ruby-lapack 1.7 → 1.7.1
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- checksums.yaml +4 -4
- data/Rakefile +1 -1
- data/ext/cbbcsd.c +283 -0
- data/ext/cbdsqr.c +182 -0
- data/ext/cgbbrd.c +157 -0
- data/ext/cgbcon.c +98 -0
- data/ext/cgbequ.c +98 -0
- data/ext/cgbequb.c +96 -0
- data/ext/cgbrfs.c +161 -0
- data/ext/cgbrfsx.c +249 -0
- data/ext/cgbsv.c +115 -0
- data/ext/cgbsvx.c +286 -0
- data/ext/cgbsvxx.c +289 -0
- data/ext/cgbtf2.c +93 -0
- data/ext/cgbtrf.c +93 -0
- data/ext/cgbtrs.c +111 -0
- data/ext/cgebak.c +101 -0
- data/ext/cgebal.c +91 -0
- data/ext/cgebd2.c +112 -0
- data/ext/cgebrd.c +127 -0
- data/ext/cgecon.c +78 -0
- data/ext/cgeequ.c +88 -0
- data/ext/cgeequb.c +88 -0
- data/ext/cgees.c +142 -0
- data/ext/cgeesx.c +152 -0
- data/ext/cgeev.c +132 -0
- data/ext/cgeevx.c +173 -0
- data/ext/cgegs.c +166 -0
- data/ext/cgegv.c +171 -0
- data/ext/cgehd2.c +92 -0
- data/ext/cgehrd.c +107 -0
- data/ext/cgelq2.c +86 -0
- data/ext/cgelqf.c +103 -0
- data/ext/cgels.c +137 -0
- data/ext/cgelsd.c +154 -0
- data/ext/cgelss.c +151 -0
- data/ext/cgelsx.c +139 -0
- data/ext/cgelsy.c +166 -0
- data/ext/cgeql2.c +88 -0
- data/ext/cgeqlf.c +103 -0
- data/ext/cgeqp3.c +129 -0
- data/ext/cgeqpf.c +114 -0
- data/ext/cgeqr2.c +88 -0
- data/ext/cgeqr2p.c +88 -0
- data/ext/cgeqrf.c +103 -0
- data/ext/cgeqrfp.c +103 -0
- data/ext/cgerfs.c +153 -0
- data/ext/cgerfsx.c +219 -0
- data/ext/cgerq2.c +86 -0
- data/ext/cgerqf.c +103 -0
- data/ext/cgesc2.c +108 -0
- data/ext/cgesdd.c +135 -0
- data/ext/cgesv.c +107 -0
- data/ext/cgesvd.c +146 -0
- data/ext/cgesvx.c +278 -0
- data/ext/cgesvxx.c +281 -0
- data/ext/cgetc2.c +89 -0
- data/ext/cgetf2.c +85 -0
- data/ext/cgetrf.c +85 -0
- data/ext/cgetri.c +103 -0
- data/ext/cgetrs.c +103 -0
- data/ext/cggbak.c +113 -0
- data/ext/cggbal.c +128 -0
- data/ext/cgges.c +192 -0
- data/ext/cggesx.c +230 -0
- data/ext/cggev.c +171 -0
- data/ext/cggevx.c +226 -0
- data/ext/cggglm.c +156 -0
- data/ext/cgghrd.c +167 -0
- data/ext/cgglse.c +171 -0
- data/ext/cggqrf.c +137 -0
- data/ext/cggrqf.c +141 -0
- data/ext/cggsvd.c +184 -0
- data/ext/cggsvp.c +174 -0
- data/ext/cgtcon.c +121 -0
- data/ext/cgtrfs.c +209 -0
- data/ext/cgtsv.c +142 -0
- data/ext/cgtsvx.c +256 -0
- data/ext/cgttrf.c +132 -0
- data/ext/cgttrs.c +137 -0
- data/ext/cgtts2.c +134 -0
- data/ext/chbev.c +110 -0
- data/ext/chbevd.c +158 -0
- data/ext/chbevx.c +160 -0
- data/ext/chbgst.c +120 -0
- data/ext/chbgv.c +140 -0
- data/ext/chbgvd.c +188 -0
- data/ext/chbgvx.c +189 -0
- data/ext/chbtrd.c +130 -0
- data/ext/checon.c +87 -0
- data/ext/cheequb.c +82 -0
- data/ext/cheev.c +110 -0
- data/ext/cheevd.c +143 -0
- data/ext/cheevr.c +190 -0
- data/ext/cheevx.c +160 -0
- data/ext/chegs2.c +95 -0
- data/ext/chegst.c +95 -0
- data/ext/chegv.c +140 -0
- data/ext/chegvd.c +173 -0
- data/ext/chegvx.c +190 -0
- data/ext/cherfs.c +153 -0
- data/ext/cherfsx.c +218 -0
- data/ext/chesv.c +123 -0
- data/ext/chesvx.c +183 -0
- data/ext/chesvxx.c +258 -0
- data/ext/chetd2.c +101 -0
- data/ext/chetf2.c +85 -0
- data/ext/chetrd.c +113 -0
- data/ext/chetrf.c +97 -0
- data/ext/chetri.c +92 -0
- data/ext/chetrs.c +103 -0
- data/ext/chetrs2.c +106 -0
- data/ext/chfrk.c +109 -0
- data/ext/chgeqz.c +208 -0
- data/ext/chla_transtype.c +51 -0
- data/ext/chpcon.c +85 -0
- data/ext/chpev.c +105 -0
- data/ext/chpevd.c +153 -0
- data/ext/chpevx.c +144 -0
- data/ext/chpgst.c +94 -0
- data/ext/chpgv.c +132 -0
- data/ext/chpgvd.c +170 -0
- data/ext/chpgvx.c +170 -0
- data/ext/chprfs.c +149 -0
- data/ext/chpsv.c +110 -0
- data/ext/chpsvx.c +163 -0
- data/ext/chptrd.c +100 -0
- data/ext/chptrf.c +84 -0
- data/ext/chptri.c +89 -0
- data/ext/chptrs.c +101 -0
- data/ext/chsein.c +185 -0
- data/ext/chseqr.c +145 -0
- data/ext/cla_gbamv.c +127 -0
- data/ext/cla_gbrcond_c.c +142 -0
- data/ext/cla_gbrcond_x.c +138 -0
- data/ext/cla_gbrfsx_extended.c +295 -0
- data/ext/cla_gbrpvgrw.c +87 -0
- data/ext/cla_geamv.c +117 -0
- data/ext/cla_gercond_c.c +134 -0
- data/ext/cla_gercond_x.c +130 -0
- data/ext/cla_gerfsx_extended.c +281 -0
- data/ext/cla_heamv.c +116 -0
- data/ext/cla_hercond_c.c +134 -0
- data/ext/cla_hercond_x.c +130 -0
- data/ext/cla_herfsx_extended.c +283 -0
- data/ext/cla_herpvgrw.c +107 -0
- data/ext/cla_lin_berr.c +84 -0
- data/ext/cla_porcond_c.c +122 -0
- data/ext/cla_porcond_x.c +118 -0
- data/ext/cla_porfsx_extended.c +271 -0
- data/ext/cla_porpvgrw.c +95 -0
- data/ext/cla_rpvgrw.c +79 -0
- data/ext/cla_syamv.c +115 -0
- data/ext/cla_syrcond_c.c +134 -0
- data/ext/cla_syrcond_x.c +130 -0
- data/ext/cla_syrfsx_extended.c +283 -0
- data/ext/cla_syrpvgrw.c +107 -0
- data/ext/cla_wwaddw.c +102 -0
- data/ext/clabrd.c +132 -0
- data/ext/clacgv.c +75 -0
- data/ext/clacn2.c +103 -0
- data/ext/clacon.c +80 -0
- data/ext/clacp2.c +77 -0
- data/ext/clacpy.c +77 -0
- data/ext/clacrm.c +90 -0
- data/ext/clacrt.c +108 -0
- data/ext/cladiv.c +57 -0
- data/ext/claed0.c +134 -0
- data/ext/claed7.c +247 -0
- data/ext/claed8.c +198 -0
- data/ext/claein.c +113 -0
- data/ext/claesy.c +74 -0
- data/ext/claev2.c +71 -0
- data/ext/clag2z.c +76 -0
- data/ext/clags2.c +92 -0
- data/ext/clagtm.c +132 -0
- data/ext/clahef.c +97 -0
- data/ext/clahqr.c +135 -0
- data/ext/clahr2.c +112 -0
- data/ext/clahrd.c +112 -0
- data/ext/claic1.c +90 -0
- data/ext/clals0.c +201 -0
- data/ext/clalsa.c +270 -0
- data/ext/clalsd.c +145 -0
- data/ext/clangb.c +76 -0
- data/ext/clange.c +74 -0
- data/ext/clangt.c +87 -0
- data/ext/clanhb.c +78 -0
- data/ext/clanhe.c +72 -0
- data/ext/clanhf.c +80 -0
- data/ext/clanhp.c +74 -0
- data/ext/clanhs.c +70 -0
- data/ext/clanht.c +75 -0
- data/ext/clansb.c +78 -0
- data/ext/clansp.c +74 -0
- data/ext/clansy.c +72 -0
- data/ext/clantb.c +80 -0
- data/ext/clantp.c +80 -0
- data/ext/clantr.c +82 -0
- data/ext/clapll.c +105 -0
- data/ext/clapmr.c +97 -0
- data/ext/clapmt.c +101 -0
- data/ext/claqgb.c +117 -0
- data/ext/claqge.c +109 -0
- data/ext/claqhb.c +97 -0
- data/ext/claqhe.c +97 -0
- data/ext/claqhp.c +94 -0
- data/ext/claqp2.c +158 -0
- data/ext/claqps.c +208 -0
- data/ext/claqr0.c +145 -0
- data/ext/claqr1.c +76 -0
- data/ext/claqr2.c +174 -0
- data/ext/claqr3.c +174 -0
- data/ext/claqr4.c +145 -0
- data/ext/claqr5.c +179 -0
- data/ext/claqsb.c +101 -0
- data/ext/claqsp.c +94 -0
- data/ext/claqsy.c +97 -0
- data/ext/clar1v.c +173 -0
- data/ext/clar2v.c +149 -0
- data/ext/clarcm.c +86 -0
- data/ext/clarf.c +102 -0
- data/ext/clarfb.c +123 -0
- data/ext/clarfg.c +84 -0
- data/ext/clarfgp.c +84 -0
- data/ext/clarft.c +105 -0
- data/ext/clarfx.c +94 -0
- data/ext/clargv.c +114 -0
- data/ext/clarnv.c +83 -0
- data/ext/clarrv.c +271 -0
- data/ext/clarscl2.c +82 -0
- data/ext/clartg.c +63 -0
- data/ext/clartv.c +130 -0
- data/ext/clarz.c +106 -0
- data/ext/clarzb.c +127 -0
- data/ext/clarzt.c +105 -0
- data/ext/clascl.c +97 -0
- data/ext/clascl2.c +82 -0
- data/ext/claset.c +88 -0
- data/ext/clasr.c +110 -0
- data/ext/classq.c +70 -0
- data/ext/claswp.c +94 -0
- data/ext/clasyf.c +97 -0
- data/ext/clatbs.c +130 -0
- data/ext/clatdf.c +119 -0
- data/ext/clatps.c +124 -0
- data/ext/clatrd.c +105 -0
- data/ext/clatrs.c +126 -0
- data/ext/clatrz.c +87 -0
- data/ext/clatzm.c +132 -0
- data/ext/clauu2.c +77 -0
- data/ext/clauum.c +77 -0
- data/ext/cpbcon.c +82 -0
- data/ext/cpbequ.c +83 -0
- data/ext/cpbrfs.c +145 -0
- data/ext/cpbstf.c +81 -0
- data/ext/cpbsv.c +107 -0
- data/ext/cpbsvx.c +201 -0
- data/ext/cpbtf2.c +81 -0
- data/ext/cpbtrf.c +81 -0
- data/ext/cpbtrs.c +95 -0
- data/ext/cpftrf.c +82 -0
- data/ext/cpftri.c +82 -0
- data/ext/cpftrs.c +97 -0
- data/ext/cpocon.c +78 -0
- data/ext/cpoequ.c +75 -0
- data/ext/cpoequb.c +75 -0
- data/ext/cporfs.c +141 -0
- data/ext/cporfsx.c +206 -0
- data/ext/cposv.c +103 -0
- data/ext/cposvx.c +197 -0
- data/ext/cposvxx.c +235 -0
- data/ext/cpotf2.c +77 -0
- data/ext/cpotrf.c +77 -0
- data/ext/cpotri.c +77 -0
- data/ext/cpotrs.c +91 -0
- data/ext/cppcon.c +78 -0
- data/ext/cppequ.c +79 -0
- data/ext/cpprfs.c +139 -0
- data/ext/cppsv.c +104 -0
- data/ext/cppsvx.c +191 -0
- data/ext/cpptrf.c +78 -0
- data/ext/cpptri.c +78 -0
- data/ext/cpptrs.c +93 -0
- data/ext/cpstf2.c +95 -0
- data/ext/cpstrf.c +95 -0
- data/ext/cptcon.c +81 -0
- data/ext/cpteqr.c +126 -0
- data/ext/cptrfs.c +161 -0
- data/ext/cptsv.c +119 -0
- data/ext/cptsvx.c +171 -0
- data/ext/cpttrf.c +93 -0
- data/ext/cpttrs.c +101 -0
- data/ext/cptts2.c +98 -0
- data/ext/crot.c +107 -0
- data/ext/cspcon.c +85 -0
- data/ext/cspmv.c +115 -0
- data/ext/cspr.c +96 -0
- data/ext/csprfs.c +149 -0
- data/ext/cspsv.c +110 -0
- data/ext/cspsvx.c +163 -0
- data/ext/csptrf.c +84 -0
- data/ext/csptri.c +89 -0
- data/ext/csptrs.c +101 -0
- data/ext/csrscl.c +79 -0
- data/ext/cstedc.c +177 -0
- data/ext/cstegr.c +188 -0
- data/ext/cstein.c +134 -0
- data/ext/cstemr.c +193 -0
- data/ext/csteqr.c +126 -0
- data/ext/csycon.c +87 -0
- data/ext/csyconv.c +84 -0
- data/ext/csyequb.c +82 -0
- data/ext/csymv.c +115 -0
- data/ext/csyr.c +95 -0
- data/ext/csyrfs.c +153 -0
- data/ext/csyrfsx.c +218 -0
- data/ext/csysv.c +129 -0
- data/ext/csysvx.c +183 -0
- data/ext/csysvxx.c +258 -0
- data/ext/csyswapr.c +82 -0
- data/ext/csytf2.c +85 -0
- data/ext/csytrf.c +97 -0
- data/ext/csytri.c +92 -0
- data/ext/csytri2.c +108 -0
- data/ext/csytri2x.c +96 -0
- data/ext/csytrs.c +103 -0
- data/ext/csytrs2.c +106 -0
- data/ext/ctbcon.c +86 -0
- data/ext/ctbrfs.c +127 -0
- data/ext/ctbtrs.c +103 -0
- data/ext/ctfsm.c +111 -0
- data/ext/ctftri.c +86 -0
- data/ext/ctfttp.c +79 -0
- data/ext/ctfttr.c +80 -0
- data/ext/ctgevc.c +156 -0
- data/ext/ctgex2.c +171 -0
- data/ext/ctgexc.c +172 -0
- data/ext/ctgsen.c +244 -0
- data/ext/ctgsja.c +227 -0
- data/ext/ctgsna.c +164 -0
- data/ext/ctgsy2.c +176 -0
- data/ext/ctgsyl.c +190 -0
- data/ext/ctpcon.c +82 -0
- data/ext/ctprfs.c +123 -0
- data/ext/ctptri.c +82 -0
- data/ext/ctptrs.c +101 -0
- data/ext/ctpttf.c +79 -0
- data/ext/ctpttr.c +76 -0
- data/ext/ctrcon.c +82 -0
- data/ext/ctrevc.c +154 -0
- data/ext/ctrexc.c +111 -0
- data/ext/ctrrfs.c +123 -0
- data/ext/ctrsen.c +154 -0
- data/ext/ctrsna.c +137 -0
- data/ext/ctrsyl.c +116 -0
- data/ext/ctrti2.c +81 -0
- data/ext/ctrtri.c +81 -0
- data/ext/ctrtrs.c +99 -0
- data/ext/ctrttf.c +77 -0
- data/ext/ctrttp.c +73 -0
- data/ext/ctzrqf.c +83 -0
- data/ext/ctzrzf.c +101 -0
- data/ext/cunbdb.c +232 -0
- data/ext/cuncsd.c +204 -0
- data/ext/cung2l.c +92 -0
- data/ext/cung2r.c +92 -0
- data/ext/cungbr.c +115 -0
- data/ext/cunghr.c +111 -0
- data/ext/cungl2.c +90 -0
- data/ext/cunglq.c +107 -0
- data/ext/cungql.c +107 -0
- data/ext/cungqr.c +107 -0
- data/ext/cungr2.c +90 -0
- data/ext/cungrq.c +107 -0
- data/ext/cungtr.c +107 -0
- data/ext/cunm2l.c +114 -0
- data/ext/cunm2r.c +114 -0
- data/ext/cunmbr.c +139 -0
- data/ext/cunmhr.c +133 -0
- data/ext/cunml2.c +110 -0
- data/ext/cunmlq.c +125 -0
- data/ext/cunmql.c +129 -0
- data/ext/cunmqr.c +129 -0
- data/ext/cunmr2.c +110 -0
- data/ext/cunmr3.c +114 -0
- data/ext/cunmrq.c +125 -0
- data/ext/cunmrz.c +129 -0
- data/ext/cunmtr.c +129 -0
- data/ext/cupgtr.c +91 -0
- data/ext/cupmtr.c +116 -0
- data/ext/dbbcsd.c +287 -0
- data/ext/dbdsdc.c +151 -0
- data/ext/dbdsqr.c +182 -0
- data/ext/ddisna.c +75 -0
- data/ext/dgbbrd.c +154 -0
- data/ext/dgbcon.c +98 -0
- data/ext/dgbequ.c +98 -0
- data/ext/dgbequb.c +96 -0
- data/ext/dgbrfs.c +161 -0
- data/ext/dgbrfsx.c +249 -0
- data/ext/dgbsv.c +115 -0
- data/ext/dgbsvx.c +286 -0
- data/ext/dgbsvxx.c +289 -0
- data/ext/dgbtf2.c +93 -0
- data/ext/dgbtrf.c +93 -0
- data/ext/dgbtrs.c +111 -0
- data/ext/dgebak.c +101 -0
- data/ext/dgebal.c +91 -0
- data/ext/dgebd2.c +112 -0
- data/ext/dgebrd.c +127 -0
- data/ext/dgecon.c +78 -0
- data/ext/dgeequ.c +88 -0
- data/ext/dgeequb.c +88 -0
- data/ext/dgees.c +148 -0
- data/ext/dgeesx.c +170 -0
- data/ext/dgeev.c +137 -0
- data/ext/dgeevx.c +181 -0
- data/ext/dgegs.c +171 -0
- data/ext/dgegv.c +171 -0
- data/ext/dgehd2.c +92 -0
- data/ext/dgehrd.c +107 -0
- data/ext/dgejsv.c +159 -0
- data/ext/dgelq2.c +86 -0
- data/ext/dgelqf.c +103 -0
- data/ext/dgels.c +137 -0
- data/ext/dgelsd.c +149 -0
- data/ext/dgelss.c +148 -0
- data/ext/dgelsx.c +136 -0
- data/ext/dgelsy.c +163 -0
- data/ext/dgeql2.c +88 -0
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- data/ext/dgeqp3.c +126 -0
- data/ext/dgeqpf.c +111 -0
- data/ext/dgeqr2.c +88 -0
- data/ext/dgeqr2p.c +88 -0
- data/ext/dgeqrf.c +103 -0
- data/ext/dgeqrfp.c +103 -0
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- data/ext/dgesvx.c +278 -0
- data/ext/dgesvxx.c +281 -0
- data/ext/dgetc2.c +89 -0
- data/ext/dgetf2.c +85 -0
- data/ext/dgetrf.c +85 -0
- data/ext/dgetri.c +103 -0
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- data/ext/dggbak.c +113 -0
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- data/ext/dgges.c +198 -0
- data/ext/dggesx.c +231 -0
- data/ext/dggev.c +171 -0
- data/ext/dggevx.c +229 -0
- data/ext/dggglm.c +156 -0
- data/ext/dgghrd.c +167 -0
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- data/ext/dggrqf.c +141 -0
- data/ext/dggsvd.c +181 -0
- data/ext/dggsvp.c +171 -0
- data/ext/dgsvj0.c +182 -0
- data/ext/dgsvj1.c +186 -0
- data/ext/dgtcon.c +124 -0
- data/ext/dgtrfs.c +209 -0
- data/ext/dgtsv.c +142 -0
- data/ext/dgtsvx.c +256 -0
- data/ext/dgttrf.c +132 -0
- data/ext/dgttrs.c +137 -0
- data/ext/dgtts2.c +134 -0
- data/ext/dhgeqz.c +213 -0
- data/ext/dhsein.c +205 -0
- data/ext/dhseqr.c +153 -0
- data/ext/disnan.c +51 -0
- data/ext/dla_gbamv.c +129 -0
- data/ext/dla_gbrcond.c +142 -0
- data/ext/dla_gbrfsx_extended.c +293 -0
- data/ext/dla_gbrpvgrw.c +87 -0
- data/ext/dla_geamv.c +119 -0
- data/ext/dla_gercond.c +134 -0
- data/ext/dla_gerfsx_extended.c +281 -0
- data/ext/dla_lin_berr.c +84 -0
- data/ext/dla_porcond.c +122 -0
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- data/ext/zlarz.c +106 -0
- data/ext/zlarzb.c +127 -0
- data/ext/zlarzt.c +105 -0
- data/ext/zlascl.c +97 -0
- data/ext/zlascl2.c +82 -0
- data/ext/zlaset.c +88 -0
- data/ext/zlasr.c +110 -0
- data/ext/zlassq.c +70 -0
- data/ext/zlaswp.c +94 -0
- data/ext/zlasyf.c +97 -0
- data/ext/zlat2c.c +76 -0
- data/ext/zlatbs.c +130 -0
- data/ext/zlatdf.c +119 -0
- data/ext/zlatps.c +124 -0
- data/ext/zlatrd.c +105 -0
- data/ext/zlatrs.c +126 -0
- data/ext/zlatrz.c +87 -0
- data/ext/zlatzm.c +132 -0
- data/ext/zlauu2.c +77 -0
- data/ext/zlauum.c +77 -0
- data/ext/zpbcon.c +82 -0
- data/ext/zpbequ.c +83 -0
- data/ext/zpbrfs.c +145 -0
- data/ext/zpbstf.c +81 -0
- data/ext/zpbsv.c +107 -0
- data/ext/zpbsvx.c +201 -0
- data/ext/zpbtf2.c +81 -0
- data/ext/zpbtrf.c +81 -0
- data/ext/zpbtrs.c +95 -0
- data/ext/zpftrf.c +82 -0
- data/ext/zpftri.c +82 -0
- data/ext/zpftrs.c +97 -0
- data/ext/zpocon.c +78 -0
- data/ext/zpoequ.c +75 -0
- data/ext/zpoequb.c +75 -0
- data/ext/zporfs.c +141 -0
- data/ext/zporfsx.c +206 -0
- data/ext/zposv.c +103 -0
- data/ext/zposvx.c +197 -0
- data/ext/zposvxx.c +235 -0
- data/ext/zpotf2.c +77 -0
- data/ext/zpotrf.c +77 -0
- data/ext/zpotri.c +77 -0
- data/ext/zpotrs.c +91 -0
- data/ext/zppcon.c +78 -0
- data/ext/zppequ.c +79 -0
- data/ext/zpprfs.c +139 -0
- data/ext/zppsv.c +104 -0
- data/ext/zppsvx.c +191 -0
- data/ext/zpptrf.c +78 -0
- data/ext/zpptri.c +78 -0
- data/ext/zpptrs.c +93 -0
- data/ext/zpstf2.c +95 -0
- data/ext/zpstrf.c +95 -0
- data/ext/zptcon.c +81 -0
- data/ext/zpteqr.c +126 -0
- data/ext/zptrfs.c +161 -0
- data/ext/zptsv.c +123 -0
- data/ext/zptsvx.c +171 -0
- data/ext/zpttrf.c +93 -0
- data/ext/zpttrs.c +101 -0
- data/ext/zptts2.c +98 -0
- data/ext/zrot.c +107 -0
- data/ext/zspcon.c +85 -0
- data/ext/zspmv.c +117 -0
- data/ext/zspr.c +96 -0
- data/ext/zsprfs.c +149 -0
- data/ext/zspsv.c +110 -0
- data/ext/zspsvx.c +163 -0
- data/ext/zsptrf.c +84 -0
- data/ext/zsptri.c +89 -0
- data/ext/zsptrs.c +101 -0
- data/ext/zstedc.c +177 -0
- data/ext/zstegr.c +188 -0
- data/ext/zstein.c +134 -0
- data/ext/zstemr.c +193 -0
- data/ext/zsteqr.c +126 -0
- data/ext/zsycon.c +87 -0
- data/ext/zsyconv.c +84 -0
- data/ext/zsyequb.c +82 -0
- data/ext/zsymv.c +115 -0
- data/ext/zsyr.c +95 -0
- data/ext/zsyrfs.c +153 -0
- data/ext/zsyrfsx.c +218 -0
- data/ext/zsysv.c +129 -0
- data/ext/zsysvx.c +183 -0
- data/ext/zsysvxx.c +258 -0
- data/ext/zsyswapr.c +82 -0
- data/ext/zsytf2.c +85 -0
- data/ext/zsytrf.c +97 -0
- data/ext/zsytri.c +92 -0
- data/ext/zsytri2.c +104 -0
- data/ext/zsytri2x.c +96 -0
- data/ext/zsytrs.c +103 -0
- data/ext/zsytrs2.c +106 -0
- data/ext/ztbcon.c +86 -0
- data/ext/ztbrfs.c +127 -0
- data/ext/ztbtrs.c +103 -0
- data/ext/ztfsm.c +111 -0
- data/ext/ztftri.c +86 -0
- data/ext/ztfttp.c +79 -0
- data/ext/ztfttr.c +80 -0
- data/ext/ztgevc.c +156 -0
- data/ext/ztgex2.c +171 -0
- data/ext/ztgexc.c +172 -0
- data/ext/ztgsen.c +244 -0
- data/ext/ztgsja.c +227 -0
- data/ext/ztgsna.c +164 -0
- data/ext/ztgsy2.c +176 -0
- data/ext/ztgsyl.c +190 -0
- data/ext/ztpcon.c +82 -0
- data/ext/ztprfs.c +123 -0
- data/ext/ztptri.c +82 -0
- data/ext/ztptrs.c +101 -0
- data/ext/ztpttf.c +79 -0
- data/ext/ztpttr.c +76 -0
- data/ext/ztrcon.c +82 -0
- data/ext/ztrevc.c +154 -0
- data/ext/ztrexc.c +111 -0
- data/ext/ztrrfs.c +123 -0
- data/ext/ztrsen.c +154 -0
- data/ext/ztrsna.c +137 -0
- data/ext/ztrsyl.c +116 -0
- data/ext/ztrti2.c +81 -0
- data/ext/ztrtri.c +81 -0
- data/ext/ztrtrs.c +99 -0
- data/ext/ztrttf.c +77 -0
- data/ext/ztrttp.c +73 -0
- data/ext/ztzrqf.c +83 -0
- data/ext/ztzrzf.c +101 -0
- data/ext/zunbdb.c +232 -0
- data/ext/zuncsd.c +204 -0
- data/ext/zung2l.c +92 -0
- data/ext/zung2r.c +92 -0
- data/ext/zungbr.c +115 -0
- data/ext/zunghr.c +111 -0
- data/ext/zungl2.c +90 -0
- data/ext/zunglq.c +107 -0
- data/ext/zungql.c +107 -0
- data/ext/zungqr.c +107 -0
- data/ext/zungr2.c +90 -0
- data/ext/zungrq.c +107 -0
- data/ext/zungtr.c +107 -0
- data/ext/zunm2l.c +114 -0
- data/ext/zunm2r.c +114 -0
- data/ext/zunmbr.c +139 -0
- data/ext/zunmhr.c +133 -0
- data/ext/zunml2.c +110 -0
- data/ext/zunmlq.c +125 -0
- data/ext/zunmql.c +129 -0
- data/ext/zunmqr.c +129 -0
- data/ext/zunmr2.c +110 -0
- data/ext/zunmr3.c +114 -0
- data/ext/zunmrq.c +125 -0
- data/ext/zunmrz.c +129 -0
- data/ext/zunmtr.c +129 -0
- data/ext/zupgtr.c +91 -0
- data/ext/zupmtr.c +116 -0
- metadata +1632 -1
data/ext/dgegv.c
ADDED
@@ -0,0 +1,171 @@
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#include "rb_lapack.h"
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extern VOID dgegv_(char* jobvl, char* jobvr, integer* n, doublereal* a, integer* lda, doublereal* b, integer* ldb, doublereal* alphar, doublereal* alphai, doublereal* beta, doublereal* vl, integer* ldvl, doublereal* vr, integer* ldvr, doublereal* work, integer* lwork, integer* info);
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static VALUE
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rblapack_dgegv(int argc, VALUE *argv, VALUE self){
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VALUE rblapack_jobvl;
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char jobvl;
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VALUE rblapack_jobvr;
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char jobvr;
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VALUE rblapack_a;
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doublereal *a;
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VALUE rblapack_b;
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doublereal *b;
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VALUE rblapack_lwork;
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integer lwork;
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VALUE rblapack_alphar;
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doublereal *alphar;
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VALUE rblapack_alphai;
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doublereal *alphai;
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VALUE rblapack_beta;
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doublereal *beta;
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VALUE rblapack_vl;
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doublereal *vl;
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VALUE rblapack_vr;
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doublereal *vr;
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VALUE rblapack_work;
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doublereal *work;
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VALUE rblapack_info;
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integer info;
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VALUE rblapack_a_out__;
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doublereal *a_out__;
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VALUE rblapack_b_out__;
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doublereal *b_out__;
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integer lda;
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integer n;
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integer ldb;
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integer ldvl;
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integer ldvr;
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VALUE rblapack_options;
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if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
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argc--;
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rblapack_options = argv[argc];
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if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
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printf("%s\n", "USAGE:\n alphar, alphai, beta, vl, vr, work, info, a, b = NumRu::Lapack.dgegv( jobvl, jobvr, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* This routine is deprecated and has been replaced by routine DGGEV.\n*\n* DGEGV computes the eigenvalues and, optionally, the left and/or right\n* eigenvectors of a real matrix pair (A,B).\n* Given two square matrices A and B,\n* the generalized nonsymmetric eigenvalue problem (GNEP) is to find the\n* eigenvalues lambda and corresponding (non-zero) eigenvectors x such\n* that\n*\n* A*x = lambda*B*x.\n*\n* An alternate form is to find the eigenvalues mu and corresponding\n* eigenvectors y such that\n*\n* mu*A*y = B*y.\n*\n* These two forms are equivalent with mu = 1/lambda and x = y if\n* neither lambda nor mu is zero. In order to deal with the case that\n* lambda or mu is zero or small, two values alpha and beta are returned\n* for each eigenvalue, such that lambda = alpha/beta and\n* mu = beta/alpha.\n*\n* The vectors x and y in the above equations are right eigenvectors of\n* the matrix pair (A,B). Vectors u and v satisfying\n*\n* u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B\n*\n* are left eigenvectors of (A,B).\n*\n* Note: this routine performs \"full balancing\" on A and B -- see\n* \"Further Details\", below.\n*\n\n* Arguments\n* =========\n*\n* JOBVL (input) CHARACTER*1\n* = 'N': do not compute the left generalized eigenvectors;\n* = 'V': compute the left generalized eigenvectors (returned\n* in VL).\n*\n* JOBVR (input) CHARACTER*1\n* = 'N': do not compute the right generalized eigenvectors;\n* = 'V': compute the right generalized eigenvectors (returned\n* in VR).\n*\n* N (input) INTEGER\n* The order of the matrices A, B, VL, and VR. N >= 0.\n*\n* A (input/output) DOUBLE PRECISION array, dimension (LDA, N)\n* On entry, the matrix A.\n* If JOBVL = 'V' or JOBVR = 'V', then on exit A\n* contains the real Schur form of A from the generalized Schur\n* factorization of the pair (A,B) after balancing.\n* If no eigenvectors were computed, then only the diagonal\n* blocks from the Schur form will be correct. See DGGHRD and\n* DHGEQZ for details.\n*\n* LDA (input) INTEGER\n* The leading dimension of A. LDA >= max(1,N).\n*\n* B (input/output) DOUBLE PRECISION array, dimension (LDB, N)\n* On entry, the matrix B.\n* If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the\n* upper triangular matrix obtained from B in the generalized\n* Schur factorization of the pair (A,B) after balancing.\n* If no eigenvectors were computed, then only those elements of\n* B corresponding to the diagonal blocks from the Schur form of\n* A will be correct. See DGGHRD and DHGEQZ for details.\n*\n* LDB (input) INTEGER\n* The leading dimension of B. LDB >= max(1,N).\n*\n* ALPHAR (output) DOUBLE PRECISION array, dimension (N)\n* The real parts of each scalar alpha defining an eigenvalue of\n* GNEP.\n*\n* ALPHAI (output) DOUBLE PRECISION array, dimension (N)\n* The imaginary parts of each scalar alpha defining an\n* eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th\n* eigenvalue is real; if positive, then the j-th and\n* (j+1)-st eigenvalues are a complex conjugate pair, with\n* ALPHAI(j+1) = -ALPHAI(j).\n*\n* BETA (output) DOUBLE PRECISION array, dimension (N)\n* The scalars beta that define the eigenvalues of GNEP.\n* \n* Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and\n* beta = BETA(j) represent the j-th eigenvalue of the matrix\n* pair (A,B), in one of the forms lambda = alpha/beta or\n* mu = beta/alpha. Since either lambda or mu may overflow,\n* they should not, in general, be computed.\n*\n* VL (output) DOUBLE PRECISION array, dimension (LDVL,N)\n* If JOBVL = 'V', the left eigenvectors u(j) are stored\n* in the columns of VL, in the same order as their eigenvalues.\n* If the j-th eigenvalue is real, then u(j) = VL(:,j).\n* If the j-th and (j+1)-st eigenvalues form a complex conjugate\n* pair, then\n* u(j) = VL(:,j) + i*VL(:,j+1)\n* and\n* u(j+1) = VL(:,j) - i*VL(:,j+1).\n*\n* Each eigenvector is scaled so that its largest component has\n* abs(real part) + abs(imag. part) = 1, except for eigenvectors\n* corresponding to an eigenvalue with alpha = beta = 0, which\n* are set to zero.\n* Not referenced if JOBVL = 'N'.\n*\n* LDVL (input) INTEGER\n* The leading dimension of the matrix VL. LDVL >= 1, and\n* if JOBVL = 'V', LDVL >= N.\n*\n* VR (output) DOUBLE PRECISION array, dimension (LDVR,N)\n* If JOBVR = 'V', the right eigenvectors x(j) are stored\n* in the columns of VR, in the same order as their eigenvalues.\n* If the j-th eigenvalue is real, then x(j) = VR(:,j).\n* If the j-th and (j+1)-st eigenvalues form a complex conjugate\n* pair, then\n* x(j) = VR(:,j) + i*VR(:,j+1)\n* and\n* x(j+1) = VR(:,j) - i*VR(:,j+1).\n*\n* Each eigenvector is scaled so that its largest component has\n* abs(real part) + abs(imag. part) = 1, except for eigenvalues\n* corresponding to an eigenvalue with alpha = beta = 0, which\n* are set to zero.\n* Not referenced if JOBVR = 'N'.\n*\n* LDVR (input) INTEGER\n* The leading dimension of the matrix VR. LDVR >= 1, and\n* if JOBVR = 'V', LDVR >= 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 dimension of the array WORK. LWORK >= max(1,8*N).\n* For good performance, LWORK must generally be larger.\n* To compute the optimal value of LWORK, call ILAENV to get\n* blocksizes (for DGEQRF, DORMQR, and DORGQR.) Then compute:\n* NB -- MAX of the blocksizes for DGEQRF, DORMQR, and DORGQR;\n* The optimal LWORK is:\n* 2*N + MAX( 6*N, N*(NB+1) ).\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* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value.\n* = 1,...,N:\n* The QZ iteration failed. No eigenvectors have been\n* calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)\n* should be correct for j=INFO+1,...,N.\n* > N: errors that usually indicate LAPACK problems:\n* =N+1: error return from DGGBAL\n* =N+2: error return from DGEQRF\n* =N+3: error return from DORMQR\n* =N+4: error return from DORGQR\n* =N+5: error return from DGGHRD\n* =N+6: error return from DHGEQZ (other than failed\n* iteration)\n* =N+7: error return from DTGEVC\n* =N+8: error return from DGGBAK (computing VL)\n* =N+9: error return from DGGBAK (computing VR)\n* =N+10: error return from DLASCL (various calls)\n*\n\n* Further Details\n* ===============\n*\n* Balancing\n* ---------\n*\n* This driver calls DGGBAL to both permute and scale rows and columns\n* of A and B. The permutations PL and PR are chosen so that PL*A*PR\n* and PL*B*R will be upper triangular except for the diagonal blocks\n* A(i:j,i:j) and B(i:j,i:j), with i and j as close together as\n* possible. The diagonal scaling matrices DL and DR are chosen so\n* that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to\n* one (except for the elements that start out zero.)\n*\n* After the eigenvalues and eigenvectors of the balanced matrices\n* have been computed, DGGBAK transforms the eigenvectors back to what\n* they would have been (in perfect arithmetic) if they had not been\n* balanced.\n*\n* Contents of A and B on Exit\n* -------- -- - --- - -- ----\n*\n* If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or\n* both), then on exit the arrays A and B will contain the real Schur\n* form[*] of the \"balanced\" versions of A and B. If no eigenvectors\n* are computed, then only the diagonal blocks will be correct.\n*\n* [*] See DHGEQZ, DGEGS, or read the book \"Matrix Computations\",\n* by Golub & van Loan, pub. by Johns Hopkins U. Press.\n*\n* =====================================================================\n*\n\n");
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return Qnil;
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}
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if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
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printf("%s\n", "USAGE:\n alphar, alphai, beta, vl, vr, work, info, a, b = NumRu::Lapack.dgegv( jobvl, jobvr, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
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return Qnil;
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}
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} else
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rblapack_options = Qnil;
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if (argc != 4 && argc != 5)
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rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
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rblapack_jobvl = argv[0];
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rblapack_jobvr = argv[1];
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rblapack_a = argv[2];
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rblapack_b = argv[3];
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if (argc == 5) {
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rblapack_lwork = argv[4];
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} else if (rblapack_options != Qnil) {
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rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
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} else {
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rblapack_lwork = Qnil;
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}
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jobvl = StringValueCStr(rblapack_jobvl)[0];
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if (!NA_IsNArray(rblapack_a))
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rb_raise(rb_eArgError, "a (3th argument) must be NArray");
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if (NA_RANK(rblapack_a) != 2)
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rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
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lda = NA_SHAPE0(rblapack_a);
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n = NA_SHAPE1(rblapack_a);
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if (NA_TYPE(rblapack_a) != NA_DFLOAT)
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rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
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a = NA_PTR_TYPE(rblapack_a, doublereal*);
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jobvr = StringValueCStr(rblapack_jobvr)[0];
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if (!NA_IsNArray(rblapack_b))
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rb_raise(rb_eArgError, "b (4th argument) must be NArray");
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if (NA_RANK(rblapack_b) != 2)
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rb_raise(rb_eArgError, "rank of b (4th argument) must be %d", 2);
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ldb = NA_SHAPE0(rblapack_b);
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if (NA_SHAPE1(rblapack_b) != n)
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rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
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if (NA_TYPE(rblapack_b) != NA_DFLOAT)
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rblapack_b = na_change_type(rblapack_b, NA_DFLOAT);
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b = NA_PTR_TYPE(rblapack_b, doublereal*);
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ldvr = lsame_(&jobvr,"V") ? n : 1;
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if (rblapack_lwork == Qnil)
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lwork = 8*n;
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else {
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lwork = NUM2INT(rblapack_lwork);
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}
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ldvl = lsame_(&jobvl,"V") ? n : 1;
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{
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na_shape_t shape[1];
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shape[0] = n;
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rblapack_alphar = na_make_object(NA_DFLOAT, 1, shape, cNArray);
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}
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alphar = NA_PTR_TYPE(rblapack_alphar, doublereal*);
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{
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na_shape_t shape[1];
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shape[0] = n;
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|
+
rblapack_alphai = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
109
|
+
}
|
110
|
+
alphai = NA_PTR_TYPE(rblapack_alphai, doublereal*);
|
111
|
+
{
|
112
|
+
na_shape_t shape[1];
|
113
|
+
shape[0] = n;
|
114
|
+
rblapack_beta = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
115
|
+
}
|
116
|
+
beta = NA_PTR_TYPE(rblapack_beta, doublereal*);
|
117
|
+
{
|
118
|
+
na_shape_t shape[2];
|
119
|
+
shape[0] = ldvl;
|
120
|
+
shape[1] = n;
|
121
|
+
rblapack_vl = na_make_object(NA_DFLOAT, 2, shape, cNArray);
|
122
|
+
}
|
123
|
+
vl = NA_PTR_TYPE(rblapack_vl, doublereal*);
|
124
|
+
{
|
125
|
+
na_shape_t shape[2];
|
126
|
+
shape[0] = ldvr;
|
127
|
+
shape[1] = n;
|
128
|
+
rblapack_vr = na_make_object(NA_DFLOAT, 2, shape, cNArray);
|
129
|
+
}
|
130
|
+
vr = NA_PTR_TYPE(rblapack_vr, doublereal*);
|
131
|
+
{
|
132
|
+
na_shape_t shape[1];
|
133
|
+
shape[0] = MAX(1,lwork);
|
134
|
+
rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
135
|
+
}
|
136
|
+
work = NA_PTR_TYPE(rblapack_work, doublereal*);
|
137
|
+
{
|
138
|
+
na_shape_t shape[2];
|
139
|
+
shape[0] = lda;
|
140
|
+
shape[1] = n;
|
141
|
+
rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
|
142
|
+
}
|
143
|
+
a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
|
144
|
+
MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
|
145
|
+
rblapack_a = rblapack_a_out__;
|
146
|
+
a = a_out__;
|
147
|
+
{
|
148
|
+
na_shape_t shape[2];
|
149
|
+
shape[0] = ldb;
|
150
|
+
shape[1] = n;
|
151
|
+
rblapack_b_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
|
152
|
+
}
|
153
|
+
b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublereal*);
|
154
|
+
MEMCPY(b_out__, b, doublereal, NA_TOTAL(rblapack_b));
|
155
|
+
rblapack_b = rblapack_b_out__;
|
156
|
+
b = b_out__;
|
157
|
+
|
158
|
+
dgegv_(&jobvl, &jobvr, &n, a, &lda, b, &ldb, alphar, alphai, beta, vl, &ldvl, vr, &ldvr, work, &lwork, &info);
|
159
|
+
|
160
|
+
rblapack_info = INT2NUM(info);
|
161
|
+
return rb_ary_new3(9, rblapack_alphar, rblapack_alphai, rblapack_beta, rblapack_vl, rblapack_vr, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
|
162
|
+
}
|
163
|
+
|
164
|
+
void
|
165
|
+
init_lapack_dgegv(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
166
|
+
sHelp = sH;
|
167
|
+
sUsage = sU;
|
168
|
+
rblapack_ZERO = zero;
|
169
|
+
|
170
|
+
rb_define_module_function(mLapack, "dgegv", rblapack_dgegv, -1);
|
171
|
+
}
|
data/ext/dgehd2.c
ADDED
@@ -0,0 +1,92 @@
|
|
1
|
+
#include "rb_lapack.h"
|
2
|
+
|
3
|
+
extern VOID dgehd2_(integer* n, integer* ilo, integer* ihi, doublereal* a, integer* lda, doublereal* tau, doublereal* work, integer* info);
|
4
|
+
|
5
|
+
|
6
|
+
static VALUE
|
7
|
+
rblapack_dgehd2(int argc, VALUE *argv, VALUE self){
|
8
|
+
VALUE rblapack_ilo;
|
9
|
+
integer ilo;
|
10
|
+
VALUE rblapack_ihi;
|
11
|
+
integer ihi;
|
12
|
+
VALUE rblapack_a;
|
13
|
+
doublereal *a;
|
14
|
+
VALUE rblapack_tau;
|
15
|
+
doublereal *tau;
|
16
|
+
VALUE rblapack_info;
|
17
|
+
integer info;
|
18
|
+
VALUE rblapack_a_out__;
|
19
|
+
doublereal *a_out__;
|
20
|
+
doublereal *work;
|
21
|
+
|
22
|
+
integer lda;
|
23
|
+
integer n;
|
24
|
+
|
25
|
+
VALUE rblapack_options;
|
26
|
+
if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
|
27
|
+
argc--;
|
28
|
+
rblapack_options = argv[argc];
|
29
|
+
if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
|
30
|
+
printf("%s\n", "USAGE:\n tau, info, a = NumRu::Lapack.dgehd2( ilo, ihi, a, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGEHD2( N, ILO, IHI, A, LDA, TAU, WORK, INFO )\n\n* Purpose\n* =======\n*\n* DGEHD2 reduces a real general matrix A to upper Hessenberg form H by\n* an orthogonal similarity transformation: Q' * A * Q = H .\n*\n\n* Arguments\n* =========\n*\n* N (input) INTEGER\n* The order of the matrix A. N >= 0.\n*\n* ILO (input) INTEGER\n* IHI (input) INTEGER\n* It is assumed that A is already upper triangular in rows\n* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally\n* set by a previous call to DGEBAL; otherwise they should be\n* set to 1 and N respectively. See Further Details.\n* 1 <= ILO <= IHI <= max(1,N).\n*\n* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n* On entry, the n by n general matrix to be reduced.\n* On exit, the upper triangle and the first subdiagonal of A\n* are overwritten with the upper Hessenberg matrix H, and the\n* elements below the first subdiagonal, with the array TAU,\n* represent the orthogonal matrix Q as a product of elementary\n* reflectors. See Further Details.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* TAU (output) DOUBLE PRECISION array, dimension (N-1)\n* The scalar factors of the elementary reflectors (see Further\n* Details).\n*\n* WORK (workspace) DOUBLE PRECISION array, dimension (N)\n*\n* INFO (output) INTEGER\n* = 0: successful exit.\n* < 0: if INFO = -i, the i-th argument had an illegal value.\n*\n\n* Further Details\n* ===============\n*\n* The matrix Q is represented as a product of (ihi-ilo) elementary\n* reflectors\n*\n* Q = H(ilo) H(ilo+1) . . . H(ihi-1).\n*\n* Each H(i) has the form\n*\n* H(i) = I - tau * v * v'\n*\n* where tau is a real scalar, and v is a real vector with\n* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on\n* exit in A(i+2:ihi,i), and tau in TAU(i).\n*\n* The contents of A are illustrated by the following example, with\n* n = 7, ilo = 2 and ihi = 6:\n*\n* on entry, on exit,\n*\n* ( a a a a a a a ) ( a a h h h h a )\n* ( a a a a a a ) ( a h h h h a )\n* ( a a a a a a ) ( h h h h h h )\n* ( a a a a a a ) ( v2 h h h h h )\n* ( a a a a a a ) ( v2 v3 h h h h )\n* ( a a a a a a ) ( v2 v3 v4 h h h )\n* ( a ) ( a )\n*\n* where a denotes an element of the original matrix A, h denotes a\n* modified element of the upper Hessenberg matrix H, and vi denotes an\n* element of the vector defining H(i).\n*\n* =====================================================================\n*\n\n");
|
31
|
+
return Qnil;
|
32
|
+
}
|
33
|
+
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
|
34
|
+
printf("%s\n", "USAGE:\n tau, info, a = NumRu::Lapack.dgehd2( ilo, ihi, a, [:usage => usage, :help => help])\n");
|
35
|
+
return Qnil;
|
36
|
+
}
|
37
|
+
} else
|
38
|
+
rblapack_options = Qnil;
|
39
|
+
if (argc != 3 && argc != 3)
|
40
|
+
rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
|
41
|
+
rblapack_ilo = argv[0];
|
42
|
+
rblapack_ihi = argv[1];
|
43
|
+
rblapack_a = argv[2];
|
44
|
+
if (argc == 3) {
|
45
|
+
} else if (rblapack_options != Qnil) {
|
46
|
+
} else {
|
47
|
+
}
|
48
|
+
|
49
|
+
ilo = NUM2INT(rblapack_ilo);
|
50
|
+
if (!NA_IsNArray(rblapack_a))
|
51
|
+
rb_raise(rb_eArgError, "a (3th argument) must be NArray");
|
52
|
+
if (NA_RANK(rblapack_a) != 2)
|
53
|
+
rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
|
54
|
+
lda = NA_SHAPE0(rblapack_a);
|
55
|
+
n = NA_SHAPE1(rblapack_a);
|
56
|
+
if (NA_TYPE(rblapack_a) != NA_DFLOAT)
|
57
|
+
rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
|
58
|
+
a = NA_PTR_TYPE(rblapack_a, doublereal*);
|
59
|
+
ihi = NUM2INT(rblapack_ihi);
|
60
|
+
{
|
61
|
+
na_shape_t shape[1];
|
62
|
+
shape[0] = n-1;
|
63
|
+
rblapack_tau = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
64
|
+
}
|
65
|
+
tau = NA_PTR_TYPE(rblapack_tau, doublereal*);
|
66
|
+
{
|
67
|
+
na_shape_t shape[2];
|
68
|
+
shape[0] = lda;
|
69
|
+
shape[1] = n;
|
70
|
+
rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
|
71
|
+
}
|
72
|
+
a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
|
73
|
+
MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
|
74
|
+
rblapack_a = rblapack_a_out__;
|
75
|
+
a = a_out__;
|
76
|
+
work = ALLOC_N(doublereal, (n));
|
77
|
+
|
78
|
+
dgehd2_(&n, &ilo, &ihi, a, &lda, tau, work, &info);
|
79
|
+
|
80
|
+
free(work);
|
81
|
+
rblapack_info = INT2NUM(info);
|
82
|
+
return rb_ary_new3(3, rblapack_tau, rblapack_info, rblapack_a);
|
83
|
+
}
|
84
|
+
|
85
|
+
void
|
86
|
+
init_lapack_dgehd2(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
87
|
+
sHelp = sH;
|
88
|
+
sUsage = sU;
|
89
|
+
rblapack_ZERO = zero;
|
90
|
+
|
91
|
+
rb_define_module_function(mLapack, "dgehd2", rblapack_dgehd2, -1);
|
92
|
+
}
|
data/ext/dgehrd.c
ADDED
@@ -0,0 +1,107 @@
|
|
1
|
+
#include "rb_lapack.h"
|
2
|
+
|
3
|
+
extern VOID dgehrd_(integer* n, integer* ilo, integer* ihi, doublereal* a, integer* lda, doublereal* tau, doublereal* work, integer* lwork, integer* info);
|
4
|
+
|
5
|
+
|
6
|
+
static VALUE
|
7
|
+
rblapack_dgehrd(int argc, VALUE *argv, VALUE self){
|
8
|
+
VALUE rblapack_ilo;
|
9
|
+
integer ilo;
|
10
|
+
VALUE rblapack_ihi;
|
11
|
+
integer ihi;
|
12
|
+
VALUE rblapack_a;
|
13
|
+
doublereal *a;
|
14
|
+
VALUE rblapack_lwork;
|
15
|
+
integer lwork;
|
16
|
+
VALUE rblapack_tau;
|
17
|
+
doublereal *tau;
|
18
|
+
VALUE rblapack_work;
|
19
|
+
doublereal *work;
|
20
|
+
VALUE rblapack_info;
|
21
|
+
integer info;
|
22
|
+
VALUE rblapack_a_out__;
|
23
|
+
doublereal *a_out__;
|
24
|
+
|
25
|
+
integer lda;
|
26
|
+
integer n;
|
27
|
+
|
28
|
+
VALUE rblapack_options;
|
29
|
+
if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
|
30
|
+
argc--;
|
31
|
+
rblapack_options = argv[argc];
|
32
|
+
if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
|
33
|
+
printf("%s\n", "USAGE:\n tau, work, info, a = NumRu::Lapack.dgehrd( ilo, ihi, a, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* DGEHRD reduces a real general matrix A to upper Hessenberg form H by\n* an orthogonal similarity transformation: Q' * A * Q = H .\n*\n\n* Arguments\n* =========\n*\n* N (input) INTEGER\n* The order of the matrix A. N >= 0.\n*\n* ILO (input) INTEGER\n* IHI (input) INTEGER\n* It is assumed that A is already upper triangular in rows\n* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally\n* set by a previous call to DGEBAL; otherwise they should be\n* set to 1 and N respectively. See Further Details.\n* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.\n*\n* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n* On entry, the N-by-N general matrix to be reduced.\n* On exit, the upper triangle and the first subdiagonal of A\n* are overwritten with the upper Hessenberg matrix H, and the\n* elements below the first subdiagonal, with the array TAU,\n* represent the orthogonal matrix Q as a product of elementary\n* reflectors. See Further Details.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* TAU (output) DOUBLE PRECISION array, dimension (N-1)\n* The scalar factors of the elementary reflectors (see Further\n* Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to\n* zero.\n*\n* WORK (workspace/output) DOUBLE PRECISION array, dimension (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 >= max(1,N).\n* For optimum performance LWORK >= N*NB, where NB is the\n* optimal blocksize.\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* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value.\n*\n\n* Further Details\n* ===============\n*\n* The matrix Q is represented as a product of (ihi-ilo) elementary\n* reflectors\n*\n* Q = H(ilo) H(ilo+1) . . . H(ihi-1).\n*\n* Each H(i) has the form\n*\n* H(i) = I - tau * v * v'\n*\n* where tau is a real scalar, and v is a real vector with\n* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on\n* exit in A(i+2:ihi,i), and tau in TAU(i).\n*\n* The contents of A are illustrated by the following example, with\n* n = 7, ilo = 2 and ihi = 6:\n*\n* on entry, on exit,\n*\n* ( a a a a a a a ) ( a a h h h h a )\n* ( a a a a a a ) ( a h h h h a )\n* ( a a a a a a ) ( h h h h h h )\n* ( a a a a a a ) ( v2 h h h h h )\n* ( a a a a a a ) ( v2 v3 h h h h )\n* ( a a a a a a ) ( v2 v3 v4 h h h )\n* ( a ) ( a )\n*\n* where a denotes an element of the original matrix A, h denotes a\n* modified element of the upper Hessenberg matrix H, and vi denotes an\n* element of the vector defining H(i).\n*\n* This file is a slight modification of LAPACK-3.0's DGEHRD\n* subroutine incorporating improvements proposed by Quintana-Orti and\n* Van de Geijn (2006). (See DLAHR2.)\n*\n* =====================================================================\n*\n\n");
|
34
|
+
return Qnil;
|
35
|
+
}
|
36
|
+
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
|
37
|
+
printf("%s\n", "USAGE:\n tau, work, info, a = NumRu::Lapack.dgehrd( ilo, ihi, a, [:lwork => lwork, :usage => usage, :help => help])\n");
|
38
|
+
return Qnil;
|
39
|
+
}
|
40
|
+
} else
|
41
|
+
rblapack_options = Qnil;
|
42
|
+
if (argc != 3 && argc != 4)
|
43
|
+
rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
|
44
|
+
rblapack_ilo = argv[0];
|
45
|
+
rblapack_ihi = argv[1];
|
46
|
+
rblapack_a = argv[2];
|
47
|
+
if (argc == 4) {
|
48
|
+
rblapack_lwork = argv[3];
|
49
|
+
} else if (rblapack_options != Qnil) {
|
50
|
+
rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
|
51
|
+
} else {
|
52
|
+
rblapack_lwork = Qnil;
|
53
|
+
}
|
54
|
+
|
55
|
+
ilo = NUM2INT(rblapack_ilo);
|
56
|
+
if (!NA_IsNArray(rblapack_a))
|
57
|
+
rb_raise(rb_eArgError, "a (3th argument) must be NArray");
|
58
|
+
if (NA_RANK(rblapack_a) != 2)
|
59
|
+
rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
|
60
|
+
lda = NA_SHAPE0(rblapack_a);
|
61
|
+
n = NA_SHAPE1(rblapack_a);
|
62
|
+
if (NA_TYPE(rblapack_a) != NA_DFLOAT)
|
63
|
+
rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
|
64
|
+
a = NA_PTR_TYPE(rblapack_a, doublereal*);
|
65
|
+
ihi = NUM2INT(rblapack_ihi);
|
66
|
+
if (rblapack_lwork == Qnil)
|
67
|
+
lwork = n;
|
68
|
+
else {
|
69
|
+
lwork = NUM2INT(rblapack_lwork);
|
70
|
+
}
|
71
|
+
{
|
72
|
+
na_shape_t shape[1];
|
73
|
+
shape[0] = n-1;
|
74
|
+
rblapack_tau = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
75
|
+
}
|
76
|
+
tau = NA_PTR_TYPE(rblapack_tau, doublereal*);
|
77
|
+
{
|
78
|
+
na_shape_t shape[1];
|
79
|
+
shape[0] = MAX(1,lwork);
|
80
|
+
rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
81
|
+
}
|
82
|
+
work = NA_PTR_TYPE(rblapack_work, doublereal*);
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{
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na_shape_t shape[2];
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shape[0] = lda;
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shape[1] = n;
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+
rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
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+
}
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a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
|
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+
MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
|
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rblapack_a = rblapack_a_out__;
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+
a = a_out__;
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+
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+
dgehrd_(&n, &ilo, &ihi, a, &lda, tau, work, &lwork, &info);
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95
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+
|
96
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+
rblapack_info = INT2NUM(info);
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return rb_ary_new3(4, rblapack_tau, rblapack_work, rblapack_info, rblapack_a);
|
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+
}
|
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+
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100
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+
void
|
101
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+
init_lapack_dgehrd(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
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+
sHelp = sH;
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sUsage = sU;
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104
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+
rblapack_ZERO = zero;
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105
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+
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106
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+
rb_define_module_function(mLapack, "dgehrd", rblapack_dgehrd, -1);
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+
}
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data/ext/dgejsv.c
ADDED
@@ -0,0 +1,159 @@
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1
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+
#include "rb_lapack.h"
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extern VOID dgejsv_(char* joba, char* jobu, char* jobv, char* jobr, char* jobt, char* jobp, integer* m, integer* n, doublereal* a, integer* lda, doublereal* sva, doublereal* u, integer* ldu, doublereal* v, integer* ldv, doublereal* work, integer* lwork, integer* iwork, integer* info);
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static VALUE
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rblapack_dgejsv(int argc, VALUE *argv, VALUE self){
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VALUE rblapack_joba;
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+
char joba;
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+
VALUE rblapack_jobu;
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char jobu;
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VALUE rblapack_jobv;
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char jobv;
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+
VALUE rblapack_jobr;
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+
char jobr;
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VALUE rblapack_jobt;
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char jobt;
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VALUE rblapack_jobp;
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char jobp;
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VALUE rblapack_m;
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integer m;
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VALUE rblapack_a;
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+
doublereal *a;
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VALUE rblapack_work;
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doublereal *work;
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VALUE rblapack_lwork;
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integer lwork;
|
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+
VALUE rblapack_sva;
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+
doublereal *sva;
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VALUE rblapack_u;
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+
doublereal *u;
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VALUE rblapack_v;
|
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|
+
doublereal *v;
|
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|
+
VALUE rblapack_iwork;
|
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|
+
integer *iwork;
|
36
|
+
VALUE rblapack_info;
|
37
|
+
integer info;
|
38
|
+
VALUE rblapack_work_out__;
|
39
|
+
doublereal *work_out__;
|
40
|
+
|
41
|
+
integer lda;
|
42
|
+
integer n;
|
43
|
+
integer ldu;
|
44
|
+
integer ldv;
|
45
|
+
|
46
|
+
VALUE rblapack_options;
|
47
|
+
if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
|
48
|
+
argc--;
|
49
|
+
rblapack_options = argv[argc];
|
50
|
+
if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
|
51
|
+
printf("%s\n", "USAGE:\n sva, u, v, iwork, info, work = NumRu::Lapack.dgejsv( joba, jobu, jobv, jobr, jobt, jobp, m, a, work, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DGEJSV( JOBA, JOBU, JOBV, JOBR, JOBT, JOBP, M, N, A, LDA, SVA, U, LDU, V, LDV, WORK, LWORK, IWORK, INFO )\n\n* Purpose\n* =======\n*\n* DGEJSV computes the singular value decomposition (SVD) of a real M-by-N\n* matrix [A], where M >= N. The SVD of [A] is written as\n*\n* [A] = [U] * [SIGMA] * [V]^t,\n*\n* where [SIGMA] is an N-by-N (M-by-N) matrix which is zero except for its N\n* diagonal elements, [U] is an M-by-N (or M-by-M) orthonormal matrix, and\n* [V] is an N-by-N orthogonal matrix. The diagonal elements of [SIGMA] are\n* the singular values of [A]. The columns of [U] and [V] are the left and\n* the right singular vectors of [A], respectively. The matrices [U] and [V]\n* are computed and stored in the arrays U and V, respectively. The diagonal\n* of [SIGMA] is computed and stored in the array SVA.\n*\n\n* Arguments\n* =========\n*\n* JOBA (input) CHARACTER*1\n* Specifies the level of accuracy:\n* = 'C': This option works well (high relative accuracy) if A = B * D,\n* with well-conditioned B and arbitrary diagonal matrix D.\n* The accuracy cannot be spoiled by COLUMN scaling. The\n* accuracy of the computed output depends on the condition of\n* B, and the procedure aims at the best theoretical accuracy.\n* The relative error max_{i=1:N}|d sigma_i| / sigma_i is\n* bounded by f(M,N)*epsilon* cond(B), independent of D.\n* The input matrix is preprocessed with the QRF with column\n* pivoting. This initial preprocessing and preconditioning by\n* a rank revealing QR factorization is common for all values of\n* JOBA. Additional actions are specified as follows:\n* = 'E': Computation as with 'C' with an additional estimate of the\n* condition number of B. It provides a realistic error bound.\n* = 'F': If A = D1 * C * D2 with ill-conditioned diagonal scalings\n* D1, D2, and well-conditioned matrix C, this option gives\n* higher accuracy than the 'C' option. If the structure of the\n* input matrix is not known, and relative accuracy is\n* desirable, then this option is advisable. The input matrix A\n* is preprocessed with QR factorization with FULL (row and\n* column) pivoting.\n* = 'G' Computation as with 'F' with an additional estimate of the\n* condition number of B, where A=D*B. If A has heavily weighted\n* rows, then using this condition number gives too pessimistic\n* error bound.\n* = 'A': Small singular values are the noise and the matrix is treated\n* as numerically rank defficient. The error in the computed\n* singular values is bounded by f(m,n)*epsilon*||A||.\n* The computed SVD A = U * S * V^t restores A up to\n* f(m,n)*epsilon*||A||.\n* This gives the procedure the licence to discard (set to zero)\n* all singular values below N*epsilon*||A||.\n* = 'R': Similar as in 'A'. Rank revealing property of the initial\n* QR factorization is used do reveal (using triangular factor)\n* a gap sigma_{r+1} < epsilon * sigma_r in which case the\n* numerical RANK is declared to be r. The SVD is computed with\n* absolute error bounds, but more accurately than with 'A'.\n*\n* JOBU (input) CHARACTER*1\n* Specifies whether to compute the columns of U:\n* = 'U': N columns of U are returned in the array U.\n* = 'F': full set of M left sing. vectors is returned in the array U.\n* = 'W': U may be used as workspace of length M*N. See the description\n* of U.\n* = 'N': U is not computed.\n*\n* JOBV (input) CHARACTER*1\n* Specifies whether to compute the matrix V:\n* = 'V': N columns of V are returned in the array V; Jacobi rotations\n* are not explicitly accumulated.\n* = 'J': N columns of V are returned in the array V, but they are\n* computed as the product of Jacobi rotations. This option is\n* allowed only if JOBU .NE. 'N', i.e. in computing the full SVD.\n* = 'W': V may be used as workspace of length N*N. See the description\n* of V.\n* = 'N': V is not computed.\n*\n* JOBR (input) CHARACTER*1\n* Specifies the RANGE for the singular values. Issues the licence to\n* set to zero small positive singular values if they are outside\n* specified range. If A .NE. 0 is scaled so that the largest singular\n* value of c*A is around DSQRT(BIG), BIG=SLAMCH('O'), then JOBR issues\n* the licence to kill columns of A whose norm in c*A is less than\n* DSQRT(SFMIN) (for JOBR.EQ.'R'), or less than SMALL=SFMIN/EPSLN,\n* where SFMIN=SLAMCH('S'), EPSLN=SLAMCH('E').\n* = 'N': Do not kill small columns of c*A. This option assumes that\n* BLAS and QR factorizations and triangular solvers are\n* implemented to work in that range. If the condition of A\n* is greater than BIG, use DGESVJ.\n* = 'R': RESTRICTED range for sigma(c*A) is [DSQRT(SFMIN), DSQRT(BIG)]\n* (roughly, as described above). This option is recommended.\n* ~~~~~~~~~~~~~~~~~~~~~~~~~~~\n* For computing the singular values in the FULL range [SFMIN,BIG]\n* use DGESVJ.\n*\n* JOBT (input) CHARACTER*1\n* If the matrix is square then the procedure may determine to use\n* transposed A if A^t seems to be better with respect to convergence.\n* If the matrix is not square, JOBT is ignored. This is subject to\n* changes in the future.\n* The decision is based on two values of entropy over the adjoint\n* orbit of A^t * A. See the descriptions of WORK(6) and WORK(7).\n* = 'T': transpose if entropy test indicates possibly faster\n* convergence of Jacobi process if A^t is taken as input. If A is\n* replaced with A^t, then the row pivoting is included automatically.\n* = 'N': do not speculate.\n* This option can be used to compute only the singular values, or the\n* full SVD (U, SIGMA and V). For only one set of singular vectors\n* (U or V), the caller should provide both U and V, as one of the\n* matrices is used as workspace if the matrix A is transposed.\n* The implementer can easily remove this constraint and make the\n* code more complicated. See the descriptions of U and V.\n*\n* JOBP (input) CHARACTER*1\n* Issues the licence to introduce structured perturbations to drown\n* denormalized numbers. This licence should be active if the\n* denormals are poorly implemented, causing slow computation,\n* especially in cases of fast convergence (!). For details see [1,2].\n* For the sake of simplicity, this perturbations are included only\n* when the full SVD or only the singular values are requested. The\n* implementer/user can easily add the perturbation for the cases of\n* computing one set of singular vectors.\n* = 'P': introduce perturbation\n* = 'N': do not perturb\n*\n* M (input) INTEGER\n* The number of rows of the input matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the input matrix A. M >= N >= 0.\n*\n* A (input/workspace) DOUBLE PRECISION array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* SVA (workspace/output) DOUBLE PRECISION array, dimension (N)\n* On exit,\n* - For WORK(1)/WORK(2) = ONE: The singular values of A. During the\n* computation SVA contains Euclidean column norms of the\n* iterated matrices in the array A.\n* - For WORK(1) .NE. WORK(2): The singular values of A are\n* (WORK(1)/WORK(2)) * SVA(1:N). This factored form is used if\n* sigma_max(A) overflows or if small singular values have been\n* saved from underflow by scaling the input matrix A.\n* - If JOBR='R' then some of the singular values may be returned\n* as exact zeros obtained by \"set to zero\" because they are\n* below the numerical rank threshold or are denormalized numbers.\n*\n* U (workspace/output) DOUBLE PRECISION array, dimension ( LDU, N )\n* If JOBU = 'U', then U contains on exit the M-by-N matrix of\n* the left singular vectors.\n* If JOBU = 'F', then U contains on exit the M-by-M matrix of\n* the left singular vectors, including an ONB\n* of the orthogonal complement of the Range(A).\n* If JOBU = 'W' .AND. (JOBV.EQ.'V' .AND. JOBT.EQ.'T' .AND. M.EQ.N),\n* then U is used as workspace if the procedure\n* replaces A with A^t. In that case, [V] is computed\n* in U as left singular vectors of A^t and then\n* copied back to the V array. This 'W' option is just\n* a reminder to the caller that in this case U is\n* reserved as workspace of length N*N.\n* If JOBU = 'N' U is not referenced.\n*\n* LDU (input) INTEGER\n* The leading dimension of the array U, LDU >= 1.\n* IF JOBU = 'U' or 'F' or 'W', then LDU >= M.\n*\n* V (workspace/output) DOUBLE PRECISION array, dimension ( LDV, N )\n* If JOBV = 'V', 'J' then V contains on exit the N-by-N matrix of\n* the right singular vectors;\n* If JOBV = 'W', AND (JOBU.EQ.'U' AND JOBT.EQ.'T' AND M.EQ.N),\n* then V is used as workspace if the pprocedure\n* replaces A with A^t. In that case, [U] is computed\n* in V as right singular vectors of A^t and then\n* copied back to the U array. This 'W' option is just\n* a reminder to the caller that in this case V is\n* reserved as workspace of length N*N.\n* If JOBV = 'N' V is not referenced.\n*\n* LDV (input) INTEGER\n* The leading dimension of the array V, LDV >= 1.\n* If JOBV = 'V' or 'J' or 'W', then LDV >= N.\n*\n* WORK (workspace/output) DOUBLE PRECISION array, dimension at least LWORK.\n* On exit,\n* WORK(1) = SCALE = WORK(2) / WORK(1) is the scaling factor such\n* that SCALE*SVA(1:N) are the computed singular values\n* of A. (See the description of SVA().)\n* WORK(2) = See the description of WORK(1).\n* WORK(3) = SCONDA is an estimate for the condition number of\n* column equilibrated A. (If JOBA .EQ. 'E' or 'G')\n* SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1).\n* It is computed using DPOCON. It holds\n* N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA\n* where R is the triangular factor from the QRF of A.\n* However, if R is truncated and the numerical rank is\n* determined to be strictly smaller than N, SCONDA is\n* returned as -1, thus indicating that the smallest\n* singular values might be lost.\n*\n* If full SVD is needed, the following two condition numbers are\n* useful for the analysis of the algorithm. They are provied for\n* a developer/implementer who is familiar with the details of\n* the method.\n*\n* WORK(4) = an estimate of the scaled condition number of the\n* triangular factor in the first QR factorization.\n* WORK(5) = an estimate of the scaled condition number of the\n* triangular factor in the second QR factorization.\n* The following two parameters are computed if JOBT .EQ. 'T'.\n* They are provided for a developer/implementer who is familiar\n* with the details of the method.\n*\n* WORK(6) = the entropy of A^t*A :: this is the Shannon entropy\n* of diag(A^t*A) / Trace(A^t*A) taken as point in the\n* probability simplex.\n* WORK(7) = the entropy of A*A^t.\n*\n* LWORK (input) INTEGER\n* Length of WORK to confirm proper allocation of work space.\n* LWORK depends on the job:\n*\n* If only SIGMA is needed ( JOBU.EQ.'N', JOBV.EQ.'N' ) and\n* -> .. no scaled condition estimate required ( JOBE.EQ.'N'):\n* LWORK >= max(2*M+N,4*N+1,7). This is the minimal requirement.\n* For optimal performance (blocked code) the optimal value\n* is LWORK >= max(2*M+N,3*N+(N+1)*NB,7). Here NB is the optimal\n* block size for xGEQP3/xGEQRF.\n* -> .. an estimate of the scaled condition number of A is\n* required (JOBA='E', 'G'). In this case, LWORK is the maximum\n* of the above and N*N+4*N, i.e. LWORK >= max(2*M+N,N*N+4N,7).\n*\n* If SIGMA and the right singular vectors are needed (JOBV.EQ.'V'),\n* -> the minimal requirement is LWORK >= max(2*N+M,7).\n* -> For optimal performance, LWORK >= max(2*N+M,2*N+N*NB,7),\n* where NB is the optimal block size.\n*\n* If SIGMA and the left singular vectors are needed\n* -> the minimal requirement is LWORK >= max(2*N+M,7).\n* -> For optimal performance, LWORK >= max(2*N+M,2*N+N*NB,7),\n* where NB is the optimal block size.\n*\n* If full SVD is needed ( JOBU.EQ.'U' or 'F', JOBV.EQ.'V' ) and\n* -> .. the singular vectors are computed without explicit\n* accumulation of the Jacobi rotations, LWORK >= 6*N+2*N*N\n* -> .. in the iterative part, the Jacobi rotations are\n* explicitly accumulated (option, see the description of JOBV),\n* then the minimal requirement is LWORK >= max(M+3*N+N*N,7).\n* For better performance, if NB is the optimal block size,\n* LWORK >= max(3*N+N*N+M,3*N+N*N+N*NB,7).\n*\n* IWORK (workspace/output) INTEGER array, dimension M+3*N.\n* On exit,\n* IWORK(1) = the numerical rank determined after the initial\n* QR factorization with pivoting. See the descriptions\n* of JOBA and JOBR.\n* IWORK(2) = the number of the computed nonzero singular values\n* IWORK(3) = if nonzero, a warning message:\n* If IWORK(3).EQ.1 then some of the column norms of A\n* were denormalized floats. The requested high accuracy\n* is not warranted by the data.\n*\n* INFO (output) INTEGER\n* < 0 : if INFO = -i, then the i-th argument had an illegal value.\n* = 0 : successfull exit;\n* > 0 : DGEJSV did not converge in the maximal allowed number\n* of sweeps. The computed values may be inaccurate.\n*\n\n* Further Details\n* ===============\n*\n* DGEJSV implements a preconditioned Jacobi SVD algorithm. It uses SGEQP3,\n* SGEQRF, and SGELQF as preprocessors and preconditioners. Optionally, an\n* additional row pivoting can be used as a preprocessor, which in some\n* cases results in much higher accuracy. An example is matrix A with the\n* structure A = D1 * C * D2, where D1, D2 are arbitrarily ill-conditioned\n* diagonal matrices and C is well-conditioned matrix. In that case, complete\n* pivoting in the first QR factorizations provides accuracy dependent on the\n* condition number of C, and independent of D1, D2. Such higher accuracy is\n* not completely understood theoretically, but it works well in practice.\n* Further, if A can be written as A = B*D, with well-conditioned B and some\n* diagonal D, then the high accuracy is guaranteed, both theoretically and\n* in software, independent of D. For more details see [1], [2].\n* The computational range for the singular values can be the full range\n* ( UNDERFLOW,OVERFLOW ), provided that the machine arithmetic and the BLAS\n* & LAPACK routines called by DGEJSV are implemented to work in that range.\n* If that is not the case, then the restriction for safe computation with\n* the singular values in the range of normalized IEEE numbers is that the\n* spectral condition number kappa(A)=sigma_max(A)/sigma_min(A) does not\n* overflow. This code (DGEJSV) is best used in this restricted range,\n* meaning that singular values of magnitude below ||A||_2 / SLAMCH('O') are\n* returned as zeros. See JOBR for details on this.\n* Further, this implementation is somewhat slower than the one described\n* in [1,2] due to replacement of some non-LAPACK components, and because\n* the choice of some tuning parameters in the iterative part (DGESVJ) is\n* left to the implementer on a particular machine.\n* The rank revealing QR factorization (in this code: SGEQP3) should be\n* implemented as in [3]. We have a new version of SGEQP3 under development\n* that is more robust than the current one in LAPACK, with a cleaner cut in\n* rank defficient cases. It will be available in the SIGMA library [4].\n* If M is much larger than N, it is obvious that the inital QRF with\n* column pivoting can be preprocessed by the QRF without pivoting. That\n* well known trick is not used in DGEJSV because in some cases heavy row\n* weighting can be treated with complete pivoting. The overhead in cases\n* M much larger than N is then only due to pivoting, but the benefits in\n* terms of accuracy have prevailed. The implementer/user can incorporate\n* this extra QRF step easily. The implementer can also improve data movement\n* (matrix transpose, matrix copy, matrix transposed copy) - this\n* implementation of DGEJSV uses only the simplest, naive data movement.\n*\n* Contributors\n*\n* Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)\n*\n* References\n*\n* [1] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I.\n* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342.\n* LAPACK Working note 169.\n* [2] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II.\n* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362.\n* LAPACK Working note 170.\n* [3] Z. Drmac and Z. Bujanovic: On the failure of rank-revealing QR\n* factorization software - a case study.\n* ACM Trans. Math. Softw. Vol. 35, No 2 (2008), pp. 1-28.\n* LAPACK Working note 176.\n* [4] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV,\n* QSVD, (H,K)-SVD computations.\n* Department of Mathematics, University of Zagreb, 2008.\n*\n* Bugs, examples and comments\n* \n* Please report all bugs and send interesting examples and/or comments to\n* drmac@math.hr. Thank you.\n*\n* ==========================================================================\n*\n* .. Local Parameters ..\n DOUBLE PRECISION ZERO, ONE\n PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )\n* ..\n* .. Local Scalars ..\n DOUBLE PRECISION AAPP, AAQQ, AATMAX, AATMIN, BIG, BIG1, COND_OK,\n & CONDR1, CONDR2, ENTRA, ENTRAT, EPSLN, MAXPRJ, SCALEM,\n & SCONDA, SFMIN, SMALL, TEMP1, USCAL1, USCAL2, XSC\n INTEGER IERR, N1, NR, NUMRANK, p, q, WARNING\n LOGICAL ALMORT, DEFR, ERREST, GOSCAL, JRACC, KILL, LSVEC,\n & L2ABER, L2KILL, L2PERT, L2RANK, L2TRAN,\n & NOSCAL, ROWPIV, RSVEC, TRANSP\n* ..\n* .. Intrinsic Functions ..\n INTRINSIC DABS, DLOG, DMAX1, DMIN1, DBLE,\n & MAX0, MIN0, IDNINT, DSIGN, DSQRT\n* ..\n* .. External Functions ..\n DOUBLE PRECISION DLAMCH, DNRM2\n INTEGER IDAMAX\n LOGICAL LSAME\n EXTERNAL IDAMAX, LSAME, DLAMCH, DNRM2\n* ..\n* .. External Subroutines ..\n EXTERNAL DCOPY, DGELQF, DGEQP3, DGEQRF, DLACPY, DLASCL,\n & DLASET, DLASSQ, DLASWP, DORGQR, DORMLQ,\n & DORMQR, DPOCON, DSCAL, DSWAP, DTRSM, XERBLA\n*\n EXTERNAL DGESVJ\n* ..\n*\n* Test the input arguments\n*\n LSVEC = LSAME( JOBU, 'U' ) .OR. LSAME( JOBU, 'F' )\n JRACC = LSAME( JOBV, 'J' )\n RSVEC = LSAME( JOBV, 'V' ) .OR. JRACC\n ROWPIV = LSAME( JOBA, 'F' ) .OR. LSAME( JOBA, 'G' )\n L2RANK = LSAME( JOBA, 'R' )\n L2ABER = LSAME( JOBA, 'A' )\n ERREST = LSAME( JOBA, 'E' ) .OR. LSAME( JOBA, 'G' )\n L2TRAN = LSAME( JOBT, 'T' )\n L2KILL = LSAME( JOBR, 'R' )\n DEFR = LSAME( JOBR, 'N' )\n L2PERT = LSAME( JOBP, 'P' )\n*\n IF ( .NOT.(ROWPIV .OR. L2RANK .OR. L2ABER .OR.\n & ERREST .OR. LSAME( JOBA, 'C' ) )) THEN\n INFO = - 1\n ELSE IF ( .NOT.( LSVEC .OR. LSAME( JOBU, 'N' ) .OR.\n & LSAME( JOBU, 'W' )) ) THEN\n INFO = - 2\n ELSE IF ( .NOT.( RSVEC .OR. LSAME( JOBV, 'N' ) .OR.\n & LSAME( JOBV, 'W' )) .OR. ( JRACC .AND. (.NOT.LSVEC) ) ) THEN\n INFO = - 3\n ELSE IF ( .NOT. ( L2KILL .OR. DEFR ) ) THEN\n INFO = - 4\n ELSE IF ( .NOT. ( L2TRAN .OR. LSAME( JOBT, 'N' ) ) ) THEN\n INFO = - 5\n ELSE IF ( .NOT. ( L2PERT .OR. LSAME( JOBP, 'N' ) ) ) THEN\n INFO = - 6\n ELSE IF ( M .LT. 0 ) THEN\n INFO = - 7\n ELSE IF ( ( N .LT. 0 ) .OR. ( N .GT. M ) ) THEN\n INFO = - 8\n ELSE IF ( LDA .LT. M ) THEN\n INFO = - 10\n ELSE IF ( LSVEC .AND. ( LDU .LT. M ) ) THEN\n INFO = - 13\n ELSE IF ( RSVEC .AND. ( LDV .LT. N ) ) THEN\n INFO = - 14\n ELSE IF ( (.NOT.(LSVEC .OR. RSVEC .OR. ERREST).AND.\n & (LWORK .LT. MAX0(7,4*N+1,2*M+N))) .OR.\n & (.NOT.(LSVEC .OR. LSVEC) .AND. ERREST .AND.\n & (LWORK .LT. MAX0(7,4*N+N*N,2*M+N))) .OR.\n & (LSVEC .AND. (.NOT.RSVEC) .AND. (LWORK .LT. MAX0(7,2*N+M))) .OR.\n & (RSVEC .AND. (.NOT.LSVEC) .AND. (LWORK .LT. MAX0(7,2*N+M))) .OR.\n & (LSVEC .AND. RSVEC .AND. .NOT.JRACC .AND. (LWORK.LT.6*N+2*N*N))\n & .OR. (LSVEC.AND.RSVEC.AND.JRACC.AND.LWORK.LT.MAX0(7,M+3*N+N*N)))\n & THEN\n INFO = - 17\n ELSE\n* #:)\n INFO = 0\n END IF\n*\n IF ( INFO .NE. 0 ) THEN\n* #:(\n CALL XERBLA( 'DGEJSV', - INFO )\n END IF\n*\n* Quick return for void matrix (Y3K safe)\n* #:)\n IF ( ( M .EQ. 0 ) .OR. ( N .EQ. 0 ) ) RETURN\n*\n* Determine whether the matrix U should be M x N or M x M\n*\n IF ( LSVEC ) THEN\n N1 = N\n IF ( LSAME( JOBU, 'F' ) ) N1 = M\n END IF\n*\n* Set numerical parameters\n*\n*! NOTE: Make sure DLAMCH() does not fail on the target architecture.\n*\n\n EPSLN = DLAMCH('Epsilon')\n SFMIN = DLAMCH('SafeMinimum')\n SMALL = SFMIN / EPSLN\n BIG = DLAMCH('O')\n* BIG = ONE / SFMIN\n*\n* Initialize SVA(1:N) = diag( ||A e_i||_2 )_1^N\n*\n*(!) If necessary, scale SVA() to protect the largest norm from\n* overflow. It is possible that this scaling pushes the smallest\n* column norm left from the underflow threshold (extreme case).\n*\n SCALEM = ONE / DSQRT(DBLE(M)*DBLE(N))\n NOSCAL = .TRUE.\n GOSCAL = .TRUE.\n DO 1874 p = 1, N\n AAPP = ZERO\n AAQQ = ONE\n CALL DLASSQ( M, A(1,p), 1, AAPP, AAQQ )\n IF ( AAPP .GT. BIG ) THEN\n INFO = - 9\n CALL XERBLA( 'DGEJSV', -INFO )\n RETURN\n END IF\n AAQQ = DSQRT(AAQQ)\n IF ( ( AAPP .LT. (BIG / AAQQ) ) .AND. NOSCAL ) THEN\n SVA(p) = AAPP * AAQQ\n ELSE\n NOSCAL = .FALSE.\n SVA(p) = AAPP * ( AAQQ * SCALEM )\n IF ( GOSCAL ) THEN\n GOSCAL = .FALSE.\n CALL DSCAL( p-1, SCALEM, SVA, 1 )\n END IF\n END IF\n 1874 CONTINUE\n*\n IF ( NOSCAL ) SCALEM = ONE\n*\n AAPP = ZERO\n AAQQ = BIG\n DO 4781 p = 1, N\n AAPP = DMAX1( AAPP, SVA(p) )\n IF ( SVA(p) .NE. ZERO ) AAQQ = DMIN1( AAQQ, SVA(p) )\n 4781 CONTINUE\n*\n* Quick return for zero M x N matrix\n* #:)\n IF ( AAPP .EQ. ZERO ) THEN\n IF ( LSVEC ) CALL DLASET( 'G', M, N1, ZERO, ONE, U, LDU )\n IF ( RSVEC ) CALL DLASET( 'G', N, N, ZERO, ONE, V, LDV )\n WORK(1) = ONE\n WORK(2) = ONE\n IF ( ERREST ) WORK(3) = ONE\n IF ( LSVEC .AND. RSVEC ) THEN\n WORK(4) = ONE\n WORK(5) = ONE\n END IF\n IF ( L2TRAN ) THEN\n WORK(6) = ZERO\n WORK(7) = ZERO\n END IF\n IWORK(1) = 0\n IWORK(2) = 0\n RETURN\n END IF\n*\n* Issue warning if denormalized column norms detected. Override the\n* high relative accuracy request. Issue licence to kill columns\n* (set them to zero) whose norm is less than sigma_max / BIG (roughly).\n* #:(\n WARNING = 0\n IF ( AAQQ .LE. SFMIN ) THEN\n L2RANK = .TRUE.\n L2KILL = .TRUE.\n WARNING = 1\n END IF\n*\n* Quick return for one-column matrix\n* #:)\n IF ( N .EQ. 1 ) THEN\n*\n IF ( LSVEC ) THEN\n CALL DLASCL( 'G',0,0,SVA(1),SCALEM, M,1,A(1,1),LDA,IERR )\n CALL DLACPY( 'A', M, 1, A, LDA, U, LDU )\n* computing all M left singular vectors of the M x 1 matrix\n IF ( N1 .NE. N ) THEN\n CALL DGEQRF( M, N, U,LDU, WORK, WORK(N+1),LWORK-N,IERR )\n CALL DORGQR( M,N1,1, U,LDU,WORK,WORK(N+1),LWORK-N,IERR )\n CALL DCOPY( M, A(1,1), 1, U(1,1), 1 )\n END IF\n END IF\n IF ( RSVEC ) THEN\n V(1,1) = ONE\n END IF\n IF ( SVA(1) .LT. (BIG*SCALEM) ) THEN\n SVA(1) = SVA(1) / SCALEM\n SCALEM = ONE\n END IF\n WORK(1) = ONE / SCALEM\n WORK(2) = ONE\n IF ( SVA(1) .NE. ZERO ) THEN\n IWORK(1) = 1\n IF ( ( SVA(1) / SCALEM) .GE. SFMIN ) THEN\n IWORK(2) = 1\n ELSE\n IWORK(2) = 0\n END IF\n ELSE\n IWORK(1) = 0\n IWORK(2) = 0\n END IF\n IF ( ERREST ) WORK(3) = ONE\n IF ( LSVEC .AND. RSVEC ) THEN\n WORK(4) = ONE\n WORK(5) = ONE\n END IF\n IF ( L2TRAN ) THEN\n WORK(6) = ZERO\n WORK(7) = ZERO\n END IF\n RETURN\n*\n END IF\n*\n TRANSP = .FALSE.\n L2TRAN = L2TRAN .AND. ( M .EQ. N )\n*\n AATMAX = -ONE\n AATMIN = BIG\n IF ( ROWPIV .OR. L2TRAN ) THEN\n*\n* Compute the row norms, needed to determine row pivoting sequence\n* (in the case of heavily row weighted A, row pivoting is strongly\n* advised) and to collect information needed to compare the\n* structures of A * A^t and A^t * A (in the case L2TRAN.EQ..TRUE.).\n*\n IF ( L2TRAN ) THEN\n DO 1950 p = 1, M\n XSC = ZERO\n TEMP1 = ONE\n CALL DLASSQ( N, A(p,1), LDA, XSC, TEMP1 )\n* DLASSQ gets both the ell_2 and the ell_infinity norm\n* in one pass through the vector\n WORK(M+N+p) = XSC * SCALEM\n WORK(N+p) = XSC * (SCALEM*DSQRT(TEMP1))\n AATMAX = DMAX1( AATMAX, WORK(N+p) )\n IF (WORK(N+p) .NE. ZERO) AATMIN = DMIN1(AATMIN,WORK(N+p))\n 1950 CONTINUE\n ELSE\n DO 1904 p = 1, M\n WORK(M+N+p) = SCALEM*DABS( A(p,IDAMAX(N,A(p,1),LDA)) )\n AATMAX = DMAX1( AATMAX, WORK(M+N+p) )\n AATMIN = DMIN1( AATMIN, WORK(M+N+p) )\n 1904 CONTINUE\n END IF\n*\n END IF\n*\n* For square matrix A try to determine whether A^t would be better\n* input for the preconditioned Jacobi SVD, with faster convergence.\n* The decision is based on an O(N) function of the vector of column\n* and row norms of A, based on the Shannon entropy. This should give\n* the right choice in most cases when the difference actually matters.\n* It may fail and pick the slower converging side.\n*\n ENTRA = ZERO\n ENTRAT = ZERO\n IF ( L2TRAN ) THEN\n*\n XSC = ZERO\n TEMP1 = ONE\n CALL DLASSQ( N, SVA, 1, XSC, TEMP1 )\n TEMP1 = ONE / TEMP1\n*\n ENTRA = ZERO\n DO 1113 p = 1, N\n BIG1 = ( ( SVA(p) / XSC )**2 ) * TEMP1\n IF ( BIG1 .NE. ZERO ) ENTRA = ENTRA + BIG1 * DLOG(BIG1)\n 1113 CONTINUE\n ENTRA = - ENTRA / DLOG(DBLE(N))\n*\n* Now, SVA().^2/Trace(A^t * A) is a point in the probability simplex.\n* It is derived from the diagonal of A^t * A. Do the same with the\n* diagonal of A * A^t, compute the entropy of the corresponding\n* probability distribution. Note that A * A^t and A^t * A have the\n* same trace.\n*\n ENTRAT = ZERO\n DO 1114 p = N+1, N+M\n BIG1 = ( ( WORK(p) / XSC )**2 ) * TEMP1\n IF ( BIG1 .NE. ZERO ) ENTRAT = ENTRAT + BIG1 * DLOG(BIG1)\n 1114 CONTINUE\n ENTRAT = - ENTRAT / DLOG(DBLE(M))\n*\n* Analyze the entropies and decide A or A^t. Smaller entropy\n* usually means better input for the algorithm.\n*\n TRANSP = ( ENTRAT .LT. ENTRA )\n*\n* If A^t is better than A, transpose A.\n*\n IF ( TRANSP ) THEN\n* In an optimal implementation, this trivial transpose\n* should be replaced with faster transpose.\n DO 1115 p = 1, N - 1\n DO 1116 q = p + 1, N\n TEMP1 = A(q,p)\n A(q,p) = A(p,q)\n A(p,q) = TEMP1\n 1116 CONTINUE\n 1115 CONTINUE\n DO 1117 p = 1, N\n WORK(M+N+p) = SVA(p)\n SVA(p) = WORK(N+p)\n 1117 CONTINUE\n TEMP1 = AAPP\n AAPP = AATMAX\n AATMAX = TEMP1\n TEMP1 = AAQQ\n AAQQ = AATMIN\n AATMIN = TEMP1\n KILL = LSVEC\n LSVEC = RSVEC\n RSVEC = KILL\n IF ( LSVEC ) N1 = N\n*\n ROWPIV = .TRUE.\n END IF\n*\n END IF\n* END IF L2TRAN\n*\n* Scale the matrix so that its maximal singular value remains less\n* than DSQRT(BIG) -- the matrix is scaled so that its maximal column\n* has Euclidean norm equal to DSQRT(BIG/N). The only reason to keep\n* DSQRT(BIG) instead of BIG is the fact that DGEJSV uses LAPACK and\n* BLAS routines that, in some implementations, are not capable of\n* working in the full interval [SFMIN,BIG] and that they may provoke\n* overflows in the intermediate results. If the singular values spread\n* from SFMIN to BIG, then DGESVJ will compute them. So, in that case,\n* one should use DGESVJ instead of DGEJSV.\n*\n BIG1 = DSQRT( BIG )\n TEMP1 = DSQRT( BIG / DBLE(N) )\n*\n CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, N, 1, SVA, N, IERR )\n IF ( AAQQ .GT. (AAPP * SFMIN) ) THEN\n AAQQ = ( AAQQ / AAPP ) * TEMP1\n ELSE\n AAQQ = ( AAQQ * TEMP1 ) / AAPP\n END IF\n TEMP1 = TEMP1 * SCALEM\n CALL DLASCL( 'G', 0, 0, AAPP, TEMP1, M, N, A, LDA, IERR )\n*\n* To undo scaling at the end of this procedure, multiply the\n* computed singular values with USCAL2 / USCAL1.\n*\n USCAL1 = TEMP1\n USCAL2 = AAPP\n*\n IF ( L2KILL ) THEN\n* L2KILL enforces computation of nonzero singular values in\n* the restricted range of condition number of the initial A,\n* sigma_max(A) / sigma_min(A) approx. DSQRT(BIG)/DSQRT(SFMIN).\n XSC = DSQRT( SFMIN )\n ELSE\n XSC = SMALL\n*\n* Now, if the condition number of A is too big,\n* sigma_max(A) / sigma_min(A) .GT. DSQRT(BIG/N) * EPSLN / SFMIN,\n* as a precaution measure, the full SVD is computed using DGESVJ\n* with accumulated Jacobi rotations. This provides numerically\n* more robust computation, at the cost of slightly increased run\n* time. Depending on the concrete implementation of BLAS and LAPACK\n* (i.e. how they behave in presence of extreme ill-conditioning) the\n* implementor may decide to remove this switch.\n IF ( ( AAQQ.LT.DSQRT(SFMIN) ) .AND. LSVEC .AND. RSVEC ) THEN\n JRACC = .TRUE.\n END IF\n*\n END IF\n IF ( AAQQ .LT. XSC ) THEN\n DO 700 p = 1, N\n IF ( SVA(p) .LT. XSC ) THEN\n CALL DLASET( 'A', M, 1, ZERO, ZERO, A(1,p), LDA )\n SVA(p) = ZERO\n END IF\n 700 CONTINUE\n END IF\n*\n* Preconditioning using QR factorization with pivoting\n*\n IF ( ROWPIV ) THEN\n* Optional row permutation (Bjoerck row pivoting):\n* A result by Cox and Higham shows that the Bjoerck's\n* row pivoting combined with standard column pivoting\n* has similar effect as Powell-Reid complete pivoting.\n* The ell-infinity norms of A are made nonincreasing.\n DO 1952 p = 1, M - 1\n q = IDAMAX( M-p+1, WORK(M+N+p), 1 ) + p - 1\n IWORK(2*N+p) = q\n IF ( p .NE. q ) THEN\n TEMP1 = WORK(M+N+p)\n WORK(M+N+p) = WORK(M+N+q)\n WORK(M+N+q) = TEMP1\n END IF\n 1952 CONTINUE\n CALL DLASWP( N, A, LDA, 1, M-1, IWORK(2*N+1), 1 )\n END IF\n*\n* End of the preparation phase (scaling, optional sorting and\n* transposing, optional flushing of small columns).\n*\n* Preconditioning\n*\n* If the full SVD is needed, the right singular vectors are computed\n* from a matrix equation, and for that we need theoretical analysis\n* of the Businger-Golub pivoting. So we use DGEQP3 as the first RR QRF.\n* In all other cases the first RR QRF can be chosen by other criteria\n* (eg speed by replacing global with restricted window pivoting, such\n* as in SGEQPX from TOMS # 782). Good results will be obtained using\n* SGEQPX with properly (!) chosen numerical parameters.\n* Any improvement of DGEQP3 improves overal performance of DGEJSV.\n*\n* A * P1 = Q1 * [ R1^t 0]^t:\n DO 1963 p = 1, N\n* .. all columns are free columns\n IWORK(p) = 0\n 1963 CONTINUE\n CALL DGEQP3( M,N,A,LDA, IWORK,WORK, WORK(N+1),LWORK-N, IERR )\n*\n* The upper triangular matrix R1 from the first QRF is inspected for\n* rank deficiency and possibilities for deflation, or possible\n* ill-conditioning. Depending on the user specified flag L2RANK,\n* the procedure explores possibilities to reduce the numerical\n* rank by inspecting the computed upper triangular factor. If\n* L2RANK or L2ABER are up, then DGEJSV will compute the SVD of\n* A + dA, where ||dA|| <= f(M,N)*EPSLN.\n*\n NR = 1\n IF ( L2ABER ) THEN\n* Standard absolute error bound suffices. All sigma_i with\n* sigma_i < N*EPSLN*||A|| are flushed to zero. This is an\n* agressive enforcement of lower numerical rank by introducing a\n* backward error of the order of N*EPSLN*||A||.\n TEMP1 = DSQRT(DBLE(N))*EPSLN\n DO 3001 p = 2, N\n IF ( DABS(A(p,p)) .GE. (TEMP1*DABS(A(1,1))) ) THEN\n NR = NR + 1\n ELSE\n GO TO 3002\n END IF\n 3001 CONTINUE\n 3002 CONTINUE\n ELSE IF ( L2RANK ) THEN\n* .. similarly as above, only slightly more gentle (less agressive).\n* Sudden drop on the diagonal of R1 is used as the criterion for\n* close-to-rank-defficient.\n TEMP1 = DSQRT(SFMIN)\n DO 3401 p = 2, N\n IF ( ( DABS(A(p,p)) .LT. (EPSLN*DABS(A(p-1,p-1))) ) .OR.\n & ( DABS(A(p,p)) .LT. SMALL ) .OR.\n & ( L2KILL .AND. (DABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3402\n NR = NR + 1\n 3401 CONTINUE\n 3402 CONTINUE\n*\n ELSE\n* The goal is high relative accuracy. However, if the matrix\n* has high scaled condition number the relative accuracy is in\n* general not feasible. Later on, a condition number estimator\n* will be deployed to estimate the scaled condition number.\n* Here we just remove the underflowed part of the triangular\n* factor. This prevents the situation in which the code is\n* working hard to get the accuracy not warranted by the data.\n TEMP1 = DSQRT(SFMIN)\n DO 3301 p = 2, N\n IF ( ( DABS(A(p,p)) .LT. SMALL ) .OR.\n & ( L2KILL .AND. (DABS(A(p,p)) .LT. TEMP1) ) ) GO TO 3302\n NR = NR + 1\n 3301 CONTINUE\n 3302 CONTINUE\n*\n END IF\n*\n ALMORT = .FALSE.\n IF ( NR .EQ. N ) THEN\n MAXPRJ = ONE\n DO 3051 p = 2, N\n TEMP1 = DABS(A(p,p)) / SVA(IWORK(p))\n MAXPRJ = DMIN1( MAXPRJ, TEMP1 )\n 3051 CONTINUE\n IF ( MAXPRJ**2 .GE. ONE - DBLE(N)*EPSLN ) ALMORT = .TRUE.\n END IF\n*\n*\n SCONDA = - ONE\n CONDR1 = - ONE\n CONDR2 = - ONE\n*\n IF ( ERREST ) THEN\n IF ( N .EQ. NR ) THEN\n IF ( RSVEC ) THEN\n* .. V is available as workspace\n CALL DLACPY( 'U', N, N, A, LDA, V, LDV )\n DO 3053 p = 1, N\n TEMP1 = SVA(IWORK(p))\n CALL DSCAL( p, ONE/TEMP1, V(1,p), 1 )\n 3053 CONTINUE\n CALL DPOCON( 'U', N, V, LDV, ONE, TEMP1,\n & WORK(N+1), IWORK(2*N+M+1), IERR )\n ELSE IF ( LSVEC ) THEN\n* .. U is available as workspace\n CALL DLACPY( 'U', N, N, A, LDA, U, LDU )\n DO 3054 p = 1, N\n TEMP1 = SVA(IWORK(p))\n CALL DSCAL( p, ONE/TEMP1, U(1,p), 1 )\n 3054 CONTINUE\n CALL DPOCON( 'U', N, U, LDU, ONE, TEMP1,\n & WORK(N+1), IWORK(2*N+M+1), IERR )\n ELSE\n CALL DLACPY( 'U', N, N, A, LDA, WORK(N+1), N )\n DO 3052 p = 1, N\n TEMP1 = SVA(IWORK(p))\n CALL DSCAL( p, ONE/TEMP1, WORK(N+(p-1)*N+1), 1 )\n 3052 CONTINUE\n* .. the columns of R are scaled to have unit Euclidean lengths.\n CALL DPOCON( 'U', N, WORK(N+1), N, ONE, TEMP1,\n & WORK(N+N*N+1), IWORK(2*N+M+1), IERR )\n END IF\n SCONDA = ONE / DSQRT(TEMP1)\n* SCONDA is an estimate of DSQRT(||(R^t * R)^(-1)||_1).\n* N^(-1/4) * SCONDA <= ||R^(-1)||_2 <= N^(1/4) * SCONDA\n ELSE\n SCONDA = - ONE\n END IF\n END IF\n*\n L2PERT = L2PERT .AND. ( DABS( A(1,1)/A(NR,NR) ) .GT. DSQRT(BIG1) )\n* If there is no violent scaling, artificial perturbation is not needed.\n*\n* Phase 3:\n*\n\n IF ( .NOT. ( RSVEC .OR. LSVEC ) ) THEN\n*\n* Singular Values only\n*\n* .. transpose A(1:NR,1:N)\n DO 1946 p = 1, MIN0( N-1, NR )\n CALL DCOPY( N-p, A(p,p+1), LDA, A(p+1,p), 1 )\n 1946 CONTINUE\n*\n* The following two DO-loops introduce small relative perturbation\n* into the strict upper triangle of the lower triangular matrix.\n* Small entries below the main diagonal are also changed.\n* This modification is useful if the computing environment does not\n* provide/allow FLUSH TO ZERO underflow, for it prevents many\n* annoying denormalized numbers in case of strongly scaled matrices.\n* The perturbation is structured so that it does not introduce any\n* new perturbation of the singular values, and it does not destroy\n* the job done by the preconditioner.\n* The licence for this perturbation is in the variable L2PERT, which\n* should be .FALSE. if FLUSH TO ZERO underflow is active.\n*\n IF ( .NOT. ALMORT ) THEN\n*\n IF ( L2PERT ) THEN\n* XSC = DSQRT(SMALL)\n XSC = EPSLN / DBLE(N)\n DO 4947 q = 1, NR\n TEMP1 = XSC*DABS(A(q,q))\n DO 4949 p = 1, N\n IF ( ( (p.GT.q) .AND. (DABS(A(p,q)).LE.TEMP1) )\n & .OR. ( p .LT. q ) )\n & A(p,q) = DSIGN( TEMP1, A(p,q) )\n 4949 CONTINUE\n 4947 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, A(1,2),LDA )\n END IF\n*\n* .. second preconditioning using the QR factorization\n*\n CALL DGEQRF( N,NR, A,LDA, WORK, WORK(N+1),LWORK-N, IERR )\n*\n* .. and transpose upper to lower triangular\n DO 1948 p = 1, NR - 1\n CALL DCOPY( NR-p, A(p,p+1), LDA, A(p+1,p), 1 )\n 1948 CONTINUE\n*\n END IF\n*\n* Row-cyclic Jacobi SVD algorithm with column pivoting\n*\n* .. again some perturbation (a \"background noise\") is added\n* to drown denormals\n IF ( L2PERT ) THEN\n* XSC = DSQRT(SMALL)\n XSC = EPSLN / DBLE(N)\n DO 1947 q = 1, NR\n TEMP1 = XSC*DABS(A(q,q))\n DO 1949 p = 1, NR\n IF ( ( (p.GT.q) .AND. (DABS(A(p,q)).LE.TEMP1) )\n & .OR. ( p .LT. q ) )\n & A(p,q) = DSIGN( TEMP1, A(p,q) )\n 1949 CONTINUE\n 1947 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, A(1,2), LDA )\n END IF\n*\n* .. and one-sided Jacobi rotations are started on a lower\n* triangular matrix (plus perturbation which is ignored in\n* the part which destroys triangular form (confusing?!))\n*\n CALL DGESVJ( 'L', 'NoU', 'NoV', NR, NR, A, LDA, SVA,\n & N, V, LDV, WORK, LWORK, INFO )\n*\n SCALEM = WORK(1)\n NUMRANK = IDNINT(WORK(2))\n*\n*\n ELSE IF ( RSVEC .AND. ( .NOT. LSVEC ) ) THEN\n*\n* -> Singular Values and Right Singular Vectors <-\n*\n IF ( ALMORT ) THEN\n*\n* .. in this case NR equals N\n DO 1998 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )\n 1998 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n*\n CALL DGESVJ( 'L','U','N', N, NR, V,LDV, SVA, NR, A,LDA,\n & WORK, LWORK, INFO )\n SCALEM = WORK(1)\n NUMRANK = IDNINT(WORK(2))\n\n ELSE\n*\n* .. two more QR factorizations ( one QRF is not enough, two require\n* accumulated product of Jacobi rotations, three are perfect )\n*\n CALL DLASET( 'Lower', NR-1, NR-1, ZERO, ZERO, A(2,1), LDA )\n CALL DGELQF( NR, N, A, LDA, WORK, WORK(N+1), LWORK-N, IERR)\n CALL DLACPY( 'Lower', NR, NR, A, LDA, V, LDV )\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n CALL DGEQRF( NR, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n DO 8998 p = 1, NR\n CALL DCOPY( NR-p+1, V(p,p), LDV, V(p,p), 1 )\n 8998 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n*\n CALL DGESVJ( 'Lower', 'U','N', NR, NR, V,LDV, SVA, NR, U,\n & LDU, WORK(N+1), LWORK, INFO )\n SCALEM = WORK(N+1)\n NUMRANK = IDNINT(WORK(N+2))\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR, NR, ZERO,ZERO, V(NR+1,1), LDV )\n CALL DLASET( 'A',NR, N-NR, ZERO,ZERO, V(1,NR+1), LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE, V(NR+1,NR+1), LDV )\n END IF\n*\n CALL DORMLQ( 'Left', 'Transpose', N, N, NR, A, LDA, WORK,\n & V, LDV, WORK(N+1), LWORK-N, IERR )\n*\n END IF\n*\n DO 8991 p = 1, N\n CALL DCOPY( N, V(p,1), LDV, A(IWORK(p),1), LDA )\n 8991 CONTINUE\n CALL DLACPY( 'All', N, N, A, LDA, V, LDV )\n*\n IF ( TRANSP ) THEN\n CALL DLACPY( 'All', N, N, V, LDV, U, LDU )\n END IF\n*\n ELSE IF ( LSVEC .AND. ( .NOT. RSVEC ) ) THEN\n*\n* .. Singular Values and Left Singular Vectors ..\n*\n* .. second preconditioning step to avoid need to accumulate\n* Jacobi rotations in the Jacobi iterations.\n DO 1965 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, U(p,p), 1 )\n 1965 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU )\n*\n CALL DGEQRF( N, NR, U, LDU, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n*\n DO 1967 p = 1, NR - 1\n CALL DCOPY( NR-p, U(p,p+1), LDU, U(p+1,p), 1 )\n 1967 CONTINUE\n CALL DLASET( 'Upper', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU )\n*\n CALL DGESVJ( 'Lower', 'U', 'N', NR,NR, U, LDU, SVA, NR, A,\n & LDA, WORK(N+1), LWORK-N, INFO )\n SCALEM = WORK(N+1)\n NUMRANK = IDNINT(WORK(N+2))\n*\n IF ( NR .LT. M ) THEN\n CALL DLASET( 'A', M-NR, NR,ZERO, ZERO, U(NR+1,1), LDU )\n IF ( NR .LT. N1 ) THEN\n CALL DLASET( 'A',NR, N1-NR, ZERO, ZERO, U(1,NR+1), LDU )\n CALL DLASET( 'A',M-NR,N1-NR,ZERO,ONE,U(NR+1,NR+1), LDU )\n END IF\n END IF\n*\n CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n DO 1974 p = 1, N1\n XSC = ONE / DNRM2( M, U(1,p), 1 )\n CALL DSCAL( M, XSC, U(1,p), 1 )\n 1974 CONTINUE\n*\n IF ( TRANSP ) THEN\n CALL DLACPY( 'All', N, N, U, LDU, V, LDV )\n END IF\n*\n ELSE\n*\n* .. Full SVD ..\n*\n IF ( .NOT. JRACC ) THEN\n*\n IF ( .NOT. ALMORT ) THEN\n*\n* Second Preconditioning Step (QRF [with pivoting])\n* Note that the composition of TRANSPOSE, QRF and TRANSPOSE is\n* equivalent to an LQF CALL. Since in many libraries the QRF\n* seems to be better optimized than the LQF, we do explicit\n* transpose and use the QRF. This is subject to changes in an\n* optimized implementation of DGEJSV.\n*\n DO 1968 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )\n 1968 CONTINUE\n*\n* .. the following two loops perturb small entries to avoid\n* denormals in the second QR factorization, where they are\n* as good as zeros. This is done to avoid painfully slow\n* computation with denormals. The relative size of the perturbation\n* is a parameter that can be changed by the implementer.\n* This perturbation device will be obsolete on machines with\n* properly implemented arithmetic.\n* To switch it off, set L2PERT=.FALSE. To remove it from the\n* code, remove the action under L2PERT=.TRUE., leave the ELSE part.\n* The following two loops should be blocked and fused with the\n* transposed copy above.\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 2969 q = 1, NR\n TEMP1 = XSC*DABS( V(q,q) )\n DO 2968 p = 1, N\n IF ( ( p .GT. q ) .AND. ( DABS(V(p,q)) .LE. TEMP1 )\n & .OR. ( p .LT. q ) )\n & V(p,q) = DSIGN( TEMP1, V(p,q) )\n IF ( p. LT. q ) V(p,q) = - V(p,q)\n 2968 CONTINUE\n 2969 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n END IF\n*\n* Estimate the row scaled condition number of R1\n* (If R1 is rectangular, N > NR, then the condition number\n* of the leading NR x NR submatrix is estimated.)\n*\n CALL DLACPY( 'L', NR, NR, V, LDV, WORK(2*N+1), NR )\n DO 3950 p = 1, NR\n TEMP1 = DNRM2(NR-p+1,WORK(2*N+(p-1)*NR+p),1)\n CALL DSCAL(NR-p+1,ONE/TEMP1,WORK(2*N+(p-1)*NR+p),1)\n 3950 CONTINUE\n CALL DPOCON('Lower',NR,WORK(2*N+1),NR,ONE,TEMP1,\n & WORK(2*N+NR*NR+1),IWORK(M+2*N+1),IERR)\n CONDR1 = ONE / DSQRT(TEMP1)\n* .. here need a second oppinion on the condition number\n* .. then assume worst case scenario\n* R1 is OK for inverse <=> CONDR1 .LT. DBLE(N)\n* more conservative <=> CONDR1 .LT. DSQRT(DBLE(N))\n*\n COND_OK = DSQRT(DBLE(NR))\n*[TP] COND_OK is a tuning parameter.\n\n IF ( CONDR1 .LT. COND_OK ) THEN\n* .. the second QRF without pivoting. Note: in an optimized\n* implementation, this QRF should be implemented as the QRF\n* of a lower triangular matrix.\n* R1^t = Q2 * R2\n CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)/EPSLN\n DO 3959 p = 2, NR\n DO 3958 q = 1, p - 1\n TEMP1 = XSC * DMIN1(DABS(V(p,p)),DABS(V(q,q)))\n IF ( DABS(V(q,p)) .LE. TEMP1 )\n & V(q,p) = DSIGN( TEMP1, V(q,p) )\n 3958 CONTINUE\n 3959 CONTINUE\n END IF\n*\n IF ( NR .NE. N )\n* .. save ...\n & CALL DLACPY( 'A', N, NR, V, LDV, WORK(2*N+1), N )\n*\n* .. this transposed copy should be better than naive\n DO 1969 p = 1, NR - 1\n CALL DCOPY( NR-p, V(p,p+1), LDV, V(p+1,p), 1 )\n 1969 CONTINUE\n*\n CONDR2 = CONDR1\n*\n ELSE\n*\n* .. ill-conditioned case: second QRF with pivoting\n* Note that windowed pivoting would be equaly good\n* numerically, and more run-time efficient. So, in\n* an optimal implementation, the next call to DGEQP3\n* should be replaced with eg. CALL SGEQPX (ACM TOMS #782)\n* with properly (carefully) chosen parameters.\n*\n* R1^t * P2 = Q2 * R2\n DO 3003 p = 1, NR\n IWORK(N+p) = 0\n 3003 CONTINUE\n CALL DGEQP3( N, NR, V, LDV, IWORK(N+1), WORK(N+1),\n & WORK(2*N+1), LWORK-2*N, IERR )\n** CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n** & LWORK-2*N, IERR )\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 3969 p = 2, NR\n DO 3968 q = 1, p - 1\n TEMP1 = XSC * DMIN1(DABS(V(p,p)),DABS(V(q,q)))\n IF ( DABS(V(q,p)) .LE. TEMP1 )\n & V(q,p) = DSIGN( TEMP1, V(q,p) )\n 3968 CONTINUE\n 3969 CONTINUE\n END IF\n*\n CALL DLACPY( 'A', N, NR, V, LDV, WORK(2*N+1), N )\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 8970 p = 2, NR\n DO 8971 q = 1, p - 1\n TEMP1 = XSC * DMIN1(DABS(V(p,p)),DABS(V(q,q)))\n V(p,q) = - DSIGN( TEMP1, V(q,p) )\n 8971 CONTINUE\n 8970 CONTINUE\n ELSE\n CALL DLASET( 'L',NR-1,NR-1,ZERO,ZERO,V(2,1),LDV )\n END IF\n* Now, compute R2 = L3 * Q3, the LQ factorization.\n CALL DGELQF( NR, NR, V, LDV, WORK(2*N+N*NR+1),\n & WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, IERR )\n* .. and estimate the condition number\n CALL DLACPY( 'L',NR,NR,V,LDV,WORK(2*N+N*NR+NR+1),NR )\n DO 4950 p = 1, NR\n TEMP1 = DNRM2( p, WORK(2*N+N*NR+NR+p), NR )\n CALL DSCAL( p, ONE/TEMP1, WORK(2*N+N*NR+NR+p), NR )\n 4950 CONTINUE\n CALL DPOCON( 'L',NR,WORK(2*N+N*NR+NR+1),NR,ONE,TEMP1,\n & WORK(2*N+N*NR+NR+NR*NR+1),IWORK(M+2*N+1),IERR )\n CONDR2 = ONE / DSQRT(TEMP1)\n*\n IF ( CONDR2 .GE. COND_OK ) THEN\n* .. save the Householder vectors used for Q3\n* (this overwrittes the copy of R2, as it will not be\n* needed in this branch, but it does not overwritte the\n* Huseholder vectors of Q2.).\n CALL DLACPY( 'U', NR, NR, V, LDV, WORK(2*N+1), N )\n* .. and the rest of the information on Q3 is in\n* WORK(2*N+N*NR+1:2*N+N*NR+N)\n END IF\n*\n END IF\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 4968 q = 2, NR\n TEMP1 = XSC * V(q,q)\n DO 4969 p = 1, q - 1\n* V(p,q) = - DSIGN( TEMP1, V(q,p) )\n V(p,q) = - DSIGN( TEMP1, V(p,q) )\n 4969 CONTINUE\n 4968 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1,NR-1, ZERO,ZERO, V(1,2), LDV )\n END IF\n*\n* Second preconditioning finished; continue with Jacobi SVD\n* The input matrix is lower trinagular.\n*\n* Recover the right singular vectors as solution of a well\n* conditioned triangular matrix equation.\n*\n IF ( CONDR1 .LT. COND_OK ) THEN\n*\n CALL DGESVJ( 'L','U','N',NR,NR,V,LDV,SVA,NR,U,\n & LDU,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,INFO )\n SCALEM = WORK(2*N+N*NR+NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2))\n DO 3970 p = 1, NR\n CALL DCOPY( NR, V(1,p), 1, U(1,p), 1 )\n CALL DSCAL( NR, SVA(p), V(1,p), 1 )\n 3970 CONTINUE\n\n* .. pick the right matrix equation and solve it\n*\n IF ( NR. EQ. N ) THEN\n* :)) .. best case, R1 is inverted. The solution of this matrix\n* equation is Q2*V2 = the product of the Jacobi rotations\n* used in DGESVJ, premultiplied with the orthogonal matrix\n* from the second QR factorization.\n CALL DTRSM( 'L','U','N','N', NR,NR,ONE, A,LDA, V,LDV )\n ELSE\n* .. R1 is well conditioned, but non-square. Transpose(R2)\n* is inverted to get the product of the Jacobi rotations\n* used in DGESVJ. The Q-factor from the second QR\n* factorization is then built in explicitly.\n CALL DTRSM('L','U','T','N',NR,NR,ONE,WORK(2*N+1),\n & N,V,LDV)\n IF ( NR .LT. N ) THEN\n CALL DLASET('A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV)\n CALL DLASET('A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV)\n CALL DLASET('A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV)\n END IF\n CALL DORMQR('L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR)\n END IF\n*\n ELSE IF ( CONDR2 .LT. COND_OK ) THEN\n*\n* :) .. the input matrix A is very likely a relative of\n* the Kahan matrix :)\n* The matrix R2 is inverted. The solution of the matrix equation\n* is Q3^T*V3 = the product of the Jacobi rotations (appplied to\n* the lower triangular L3 from the LQ factorization of\n* R2=L3*Q3), pre-multiplied with the transposed Q3.\n CALL DGESVJ( 'L', 'U', 'N', NR, NR, V, LDV, SVA, NR, U,\n & LDU, WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, INFO )\n SCALEM = WORK(2*N+N*NR+NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2))\n DO 3870 p = 1, NR\n CALL DCOPY( NR, V(1,p), 1, U(1,p), 1 )\n CALL DSCAL( NR, SVA(p), U(1,p), 1 )\n 3870 CONTINUE\n CALL DTRSM('L','U','N','N',NR,NR,ONE,WORK(2*N+1),N,U,LDU)\n* .. apply the permutation from the second QR factorization\n DO 873 q = 1, NR\n DO 872 p = 1, NR\n WORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q)\n 872 CONTINUE\n DO 874 p = 1, NR\n U(p,q) = WORK(2*N+N*NR+NR+p)\n 874 CONTINUE\n 873 CONTINUE\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV )\n CALL DLASET( 'A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV )\n END IF\n CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )\n ELSE\n* Last line of defense.\n* #:( This is a rather pathological case: no scaled condition\n* improvement after two pivoted QR factorizations. Other\n* possibility is that the rank revealing QR factorization\n* or the condition estimator has failed, or the COND_OK\n* is set very close to ONE (which is unnecessary). Normally,\n* this branch should never be executed, but in rare cases of\n* failure of the RRQR or condition estimator, the last line of\n* defense ensures that DGEJSV completes the task.\n* Compute the full SVD of L3 using DGESVJ with explicit\n* accumulation of Jacobi rotations.\n CALL DGESVJ( 'L', 'U', 'V', NR, NR, V, LDV, SVA, NR, U,\n & LDU, WORK(2*N+N*NR+NR+1), LWORK-2*N-N*NR-NR, INFO )\n SCALEM = WORK(2*N+N*NR+NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+NR+2))\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV )\n CALL DLASET( 'A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV )\n END IF\n CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )\n*\n CALL DORMLQ( 'L', 'T', NR, NR, NR, WORK(2*N+1), N,\n & WORK(2*N+N*NR+1), U, LDU, WORK(2*N+N*NR+NR+1),\n & LWORK-2*N-N*NR-NR, IERR )\n DO 773 q = 1, NR\n DO 772 p = 1, NR\n WORK(2*N+N*NR+NR+IWORK(N+p)) = U(p,q)\n 772 CONTINUE\n DO 774 p = 1, NR\n U(p,q) = WORK(2*N+N*NR+NR+p)\n 774 CONTINUE\n 773 CONTINUE\n*\n END IF\n*\n* Permute the rows of V using the (column) permutation from the\n* first QRF. Also, scale the columns to make them unit in\n* Euclidean norm. This applies to all cases.\n*\n TEMP1 = DSQRT(DBLE(N)) * EPSLN\n DO 1972 q = 1, N\n DO 972 p = 1, N\n WORK(2*N+N*NR+NR+IWORK(p)) = V(p,q)\n 972 CONTINUE\n DO 973 p = 1, N\n V(p,q) = WORK(2*N+N*NR+NR+p)\n 973 CONTINUE\n XSC = ONE / DNRM2( N, V(1,q), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( N, XSC, V(1,q), 1 )\n 1972 CONTINUE\n* At this moment, V contains the right singular vectors of A.\n* Next, assemble the left singular vector matrix U (M x N).\n IF ( NR .LT. M ) THEN\n CALL DLASET( 'A', M-NR, NR, ZERO, ZERO, U(NR+1,1), LDU )\n IF ( NR .LT. N1 ) THEN\n CALL DLASET('A',NR,N1-NR,ZERO,ZERO,U(1,NR+1),LDU)\n CALL DLASET('A',M-NR,N1-NR,ZERO,ONE,U(NR+1,NR+1),LDU)\n END IF\n END IF\n*\n* The Q matrix from the first QRF is built into the left singular\n* matrix U. This applies to all cases.\n*\n CALL DORMQR( 'Left', 'No_Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n\n* The columns of U are normalized. The cost is O(M*N) flops.\n TEMP1 = DSQRT(DBLE(M)) * EPSLN\n DO 1973 p = 1, NR\n XSC = ONE / DNRM2( M, U(1,p), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( M, XSC, U(1,p), 1 )\n 1973 CONTINUE\n*\n* If the initial QRF is computed with row pivoting, the left\n* singular vectors must be adjusted.\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n ELSE\n*\n* .. the initial matrix A has almost orthogonal columns and\n* the second QRF is not needed\n*\n CALL DLACPY( 'Upper', N, N, A, LDA, WORK(N+1), N )\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL)\n DO 5970 p = 2, N\n TEMP1 = XSC * WORK( N + (p-1)*N + p )\n DO 5971 q = 1, p - 1\n WORK(N+(q-1)*N+p)=-DSIGN(TEMP1,WORK(N+(p-1)*N+q))\n 5971 CONTINUE\n 5970 CONTINUE\n ELSE\n CALL DLASET( 'Lower',N-1,N-1,ZERO,ZERO,WORK(N+2),N )\n END IF\n*\n CALL DGESVJ( 'Upper', 'U', 'N', N, N, WORK(N+1), N, SVA,\n & N, U, LDU, WORK(N+N*N+1), LWORK-N-N*N, INFO )\n*\n SCALEM = WORK(N+N*N+1)\n NUMRANK = IDNINT(WORK(N+N*N+2))\n DO 6970 p = 1, N\n CALL DCOPY( N, WORK(N+(p-1)*N+1), 1, U(1,p), 1 )\n CALL DSCAL( N, SVA(p), WORK(N+(p-1)*N+1), 1 )\n 6970 CONTINUE\n*\n CALL DTRSM( 'Left', 'Upper', 'NoTrans', 'No UD', N, N,\n & ONE, A, LDA, WORK(N+1), N )\n DO 6972 p = 1, N\n CALL DCOPY( N, WORK(N+p), N, V(IWORK(p),1), LDV )\n 6972 CONTINUE\n TEMP1 = DSQRT(DBLE(N))*EPSLN\n DO 6971 p = 1, N\n XSC = ONE / DNRM2( N, V(1,p), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( N, XSC, V(1,p), 1 )\n 6971 CONTINUE\n*\n* Assemble the left singular vector matrix U (M x N).\n*\n IF ( N .LT. M ) THEN\n CALL DLASET( 'A', M-N, N, ZERO, ZERO, U(N+1,1), LDU )\n IF ( N .LT. N1 ) THEN\n CALL DLASET( 'A',N, N1-N, ZERO, ZERO, U(1,N+1),LDU )\n CALL DLASET( 'A',M-N,N1-N, ZERO, ONE,U(N+1,N+1),LDU )\n END IF\n END IF\n CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n TEMP1 = DSQRT(DBLE(M))*EPSLN\n DO 6973 p = 1, N1\n XSC = ONE / DNRM2( M, U(1,p), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( M, XSC, U(1,p), 1 )\n 6973 CONTINUE\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n END IF\n*\n* end of the >> almost orthogonal case << in the full SVD\n*\n ELSE\n*\n* This branch deploys a preconditioned Jacobi SVD with explicitly\n* accumulated rotations. It is included as optional, mainly for\n* experimental purposes. It does perfom well, and can also be used.\n* In this implementation, this branch will be automatically activated\n* if the condition number sigma_max(A) / sigma_min(A) is predicted\n* to be greater than the overflow threshold. This is because the\n* a posteriori computation of the singular vectors assumes robust\n* implementation of BLAS and some LAPACK procedures, capable of working\n* in presence of extreme values. Since that is not always the case, ...\n*\n DO 7968 p = 1, NR\n CALL DCOPY( N-p+1, A(p,p), LDA, V(p,p), 1 )\n 7968 CONTINUE\n*\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL/EPSLN)\n DO 5969 q = 1, NR\n TEMP1 = XSC*DABS( V(q,q) )\n DO 5968 p = 1, N\n IF ( ( p .GT. q ) .AND. ( DABS(V(p,q)) .LE. TEMP1 )\n & .OR. ( p .LT. q ) )\n & V(p,q) = DSIGN( TEMP1, V(p,q) )\n IF ( p. LT. q ) V(p,q) = - V(p,q)\n 5968 CONTINUE\n 5969 CONTINUE\n ELSE\n CALL DLASET( 'U', NR-1, NR-1, ZERO, ZERO, V(1,2), LDV )\n END IF\n\n CALL DGEQRF( N, NR, V, LDV, WORK(N+1), WORK(2*N+1),\n & LWORK-2*N, IERR )\n CALL DLACPY( 'L', N, NR, V, LDV, WORK(2*N+1), N )\n*\n DO 7969 p = 1, NR\n CALL DCOPY( NR-p+1, V(p,p), LDV, U(p,p), 1 )\n 7969 CONTINUE\n\n IF ( L2PERT ) THEN\n XSC = DSQRT(SMALL/EPSLN)\n DO 9970 q = 2, NR\n DO 9971 p = 1, q - 1\n TEMP1 = XSC * DMIN1(DABS(U(p,p)),DABS(U(q,q)))\n U(p,q) = - DSIGN( TEMP1, U(q,p) )\n 9971 CONTINUE\n 9970 CONTINUE\n ELSE\n CALL DLASET('U', NR-1, NR-1, ZERO, ZERO, U(1,2), LDU )\n END IF\n\n CALL DGESVJ( 'G', 'U', 'V', NR, NR, U, LDU, SVA,\n & N, V, LDV, WORK(2*N+N*NR+1), LWORK-2*N-N*NR, INFO )\n SCALEM = WORK(2*N+N*NR+1)\n NUMRANK = IDNINT(WORK(2*N+N*NR+2))\n\n IF ( NR .LT. N ) THEN\n CALL DLASET( 'A',N-NR,NR,ZERO,ZERO,V(NR+1,1),LDV )\n CALL DLASET( 'A',NR,N-NR,ZERO,ZERO,V(1,NR+1),LDV )\n CALL DLASET( 'A',N-NR,N-NR,ZERO,ONE,V(NR+1,NR+1),LDV )\n END IF\n\n CALL DORMQR( 'L','N',N,N,NR,WORK(2*N+1),N,WORK(N+1),\n & V,LDV,WORK(2*N+N*NR+NR+1),LWORK-2*N-N*NR-NR,IERR )\n*\n* Permute the rows of V using the (column) permutation from the\n* first QRF. Also, scale the columns to make them unit in\n* Euclidean norm. This applies to all cases.\n*\n TEMP1 = DSQRT(DBLE(N)) * EPSLN\n DO 7972 q = 1, N\n DO 8972 p = 1, N\n WORK(2*N+N*NR+NR+IWORK(p)) = V(p,q)\n 8972 CONTINUE\n DO 8973 p = 1, N\n V(p,q) = WORK(2*N+N*NR+NR+p)\n 8973 CONTINUE\n XSC = ONE / DNRM2( N, V(1,q), 1 )\n IF ( (XSC .LT. (ONE-TEMP1)) .OR. (XSC .GT. (ONE+TEMP1)) )\n & CALL DSCAL( N, XSC, V(1,q), 1 )\n 7972 CONTINUE\n*\n* At this moment, V contains the right singular vectors of A.\n* Next, assemble the left singular vector matrix U (M x N).\n*\n IF ( NR .LT. M ) THEN\n CALL DLASET( 'A', M-NR, NR, ZERO, ZERO, U(NR+1,1), LDU )\n IF ( NR .LT. N1 ) THEN\n CALL DLASET( 'A',NR, N1-NR, ZERO, ZERO, U(1,NR+1),LDU )\n CALL DLASET( 'A',M-NR,N1-NR, ZERO, ONE,U(NR+1,NR+1),LDU )\n END IF\n END IF\n*\n CALL DORMQR( 'Left', 'No Tr', M, N1, N, A, LDA, WORK, U,\n & LDU, WORK(N+1), LWORK-N, IERR )\n*\n IF ( ROWPIV )\n & CALL DLASWP( N1, U, LDU, 1, M-1, IWORK(2*N+1), -1 )\n*\n*\n END IF\n IF ( TRANSP ) THEN\n* .. swap U and V because the procedure worked on A^t\n DO 6974 p = 1, N\n CALL DSWAP( N, U(1,p), 1, V(1,p), 1 )\n 6974 CONTINUE\n END IF\n*\n END IF\n* end of the full SVD\n*\n* Undo scaling, if necessary (and possible)\n*\n IF ( USCAL2 .LE. (BIG/SVA(1))*USCAL1 ) THEN\n CALL DLASCL( 'G', 0, 0, USCAL1, USCAL2, NR, 1, SVA, N, IERR )\n USCAL1 = ONE\n USCAL2 = ONE\n END IF\n*\n IF ( NR .LT. N ) THEN\n DO 3004 p = NR+1, N\n SVA(p) = ZERO\n 3004 CONTINUE\n END IF\n*\n WORK(1) = USCAL2 * SCALEM\n WORK(2) = USCAL1\n IF ( ERREST ) WORK(3) = SCONDA\n IF ( LSVEC .AND. RSVEC ) THEN\n WORK(4) = CONDR1\n WORK(5) = CONDR2\n END IF\n IF ( L2TRAN ) THEN\n WORK(6) = ENTRA\n WORK(7) = ENTRAT\n END IF\n*\n IWORK(1) = NR\n IWORK(2) = NUMRANK\n IWORK(3) = WARNING\n*\n RETURN\n* ..\n* .. END OF DGEJSV\n* ..\n END\n*\n\n");
|
52
|
+
return Qnil;
|
53
|
+
}
|
54
|
+
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
|
55
|
+
printf("%s\n", "USAGE:\n sva, u, v, iwork, info, work = NumRu::Lapack.dgejsv( joba, jobu, jobv, jobr, jobt, jobp, m, a, work, [:lwork => lwork, :usage => usage, :help => help])\n");
|
56
|
+
return Qnil;
|
57
|
+
}
|
58
|
+
} else
|
59
|
+
rblapack_options = Qnil;
|
60
|
+
if (argc != 9 && argc != 10)
|
61
|
+
rb_raise(rb_eArgError,"wrong number of arguments (%d for 9)", argc);
|
62
|
+
rblapack_joba = argv[0];
|
63
|
+
rblapack_jobu = argv[1];
|
64
|
+
rblapack_jobv = argv[2];
|
65
|
+
rblapack_jobr = argv[3];
|
66
|
+
rblapack_jobt = argv[4];
|
67
|
+
rblapack_jobp = argv[5];
|
68
|
+
rblapack_m = argv[6];
|
69
|
+
rblapack_a = argv[7];
|
70
|
+
rblapack_work = argv[8];
|
71
|
+
if (argc == 10) {
|
72
|
+
rblapack_lwork = argv[9];
|
73
|
+
} else if (rblapack_options != Qnil) {
|
74
|
+
rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
|
75
|
+
} else {
|
76
|
+
rblapack_lwork = Qnil;
|
77
|
+
}
|
78
|
+
|
79
|
+
joba = StringValueCStr(rblapack_joba)[0];
|
80
|
+
jobv = StringValueCStr(rblapack_jobv)[0];
|
81
|
+
jobt = StringValueCStr(rblapack_jobt)[0];
|
82
|
+
m = NUM2INT(rblapack_m);
|
83
|
+
if (!NA_IsNArray(rblapack_work))
|
84
|
+
rb_raise(rb_eArgError, "work (9th argument) must be NArray");
|
85
|
+
if (NA_RANK(rblapack_work) != 1)
|
86
|
+
rb_raise(rb_eArgError, "rank of work (9th argument) must be %d", 1);
|
87
|
+
lwork = NA_SHAPE0(rblapack_work);
|
88
|
+
if (NA_TYPE(rblapack_work) != NA_DFLOAT)
|
89
|
+
rblapack_work = na_change_type(rblapack_work, NA_DFLOAT);
|
90
|
+
work = NA_PTR_TYPE(rblapack_work, doublereal*);
|
91
|
+
jobu = StringValueCStr(rblapack_jobu)[0];
|
92
|
+
jobp = StringValueCStr(rblapack_jobp)[0];
|
93
|
+
ldu = (lsame_(&jobu,"U")||lsame_(&jobu,"F")||lsame_(&jobu,"W")) ? m : 1;
|
94
|
+
jobr = StringValueCStr(rblapack_jobr)[0];
|
95
|
+
if (!NA_IsNArray(rblapack_a))
|
96
|
+
rb_raise(rb_eArgError, "a (8th argument) must be NArray");
|
97
|
+
if (NA_RANK(rblapack_a) != 2)
|
98
|
+
rb_raise(rb_eArgError, "rank of a (8th argument) must be %d", 2);
|
99
|
+
lda = NA_SHAPE0(rblapack_a);
|
100
|
+
n = NA_SHAPE1(rblapack_a);
|
101
|
+
if (NA_TYPE(rblapack_a) != NA_DFLOAT)
|
102
|
+
rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
|
103
|
+
a = NA_PTR_TYPE(rblapack_a, doublereal*);
|
104
|
+
ldv = (lsame_(&jobu,"U")||lsame_(&jobu,"F")||lsame_(&jobu,"W")) ? n : 1;
|
105
|
+
if (rblapack_lwork == Qnil)
|
106
|
+
lwork = (lsame_(&jobu,"N")&&lsame_(&jobv,"N")) ? MAX(MAX(2*m+n,4*n+n*n),7) : lsame_(&jobv,"V") ? MAX(2*n+m,7) : ((lsame_(&jobu,"U")||lsame_(&jobu,"F"))&&lsame_(&jobv,"V")) ? MAX(MAX(6*n+2*n*n,m+3*n+n*n),7) : MAX(2*n+m,7);
|
107
|
+
else {
|
108
|
+
lwork = NUM2INT(rblapack_lwork);
|
109
|
+
}
|
110
|
+
{
|
111
|
+
na_shape_t shape[1];
|
112
|
+
shape[0] = n;
|
113
|
+
rblapack_sva = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
114
|
+
}
|
115
|
+
sva = NA_PTR_TYPE(rblapack_sva, doublereal*);
|
116
|
+
{
|
117
|
+
na_shape_t shape[2];
|
118
|
+
shape[0] = ldu;
|
119
|
+
shape[1] = n;
|
120
|
+
rblapack_u = na_make_object(NA_DFLOAT, 2, shape, cNArray);
|
121
|
+
}
|
122
|
+
u = NA_PTR_TYPE(rblapack_u, doublereal*);
|
123
|
+
{
|
124
|
+
na_shape_t shape[2];
|
125
|
+
shape[0] = ldv;
|
126
|
+
shape[1] = n;
|
127
|
+
rblapack_v = na_make_object(NA_DFLOAT, 2, shape, cNArray);
|
128
|
+
}
|
129
|
+
v = NA_PTR_TYPE(rblapack_v, doublereal*);
|
130
|
+
{
|
131
|
+
na_shape_t shape[1];
|
132
|
+
shape[0] = m+3*n;
|
133
|
+
rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
|
134
|
+
}
|
135
|
+
iwork = NA_PTR_TYPE(rblapack_iwork, integer*);
|
136
|
+
{
|
137
|
+
na_shape_t shape[1];
|
138
|
+
shape[0] = lwork;
|
139
|
+
rblapack_work_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
|
140
|
+
}
|
141
|
+
work_out__ = NA_PTR_TYPE(rblapack_work_out__, doublereal*);
|
142
|
+
MEMCPY(work_out__, work, doublereal, NA_TOTAL(rblapack_work));
|
143
|
+
rblapack_work = rblapack_work_out__;
|
144
|
+
work = work_out__;
|
145
|
+
|
146
|
+
dgejsv_(&joba, &jobu, &jobv, &jobr, &jobt, &jobp, &m, &n, a, &lda, sva, u, &ldu, v, &ldv, work, &lwork, iwork, &info);
|
147
|
+
|
148
|
+
rblapack_info = INT2NUM(info);
|
149
|
+
return rb_ary_new3(6, rblapack_sva, rblapack_u, rblapack_v, rblapack_iwork, rblapack_info, rblapack_work);
|
150
|
+
}
|
151
|
+
|
152
|
+
void
|
153
|
+
init_lapack_dgejsv(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
154
|
+
sHelp = sH;
|
155
|
+
sUsage = sU;
|
156
|
+
rblapack_ZERO = zero;
|
157
|
+
|
158
|
+
rb_define_module_function(mLapack, "dgejsv", rblapack_dgejsv, -1);
|
159
|
+
}
|