELECT(WR(j),WI(j)) is true; i.e., if either one of a\n*          complex conjugate pair of eigenvalues is selected, then both\n*          are.  Note that a selected complex eigenvalue may no longer\n*          satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since\n*          ordering may change the value of complex eigenvalues\n*          (especially if the eigenvalue is ill-conditioned); in this\n*          case INFO may be set to N+3 (see INFO below).\n*\n*  SENSE   (input) CHARACTER*1\n*          Determines which reciprocal condition numbers are computed.\n*          = 'N': None are computed;\n*          = 'E': Computed for average of selected eigenvalues only;\n*          = 'V': Computed for selected right invariant subspace only;\n*          = 'B': Computed for both.\n*          If SENSE = 'E', 'V' or 'B', SORT must equal 'S'.\n*\n*  N       (input) INTEGER\n*          The order of the matrix A. N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)\n*          On entry, the N-by-N matrix A.\n*          On exit, A is overwritten by its real Schur form T.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  SDIM    (output) INTEGER\n*          If SORT = 'N', SDIM = 0.\n*          If SORT = 'S', SDIM = number of eigenvalues (after sorting)\n*                         for which SELECT is true. (Complex conjugate\n*                         pairs for which SELECT is true for either\n*                         eigenvalue count as 2.)\n*\n*  WR      (output) DOUBLE PRECISION array, dimension (N)\n*  WI      (output) DOUBLE PRECISION array, dimension (N)\n*          WR and WI contain the real and imaginary parts, respectively,\n*          of the computed eigenvalues, in the same order that they\n*          appear on the diagonal of the output Schur form T.  Complex\n*          conjugate pairs of eigenvalues appear consecutively with the\n*          eigenvalue having the positive imaginary part first.\n*\n*  VS      (output) DOUBLE PRECISION array, dimension (LDVS,N)\n*          If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur\n*          vectors.\n*          If JOBVS = 'N', VS is not referenced.\n*\n*  LDVS    (input) INTEGER\n*          The leading dimension of the array VS.  LDVS >= 1, and if\n*          JOBVS = 'V', LDVS >= N.\n*\n*  RCONDE  (output) DOUBLE PRECISION\n*          If SENSE = 'E' or 'B', RCONDE contains the reciprocal\n*          condition number for the average of the selected eigenvalues.\n*          Not referenced if SENSE = 'N' or 'V'.\n*\n*  RCONDV  (output) DOUBLE PRECISION\n*          If SENSE = 'V' or 'B', RCONDV contains the reciprocal\n*          condition number for the selected right invariant subspace.\n*          Not referenced if SENSE = 'N' or 'E'.\n*\n*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))\n*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n*  LWORK   (input) INTEGER\n*          The dimension of the array WORK.  LWORK >= max(1,3*N).\n*          Also, if SENSE = 'E' or 'V' or 'B',\n*          LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of\n*          selected eigenvalues computed by this routine.  Note that\n*          N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only\n*          returned if LWORK < max(1,3*N), but if SENSE = 'E' or 'V' or\n*          'B' this may not be large enough.\n*          For good performance, LWORK must generally be larger.\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates upper bounds on the optimal sizes of the\n*          arrays WORK and IWORK, returns these values as the first\n*          entries of the WORK and IWORK arrays, and no error messages\n*          related to LWORK or LIWORK are 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.\n*          LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM).\n*          Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is\n*          only returned if LIWORK < 1, but if SENSE = 'V' or 'B' this\n*          may not be large enough.\n*\n*          If LIWORK = -1, then a workspace query is assumed; the\n*          routine only calculates upper bounds on the optimal sizes of\n*          the arrays WORK and IWORK, returns these values as the first\n*          entries of the WORK and IWORK arrays, and no error messages\n*          related to LWORK or LIWORK are issued by XERBLA.\n*\n*  BWORK   (workspace) LOGICAL array, dimension (N)\n*          Not referenced if SORT = 'N'.\n*\n*  INFO    (output) INTEGER\n*          = 0: successful exit\n*          < 0: if INFO = -i, the i-th argument had an illegal value.\n*          > 0: if INFO = i, and i is\n*             <= N: the QR algorithm failed to compute all the\n*                   eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI\n*                   contain those eigenvalues which have converged; if\n*                   JOBVS = 'V', VS contains the transformation which\n*                   reduces A to its partially converged Schur form.\n*             = N+1: the eigenvalues could not be reordered because some\n*                   eigenvalues were too close to separate (the problem\n*                   is very ill-conditioned);\n*             = N+2: after reordering, roundoff changed values of some\n*                   complex eigenvalues so that leading eigenvalues in\n*                   the Schur form no longer satisfy SELECT=.TRUE.  This\n*                   could also be caused by underflow due to scaling.\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  sdim, wr, wi, vs, rconde, rcondv, work, iwork, info, a = NumRu::Lapack.dgeesx( jobvs, sort, sense, a, liwork, [:lwork => lwork, :usage => usage, :help => help]){|a,b| ... }\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 5 && argc != 6)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 5)", argc);
+  rblapack_jobvs = argv[0];
+  rblapack_sort = argv[1];
+  rblapack_sense = argv[2];
+  rblapack_a = argv[3];
+  rblapack_liwork = argv[4];
+  if (argc == 6) {
+    rblapack_lwork = argv[5];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  jobvs = StringValueCStr(rblapack_jobvs)[0];
+  sense = StringValueCStr(rblapack_sense)[0];
+  liwork = NUM2INT(rblapack_liwork);
+  sort = StringValueCStr(rblapack_sort)[0];
+  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*);
+  ldvs = lsame_(&jobvs,"V") ? n : 1;
+  if (rblapack_lwork == Qnil)
+    lwork = (lsame_(&sense,"E")||lsame_(&sense,"V")||lsame_(&sense,"B")) ? n+n*n/2 : 3*n;
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_wr = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  wr = NA_PTR_TYPE(rblapack_wr, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_wi = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  wi = NA_PTR_TYPE(rblapack_wi, doublereal*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldvs;
+    shape[1] = n;
+    rblapack_vs = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  vs = NA_PTR_TYPE(rblapack_vs, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,liwork);
+    rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
+  }
+  iwork = NA_PTR_TYPE(rblapack_iwork, integer*);
+  {
+    na_shape_t 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__;
+  bwork = ALLOC_N(logical, (lsame_(&sort,"N") ? 0 : n));
+
+  dgeesx_(&jobvs, &sort, rblapack_select, &sense, &n, a, &lda, &sdim, wr, wi, vs, &ldvs, &rconde, &rcondv, work, &lwork, iwork, &liwork, bwork, &info);
+
+  free(bwork);
+  rblapack_sdim = INT2NUM(sdim);
+  rblapack_rconde = rb_float_new((double)rconde);
+  rblapack_rcondv = rb_float_new((double)rcondv);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(10, rblapack_sdim, rblapack_wr, rblapack_wi, rblapack_vs, rblapack_rconde, rblapack_rcondv, rblapack_work, rblapack_iwork, rblapack_info, rblapack_a);
+}
+
+void
+init_lapack_dgeesx(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dgeesx", rblapack_dgeesx, -1);
+}