ruby-lapack 1.7 → 1.7.1

data/ext/dtrsen.c

@@ -0,0 +1,169 @@
+#include "rb_lapack.h"
+
+extern VOID dtrsen_(char* job, char* compq, logical* select, integer* n, doublereal* t, integer* ldt, doublereal* q, integer* ldq, doublereal* wr, doublereal* wi, integer* m, doublereal* s, doublereal* sep, doublereal* work, integer* lwork, integer* iwork, integer* liwork, integer* info);
+
+
+static VALUE
+rblapack_dtrsen(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_job;
+  char job; 
+  VALUE rblapack_compq;
+  char compq; 
+  VALUE rblapack_select;
+  logical *select; 
+  VALUE rblapack_t;
+  doublereal *t; 
+  VALUE rblapack_q;
+  doublereal *q; 
+  VALUE rblapack_liwork;
+  integer liwork; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_wr;
+  doublereal *wr; 
+  VALUE rblapack_wi;
+  doublereal *wi; 
+  VALUE rblapack_m;
+  integer m; 
+  VALUE rblapack_s;
+  doublereal s; 
+  VALUE rblapack_sep;
+  doublereal sep; 
+  VALUE rblapack_work;
+  doublereal *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_t_out__;
+  doublereal *t_out__;
+  VALUE rblapack_q_out__;
+  doublereal *q_out__;
+  integer *iwork;
+
+  integer n;
+  integer ldt;
+  integer ldq;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  wr, wi, m, s, sep, work, info, t, q = NumRu::Lapack.dtrsen( job, compq, select, t, q, liwork, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DTRSEN( JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, WR, WI, M, S, SEP, WORK, LWORK, IWORK, LIWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DTRSEN reorders the real Schur factorization of a real matrix\n*  A = Q*T*Q**T, so that a selected cluster of eigenvalues appears in\n*  the leading diagonal blocks of the upper quasi-triangular matrix T,\n*  and the leading columns of Q form an orthonormal basis of the\n*  corresponding right invariant subspace.\n*\n*  Optionally the routine computes the reciprocal condition numbers of\n*  the cluster of eigenvalues and/or the invariant subspace.\n*\n*  T must be in Schur canonical form (as returned by DHSEQR), that is,\n*  block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each\n*  2-by-2 diagonal block has its diagonal elemnts equal and its\n*  off-diagonal elements of opposite sign.\n*\n\n*  Arguments\n*  =========\n*\n*  JOB     (input) CHARACTER*1\n*          Specifies whether condition numbers are required for the\n*          cluster of eigenvalues (S) or the invariant subspace (SEP):\n*          = 'N': none;\n*          = 'E': for eigenvalues only (S);\n*          = 'V': for invariant subspace only (SEP);\n*          = 'B': for both eigenvalues and invariant subspace (S and\n*                 SEP).\n*\n*  COMPQ   (input) CHARACTER*1\n*          = 'V': update the matrix Q of Schur vectors;\n*          = 'N': do not update Q.\n*\n*  SELECT  (input) LOGICAL array, dimension (N)\n*          SELECT specifies the eigenvalues in the selected cluster. To\n*          select a real eigenvalue w(j), SELECT(j) must be set to\n*          .TRUE.. To select a complex conjugate pair of eigenvalues\n*          w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,\n*          either SELECT(j) or SELECT(j+1) or both must be set to\n*          .TRUE.; a complex conjugate pair of eigenvalues must be\n*          either both included in the cluster or both excluded.\n*\n*  N       (input) INTEGER\n*          The order of the matrix T. N >= 0.\n*\n*  T       (input/output) DOUBLE PRECISION array, dimension (LDT,N)\n*          On entry, the upper quasi-triangular matrix T, in Schur\n*          canonical form.\n*          On exit, T is overwritten by the reordered matrix T, again in\n*          Schur canonical form, with the selected eigenvalues in the\n*          leading diagonal blocks.\n*\n*  LDT     (input) INTEGER\n*          The leading dimension of the array T. LDT >= max(1,N).\n*\n*  Q       (input/output) DOUBLE PRECISION array, dimension (LDQ,N)\n*          On entry, if COMPQ = 'V', the matrix Q of Schur vectors.\n*          On exit, if COMPQ = 'V', Q has been postmultiplied by the\n*          orthogonal transformation matrix which reorders T; the\n*          leading M columns of Q form an orthonormal basis for the\n*          specified invariant subspace.\n*          If COMPQ = 'N', Q is not referenced.\n*\n*  LDQ     (input) INTEGER\n*          The leading dimension of the array Q.\n*          LDQ >= 1; and if COMPQ = 'V', LDQ >= N.\n*\n*  WR      (output) DOUBLE PRECISION array, dimension (N)\n*  WI      (output) DOUBLE PRECISION array, dimension (N)\n*          The real and imaginary parts, respectively, of the reordered\n*          eigenvalues of T. The eigenvalues are stored in the same\n*          order as on the diagonal of T, with WR(i) = T(i,i) and, if\n*          T(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) > 0 and\n*          WI(i+1) = -WI(i). Note that if a complex eigenvalue is\n*          sufficiently ill-conditioned, then its value may differ\n*          significantly from its value before reordering.\n*\n*  M       (output) INTEGER\n*          The dimension of the specified invariant subspace.\n*          0 < = M <= N.\n*\n*  S       (output) DOUBLE PRECISION\n*          If JOB = 'E' or 'B', S is a lower bound on the reciprocal\n*          condition number for the selected cluster of eigenvalues.\n*          S cannot underestimate the true reciprocal condition number\n*          by more than a factor of sqrt(N). If M = 0 or N, S = 1.\n*          If JOB = 'N' or 'V', S is not referenced.\n*\n*  SEP     (output) DOUBLE PRECISION\n*          If JOB = 'V' or 'B', SEP is the estimated reciprocal\n*          condition number of the specified invariant subspace. If\n*          M = 0 or N, SEP = norm(T).\n*          If JOB = 'N' or 'E', SEP is not referenced.\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.\n*          If JOB = 'N', LWORK >= max(1,N);\n*          if JOB = 'E', LWORK >= max(1,M*(N-M));\n*          if JOB = 'V' or 'B', LWORK >= max(1,2*M*(N-M)).\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates the optimal size of the WORK array, returns\n*          this value as the first entry of the WORK array, and no error\n*          message related to LWORK is issued by XERBLA.\n*\n*  IWORK   (workspace) INTEGER array, dimension (MAX(1,LIWORK))\n*          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.\n*\n*  LIWORK  (input) INTEGER\n*          The dimension of the array IWORK.\n*          If JOB = 'N' or 'E', LIWORK >= 1;\n*          if JOB = 'V' or 'B', LIWORK >= max(1,M*(N-M)).\n*\n*          If LIWORK = -1, then a workspace query is assumed; the\n*          routine only calculates the optimal size of the IWORK array,\n*          returns this value as the first entry of the IWORK array, and\n*          no error message related to LIWORK is issued by XERBLA.\n*\n*  INFO    (output) INTEGER\n*          = 0: successful exit\n*          < 0: if INFO = -i, the i-th argument had an illegal value\n*          = 1: reordering of T failed because some eigenvalues are too\n*               close to separate (the problem is very ill-conditioned);\n*               T may have been partially reordered, and WR and WI\n*               contain the eigenvalues in the same order as in T; S and\n*               SEP (if requested) are set to zero.\n*\n\n*  Further Details\n*  ===============\n*\n*  DTRSEN first collects the selected eigenvalues by computing an\n*  orthogonal transformation Z to move them to the top left corner of T.\n*  In other words, the selected eigenvalues are the eigenvalues of T11\n*  in:\n*\n*                Z'*T*Z = ( T11 T12 ) n1\n*                         (  0  T22 ) n2\n*                            n1  n2\n*\n*  where N = n1+n2 and Z' means the transpose of Z. The first n1 columns\n*  of Z span the specified invariant subspace of T.\n*\n*  If T has been obtained from the real Schur factorization of a matrix\n*  A = Q*T*Q', then the reordered real Schur factorization of A is given\n*  by A = (Q*Z)*(Z'*T*Z)*(Q*Z)', and the first n1 columns of Q*Z span\n*  the corresponding invariant subspace of A.\n*\n*  The reciprocal condition number of the average of the eigenvalues of\n*  T11 may be returned in S. S lies between 0 (very badly conditioned)\n*  and 1 (very well conditioned). It is computed as follows. First we\n*  compute R so that\n*\n*                         P = ( I  R ) n1\n*                             ( 0  0 ) n2\n*                               n1 n2\n*\n*  is the projector on the invariant subspace associated with T11.\n*  R is the solution of the Sylvester equation:\n*\n*                        T11*R - R*T22 = T12.\n*\n*  Let F-norm(M) denote the Frobenius-norm of M and 2-norm(M) denote\n*  the two-norm of M. Then S is computed as the lower bound\n*\n*                      (1 + F-norm(R)**2)**(-1/2)\n*\n*  on the reciprocal of 2-norm(P), the true reciprocal condition number.\n*  S cannot underestimate 1 / 2-norm(P) by more than a factor of\n*  sqrt(N).\n*\n*  An approximate error bound for the computed average of the\n*  eigenvalues of T11 is\n*\n*                         EPS * norm(T) / S\n*\n*  where EPS is the machine precision.\n*\n*  The reciprocal condition number of the right invariant subspace\n*  spanned by the first n1 columns of Z (or of Q*Z) is returned in SEP.\n*  SEP is defined as the separation of T11 and T22:\n*\n*                     sep( T11, T22 ) = sigma-min( C )\n*\n*  where sigma-min(C) is the smallest singular value of the\n*  n1*n2-by-n1*n2 matrix\n*\n*     C  = kprod( I(n2), T11 ) - kprod( transpose(T22), I(n1) )\n*\n*  I(m) is an m by m identity matrix, and kprod denotes the Kronecker\n*  product. We estimate sigma-min(C) by the reciprocal of an estimate of\n*  the 1-norm of inverse(C). The true reciprocal 1-norm of inverse(C)\n*  cannot differ from sigma-min(C) by more than a factor of sqrt(n1*n2).\n*\n*  When SEP is small, small changes in T can cause large changes in\n*  the invariant subspace. An approximate bound on the maximum angular\n*  error in the computed right invariant subspace is\n*\n*                      EPS * norm(T) / SEP\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  wr, wi, m, s, sep, work, info, t, q = NumRu::Lapack.dtrsen( job, compq, select, t, q, liwork, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 6 && argc != 7)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 6)", argc);
+  rblapack_job = argv[0];
+  rblapack_compq = argv[1];
+  rblapack_select = argv[2];
+  rblapack_t = argv[3];
+  rblapack_q = argv[4];
+  rblapack_liwork = argv[5];
+  if (argc == 7) {
+    rblapack_lwork = argv[6];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  job = StringValueCStr(rblapack_job)[0];
+  if (!NA_IsNArray(rblapack_select))
+    rb_raise(rb_eArgError, "select (3th argument) must be NArray");
+  if (NA_RANK(rblapack_select) != 1)
+    rb_raise(rb_eArgError, "rank of select (3th argument) must be %d", 1);
+  n = NA_SHAPE0(rblapack_select);
+  if (NA_TYPE(rblapack_select) != NA_LINT)
+    rblapack_select = na_change_type(rblapack_select, NA_LINT);
+  select = NA_PTR_TYPE(rblapack_select, logical*);
+  if (!NA_IsNArray(rblapack_q))
+    rb_raise(rb_eArgError, "q (5th argument) must be NArray");
+  if (NA_RANK(rblapack_q) != 2)
+    rb_raise(rb_eArgError, "rank of q (5th argument) must be %d", 2);
+  ldq = NA_SHAPE0(rblapack_q);
+  if (NA_SHAPE1(rblapack_q) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of q must be the same as shape 0 of select");
+  if (NA_TYPE(rblapack_q) != NA_DFLOAT)
+    rblapack_q = na_change_type(rblapack_q, NA_DFLOAT);
+  q = NA_PTR_TYPE(rblapack_q, doublereal*);
+  compq = StringValueCStr(rblapack_compq)[0];
+  liwork = NUM2INT(rblapack_liwork);
+  if (!NA_IsNArray(rblapack_t))
+    rb_raise(rb_eArgError, "t (4th argument) must be NArray");
+  if (NA_RANK(rblapack_t) != 2)
+    rb_raise(rb_eArgError, "rank of t (4th argument) must be %d", 2);
+  ldt = NA_SHAPE0(rblapack_t);
+  if (NA_SHAPE1(rblapack_t) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of t must be the same as shape 0 of select");
+  if (NA_TYPE(rblapack_t) != NA_DFLOAT)
+    rblapack_t = na_change_type(rblapack_t, NA_DFLOAT);
+  t = NA_PTR_TYPE(rblapack_t, doublereal*);
+  if (rblapack_lwork == Qnil)
+    lwork = lsame_(&job,"N") ? n : lsame_(&job,"E") ? m*(n-m) : (lsame_(&job,"V")||lsame_(&job,"B")) ? 2*m*(n-m) : 0;
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_wr = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  wr = NA_PTR_TYPE(rblapack_wr, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_wi = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  wi = NA_PTR_TYPE(rblapack_wi, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublereal*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldt;
+    shape[1] = n;
+    rblapack_t_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  t_out__ = NA_PTR_TYPE(rblapack_t_out__, doublereal*);
+  MEMCPY(t_out__, t, doublereal, NA_TOTAL(rblapack_t));
+  rblapack_t = rblapack_t_out__;
+  t = t_out__;
+  {
+    na_shape_t shape[2];
+    shape[0] = ldq;
+    shape[1] = n;
+    rblapack_q_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  q_out__ = NA_PTR_TYPE(rblapack_q_out__, doublereal*);
+  MEMCPY(q_out__, q, doublereal, NA_TOTAL(rblapack_q));
+  rblapack_q = rblapack_q_out__;
+  q = q_out__;
+  iwork = ALLOC_N(integer, (MAX(1,liwork)));
+
+  dtrsen_(&job, &compq, select, &n, t, &ldt, q, &ldq, wr, wi, &m, &s, &sep, work, &lwork, iwork, &liwork, &info);
+
+  free(iwork);
+  rblapack_m = INT2NUM(m);
+  rblapack_s = rb_float_new((double)s);
+  rblapack_sep = rb_float_new((double)sep);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(9, rblapack_wr, rblapack_wi, rblapack_m, rblapack_s, rblapack_sep, rblapack_work, rblapack_info, rblapack_t, rblapack_q);
+}
+
+void
+init_lapack_dtrsen(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dtrsen", rblapack_dtrsen, -1);
+}

data/ext/dtrsna.c

@@ -0,0 +1,137 @@
+#include "rb_lapack.h"
+
+extern VOID dtrsna_(char* job, char* howmny, logical* select, integer* n, doublereal* t, integer* ldt, doublereal* vl, integer* ldvl, doublereal* vr, integer* ldvr, doublereal* s, doublereal* sep, integer* mm, integer* m, doublereal* work, integer* ldwork, integer* iwork, integer* info);
+
+
+static VALUE
+rblapack_dtrsna(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_job;
+  char job; 
+  VALUE rblapack_howmny;
+  char howmny; 
+  VALUE rblapack_select;
+  logical *select; 
+  VALUE rblapack_t;
+  doublereal *t; 
+  VALUE rblapack_vl;
+  doublereal *vl; 
+  VALUE rblapack_vr;
+  doublereal *vr; 
+  VALUE rblapack_s;
+  doublereal *s; 
+  VALUE rblapack_sep;
+  doublereal *sep; 
+  VALUE rblapack_m;
+  integer m; 
+  VALUE rblapack_info;
+  integer info; 
+  doublereal *work;
+  integer *iwork;
+
+  integer n;
+  integer ldt;
+  integer ldvl;
+  integer ldvr;
+  integer mm;
+  integer ldwork;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  s, sep, m, info = NumRu::Lapack.dtrsna( job, howmny, select, t, vl, vr, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DTRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, S, SEP, MM, M, WORK, LDWORK, IWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  DTRSNA estimates reciprocal condition numbers for specified\n*  eigenvalues and/or right eigenvectors of a real upper\n*  quasi-triangular matrix T (or of any matrix Q*T*Q**T with Q\n*  orthogonal).\n*\n*  T must be in Schur canonical form (as returned by DHSEQR), that is,\n*  block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each\n*  2-by-2 diagonal block has its diagonal elements equal and its\n*  off-diagonal elements of opposite sign.\n*\n\n*  Arguments\n*  =========\n*\n*  JOB     (input) CHARACTER*1\n*          Specifies whether condition numbers are required for\n*          eigenvalues (S) or eigenvectors (SEP):\n*          = 'E': for eigenvalues only (S);\n*          = 'V': for eigenvectors only (SEP);\n*          = 'B': for both eigenvalues and eigenvectors (S and SEP).\n*\n*  HOWMNY  (input) CHARACTER*1\n*          = 'A': compute condition numbers for all eigenpairs;\n*          = 'S': compute condition numbers for selected eigenpairs\n*                 specified by the array SELECT.\n*\n*  SELECT  (input) LOGICAL array, dimension (N)\n*          If HOWMNY = 'S', SELECT specifies the eigenpairs for which\n*          condition numbers are required. To select condition numbers\n*          for the eigenpair corresponding to a real eigenvalue w(j),\n*          SELECT(j) must be set to .TRUE.. To select condition numbers\n*          corresponding to a complex conjugate pair of eigenvalues w(j)\n*          and w(j+1), either SELECT(j) or SELECT(j+1) or both, must be\n*          set to .TRUE..\n*          If HOWMNY = 'A', SELECT is not referenced.\n*\n*  N       (input) INTEGER\n*          The order of the matrix T. N >= 0.\n*\n*  T       (input) DOUBLE PRECISION array, dimension (LDT,N)\n*          The upper quasi-triangular matrix T, in Schur canonical form.\n*\n*  LDT     (input) INTEGER\n*          The leading dimension of the array T. LDT >= max(1,N).\n*\n*  VL      (input) DOUBLE PRECISION array, dimension (LDVL,M)\n*          If JOB = 'E' or 'B', VL must contain left eigenvectors of T\n*          (or of any Q*T*Q**T with Q orthogonal), corresponding to the\n*          eigenpairs specified by HOWMNY and SELECT. The eigenvectors\n*          must be stored in consecutive columns of VL, as returned by\n*          DHSEIN or DTREVC.\n*          If JOB = 'V', VL is not referenced.\n*\n*  LDVL    (input) INTEGER\n*          The leading dimension of the array VL.\n*          LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.\n*\n*  VR      (input) DOUBLE PRECISION array, dimension (LDVR,M)\n*          If JOB = 'E' or 'B', VR must contain right eigenvectors of T\n*          (or of any Q*T*Q**T with Q orthogonal), corresponding to the\n*          eigenpairs specified by HOWMNY and SELECT. The eigenvectors\n*          must be stored in consecutive columns of VR, as returned by\n*          DHSEIN or DTREVC.\n*          If JOB = 'V', VR is not referenced.\n*\n*  LDVR    (input) INTEGER\n*          The leading dimension of the array VR.\n*          LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.\n*\n*  S       (output) DOUBLE PRECISION array, dimension (MM)\n*          If JOB = 'E' or 'B', the reciprocal condition numbers of the\n*          selected eigenvalues, stored in consecutive elements of the\n*          array. For a complex conjugate pair of eigenvalues two\n*          consecutive elements of S are set to the same value. Thus\n*          S(j), SEP(j), and the j-th columns of VL and VR all\n*          correspond to the same eigenpair (but not in general the\n*          j-th eigenpair, unless all eigenpairs are selected).\n*          If JOB = 'V', S is not referenced.\n*\n*  SEP     (output) DOUBLE PRECISION array, dimension (MM)\n*          If JOB = 'V' or 'B', the estimated reciprocal condition\n*          numbers of the selected eigenvectors, stored in consecutive\n*          elements of the array. For a complex eigenvector two\n*          consecutive elements of SEP are set to the same value. If\n*          the eigenvalues cannot be reordered to compute SEP(j), SEP(j)\n*          is set to 0; this can only occur when the true value would be\n*          very small anyway.\n*          If JOB = 'E', SEP is not referenced.\n*\n*  MM      (input) INTEGER\n*          The number of elements in the arrays S (if JOB = 'E' or 'B')\n*           and/or SEP (if JOB = 'V' or 'B'). MM >= M.\n*\n*  M       (output) INTEGER\n*          The number of elements of the arrays S and/or SEP actually\n*          used to store the estimated condition numbers.\n*          If HOWMNY = 'A', M is set to N.\n*\n*  WORK    (workspace) DOUBLE PRECISION array, dimension (LDWORK,N+6)\n*          If JOB = 'E', WORK is not referenced.\n*\n*  LDWORK  (input) INTEGER\n*          The leading dimension of the array WORK.\n*          LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.\n*\n*  IWORK   (workspace) INTEGER array, dimension (2*(N-1))\n*          If JOB = 'E', IWORK is not referenced.\n*\n*  INFO    (output) INTEGER\n*          = 0: successful exit\n*          < 0: if INFO = -i, the i-th argument had an illegal value\n*\n\n*  Further Details\n*  ===============\n*\n*  The reciprocal of the condition number of an eigenvalue lambda is\n*  defined as\n*\n*          S(lambda) = |v'*u| / (norm(u)*norm(v))\n*\n*  where u and v are the right and left eigenvectors of T corresponding\n*  to lambda; v' denotes the conjugate-transpose of v, and norm(u)\n*  denotes the Euclidean norm. These reciprocal condition numbers always\n*  lie between zero (very badly conditioned) and one (very well\n*  conditioned). If n = 1, S(lambda) is defined to be 1.\n*\n*  An approximate error bound for a computed eigenvalue W(i) is given by\n*\n*                      EPS * norm(T) / S(i)\n*\n*  where EPS is the machine precision.\n*\n*  The reciprocal of the condition number of the right eigenvector u\n*  corresponding to lambda is defined as follows. Suppose\n*\n*              T = ( lambda  c  )\n*                  (   0    T22 )\n*\n*  Then the reciprocal condition number is\n*\n*          SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )\n*\n*  where sigma-min denotes the smallest singular value. We approximate\n*  the smallest singular value by the reciprocal of an estimate of the\n*  one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is\n*  defined to be abs(T(1,1)).\n*\n*  An approximate error bound for a computed right eigenvector VR(i)\n*  is given by\n*\n*                      EPS * norm(T) / SEP(i)\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  s, sep, m, info = NumRu::Lapack.dtrsna( job, howmny, select, t, vl, vr, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 6 && argc != 6)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 6)", argc);
+  rblapack_job = argv[0];
+  rblapack_howmny = argv[1];
+  rblapack_select = argv[2];
+  rblapack_t = argv[3];
+  rblapack_vl = argv[4];
+  rblapack_vr = argv[5];
+  if (argc == 6) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  job = StringValueCStr(rblapack_job)[0];
+  if (!NA_IsNArray(rblapack_select))
+    rb_raise(rb_eArgError, "select (3th argument) must be NArray");
+  if (NA_RANK(rblapack_select) != 1)
+    rb_raise(rb_eArgError, "rank of select (3th argument) must be %d", 1);
+  n = NA_SHAPE0(rblapack_select);
+  if (NA_TYPE(rblapack_select) != NA_LINT)
+    rblapack_select = na_change_type(rblapack_select, NA_LINT);
+  select = NA_PTR_TYPE(rblapack_select, logical*);
+  if (!NA_IsNArray(rblapack_vl))
+    rb_raise(rb_eArgError, "vl (5th argument) must be NArray");
+  if (NA_RANK(rblapack_vl) != 2)
+    rb_raise(rb_eArgError, "rank of vl (5th argument) must be %d", 2);
+  ldvl = NA_SHAPE0(rblapack_vl);
+  m = NA_SHAPE1(rblapack_vl);
+  if (NA_TYPE(rblapack_vl) != NA_DFLOAT)
+    rblapack_vl = na_change_type(rblapack_vl, NA_DFLOAT);
+  vl = NA_PTR_TYPE(rblapack_vl, doublereal*);
+  howmny = StringValueCStr(rblapack_howmny)[0];
+  if (!NA_IsNArray(rblapack_vr))
+    rb_raise(rb_eArgError, "vr (6th argument) must be NArray");
+  if (NA_RANK(rblapack_vr) != 2)
+    rb_raise(rb_eArgError, "rank of vr (6th argument) must be %d", 2);
+  ldvr = NA_SHAPE0(rblapack_vr);
+  if (NA_SHAPE1(rblapack_vr) != m)
+    rb_raise(rb_eRuntimeError, "shape 1 of vr must be the same as shape 1 of vl");
+  if (NA_TYPE(rblapack_vr) != NA_DFLOAT)
+    rblapack_vr = na_change_type(rblapack_vr, NA_DFLOAT);
+  vr = NA_PTR_TYPE(rblapack_vr, doublereal*);
+  mm = m;
+  if (!NA_IsNArray(rblapack_t))
+    rb_raise(rb_eArgError, "t (4th argument) must be NArray");
+  if (NA_RANK(rblapack_t) != 2)
+    rb_raise(rb_eArgError, "rank of t (4th argument) must be %d", 2);
+  ldt = NA_SHAPE0(rblapack_t);
+  if (NA_SHAPE1(rblapack_t) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of t must be the same as shape 0 of select");
+  if (NA_TYPE(rblapack_t) != NA_DFLOAT)
+    rblapack_t = na_change_type(rblapack_t, NA_DFLOAT);
+  t = NA_PTR_TYPE(rblapack_t, doublereal*);
+  ldwork = ((lsame_(&job,"V")) || (lsame_(&job,"B"))) ? n : 1;
+  {
+    na_shape_t shape[1];
+    shape[0] = mm;
+    rblapack_s = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  s = NA_PTR_TYPE(rblapack_s, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = mm;
+    rblapack_sep = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  sep = NA_PTR_TYPE(rblapack_sep, doublereal*);
+  work = ALLOC_N(doublereal, (lsame_(&job,"E") ? 0 : ldwork)*(lsame_(&job,"E") ? 0 : n+6));
+  iwork = ALLOC_N(integer, (lsame_(&job,"E") ? 0 : 2*(n-1)));
+
+  dtrsna_(&job, &howmny, select, &n, t, &ldt, vl, &ldvl, vr, &ldvr, s, sep, &mm, &m, work, &ldwork, iwork, &info);
+
+  free(work);
+  free(iwork);
+  rblapack_m = INT2NUM(m);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(4, rblapack_s, rblapack_sep, rblapack_m, rblapack_info);
+}
+
+void
+init_lapack_dtrsna(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dtrsna", rblapack_dtrsna, -1);
+}

data/ext/dtrsyl.c

@@ -0,0 +1,116 @@
+#include "rb_lapack.h"
+
+extern VOID dtrsyl_(char* trana, char* tranb, integer* isgn, integer* m, integer* n, doublereal* a, integer* lda, doublereal* b, integer* ldb, doublereal* c, integer* ldc, doublereal* scale, integer* info);
+
+
+static VALUE
+rblapack_dtrsyl(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_trana;
+  char trana; 
+  VALUE rblapack_tranb;
+  char tranb; 
+  VALUE rblapack_isgn;
+  integer isgn; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_b;
+  doublereal *b; 
+  VALUE rblapack_c;
+  doublereal *c; 
+  VALUE rblapack_scale;
+  doublereal scale; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_c_out__;
+  doublereal *c_out__;
+
+  integer lda;
+  integer m;
+  integer ldb;
+  integer n;
+  integer ldc;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  scale, info, c = NumRu::Lapack.dtrsyl( trana, tranb, isgn, a, b, c, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DTRSYL( TRANA, TRANB, ISGN, M, N, A, LDA, B, LDB, C, LDC, SCALE, INFO )\n\n*  Purpose\n*  =======\n*\n*  DTRSYL solves the real Sylvester matrix equation:\n*\n*     op(A)*X + X*op(B) = scale*C or\n*     op(A)*X - X*op(B) = scale*C,\n*\n*  where op(A) = A or A**T, and  A and B are both upper quasi-\n*  triangular. A is M-by-M and B is N-by-N; the right hand side C and\n*  the solution X are M-by-N; and scale is an output scale factor, set\n*  <= 1 to avoid overflow in X.\n*\n*  A and B must be in Schur canonical form (as returned by DHSEQR), that\n*  is, block upper triangular with 1-by-1 and 2-by-2 diagonal blocks;\n*  each 2-by-2 diagonal block has its diagonal elements equal and its\n*  off-diagonal elements of opposite sign.\n*\n\n*  Arguments\n*  =========\n*\n*  TRANA   (input) CHARACTER*1\n*          Specifies the option op(A):\n*          = 'N': op(A) = A    (No transpose)\n*          = 'T': op(A) = A**T (Transpose)\n*          = 'C': op(A) = A**H (Conjugate transpose = Transpose)\n*\n*  TRANB   (input) CHARACTER*1\n*          Specifies the option op(B):\n*          = 'N': op(B) = B    (No transpose)\n*          = 'T': op(B) = B**T (Transpose)\n*          = 'C': op(B) = B**H (Conjugate transpose = Transpose)\n*\n*  ISGN    (input) INTEGER\n*          Specifies the sign in the equation:\n*          = +1: solve op(A)*X + X*op(B) = scale*C\n*          = -1: solve op(A)*X - X*op(B) = scale*C\n*\n*  M       (input) INTEGER\n*          The order of the matrix A, and the number of rows in the\n*          matrices X and C. M >= 0.\n*\n*  N       (input) INTEGER\n*          The order of the matrix B, and the number of columns in the\n*          matrices X and C. N >= 0.\n*\n*  A       (input) DOUBLE PRECISION array, dimension (LDA,M)\n*          The upper quasi-triangular matrix A, in Schur canonical form.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  B       (input) DOUBLE PRECISION array, dimension (LDB,N)\n*          The upper quasi-triangular matrix B, in Schur canonical form.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,N).\n*\n*  C       (input/output) DOUBLE PRECISION array, dimension (LDC,N)\n*          On entry, the M-by-N right hand side matrix C.\n*          On exit, C is overwritten by the solution matrix X.\n*\n*  LDC     (input) INTEGER\n*          The leading dimension of the array C. LDC >= max(1,M)\n*\n*  SCALE   (output) DOUBLE PRECISION\n*          The scale factor, scale, set <= 1 to avoid overflow in X.\n*\n*  INFO    (output) INTEGER\n*          = 0: successful exit\n*          < 0: if INFO = -i, the i-th argument had an illegal value\n*          = 1: A and B have common or very close eigenvalues; perturbed\n*               values were used to solve the equation (but the matrices\n*               A and B are unchanged).\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  scale, info, c = NumRu::Lapack.dtrsyl( trana, tranb, isgn, a, b, c, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 6 && argc != 6)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 6)", argc);
+  rblapack_trana = argv[0];
+  rblapack_tranb = argv[1];
+  rblapack_isgn = argv[2];
+  rblapack_a = argv[3];
+  rblapack_b = argv[4];
+  rblapack_c = argv[5];
+  if (argc == 6) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  trana = StringValueCStr(rblapack_trana)[0];
+  isgn = NUM2INT(rblapack_isgn);
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (5th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (5th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  n = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_DFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_DFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, doublereal*);
+  tranb = StringValueCStr(rblapack_tranb)[0];
+  if (!NA_IsNArray(rblapack_c))
+    rb_raise(rb_eArgError, "c (6th argument) must be NArray");
+  if (NA_RANK(rblapack_c) != 2)
+    rb_raise(rb_eArgError, "rank of c (6th argument) must be %d", 2);
+  ldc = NA_SHAPE0(rblapack_c);
+  if (NA_SHAPE1(rblapack_c) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of c must be the same as shape 1 of b");
+  if (NA_TYPE(rblapack_c) != NA_DFLOAT)
+    rblapack_c = na_change_type(rblapack_c, NA_DFLOAT);
+  c = NA_PTR_TYPE(rblapack_c, doublereal*);
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (4th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (4th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  m = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, doublereal*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldc;
+    shape[1] = n;
+    rblapack_c_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  c_out__ = NA_PTR_TYPE(rblapack_c_out__, doublereal*);
+  MEMCPY(c_out__, c, doublereal, NA_TOTAL(rblapack_c));
+  rblapack_c = rblapack_c_out__;
+  c = c_out__;
+
+  dtrsyl_(&trana, &tranb, &isgn, &m, &n, a, &lda, b, &ldb, c, &ldc, &scale, &info);
+
+  rblapack_scale = rb_float_new((double)scale);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(3, rblapack_scale, rblapack_info, rblapack_c);
+}
+
+void
+init_lapack_dtrsyl(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dtrsyl", rblapack_dtrsyl, -1);
+}

data/ext/dtrti2.c

@@ -0,0 +1,81 @@
+#include "rb_lapack.h"
+
+extern VOID dtrti2_(char* uplo, char* diag, integer* n, doublereal* a, integer* lda, integer* info);
+
+
+static VALUE
+rblapack_dtrti2(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_uplo;
+  char uplo; 
+  VALUE rblapack_diag;
+  char diag; 
+  VALUE rblapack_a;
+  doublereal *a; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublereal *a_out__;
+
+  integer lda;
+  integer n;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  info, a = NumRu::Lapack.dtrti2( uplo, diag, a, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE DTRTI2( UPLO, DIAG, N, A, LDA, INFO )\n\n*  Purpose\n*  =======\n*\n*  DTRTI2 computes the inverse of a real upper or lower triangular\n*  matrix.\n*\n*  This is the Level 2 BLAS version of the algorithm.\n*\n\n*  Arguments\n*  =========\n*\n*  UPLO    (input) CHARACTER*1\n*          Specifies whether the matrix A is upper or lower triangular.\n*          = 'U':  Upper triangular\n*          = 'L':  Lower triangular\n*\n*  DIAG    (input) CHARACTER*1\n*          Specifies whether or not the matrix A is unit triangular.\n*          = 'N':  Non-unit triangular\n*          = 'U':  Unit triangular\n*\n*  N       (input) INTEGER\n*          The order of the matrix A.  N >= 0.\n*\n*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)\n*          On entry, the triangular matrix A.  If UPLO = 'U', the\n*          leading n by n upper triangular part of the array A contains\n*          the upper triangular matrix, and the strictly lower\n*          triangular part of A is not referenced.  If UPLO = 'L', the\n*          leading n by n lower triangular part of the array A contains\n*          the lower triangular matrix, and the strictly upper\n*          triangular part of A is not referenced.  If DIAG = 'U', the\n*          diagonal elements of A are also not referenced and are\n*          assumed to be 1.\n*\n*          On exit, the (triangular) inverse of the original matrix, in\n*          the same storage format.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,N).\n*\n*  INFO    (output) INTEGER\n*          = 0: successful exit\n*          < 0: if INFO = -k, the k-th argument had an illegal value\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  info, a = NumRu::Lapack.dtrti2( uplo, diag, a, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 3 && argc != 3)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
+  rblapack_uplo = argv[0];
+  rblapack_diag = argv[1];
+  rblapack_a = argv[2];
+  if (argc == 3) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  uplo = StringValueCStr(rblapack_uplo)[0];
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (3th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, doublereal*);
+  diag = StringValueCStr(rblapack_diag)[0];
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
+  MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+
+  dtrti2_(&uplo, &diag, &n, a, &lda, &info);
+
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(2, rblapack_info, rblapack_a);
+}
+
+void
+init_lapack_dtrti2(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "dtrti2", rblapack_dtrti2, -1);
+}