ruby-lapack 1.7 → 1.7.1

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Files changed (1634) hide show
  1. checksums.yaml +4 -4
  2. data/Rakefile +1 -1
  3. data/ext/cbbcsd.c +283 -0
  4. data/ext/cbdsqr.c +182 -0
  5. data/ext/cgbbrd.c +157 -0
  6. data/ext/cgbcon.c +98 -0
  7. data/ext/cgbequ.c +98 -0
  8. data/ext/cgbequb.c +96 -0
  9. data/ext/cgbrfs.c +161 -0
  10. data/ext/cgbrfsx.c +249 -0
  11. data/ext/cgbsv.c +115 -0
  12. data/ext/cgbsvx.c +286 -0
  13. data/ext/cgbsvxx.c +289 -0
  14. data/ext/cgbtf2.c +93 -0
  15. data/ext/cgbtrf.c +93 -0
  16. data/ext/cgbtrs.c +111 -0
  17. data/ext/cgebak.c +101 -0
  18. data/ext/cgebal.c +91 -0
  19. data/ext/cgebd2.c +112 -0
  20. data/ext/cgebrd.c +127 -0
  21. data/ext/cgecon.c +78 -0
  22. data/ext/cgeequ.c +88 -0
  23. data/ext/cgeequb.c +88 -0
  24. data/ext/cgees.c +142 -0
  25. data/ext/cgeesx.c +152 -0
  26. data/ext/cgeev.c +132 -0
  27. data/ext/cgeevx.c +173 -0
  28. data/ext/cgegs.c +166 -0
  29. data/ext/cgegv.c +171 -0
  30. data/ext/cgehd2.c +92 -0
  31. data/ext/cgehrd.c +107 -0
  32. data/ext/cgelq2.c +86 -0
  33. data/ext/cgelqf.c +103 -0
  34. data/ext/cgels.c +137 -0
  35. data/ext/cgelsd.c +154 -0
  36. data/ext/cgelss.c +151 -0
  37. data/ext/cgelsx.c +139 -0
  38. data/ext/cgelsy.c +166 -0
  39. data/ext/cgeql2.c +88 -0
  40. data/ext/cgeqlf.c +103 -0
  41. data/ext/cgeqp3.c +129 -0
  42. data/ext/cgeqpf.c +114 -0
  43. data/ext/cgeqr2.c +88 -0
  44. data/ext/cgeqr2p.c +88 -0
  45. data/ext/cgeqrf.c +103 -0
  46. data/ext/cgeqrfp.c +103 -0
  47. data/ext/cgerfs.c +153 -0
  48. data/ext/cgerfsx.c +219 -0
  49. data/ext/cgerq2.c +86 -0
  50. data/ext/cgerqf.c +103 -0
  51. data/ext/cgesc2.c +108 -0
  52. data/ext/cgesdd.c +135 -0
  53. data/ext/cgesv.c +107 -0
  54. data/ext/cgesvd.c +146 -0
  55. data/ext/cgesvx.c +278 -0
  56. data/ext/cgesvxx.c +281 -0
  57. data/ext/cgetc2.c +89 -0
  58. data/ext/cgetf2.c +85 -0
  59. data/ext/cgetrf.c +85 -0
  60. data/ext/cgetri.c +103 -0
  61. data/ext/cgetrs.c +103 -0
  62. data/ext/cggbak.c +113 -0
  63. data/ext/cggbal.c +128 -0
  64. data/ext/cgges.c +192 -0
  65. data/ext/cggesx.c +230 -0
  66. data/ext/cggev.c +171 -0
  67. data/ext/cggevx.c +226 -0
  68. data/ext/cggglm.c +156 -0
  69. data/ext/cgghrd.c +167 -0
  70. data/ext/cgglse.c +171 -0
  71. data/ext/cggqrf.c +137 -0
  72. data/ext/cggrqf.c +141 -0
  73. data/ext/cggsvd.c +184 -0
  74. data/ext/cggsvp.c +174 -0
  75. data/ext/cgtcon.c +121 -0
  76. data/ext/cgtrfs.c +209 -0
  77. data/ext/cgtsv.c +142 -0
  78. data/ext/cgtsvx.c +256 -0
  79. data/ext/cgttrf.c +132 -0
  80. data/ext/cgttrs.c +137 -0
  81. data/ext/cgtts2.c +134 -0
  82. data/ext/chbev.c +110 -0
  83. data/ext/chbevd.c +158 -0
  84. data/ext/chbevx.c +160 -0
  85. data/ext/chbgst.c +120 -0
  86. data/ext/chbgv.c +140 -0
  87. data/ext/chbgvd.c +188 -0
  88. data/ext/chbgvx.c +189 -0
  89. data/ext/chbtrd.c +130 -0
  90. data/ext/checon.c +87 -0
  91. data/ext/cheequb.c +82 -0
  92. data/ext/cheev.c +110 -0
  93. data/ext/cheevd.c +143 -0
  94. data/ext/cheevr.c +190 -0
  95. data/ext/cheevx.c +160 -0
  96. data/ext/chegs2.c +95 -0
  97. data/ext/chegst.c +95 -0
  98. data/ext/chegv.c +140 -0
  99. data/ext/chegvd.c +173 -0
  100. data/ext/chegvx.c +190 -0
  101. data/ext/cherfs.c +153 -0
  102. data/ext/cherfsx.c +218 -0
  103. data/ext/chesv.c +123 -0
  104. data/ext/chesvx.c +183 -0
  105. data/ext/chesvxx.c +258 -0
  106. data/ext/chetd2.c +101 -0
  107. data/ext/chetf2.c +85 -0
  108. data/ext/chetrd.c +113 -0
  109. data/ext/chetrf.c +97 -0
  110. data/ext/chetri.c +92 -0
  111. data/ext/chetrs.c +103 -0
  112. data/ext/chetrs2.c +106 -0
  113. data/ext/chfrk.c +109 -0
  114. data/ext/chgeqz.c +208 -0
  115. data/ext/chla_transtype.c +51 -0
  116. data/ext/chpcon.c +85 -0
  117. data/ext/chpev.c +105 -0
  118. data/ext/chpevd.c +153 -0
  119. data/ext/chpevx.c +144 -0
  120. data/ext/chpgst.c +94 -0
  121. data/ext/chpgv.c +132 -0
  122. data/ext/chpgvd.c +170 -0
  123. data/ext/chpgvx.c +170 -0
  124. data/ext/chprfs.c +149 -0
  125. data/ext/chpsv.c +110 -0
  126. data/ext/chpsvx.c +163 -0
  127. data/ext/chptrd.c +100 -0
  128. data/ext/chptrf.c +84 -0
  129. data/ext/chptri.c +89 -0
  130. data/ext/chptrs.c +101 -0
  131. data/ext/chsein.c +185 -0
  132. data/ext/chseqr.c +145 -0
  133. data/ext/cla_gbamv.c +127 -0
  134. data/ext/cla_gbrcond_c.c +142 -0
  135. data/ext/cla_gbrcond_x.c +138 -0
  136. data/ext/cla_gbrfsx_extended.c +295 -0
  137. data/ext/cla_gbrpvgrw.c +87 -0
  138. data/ext/cla_geamv.c +117 -0
  139. data/ext/cla_gercond_c.c +134 -0
  140. data/ext/cla_gercond_x.c +130 -0
  141. data/ext/cla_gerfsx_extended.c +281 -0
  142. data/ext/cla_heamv.c +116 -0
  143. data/ext/cla_hercond_c.c +134 -0
  144. data/ext/cla_hercond_x.c +130 -0
  145. data/ext/cla_herfsx_extended.c +283 -0
  146. data/ext/cla_herpvgrw.c +107 -0
  147. data/ext/cla_lin_berr.c +84 -0
  148. data/ext/cla_porcond_c.c +122 -0
  149. data/ext/cla_porcond_x.c +118 -0
  150. data/ext/cla_porfsx_extended.c +271 -0
  151. data/ext/cla_porpvgrw.c +95 -0
  152. data/ext/cla_rpvgrw.c +79 -0
  153. data/ext/cla_syamv.c +115 -0
  154. data/ext/cla_syrcond_c.c +134 -0
  155. data/ext/cla_syrcond_x.c +130 -0
  156. data/ext/cla_syrfsx_extended.c +283 -0
  157. data/ext/cla_syrpvgrw.c +107 -0
  158. data/ext/cla_wwaddw.c +102 -0
  159. data/ext/clabrd.c +132 -0
  160. data/ext/clacgv.c +75 -0
  161. data/ext/clacn2.c +103 -0
  162. data/ext/clacon.c +80 -0
  163. data/ext/clacp2.c +77 -0
  164. data/ext/clacpy.c +77 -0
  165. data/ext/clacrm.c +90 -0
  166. data/ext/clacrt.c +108 -0
  167. data/ext/cladiv.c +57 -0
  168. data/ext/claed0.c +134 -0
  169. data/ext/claed7.c +247 -0
  170. data/ext/claed8.c +198 -0
  171. data/ext/claein.c +113 -0
  172. data/ext/claesy.c +74 -0
  173. data/ext/claev2.c +71 -0
  174. data/ext/clag2z.c +76 -0
  175. data/ext/clags2.c +92 -0
  176. data/ext/clagtm.c +132 -0
  177. data/ext/clahef.c +97 -0
  178. data/ext/clahqr.c +135 -0
  179. data/ext/clahr2.c +112 -0
  180. data/ext/clahrd.c +112 -0
  181. data/ext/claic1.c +90 -0
  182. data/ext/clals0.c +201 -0
  183. data/ext/clalsa.c +270 -0
  184. data/ext/clalsd.c +145 -0
  185. data/ext/clangb.c +76 -0
  186. data/ext/clange.c +74 -0
  187. data/ext/clangt.c +87 -0
  188. data/ext/clanhb.c +78 -0
  189. data/ext/clanhe.c +72 -0
  190. data/ext/clanhf.c +80 -0
  191. data/ext/clanhp.c +74 -0
  192. data/ext/clanhs.c +70 -0
  193. data/ext/clanht.c +75 -0
  194. data/ext/clansb.c +78 -0
  195. data/ext/clansp.c +74 -0
  196. data/ext/clansy.c +72 -0
  197. data/ext/clantb.c +80 -0
  198. data/ext/clantp.c +80 -0
  199. data/ext/clantr.c +82 -0
  200. data/ext/clapll.c +105 -0
  201. data/ext/clapmr.c +97 -0
  202. data/ext/clapmt.c +101 -0
  203. data/ext/claqgb.c +117 -0
  204. data/ext/claqge.c +109 -0
  205. data/ext/claqhb.c +97 -0
  206. data/ext/claqhe.c +97 -0
  207. data/ext/claqhp.c +94 -0
  208. data/ext/claqp2.c +158 -0
  209. data/ext/claqps.c +208 -0
  210. data/ext/claqr0.c +145 -0
  211. data/ext/claqr1.c +76 -0
  212. data/ext/claqr2.c +174 -0
  213. data/ext/claqr3.c +174 -0
  214. data/ext/claqr4.c +145 -0
  215. data/ext/claqr5.c +179 -0
  216. data/ext/claqsb.c +101 -0
  217. data/ext/claqsp.c +94 -0
  218. data/ext/claqsy.c +97 -0
  219. data/ext/clar1v.c +173 -0
  220. data/ext/clar2v.c +149 -0
  221. data/ext/clarcm.c +86 -0
  222. data/ext/clarf.c +102 -0
  223. data/ext/clarfb.c +123 -0
  224. data/ext/clarfg.c +84 -0
  225. data/ext/clarfgp.c +84 -0
  226. data/ext/clarft.c +105 -0
  227. data/ext/clarfx.c +94 -0
  228. data/ext/clargv.c +114 -0
  229. data/ext/clarnv.c +83 -0
  230. data/ext/clarrv.c +271 -0
  231. data/ext/clarscl2.c +82 -0
  232. data/ext/clartg.c +63 -0
  233. data/ext/clartv.c +130 -0
  234. data/ext/clarz.c +106 -0
  235. data/ext/clarzb.c +127 -0
  236. data/ext/clarzt.c +105 -0
  237. data/ext/clascl.c +97 -0
  238. data/ext/clascl2.c +82 -0
  239. data/ext/claset.c +88 -0
  240. data/ext/clasr.c +110 -0
  241. data/ext/classq.c +70 -0
  242. data/ext/claswp.c +94 -0
  243. data/ext/clasyf.c +97 -0
  244. data/ext/clatbs.c +130 -0
  245. data/ext/clatdf.c +119 -0
  246. data/ext/clatps.c +124 -0
  247. data/ext/clatrd.c +105 -0
  248. data/ext/clatrs.c +126 -0
  249. data/ext/clatrz.c +87 -0
  250. data/ext/clatzm.c +132 -0
  251. data/ext/clauu2.c +77 -0
  252. data/ext/clauum.c +77 -0
  253. data/ext/cpbcon.c +82 -0
  254. data/ext/cpbequ.c +83 -0
  255. data/ext/cpbrfs.c +145 -0
  256. data/ext/cpbstf.c +81 -0
  257. data/ext/cpbsv.c +107 -0
  258. data/ext/cpbsvx.c +201 -0
  259. data/ext/cpbtf2.c +81 -0
  260. data/ext/cpbtrf.c +81 -0
  261. data/ext/cpbtrs.c +95 -0
  262. data/ext/cpftrf.c +82 -0
  263. data/ext/cpftri.c +82 -0
  264. data/ext/cpftrs.c +97 -0
  265. data/ext/cpocon.c +78 -0
  266. data/ext/cpoequ.c +75 -0
  267. data/ext/cpoequb.c +75 -0
  268. data/ext/cporfs.c +141 -0
  269. data/ext/cporfsx.c +206 -0
  270. data/ext/cposv.c +103 -0
  271. data/ext/cposvx.c +197 -0
  272. data/ext/cposvxx.c +235 -0
  273. data/ext/cpotf2.c +77 -0
  274. data/ext/cpotrf.c +77 -0
  275. data/ext/cpotri.c +77 -0
  276. data/ext/cpotrs.c +91 -0
  277. data/ext/cppcon.c +78 -0
  278. data/ext/cppequ.c +79 -0
  279. data/ext/cpprfs.c +139 -0
  280. data/ext/cppsv.c +104 -0
  281. data/ext/cppsvx.c +191 -0
  282. data/ext/cpptrf.c +78 -0
  283. data/ext/cpptri.c +78 -0
  284. data/ext/cpptrs.c +93 -0
  285. data/ext/cpstf2.c +95 -0
  286. data/ext/cpstrf.c +95 -0
  287. data/ext/cptcon.c +81 -0
  288. data/ext/cpteqr.c +126 -0
  289. data/ext/cptrfs.c +161 -0
  290. data/ext/cptsv.c +119 -0
  291. data/ext/cptsvx.c +171 -0
  292. data/ext/cpttrf.c +93 -0
  293. data/ext/cpttrs.c +101 -0
  294. data/ext/cptts2.c +98 -0
  295. data/ext/crot.c +107 -0
  296. data/ext/cspcon.c +85 -0
  297. data/ext/cspmv.c +115 -0
  298. data/ext/cspr.c +96 -0
  299. data/ext/csprfs.c +149 -0
  300. data/ext/cspsv.c +110 -0
  301. data/ext/cspsvx.c +163 -0
  302. data/ext/csptrf.c +84 -0
  303. data/ext/csptri.c +89 -0
  304. data/ext/csptrs.c +101 -0
  305. data/ext/csrscl.c +79 -0
  306. data/ext/cstedc.c +177 -0
  307. data/ext/cstegr.c +188 -0
  308. data/ext/cstein.c +134 -0
  309. data/ext/cstemr.c +193 -0
  310. data/ext/csteqr.c +126 -0
  311. data/ext/csycon.c +87 -0
  312. data/ext/csyconv.c +84 -0
  313. data/ext/csyequb.c +82 -0
  314. data/ext/csymv.c +115 -0
  315. data/ext/csyr.c +95 -0
  316. data/ext/csyrfs.c +153 -0
  317. data/ext/csyrfsx.c +218 -0
  318. data/ext/csysv.c +129 -0
  319. data/ext/csysvx.c +183 -0
  320. data/ext/csysvxx.c +258 -0
  321. data/ext/csyswapr.c +82 -0
  322. data/ext/csytf2.c +85 -0
  323. data/ext/csytrf.c +97 -0
  324. data/ext/csytri.c +92 -0
  325. data/ext/csytri2.c +108 -0
  326. data/ext/csytri2x.c +96 -0
  327. data/ext/csytrs.c +103 -0
  328. data/ext/csytrs2.c +106 -0
  329. data/ext/ctbcon.c +86 -0
  330. data/ext/ctbrfs.c +127 -0
  331. data/ext/ctbtrs.c +103 -0
  332. data/ext/ctfsm.c +111 -0
  333. data/ext/ctftri.c +86 -0
  334. data/ext/ctfttp.c +79 -0
  335. data/ext/ctfttr.c +80 -0
  336. data/ext/ctgevc.c +156 -0
  337. data/ext/ctgex2.c +171 -0
  338. data/ext/ctgexc.c +172 -0
  339. data/ext/ctgsen.c +244 -0
  340. data/ext/ctgsja.c +227 -0
  341. data/ext/ctgsna.c +164 -0
  342. data/ext/ctgsy2.c +176 -0
  343. data/ext/ctgsyl.c +190 -0
  344. data/ext/ctpcon.c +82 -0
  345. data/ext/ctprfs.c +123 -0
  346. data/ext/ctptri.c +82 -0
  347. data/ext/ctptrs.c +101 -0
  348. data/ext/ctpttf.c +79 -0
  349. data/ext/ctpttr.c +76 -0
  350. data/ext/ctrcon.c +82 -0
  351. data/ext/ctrevc.c +154 -0
  352. data/ext/ctrexc.c +111 -0
  353. data/ext/ctrrfs.c +123 -0
  354. data/ext/ctrsen.c +154 -0
  355. data/ext/ctrsna.c +137 -0
  356. data/ext/ctrsyl.c +116 -0
  357. data/ext/ctrti2.c +81 -0
  358. data/ext/ctrtri.c +81 -0
  359. data/ext/ctrtrs.c +99 -0
  360. data/ext/ctrttf.c +77 -0
  361. data/ext/ctrttp.c +73 -0
  362. data/ext/ctzrqf.c +83 -0
  363. data/ext/ctzrzf.c +101 -0
  364. data/ext/cunbdb.c +232 -0
  365. data/ext/cuncsd.c +204 -0
  366. data/ext/cung2l.c +92 -0
  367. data/ext/cung2r.c +92 -0
  368. data/ext/cungbr.c +115 -0
  369. data/ext/cunghr.c +111 -0
  370. data/ext/cungl2.c +90 -0
  371. data/ext/cunglq.c +107 -0
  372. data/ext/cungql.c +107 -0
  373. data/ext/cungqr.c +107 -0
  374. data/ext/cungr2.c +90 -0
  375. data/ext/cungrq.c +107 -0
  376. data/ext/cungtr.c +107 -0
  377. data/ext/cunm2l.c +114 -0
  378. data/ext/cunm2r.c +114 -0
  379. data/ext/cunmbr.c +139 -0
  380. data/ext/cunmhr.c +133 -0
  381. data/ext/cunml2.c +110 -0
  382. data/ext/cunmlq.c +125 -0
  383. data/ext/cunmql.c +129 -0
  384. data/ext/cunmqr.c +129 -0
  385. data/ext/cunmr2.c +110 -0
  386. data/ext/cunmr3.c +114 -0
  387. data/ext/cunmrq.c +125 -0
  388. data/ext/cunmrz.c +129 -0
  389. data/ext/cunmtr.c +129 -0
  390. data/ext/cupgtr.c +91 -0
  391. data/ext/cupmtr.c +116 -0
  392. data/ext/dbbcsd.c +287 -0
  393. data/ext/dbdsdc.c +151 -0
  394. data/ext/dbdsqr.c +182 -0
  395. data/ext/ddisna.c +75 -0
  396. data/ext/dgbbrd.c +154 -0
  397. data/ext/dgbcon.c +98 -0
  398. data/ext/dgbequ.c +98 -0
  399. data/ext/dgbequb.c +96 -0
  400. data/ext/dgbrfs.c +161 -0
  401. data/ext/dgbrfsx.c +249 -0
  402. data/ext/dgbsv.c +115 -0
  403. data/ext/dgbsvx.c +286 -0
  404. data/ext/dgbsvxx.c +289 -0
  405. data/ext/dgbtf2.c +93 -0
  406. data/ext/dgbtrf.c +93 -0
  407. data/ext/dgbtrs.c +111 -0
  408. data/ext/dgebak.c +101 -0
  409. data/ext/dgebal.c +91 -0
  410. data/ext/dgebd2.c +112 -0
  411. data/ext/dgebrd.c +127 -0
  412. data/ext/dgecon.c +78 -0
  413. data/ext/dgeequ.c +88 -0
  414. data/ext/dgeequb.c +88 -0
  415. data/ext/dgees.c +148 -0
  416. data/ext/dgeesx.c +170 -0
  417. data/ext/dgeev.c +137 -0
  418. data/ext/dgeevx.c +181 -0
  419. data/ext/dgegs.c +171 -0
  420. data/ext/dgegv.c +171 -0
  421. data/ext/dgehd2.c +92 -0
  422. data/ext/dgehrd.c +107 -0
  423. data/ext/dgejsv.c +159 -0
  424. data/ext/dgelq2.c +86 -0
  425. data/ext/dgelqf.c +103 -0
  426. data/ext/dgels.c +137 -0
  427. data/ext/dgelsd.c +149 -0
  428. data/ext/dgelss.c +148 -0
  429. data/ext/dgelsx.c +136 -0
  430. data/ext/dgelsy.c +163 -0
  431. data/ext/dgeql2.c +88 -0
  432. data/ext/dgeqlf.c +103 -0
  433. data/ext/dgeqp3.c +126 -0
  434. data/ext/dgeqpf.c +111 -0
  435. data/ext/dgeqr2.c +88 -0
  436. data/ext/dgeqr2p.c +88 -0
  437. data/ext/dgeqrf.c +103 -0
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data/ext/cggsvd.c ADDED
@@ -0,0 +1,184 @@
1
+ #include "rb_lapack.h"
2
+
3
+ extern VOID cggsvd_(char* jobu, char* jobv, char* jobq, integer* m, integer* n, integer* p, integer* k, integer* l, complex* a, integer* lda, complex* b, integer* ldb, real* alpha, real* beta, complex* u, integer* ldu, complex* v, integer* ldv, complex* q, integer* ldq, complex* work, real* rwork, integer* iwork, integer* info);
4
+
5
+
6
+ static VALUE
7
+ rblapack_cggsvd(int argc, VALUE *argv, VALUE self){
8
+ VALUE rblapack_jobu;
9
+ char jobu;
10
+ VALUE rblapack_jobv;
11
+ char jobv;
12
+ VALUE rblapack_jobq;
13
+ char jobq;
14
+ VALUE rblapack_a;
15
+ complex *a;
16
+ VALUE rblapack_b;
17
+ complex *b;
18
+ VALUE rblapack_k;
19
+ integer k;
20
+ VALUE rblapack_l;
21
+ integer l;
22
+ VALUE rblapack_alpha;
23
+ real *alpha;
24
+ VALUE rblapack_beta;
25
+ real *beta;
26
+ VALUE rblapack_u;
27
+ complex *u;
28
+ VALUE rblapack_v;
29
+ complex *v;
30
+ VALUE rblapack_q;
31
+ complex *q;
32
+ VALUE rblapack_iwork;
33
+ integer *iwork;
34
+ VALUE rblapack_info;
35
+ integer info;
36
+ VALUE rblapack_a_out__;
37
+ complex *a_out__;
38
+ VALUE rblapack_b_out__;
39
+ complex *b_out__;
40
+ complex *work;
41
+ real *rwork;
42
+
43
+ integer lda;
44
+ integer n;
45
+ integer ldb;
46
+ integer ldu;
47
+ integer m;
48
+ integer ldv;
49
+ integer p;
50
+ integer ldq;
51
+
52
+ VALUE rblapack_options;
53
+ if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
54
+ argc--;
55
+ rblapack_options = argv[argc];
56
+ if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
57
+ printf("%s\n", "USAGE:\n k, l, alpha, beta, u, v, q, iwork, info, a, b = NumRu::Lapack.cggsvd( jobu, jobv, jobq, a, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE CGGSVD( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, RWORK, IWORK, INFO )\n\n* Purpose\n* =======\n*\n* CGGSVD computes the generalized singular value decomposition (GSVD)\n* of an M-by-N complex matrix A and P-by-N complex matrix B:\n*\n* U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R )\n*\n* where U, V and Q are unitary matrices, and Z' means the conjugate\n* transpose of Z. Let K+L = the effective numerical rank of the\n* matrix (A',B')', then R is a (K+L)-by-(K+L) nonsingular upper\n* triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) \"diagonal\"\n* matrices and of the following structures, respectively:\n*\n* If M-K-L >= 0,\n*\n* K L\n* D1 = K ( I 0 )\n* L ( 0 C )\n* M-K-L ( 0 0 )\n*\n* K L\n* D2 = L ( 0 S )\n* P-L ( 0 0 )\n*\n* N-K-L K L\n* ( 0 R ) = K ( 0 R11 R12 )\n* L ( 0 0 R22 )\n* where\n*\n* C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),\n* S = diag( BETA(K+1), ... , BETA(K+L) ),\n* C**2 + S**2 = I.\n*\n* R is stored in A(1:K+L,N-K-L+1:N) on exit.\n*\n* If M-K-L < 0,\n*\n* K M-K K+L-M\n* D1 = K ( I 0 0 )\n* M-K ( 0 C 0 )\n*\n* K M-K K+L-M\n* D2 = M-K ( 0 S 0 )\n* K+L-M ( 0 0 I )\n* P-L ( 0 0 0 )\n*\n* N-K-L K M-K K+L-M\n* ( 0 R ) = K ( 0 R11 R12 R13 )\n* M-K ( 0 0 R22 R23 )\n* K+L-M ( 0 0 0 R33 )\n*\n* where\n*\n* C = diag( ALPHA(K+1), ... , ALPHA(M) ),\n* S = diag( BETA(K+1), ... , BETA(M) ),\n* C**2 + S**2 = I.\n*\n* (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored\n* ( 0 R22 R23 )\n* in B(M-K+1:L,N+M-K-L+1:N) on exit.\n*\n* The routine computes C, S, R, and optionally the unitary\n* transformation matrices U, V and Q.\n*\n* In particular, if B is an N-by-N nonsingular matrix, then the GSVD of\n* A and B implicitly gives the SVD of A*inv(B):\n* A*inv(B) = U*(D1*inv(D2))*V'.\n* If ( A',B')' has orthnormal columns, then the GSVD of A and B is also\n* equal to the CS decomposition of A and B. Furthermore, the GSVD can\n* be used to derive the solution of the eigenvalue problem:\n* A'*A x = lambda* B'*B x.\n* In some literature, the GSVD of A and B is presented in the form\n* U'*A*X = ( 0 D1 ), V'*B*X = ( 0 D2 )\n* where U and V are orthogonal and X is nonsingular, and D1 and D2 are\n* ``diagonal''. The former GSVD form can be converted to the latter\n* form by taking the nonsingular matrix X as\n*\n* X = Q*( I 0 )\n* ( 0 inv(R) )\n*\n\n* Arguments\n* =========\n*\n* JOBU (input) CHARACTER*1\n* = 'U': Unitary matrix U is computed;\n* = 'N': U is not computed.\n*\n* JOBV (input) CHARACTER*1\n* = 'V': Unitary matrix V is computed;\n* = 'N': V is not computed.\n*\n* JOBQ (input) CHARACTER*1\n* = 'Q': Unitary matrix Q is computed;\n* = 'N': Q is not computed.\n*\n* M (input) INTEGER\n* The number of rows of the matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the matrices A and B. N >= 0.\n*\n* P (input) INTEGER\n* The number of rows of the matrix B. P >= 0.\n*\n* K (output) INTEGER\n* L (output) INTEGER\n* On exit, K and L specify the dimension of the subblocks\n* described in Purpose.\n* K + L = effective numerical rank of (A',B')'.\n*\n* A (input/output) COMPLEX array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n* On exit, A contains the triangular matrix R, or part of R.\n* See Purpose for details.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* B (input/output) COMPLEX array, dimension (LDB,N)\n* On entry, the P-by-N matrix B.\n* On exit, B contains part of the triangular matrix R if\n* M-K-L < 0. See Purpose for details.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,P).\n*\n* ALPHA (output) REAL array, dimension (N)\n* BETA (output) REAL array, dimension (N)\n* On exit, ALPHA and BETA contain the generalized singular\n* value pairs of A and B;\n* ALPHA(1:K) = 1,\n* BETA(1:K) = 0,\n* and if M-K-L >= 0,\n* ALPHA(K+1:K+L) = C,\n* BETA(K+1:K+L) = S,\n* or if M-K-L < 0,\n* ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0\n* BETA(K+1:M) = S, BETA(M+1:K+L) = 1\n* and\n* ALPHA(K+L+1:N) = 0\n* BETA(K+L+1:N) = 0\n*\n* U (output) COMPLEX array, dimension (LDU,M)\n* If JOBU = 'U', U contains the M-by-M unitary matrix U.\n* If JOBU = 'N', U is not referenced.\n*\n* LDU (input) INTEGER\n* The leading dimension of the array U. LDU >= max(1,M) if\n* JOBU = 'U'; LDU >= 1 otherwise.\n*\n* V (output) COMPLEX array, dimension (LDV,P)\n* If JOBV = 'V', V contains the P-by-P unitary matrix V.\n* If JOBV = 'N', V is not referenced.\n*\n* LDV (input) INTEGER\n* The leading dimension of the array V. LDV >= max(1,P) if\n* JOBV = 'V'; LDV >= 1 otherwise.\n*\n* Q (output) COMPLEX array, dimension (LDQ,N)\n* If JOBQ = 'Q', Q contains the N-by-N unitary matrix Q.\n* If JOBQ = 'N', Q is not referenced.\n*\n* LDQ (input) INTEGER\n* The leading dimension of the array Q. LDQ >= max(1,N) if\n* JOBQ = 'Q'; LDQ >= 1 otherwise.\n*\n* WORK (workspace) COMPLEX array, dimension (max(3*N,M,P)+N)\n*\n* RWORK (workspace) REAL array, dimension (2*N)\n*\n* IWORK (workspace/output) INTEGER array, dimension (N)\n* On exit, IWORK stores the sorting information. More\n* precisely, the following loop will sort ALPHA\n* for I = K+1, min(M,K+L)\n* swap ALPHA(I) and ALPHA(IWORK(I))\n* endfor\n* such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N).\n*\n* INFO (output) INTEGER\n* = 0: successful exit.\n* < 0: if INFO = -i, the i-th argument had an illegal value.\n* > 0: if INFO = 1, the Jacobi-type procedure failed to\n* converge. For further details, see subroutine CTGSJA.\n*\n* Internal Parameters\n* ===================\n*\n* TOLA REAL\n* TOLB REAL\n* TOLA and TOLB are the thresholds to determine the effective\n* rank of (A',B')'. Generally, they are set to\n* TOLA = MAX(M,N)*norm(A)*MACHEPS,\n* TOLB = MAX(P,N)*norm(B)*MACHEPS.\n* The size of TOLA and TOLB may affect the size of backward\n* errors of the decomposition.\n*\n\n* Further Details\n* ===============\n*\n* 2-96 Based on modifications by\n* Ming Gu and Huan Ren, Computer Science Division, University of\n* California at Berkeley, USA\n*\n* =====================================================================\n*\n* .. Local Scalars ..\n LOGICAL WANTQ, WANTU, WANTV\n INTEGER I, IBND, ISUB, J, NCYCLE\n REAL ANORM, BNORM, SMAX, TEMP, TOLA, TOLB, ULP, UNFL\n* ..\n* .. External Functions ..\n LOGICAL LSAME\n REAL CLANGE, SLAMCH\n EXTERNAL LSAME, CLANGE, SLAMCH\n* ..\n* .. External Subroutines ..\n EXTERNAL CGGSVP, CTGSJA, SCOPY, XERBLA\n* ..\n* .. Intrinsic Functions ..\n INTRINSIC MAX, MIN\n* ..\n\n");
58
+ return Qnil;
59
+ }
60
+ if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
61
+ printf("%s\n", "USAGE:\n k, l, alpha, beta, u, v, q, iwork, info, a, b = NumRu::Lapack.cggsvd( jobu, jobv, jobq, a, b, [:usage => usage, :help => help])\n");
62
+ return Qnil;
63
+ }
64
+ } else
65
+ rblapack_options = Qnil;
66
+ if (argc != 5 && argc != 5)
67
+ rb_raise(rb_eArgError,"wrong number of arguments (%d for 5)", argc);
68
+ rblapack_jobu = argv[0];
69
+ rblapack_jobv = argv[1];
70
+ rblapack_jobq = argv[2];
71
+ rblapack_a = argv[3];
72
+ rblapack_b = argv[4];
73
+ if (argc == 5) {
74
+ } else if (rblapack_options != Qnil) {
75
+ } else {
76
+ }
77
+
78
+ jobu = StringValueCStr(rblapack_jobu)[0];
79
+ jobq = StringValueCStr(rblapack_jobq)[0];
80
+ if (!NA_IsNArray(rblapack_b))
81
+ rb_raise(rb_eArgError, "b (5th argument) must be NArray");
82
+ if (NA_RANK(rblapack_b) != 2)
83
+ rb_raise(rb_eArgError, "rank of b (5th argument) must be %d", 2);
84
+ ldb = NA_SHAPE0(rblapack_b);
85
+ n = NA_SHAPE1(rblapack_b);
86
+ if (NA_TYPE(rblapack_b) != NA_SCOMPLEX)
87
+ rblapack_b = na_change_type(rblapack_b, NA_SCOMPLEX);
88
+ b = NA_PTR_TYPE(rblapack_b, complex*);
89
+ p = ldb;
90
+ jobv = StringValueCStr(rblapack_jobv)[0];
91
+ ldv = lsame_(&jobv,"V") ? MAX(1,p) : 1;
92
+ if (!NA_IsNArray(rblapack_a))
93
+ rb_raise(rb_eArgError, "a (4th argument) must be NArray");
94
+ if (NA_RANK(rblapack_a) != 2)
95
+ rb_raise(rb_eArgError, "rank of a (4th argument) must be %d", 2);
96
+ lda = NA_SHAPE0(rblapack_a);
97
+ if (NA_SHAPE1(rblapack_a) != n)
98
+ rb_raise(rb_eRuntimeError, "shape 1 of a must be the same as shape 1 of b");
99
+ if (NA_TYPE(rblapack_a) != NA_SCOMPLEX)
100
+ rblapack_a = na_change_type(rblapack_a, NA_SCOMPLEX);
101
+ a = NA_PTR_TYPE(rblapack_a, complex*);
102
+ ldq = lsame_(&jobq,"Q") ? MAX(1,n) : 1;
103
+ m = lda;
104
+ ldu = lsame_(&jobu,"U") ? MAX(1,m) : 1;
105
+ {
106
+ na_shape_t shape[1];
107
+ shape[0] = n;
108
+ rblapack_alpha = na_make_object(NA_SFLOAT, 1, shape, cNArray);
109
+ }
110
+ alpha = NA_PTR_TYPE(rblapack_alpha, real*);
111
+ {
112
+ na_shape_t shape[1];
113
+ shape[0] = n;
114
+ rblapack_beta = na_make_object(NA_SFLOAT, 1, shape, cNArray);
115
+ }
116
+ beta = NA_PTR_TYPE(rblapack_beta, real*);
117
+ {
118
+ na_shape_t shape[2];
119
+ shape[0] = ldu;
120
+ shape[1] = m;
121
+ rblapack_u = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
122
+ }
123
+ u = NA_PTR_TYPE(rblapack_u, complex*);
124
+ {
125
+ na_shape_t shape[2];
126
+ shape[0] = ldv;
127
+ shape[1] = p;
128
+ rblapack_v = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
129
+ }
130
+ v = NA_PTR_TYPE(rblapack_v, complex*);
131
+ {
132
+ na_shape_t shape[2];
133
+ shape[0] = ldq;
134
+ shape[1] = n;
135
+ rblapack_q = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
136
+ }
137
+ q = NA_PTR_TYPE(rblapack_q, complex*);
138
+ {
139
+ na_shape_t shape[1];
140
+ shape[0] = n;
141
+ rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
142
+ }
143
+ iwork = NA_PTR_TYPE(rblapack_iwork, integer*);
144
+ {
145
+ na_shape_t shape[2];
146
+ shape[0] = lda;
147
+ shape[1] = n;
148
+ rblapack_a_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
149
+ }
150
+ a_out__ = NA_PTR_TYPE(rblapack_a_out__, complex*);
151
+ MEMCPY(a_out__, a, complex, NA_TOTAL(rblapack_a));
152
+ rblapack_a = rblapack_a_out__;
153
+ a = a_out__;
154
+ {
155
+ na_shape_t shape[2];
156
+ shape[0] = ldb;
157
+ shape[1] = n;
158
+ rblapack_b_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
159
+ }
160
+ b_out__ = NA_PTR_TYPE(rblapack_b_out__, complex*);
161
+ MEMCPY(b_out__, b, complex, NA_TOTAL(rblapack_b));
162
+ rblapack_b = rblapack_b_out__;
163
+ b = b_out__;
164
+ work = ALLOC_N(complex, (MAX(3*n,m)*(p)+n));
165
+ rwork = ALLOC_N(real, (2*n));
166
+
167
+ cggsvd_(&jobu, &jobv, &jobq, &m, &n, &p, &k, &l, a, &lda, b, &ldb, alpha, beta, u, &ldu, v, &ldv, q, &ldq, work, rwork, iwork, &info);
168
+
169
+ free(work);
170
+ free(rwork);
171
+ rblapack_k = INT2NUM(k);
172
+ rblapack_l = INT2NUM(l);
173
+ rblapack_info = INT2NUM(info);
174
+ return rb_ary_new3(11, rblapack_k, rblapack_l, rblapack_alpha, rblapack_beta, rblapack_u, rblapack_v, rblapack_q, rblapack_iwork, rblapack_info, rblapack_a, rblapack_b);
175
+ }
176
+
177
+ void
178
+ init_lapack_cggsvd(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
179
+ sHelp = sH;
180
+ sUsage = sU;
181
+ rblapack_ZERO = zero;
182
+
183
+ rb_define_module_function(mLapack, "cggsvd", rblapack_cggsvd, -1);
184
+ }
data/ext/cggsvp.c ADDED
@@ -0,0 +1,174 @@
1
+ #include "rb_lapack.h"
2
+
3
+ extern VOID cggsvp_(char* jobu, char* jobv, char* jobq, integer* m, integer* p, integer* n, complex* a, integer* lda, complex* b, integer* ldb, real* tola, real* tolb, integer* k, integer* l, complex* u, integer* ldu, complex* v, integer* ldv, complex* q, integer* ldq, integer* iwork, real* rwork, complex* tau, complex* work, integer* info);
4
+
5
+
6
+ static VALUE
7
+ rblapack_cggsvp(int argc, VALUE *argv, VALUE self){
8
+ VALUE rblapack_jobu;
9
+ char jobu;
10
+ VALUE rblapack_jobv;
11
+ char jobv;
12
+ VALUE rblapack_jobq;
13
+ char jobq;
14
+ VALUE rblapack_a;
15
+ complex *a;
16
+ VALUE rblapack_b;
17
+ complex *b;
18
+ VALUE rblapack_tola;
19
+ real tola;
20
+ VALUE rblapack_tolb;
21
+ real tolb;
22
+ VALUE rblapack_k;
23
+ integer k;
24
+ VALUE rblapack_l;
25
+ integer l;
26
+ VALUE rblapack_u;
27
+ complex *u;
28
+ VALUE rblapack_v;
29
+ complex *v;
30
+ VALUE rblapack_q;
31
+ complex *q;
32
+ VALUE rblapack_info;
33
+ integer info;
34
+ VALUE rblapack_a_out__;
35
+ complex *a_out__;
36
+ VALUE rblapack_b_out__;
37
+ complex *b_out__;
38
+ integer *iwork;
39
+ real *rwork;
40
+ complex *tau;
41
+ complex *work;
42
+
43
+ integer lda;
44
+ integer n;
45
+ integer ldb;
46
+ integer ldu;
47
+ integer m;
48
+ integer ldv;
49
+ integer p;
50
+ integer ldq;
51
+
52
+ VALUE rblapack_options;
53
+ if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
54
+ argc--;
55
+ rblapack_options = argv[argc];
56
+ if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
57
+ printf("%s\n", "USAGE:\n k, l, u, v, q, info, a, b = NumRu::Lapack.cggsvp( jobu, jobv, jobq, a, b, tola, tolb, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE CGGSVP( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO )\n\n* Purpose\n* =======\n*\n* CGGSVP computes unitary matrices U, V and Q such that\n*\n* N-K-L K L\n* U'*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0;\n* L ( 0 0 A23 )\n* M-K-L ( 0 0 0 )\n*\n* N-K-L K L\n* = K ( 0 A12 A13 ) if M-K-L < 0;\n* M-K ( 0 0 A23 )\n*\n* N-K-L K L\n* V'*B*Q = L ( 0 0 B13 )\n* P-L ( 0 0 0 )\n*\n* where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular\n* upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,\n* otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective\n* numerical rank of the (M+P)-by-N matrix (A',B')'. Z' denotes the\n* conjugate transpose of Z.\n*\n* This decomposition is the preprocessing step for computing the\n* Generalized Singular Value Decomposition (GSVD), see subroutine\n* CGGSVD.\n*\n\n* Arguments\n* =========\n*\n* JOBU (input) CHARACTER*1\n* = 'U': Unitary matrix U is computed;\n* = 'N': U is not computed.\n*\n* JOBV (input) CHARACTER*1\n* = 'V': Unitary matrix V is computed;\n* = 'N': V is not computed.\n*\n* JOBQ (input) CHARACTER*1\n* = 'Q': Unitary matrix Q is computed;\n* = 'N': Q is not computed.\n*\n* M (input) INTEGER\n* The number of rows of the matrix A. M >= 0.\n*\n* P (input) INTEGER\n* The number of rows of the matrix B. P >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the matrices A and B. N >= 0.\n*\n* A (input/output) COMPLEX array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n* On exit, A contains the triangular (or trapezoidal) matrix\n* described in the Purpose section.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* B (input/output) COMPLEX array, dimension (LDB,N)\n* On entry, the P-by-N matrix B.\n* On exit, B contains the triangular matrix described in\n* the Purpose section.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,P).\n*\n* TOLA (input) REAL\n* TOLB (input) REAL\n* TOLA and TOLB are the thresholds to determine the effective\n* numerical rank of matrix B and a subblock of A. Generally,\n* they are set to\n* TOLA = MAX(M,N)*norm(A)*MACHEPS,\n* TOLB = MAX(P,N)*norm(B)*MACHEPS.\n* The size of TOLA and TOLB may affect the size of backward\n* errors of the decomposition.\n*\n* K (output) INTEGER\n* L (output) INTEGER\n* On exit, K and L specify the dimension of the subblocks\n* described in Purpose section.\n* K + L = effective numerical rank of (A',B')'.\n*\n* U (output) COMPLEX array, dimension (LDU,M)\n* If JOBU = 'U', U contains the unitary matrix U.\n* If JOBU = 'N', U is not referenced.\n*\n* LDU (input) INTEGER\n* The leading dimension of the array U. LDU >= max(1,M) if\n* JOBU = 'U'; LDU >= 1 otherwise.\n*\n* V (output) COMPLEX array, dimension (LDV,P)\n* If JOBV = 'V', V contains the unitary matrix V.\n* If JOBV = 'N', V is not referenced.\n*\n* LDV (input) INTEGER\n* The leading dimension of the array V. LDV >= max(1,P) if\n* JOBV = 'V'; LDV >= 1 otherwise.\n*\n* Q (output) COMPLEX array, dimension (LDQ,N)\n* If JOBQ = 'Q', Q contains the unitary matrix Q.\n* If JOBQ = 'N', Q is not referenced.\n*\n* LDQ (input) INTEGER\n* The leading dimension of the array Q. LDQ >= max(1,N) if\n* JOBQ = 'Q'; LDQ >= 1 otherwise.\n*\n* IWORK (workspace) INTEGER array, dimension (N)\n*\n* RWORK (workspace) REAL array, dimension (2*N)\n*\n* TAU (workspace) COMPLEX array, dimension (N)\n*\n* WORK (workspace) COMPLEX array, dimension (max(3*N,M,P))\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 subroutine uses LAPACK subroutine CGEQPF for the QR factorization\n* with column pivoting to detect the effective numerical rank of the\n* a matrix. It may be replaced by a better rank determination strategy.\n*\n* =====================================================================\n*\n\n");
58
+ return Qnil;
59
+ }
60
+ if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
61
+ printf("%s\n", "USAGE:\n k, l, u, v, q, info, a, b = NumRu::Lapack.cggsvp( jobu, jobv, jobq, a, b, tola, tolb, [:usage => usage, :help => help])\n");
62
+ return Qnil;
63
+ }
64
+ } else
65
+ rblapack_options = Qnil;
66
+ if (argc != 7 && argc != 7)
67
+ rb_raise(rb_eArgError,"wrong number of arguments (%d for 7)", argc);
68
+ rblapack_jobu = argv[0];
69
+ rblapack_jobv = argv[1];
70
+ rblapack_jobq = argv[2];
71
+ rblapack_a = argv[3];
72
+ rblapack_b = argv[4];
73
+ rblapack_tola = argv[5];
74
+ rblapack_tolb = argv[6];
75
+ if (argc == 7) {
76
+ } else if (rblapack_options != Qnil) {
77
+ } else {
78
+ }
79
+
80
+ jobu = StringValueCStr(rblapack_jobu)[0];
81
+ jobq = StringValueCStr(rblapack_jobq)[0];
82
+ if (!NA_IsNArray(rblapack_b))
83
+ rb_raise(rb_eArgError, "b (5th argument) must be NArray");
84
+ if (NA_RANK(rblapack_b) != 2)
85
+ rb_raise(rb_eArgError, "rank of b (5th argument) must be %d", 2);
86
+ ldb = NA_SHAPE0(rblapack_b);
87
+ n = NA_SHAPE1(rblapack_b);
88
+ if (NA_TYPE(rblapack_b) != NA_SCOMPLEX)
89
+ rblapack_b = na_change_type(rblapack_b, NA_SCOMPLEX);
90
+ b = NA_PTR_TYPE(rblapack_b, complex*);
91
+ tolb = (real)NUM2DBL(rblapack_tolb);
92
+ p = ldb;
93
+ jobv = StringValueCStr(rblapack_jobv)[0];
94
+ tola = (real)NUM2DBL(rblapack_tola);
95
+ ldv = lsame_(&jobv,"V") ? MAX(1,p) : 1;
96
+ if (!NA_IsNArray(rblapack_a))
97
+ rb_raise(rb_eArgError, "a (4th argument) must be NArray");
98
+ if (NA_RANK(rblapack_a) != 2)
99
+ rb_raise(rb_eArgError, "rank of a (4th argument) must be %d", 2);
100
+ lda = NA_SHAPE0(rblapack_a);
101
+ if (NA_SHAPE1(rblapack_a) != n)
102
+ rb_raise(rb_eRuntimeError, "shape 1 of a must be the same as shape 1 of b");
103
+ if (NA_TYPE(rblapack_a) != NA_SCOMPLEX)
104
+ rblapack_a = na_change_type(rblapack_a, NA_SCOMPLEX);
105
+ a = NA_PTR_TYPE(rblapack_a, complex*);
106
+ ldq = lsame_(&jobq,"Q") ? MAX(1,n) : 1;
107
+ m = lda;
108
+ ldu = lsame_(&jobu,"U") ? MAX(1,m) : 1;
109
+ {
110
+ na_shape_t shape[2];
111
+ shape[0] = ldu;
112
+ shape[1] = m;
113
+ rblapack_u = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
114
+ }
115
+ u = NA_PTR_TYPE(rblapack_u, complex*);
116
+ {
117
+ na_shape_t shape[2];
118
+ shape[0] = ldv;
119
+ shape[1] = p;
120
+ rblapack_v = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
121
+ }
122
+ v = NA_PTR_TYPE(rblapack_v, complex*);
123
+ {
124
+ na_shape_t shape[2];
125
+ shape[0] = ldq;
126
+ shape[1] = n;
127
+ rblapack_q = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
128
+ }
129
+ q = NA_PTR_TYPE(rblapack_q, complex*);
130
+ {
131
+ na_shape_t shape[2];
132
+ shape[0] = lda;
133
+ shape[1] = n;
134
+ rblapack_a_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
135
+ }
136
+ a_out__ = NA_PTR_TYPE(rblapack_a_out__, complex*);
137
+ MEMCPY(a_out__, a, complex, NA_TOTAL(rblapack_a));
138
+ rblapack_a = rblapack_a_out__;
139
+ a = a_out__;
140
+ {
141
+ na_shape_t shape[2];
142
+ shape[0] = ldb;
143
+ shape[1] = n;
144
+ rblapack_b_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
145
+ }
146
+ b_out__ = NA_PTR_TYPE(rblapack_b_out__, complex*);
147
+ MEMCPY(b_out__, b, complex, NA_TOTAL(rblapack_b));
148
+ rblapack_b = rblapack_b_out__;
149
+ b = b_out__;
150
+ iwork = ALLOC_N(integer, (n));
151
+ rwork = ALLOC_N(real, (2*n));
152
+ tau = ALLOC_N(complex, (n));
153
+ work = ALLOC_N(complex, (MAX(3*n,m)*(p)));
154
+
155
+ cggsvp_(&jobu, &jobv, &jobq, &m, &p, &n, a, &lda, b, &ldb, &tola, &tolb, &k, &l, u, &ldu, v, &ldv, q, &ldq, iwork, rwork, tau, work, &info);
156
+
157
+ free(iwork);
158
+ free(rwork);
159
+ free(tau);
160
+ free(work);
161
+ rblapack_k = INT2NUM(k);
162
+ rblapack_l = INT2NUM(l);
163
+ rblapack_info = INT2NUM(info);
164
+ return rb_ary_new3(8, rblapack_k, rblapack_l, rblapack_u, rblapack_v, rblapack_q, rblapack_info, rblapack_a, rblapack_b);
165
+ }
166
+
167
+ void
168
+ init_lapack_cggsvp(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
169
+ sHelp = sH;
170
+ sUsage = sU;
171
+ rblapack_ZERO = zero;
172
+
173
+ rb_define_module_function(mLapack, "cggsvp", rblapack_cggsvp, -1);
174
+ }
data/ext/cgtcon.c ADDED
@@ -0,0 +1,121 @@
1
+ #include "rb_lapack.h"
2
+
3
+ extern VOID cgtcon_(char* norm, integer* n, complex* dl, complex* d, complex* du, complex* du2, integer* ipiv, real* anorm, real* rcond, complex* work, integer* info);
4
+
5
+
6
+ static VALUE
7
+ rblapack_cgtcon(int argc, VALUE *argv, VALUE self){
8
+ VALUE rblapack_norm;
9
+ char norm;
10
+ VALUE rblapack_dl;
11
+ complex *dl;
12
+ VALUE rblapack_d;
13
+ complex *d;
14
+ VALUE rblapack_du;
15
+ complex *du;
16
+ VALUE rblapack_du2;
17
+ complex *du2;
18
+ VALUE rblapack_ipiv;
19
+ integer *ipiv;
20
+ VALUE rblapack_anorm;
21
+ real anorm;
22
+ VALUE rblapack_rcond;
23
+ real rcond;
24
+ VALUE rblapack_info;
25
+ integer info;
26
+ complex *work;
27
+
28
+ integer n;
29
+
30
+ VALUE rblapack_options;
31
+ if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
32
+ argc--;
33
+ rblapack_options = argv[argc];
34
+ if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
35
+ printf("%s\n", "USAGE:\n rcond, info = NumRu::Lapack.cgtcon( norm, dl, d, du, du2, ipiv, anorm, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE CGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND, WORK, INFO )\n\n* Purpose\n* =======\n*\n* CGTCON estimates the reciprocal of the condition number of a complex\n* tridiagonal matrix A using the LU factorization as computed by\n* CGTTRF.\n*\n* An estimate is obtained for norm(inv(A)), and the reciprocal of the\n* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).\n*\n\n* Arguments\n* =========\n*\n* NORM (input) CHARACTER*1\n* Specifies whether the 1-norm condition number or the\n* infinity-norm condition number is required:\n* = '1' or 'O': 1-norm;\n* = 'I': Infinity-norm.\n*\n* N (input) INTEGER\n* The order of the matrix A. N >= 0.\n*\n* DL (input) COMPLEX array, dimension (N-1)\n* The (n-1) multipliers that define the matrix L from the\n* LU factorization of A as computed by CGTTRF.\n*\n* D (input) COMPLEX array, dimension (N)\n* The n diagonal elements of the upper triangular matrix U from\n* the LU factorization of A.\n*\n* DU (input) COMPLEX array, dimension (N-1)\n* The (n-1) elements of the first superdiagonal of U.\n*\n* DU2 (input) COMPLEX array, dimension (N-2)\n* The (n-2) elements of the second superdiagonal of U.\n*\n* IPIV (input) INTEGER array, dimension (N)\n* The pivot indices; for 1 <= i <= n, row i of the matrix was\n* interchanged with row IPIV(i). IPIV(i) will always be either\n* i or i+1; IPIV(i) = i indicates a row interchange was not\n* required.\n*\n* ANORM (input) REAL\n* If NORM = '1' or 'O', the 1-norm of the original matrix A.\n* If NORM = 'I', the infinity-norm of the original matrix A.\n*\n* RCOND (output) REAL\n* The reciprocal of the condition number of the matrix A,\n* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an\n* estimate of the 1-norm of inv(A) computed in this routine.\n*\n* WORK (workspace) COMPLEX array, dimension (2*N)\n*\n* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value\n*\n\n* =====================================================================\n*\n\n");
36
+ return Qnil;
37
+ }
38
+ if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
39
+ printf("%s\n", "USAGE:\n rcond, info = NumRu::Lapack.cgtcon( norm, dl, d, du, du2, ipiv, anorm, [:usage => usage, :help => help])\n");
40
+ return Qnil;
41
+ }
42
+ } else
43
+ rblapack_options = Qnil;
44
+ if (argc != 7 && argc != 7)
45
+ rb_raise(rb_eArgError,"wrong number of arguments (%d for 7)", argc);
46
+ rblapack_norm = argv[0];
47
+ rblapack_dl = argv[1];
48
+ rblapack_d = argv[2];
49
+ rblapack_du = argv[3];
50
+ rblapack_du2 = argv[4];
51
+ rblapack_ipiv = argv[5];
52
+ rblapack_anorm = argv[6];
53
+ if (argc == 7) {
54
+ } else if (rblapack_options != Qnil) {
55
+ } else {
56
+ }
57
+
58
+ norm = StringValueCStr(rblapack_norm)[0];
59
+ if (!NA_IsNArray(rblapack_d))
60
+ rb_raise(rb_eArgError, "d (3th argument) must be NArray");
61
+ if (NA_RANK(rblapack_d) != 1)
62
+ rb_raise(rb_eArgError, "rank of d (3th argument) must be %d", 1);
63
+ n = NA_SHAPE0(rblapack_d);
64
+ if (NA_TYPE(rblapack_d) != NA_SCOMPLEX)
65
+ rblapack_d = na_change_type(rblapack_d, NA_SCOMPLEX);
66
+ d = NA_PTR_TYPE(rblapack_d, complex*);
67
+ if (!NA_IsNArray(rblapack_ipiv))
68
+ rb_raise(rb_eArgError, "ipiv (6th argument) must be NArray");
69
+ if (NA_RANK(rblapack_ipiv) != 1)
70
+ rb_raise(rb_eArgError, "rank of ipiv (6th argument) must be %d", 1);
71
+ if (NA_SHAPE0(rblapack_ipiv) != n)
72
+ rb_raise(rb_eRuntimeError, "shape 0 of ipiv must be the same as shape 0 of d");
73
+ if (NA_TYPE(rblapack_ipiv) != NA_LINT)
74
+ rblapack_ipiv = na_change_type(rblapack_ipiv, NA_LINT);
75
+ ipiv = NA_PTR_TYPE(rblapack_ipiv, integer*);
76
+ if (!NA_IsNArray(rblapack_dl))
77
+ rb_raise(rb_eArgError, "dl (2th argument) must be NArray");
78
+ if (NA_RANK(rblapack_dl) != 1)
79
+ rb_raise(rb_eArgError, "rank of dl (2th argument) must be %d", 1);
80
+ if (NA_SHAPE0(rblapack_dl) != (n-1))
81
+ rb_raise(rb_eRuntimeError, "shape 0 of dl must be %d", n-1);
82
+ if (NA_TYPE(rblapack_dl) != NA_SCOMPLEX)
83
+ rblapack_dl = na_change_type(rblapack_dl, NA_SCOMPLEX);
84
+ dl = NA_PTR_TYPE(rblapack_dl, complex*);
85
+ if (!NA_IsNArray(rblapack_du2))
86
+ rb_raise(rb_eArgError, "du2 (5th argument) must be NArray");
87
+ if (NA_RANK(rblapack_du2) != 1)
88
+ rb_raise(rb_eArgError, "rank of du2 (5th argument) must be %d", 1);
89
+ if (NA_SHAPE0(rblapack_du2) != (n-2))
90
+ rb_raise(rb_eRuntimeError, "shape 0 of du2 must be %d", n-2);
91
+ if (NA_TYPE(rblapack_du2) != NA_SCOMPLEX)
92
+ rblapack_du2 = na_change_type(rblapack_du2, NA_SCOMPLEX);
93
+ du2 = NA_PTR_TYPE(rblapack_du2, complex*);
94
+ if (!NA_IsNArray(rblapack_du))
95
+ rb_raise(rb_eArgError, "du (4th argument) must be NArray");
96
+ if (NA_RANK(rblapack_du) != 1)
97
+ rb_raise(rb_eArgError, "rank of du (4th argument) must be %d", 1);
98
+ if (NA_SHAPE0(rblapack_du) != (n-1))
99
+ rb_raise(rb_eRuntimeError, "shape 0 of du must be %d", n-1);
100
+ if (NA_TYPE(rblapack_du) != NA_SCOMPLEX)
101
+ rblapack_du = na_change_type(rblapack_du, NA_SCOMPLEX);
102
+ du = NA_PTR_TYPE(rblapack_du, complex*);
103
+ anorm = (real)NUM2DBL(rblapack_anorm);
104
+ work = ALLOC_N(complex, (2*n));
105
+
106
+ cgtcon_(&norm, &n, dl, d, du, du2, ipiv, &anorm, &rcond, work, &info);
107
+
108
+ free(work);
109
+ rblapack_rcond = rb_float_new((double)rcond);
110
+ rblapack_info = INT2NUM(info);
111
+ return rb_ary_new3(2, rblapack_rcond, rblapack_info);
112
+ }
113
+
114
+ void
115
+ init_lapack_cgtcon(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
116
+ sHelp = sH;
117
+ sUsage = sU;
118
+ rblapack_ZERO = zero;
119
+
120
+ rb_define_module_function(mLapack, "cgtcon", rblapack_cgtcon, -1);
121
+ }