ruby-lapack 1.7 → 1.7.1

data/ext/sgels.c

@@ -0,0 +1,137 @@
+#include "rb_lapack.h"
+
+extern VOID sgels_(char* trans, integer* m, integer* n, integer* nrhs, real* a, integer* lda, real* b, integer* ldb, real* work, integer* lwork, integer* info);
+
+
+static VALUE
+rblapack_sgels(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_trans;
+  char trans; 
+  VALUE rblapack_a;
+  real *a; 
+  VALUE rblapack_b;
+  real *b; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_work;
+  real *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  real *a_out__;
+  VALUE rblapack_b_out__;
+  real *b_out__;
+
+  integer lda;
+  integer n;
+  integer m;
+  integer nrhs;
+  integer ldb;
+
+  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  work, info, a, b = NumRu::Lapack.sgels( trans, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGELS( TRANS, M, N, NRHS, A, LDA, B, LDB, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  SGELS solves overdetermined or underdetermined real linear systems\n*  involving an M-by-N matrix A, or its transpose, using a QR or LQ\n*  factorization of A.  It is assumed that A has full rank.\n*\n*  The following options are provided: \n*\n*  1. If TRANS = 'N' and m >= n:  find the least squares solution of\n*     an overdetermined system, i.e., solve the least squares problem\n*                  minimize || B - A*X ||.\n*\n*  2. If TRANS = 'N' and m < n:  find the minimum norm solution of\n*     an underdetermined system A * X = B.\n*\n*  3. If TRANS = 'T' and m >= n:  find the minimum norm solution of\n*     an undetermined system A**T * X = B.\n*\n*  4. If TRANS = 'T' and m < n:  find the least squares solution of\n*     an overdetermined system, i.e., solve the least squares problem\n*                  minimize || B - A**T * X ||.\n*\n*  Several right hand side vectors b and solution vectors x can be \n*  handled in a single call; they are stored as the columns of the\n*  M-by-NRHS right hand side matrix B and the N-by-NRHS solution \n*  matrix X.\n*\n\n*  Arguments\n*  =========\n*\n*  TRANS   (input) CHARACTER*1\n*          = 'N': the linear system involves A;\n*          = 'T': the linear system involves A**T. \n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrix A.  N >= 0.\n*\n*  NRHS    (input) INTEGER\n*          The number of right hand sides, i.e., the number of\n*          columns of the matrices B and X. NRHS >=0.\n*\n*  A       (input/output) REAL array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit,\n*            if M >= N, A is overwritten by details of its QR\n*                       factorization as returned by SGEQRF;\n*            if M <  N, A is overwritten by details of its LQ\n*                       factorization as returned by SGELQF.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,M).\n*\n*  B       (input/output) REAL array, dimension (LDB,NRHS)\n*          On entry, the matrix B of right hand side vectors, stored\n*          columnwise; B is M-by-NRHS if TRANS = 'N', or N-by-NRHS\n*          if TRANS = 'T'.  \n*          On exit, if INFO = 0, B is overwritten by the solution\n*          vectors, stored columnwise:\n*          if TRANS = 'N' and m >= n, rows 1 to n of B contain the least\n*          squares solution vectors; the residual sum of squares for the\n*          solution in each column is given by the sum of squares of\n*          elements N+1 to M in that column;\n*          if TRANS = 'N' and m < n, rows 1 to N of B contain the\n*          minimum norm solution vectors;\n*          if TRANS = 'T' and m >= n, rows 1 to M of B contain the\n*          minimum norm solution vectors;\n*          if TRANS = 'T' and m < n, rows 1 to M of B contain the\n*          least squares solution vectors; the residual sum of squares\n*          for the solution in each column is given by the sum of\n*          squares of elements M+1 to N in that column.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= MAX(1,M,N).\n*\n*  WORK    (workspace/output) REAL 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*          LWORK >= max( 1, MN + max( MN, NRHS ) ).\n*          For optimal performance,\n*          LWORK >= max( 1, MN + max( MN, NRHS )*NB ).\n*          where MN = min(M,N) and NB is the optimum block size.\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*          > 0:  if INFO =  i, the i-th diagonal element of the\n*                triangular factor of A is zero, so that A does not have\n*                full rank; the least squares solution could not be\n*                computed.\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  work, info, a, b = NumRu::Lapack.sgels( trans, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 3 && argc != 4)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
+  rblapack_trans = argv[0];
+  rblapack_a = argv[1];
+  rblapack_b = argv[2];
+  if (argc == 4) {
+    rblapack_lwork = argv[3];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  trans = StringValueCStr(rblapack_trans)[0];
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (2th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (2th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_SFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, real*);
+  m = lda;
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (3th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (3th argument) must be %d", 2);
+  if (NA_SHAPE0(rblapack_b) != m)
+    rb_raise(rb_eRuntimeError, "shape 0 of b must be lda");
+  nrhs = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_SFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, real*);
+  ldb = MAX(m,n);
+  if (rblapack_lwork == Qnil)
+    lwork = MIN(m,n) + MAX(MIN(m,n),nrhs);
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
+  MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    na_shape_t shape[2];
+    shape[0] = MAX(m, n);
+    shape[1] = nrhs;
+    rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
+  {
+    VALUE __shape__[3];
+    __shape__[0] = m < n ? rb_range_new(rblapack_ZERO, INT2NUM(m), Qtrue) : Qtrue;
+    __shape__[1] = Qtrue;
+    __shape__[2] = rblapack_b;
+    na_aset(3, __shape__, rblapack_b_out__);
+  }
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+
+  sgels_(&trans, &m, &n, &nrhs, a, &lda, b, &ldb, work, &lwork, &info);
+
+  rblapack_info = INT2NUM(info);
+  {
+    VALUE __shape__[2];
+    __shape__[0] = m < n ? Qtrue : rb_range_new(rblapack_ZERO, INT2NUM(n), Qtrue);
+    __shape__[1] = Qtrue;
+    rblapack_b = na_aref(2, __shape__, rblapack_b);
+  }
+  return rb_ary_new3(4, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_sgels(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "sgels", rblapack_sgels, -1);
+}

data/ext/sgelsd.c

@@ -0,0 +1,149 @@
+#include "rb_lapack.h"
+
+extern VOID sgelsd_(integer* m, integer* n, integer* nrhs, real* a, integer* lda, real* b, integer* ldb, real* s, real* rcond, integer* rank, real* work, integer* lwork, integer* iwork, integer* info);
+
+
+static VALUE
+rblapack_sgelsd(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_a;
+  real *a; 
+  VALUE rblapack_b;
+  real *b; 
+  VALUE rblapack_rcond;
+  real rcond; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_s;
+  real *s; 
+  VALUE rblapack_rank;
+  integer rank; 
+  VALUE rblapack_work;
+  real *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_b_out__;
+  real *b_out__;
+  integer *iwork;
+
+  integer lda;
+  integer n;
+  integer m;
+  integer nrhs;
+  integer ldb;
+  integer c__9;
+  integer c__0;
+  integer liwork;
+  integer nlvl;
+  integer smlsiz;
+
+  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, rank, work, info, b = NumRu::Lapack.sgelsd( a, b, rcond, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGELSD( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, IWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  SGELSD computes the minimum-norm solution to a real linear least\n*  squares problem:\n*      minimize 2-norm(| b - A*x |)\n*  using the singular value decomposition (SVD) of A. A is an M-by-N\n*  matrix which may be rank-deficient.\n*\n*  Several right hand side vectors b and solution vectors x can be\n*  handled in a single call; they are stored as the columns of the\n*  M-by-NRHS right hand side matrix B and the N-by-NRHS solution\n*  matrix X.\n*\n*  The problem is solved in three steps:\n*  (1) Reduce the coefficient matrix A to bidiagonal form with\n*      Householder transformations, reducing the original problem\n*      into a \"bidiagonal least squares problem\" (BLS)\n*  (2) Solve the BLS using a divide and conquer approach.\n*  (3) Apply back all the Householder tranformations to solve\n*      the original least squares problem.\n*\n*  The effective rank of A is determined by treating as zero those\n*  singular values which are less than RCOND times the largest singular\n*  value.\n*\n*  The divide and conquer algorithm makes very mild assumptions about\n*  floating point arithmetic. It will work on machines with a guard\n*  digit in add/subtract, or on those binary machines without guard\n*  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or\n*  Cray-2. It could conceivably fail on hexadecimal or decimal machines\n*  without guard digits, but we know of none.\n*\n\n*  Arguments\n*  =========\n*\n*  M       (input) INTEGER\n*          The number of rows of A. M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of A. N >= 0.\n*\n*  NRHS    (input) INTEGER\n*          The number of right hand sides, i.e., the number of columns\n*          of the matrices B and X. NRHS >= 0.\n*\n*  A       (input) REAL array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, A has been destroyed.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,M).\n*\n*  B       (input/output) REAL array, dimension (LDB,NRHS)\n*          On entry, the M-by-NRHS right hand side matrix B.\n*          On exit, B is overwritten by the N-by-NRHS solution\n*          matrix X.  If m >= n and RANK = n, the residual\n*          sum-of-squares for the solution in the i-th column is given\n*          by the sum of squares of elements n+1:m in that column.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,max(M,N)).\n*\n*  S       (output) REAL array, dimension (min(M,N))\n*          The singular values of A in decreasing order.\n*          The condition number of A in the 2-norm = S(1)/S(min(m,n)).\n*\n*  RCOND   (input) REAL\n*          RCOND is used to determine the effective rank of A.\n*          Singular values S(i) <= RCOND*S(1) are treated as zero.\n*          If RCOND < 0, machine precision is used instead.\n*\n*  RANK    (output) INTEGER\n*          The effective rank of A, i.e., the number of singular values\n*          which are greater than RCOND*S(1).\n*\n*  WORK    (workspace/output) REAL 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 must be at least 1.\n*          The exact minimum amount of workspace needed depends on M,\n*          N and NRHS. As long as LWORK is at least\n*              12*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2,\n*          if M is greater than or equal to N or\n*              12*M + 2*M*SMLSIZ + 8*M*NLVL + M*NRHS + (SMLSIZ+1)**2,\n*          if M is less than N, the code will execute correctly.\n*          SMLSIZ is returned by ILAENV and is equal to the maximum\n*          size of the subproblems at the bottom of the computation\n*          tree (usually about 25), and\n*             NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )\n*          For good performance, LWORK should generally be larger.\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates the optimal size of the array WORK and the\n*          minimum size of the array IWORK, and returns these values as\n*          the first entries of the WORK and IWORK arrays, and no error\n*          message related to LWORK is issued by XERBLA.\n*\n*  IWORK   (workspace) INTEGER array, dimension (MAX(1,LIWORK))\n*          LIWORK >= max(1, 3*MINMN*NLVL + 11*MINMN),\n*          where MINMN = MIN( M,N ).\n*          On exit, if INFO = 0, IWORK(1) returns the minimum LIWORK.\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          > 0:  the algorithm for computing the SVD failed to converge;\n*                if INFO = i, i off-diagonal elements of an intermediate\n*                bidiagonal form did not converge to zero.\n*\n\n*  Further Details\n*  ===============\n*\n*  Based on contributions by\n*     Ming Gu and Ren-Cang Li, Computer Science Division, University of\n*       California at Berkeley, USA\n*     Osni Marques, LBNL/NERSC, USA\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  s, rank, work, info, b = NumRu::Lapack.sgelsd( a, b, rcond, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 3 && argc != 4)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
+  rblapack_a = argv[0];
+  rblapack_b = argv[1];
+  rblapack_rcond = argv[2];
+  if (argc == 4) {
+    rblapack_lwork = argv[3];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (1th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (1th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_SFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, real*);
+  rcond = (real)NUM2DBL(rblapack_rcond);
+  m = lda;
+  c__9 = 9;
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (2th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (2th argument) must be %d", 2);
+  if (NA_SHAPE0(rblapack_b) != m)
+    rb_raise(rb_eRuntimeError, "shape 0 of b must be lda");
+  nrhs = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_SFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, real*);
+  ldb = MAX(m,n);
+  c__0 = 0;
+  smlsiz = ilaenv_(&c__9,"SGELSD"," ",&c__0,&c__0,&c__0,&c__0);
+  nlvl = MAX(0,((int)(log(((double)(MIN(m,n)))/(smlsiz+1))/log(2.0))+1));
+  if (rblapack_lwork == Qnil)
+    lwork = m>=n ? 12*n + 2*n*smlsiz + 8*n*nlvl + n*nrhs + (smlsiz+1)*(smlsiz+1) : 12*m + 2*m*smlsiz + 8*m*nlvl + m*nrhs + (smlsiz+1)*(smlsiz+1);
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  liwork = 3*(MIN(m,n))*nlvl+11*(MIN(m,n));
+  {
+    na_shape_t shape[1];
+    shape[0] = MIN(m,n);
+    rblapack_s = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  s = NA_PTR_TYPE(rblapack_s, real*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = MAX(m, n);
+    shape[1] = nrhs;
+    rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
+  {
+    VALUE __shape__[3];
+    __shape__[0] = m < n ? rb_range_new(rblapack_ZERO, INT2NUM(m), Qtrue) : Qtrue;
+    __shape__[1] = Qtrue;
+    __shape__[2] = rblapack_b;
+    na_aset(3, __shape__, rblapack_b_out__);
+  }
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+  iwork = ALLOC_N(integer, (MAX(1,liwork)));
+
+  sgelsd_(&m, &n, &nrhs, a, &lda, b, &ldb, s, &rcond, &rank, work, &lwork, iwork, &info);
+
+  free(iwork);
+  rblapack_rank = INT2NUM(rank);
+  rblapack_info = INT2NUM(info);
+  {
+    VALUE __shape__[2];
+    __shape__[0] = m < n ? Qtrue : rb_range_new(rblapack_ZERO, INT2NUM(n), Qtrue);
+    __shape__[1] = Qtrue;
+    rblapack_b = na_aref(2, __shape__, rblapack_b);
+  }
+  return rb_ary_new3(5, rblapack_s, rblapack_rank, rblapack_work, rblapack_info, rblapack_b);
+}
+
+void
+init_lapack_sgelsd(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "sgelsd", rblapack_sgelsd, -1);
+}

data/ext/sgelss.c

@@ -0,0 +1,148 @@
+#include "rb_lapack.h"
+
+extern VOID sgelss_(integer* m, integer* n, integer* nrhs, real* a, integer* lda, real* b, integer* ldb, real* s, real* rcond, integer* rank, real* work, integer* lwork, integer* info);
+
+
+static VALUE
+rblapack_sgelss(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_a;
+  real *a; 
+  VALUE rblapack_b;
+  real *b; 
+  VALUE rblapack_rcond;
+  real rcond; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_s;
+  real *s; 
+  VALUE rblapack_rank;
+  integer rank; 
+  VALUE rblapack_work;
+  real *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  real *a_out__;
+  VALUE rblapack_b_out__;
+  real *b_out__;
+
+  integer lda;
+  integer n;
+  integer m;
+  integer nrhs;
+  integer ldb;
+
+  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, rank, work, info, a, b = NumRu::Lapack.sgelss( a, b, rcond, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  SGELSS computes the minimum norm solution to a real linear least\n*  squares problem:\n*\n*  Minimize 2-norm(| b - A*x |).\n*\n*  using the singular value decomposition (SVD) of A. A is an M-by-N\n*  matrix which may be rank-deficient.\n*\n*  Several right hand side vectors b and solution vectors x can be\n*  handled in a single call; they are stored as the columns of the\n*  M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix\n*  X.\n*\n*  The effective rank of A is determined by treating as zero those\n*  singular values which are less than RCOND times the largest singular\n*  value.\n*\n\n*  Arguments\n*  =========\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A. M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrix A. N >= 0.\n*\n*  NRHS    (input) INTEGER\n*          The number of right hand sides, i.e., the number of columns\n*          of the matrices B and X. NRHS >= 0.\n*\n*  A       (input/output) REAL array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, the first min(m,n) rows of A are overwritten with\n*          its right singular vectors, stored rowwise.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,M).\n*\n*  B       (input/output) REAL array, dimension (LDB,NRHS)\n*          On entry, the M-by-NRHS right hand side matrix B.\n*          On exit, B is overwritten by the N-by-NRHS solution\n*          matrix X.  If m >= n and RANK = n, the residual\n*          sum-of-squares for the solution in the i-th column is given\n*          by the sum of squares of elements n+1:m in that column.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,max(M,N)).\n*\n*  S       (output) REAL array, dimension (min(M,N))\n*          The singular values of A in decreasing order.\n*          The condition number of A in the 2-norm = S(1)/S(min(m,n)).\n*\n*  RCOND   (input) REAL\n*          RCOND is used to determine the effective rank of A.\n*          Singular values S(i) <= RCOND*S(1) are treated as zero.\n*          If RCOND < 0, machine precision is used instead.\n*\n*  RANK    (output) INTEGER\n*          The effective rank of A, i.e., the number of singular values\n*          which are greater than RCOND*S(1).\n*\n*  WORK    (workspace/output) REAL array, dimension (MAX(1,LWORK))\n*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n*  LWORK   (input) INTEGER\n*          The dimension of the array WORK. LWORK >= 1, and also:\n*          LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )\n*          For good performance, LWORK should generally be larger.\n*\n*          If LWORK = -1, then a workspace query is assumed; the routine\n*          only calculates the optimal size of the WORK array, returns\n*          this value as the first entry of the WORK array, and no error\n*          message related to LWORK is issued by XERBLA.\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          > 0:  the algorithm for computing the SVD failed to converge;\n*                if INFO = i, i off-diagonal elements of an intermediate\n*                bidiagonal form did not converge to zero.\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  s, rank, work, info, a, b = NumRu::Lapack.sgelss( a, b, rcond, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 3 && argc != 4)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
+  rblapack_a = argv[0];
+  rblapack_b = argv[1];
+  rblapack_rcond = argv[2];
+  if (argc == 4) {
+    rblapack_lwork = argv[3];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (1th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (1th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_SFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, real*);
+  rcond = (real)NUM2DBL(rblapack_rcond);
+  m = lda;
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (2th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (2th argument) must be %d", 2);
+  if (NA_SHAPE0(rblapack_b) != m)
+    rb_raise(rb_eRuntimeError, "shape 0 of b must be lda");
+  nrhs = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_SFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, real*);
+  ldb = MAX(m,n);
+  if (rblapack_lwork == Qnil)
+    lwork = 3*MIN(m,n) + MAX(MAX(2*MIN(m,n),MAX(m,n)),nrhs);
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = MIN(m,n);
+    rblapack_s = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  s = NA_PTR_TYPE(rblapack_s, real*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
+  MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    na_shape_t shape[2];
+    shape[0] = MAX(m, n);
+    shape[1] = nrhs;
+    rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
+  {
+    VALUE __shape__[3];
+    __shape__[0] = m < n ? rb_range_new(rblapack_ZERO, INT2NUM(m), Qtrue) : Qtrue;
+    __shape__[1] = Qtrue;
+    __shape__[2] = rblapack_b;
+    na_aset(3, __shape__, rblapack_b_out__);
+  }
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+
+  sgelss_(&m, &n, &nrhs, a, &lda, b, &ldb, s, &rcond, &rank, work, &lwork, &info);
+
+  rblapack_rank = INT2NUM(rank);
+  rblapack_info = INT2NUM(info);
+  {
+    VALUE __shape__[2];
+    __shape__[0] = m < n ? Qtrue : rb_range_new(rblapack_ZERO, INT2NUM(n), Qtrue);
+    __shape__[1] = Qtrue;
+    rblapack_b = na_aref(2, __shape__, rblapack_b);
+  }
+  return rb_ary_new3(6, rblapack_s, rblapack_rank, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_sgelss(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "sgelss", rblapack_sgelss, -1);
+}

data/ext/sgelsx.c

@@ -0,0 +1,136 @@
+#include "rb_lapack.h"
+
+extern VOID sgelsx_(integer* m, integer* n, integer* nrhs, real* a, integer* lda, real* b, integer* ldb, integer* jpvt, real* rcond, integer* rank, real* work, integer* info);
+
+
+static VALUE
+rblapack_sgelsx(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_m;
+  integer m; 
+  VALUE rblapack_a;
+  real *a; 
+  VALUE rblapack_b;
+  real *b; 
+  VALUE rblapack_jpvt;
+  integer *jpvt; 
+  VALUE rblapack_rcond;
+  real rcond; 
+  VALUE rblapack_rank;
+  integer rank; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  real *a_out__;
+  VALUE rblapack_b_out__;
+  real *b_out__;
+  VALUE rblapack_jpvt_out__;
+  integer *jpvt_out__;
+  real *work;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer nrhs;
+
+  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  rank, info, a, b, jpvt = NumRu::Lapack.sgelsx( m, a, b, jpvt, rcond, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGELSX( M, N, NRHS, A, LDA, B, LDB, JPVT, RCOND, RANK, WORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  This routine is deprecated and has been replaced by routine SGELSY.\n*\n*  SGELSX computes the minimum-norm solution to a real linear least\n*  squares problem:\n*      minimize || A * X - B ||\n*  using a complete orthogonal factorization of A.  A is an M-by-N\n*  matrix which may be rank-deficient.\n*\n*  Several right hand side vectors b and solution vectors x can be \n*  handled in a single call; they are stored as the columns of the\n*  M-by-NRHS right hand side matrix B and the N-by-NRHS solution\n*  matrix X.\n*\n*  The routine first computes a QR factorization with column pivoting:\n*      A * P = Q * [ R11 R12 ]\n*                  [  0  R22 ]\n*  with R11 defined as the largest leading submatrix whose estimated\n*  condition number is less than 1/RCOND.  The order of R11, RANK,\n*  is the effective rank of A.\n*\n*  Then, R22 is considered to be negligible, and R12 is annihilated\n*  by orthogonal transformations from the right, arriving at the\n*  complete orthogonal factorization:\n*     A * P = Q * [ T11 0 ] * Z\n*                 [  0  0 ]\n*  The minimum-norm solution is then\n*     X = P * Z' [ inv(T11)*Q1'*B ]\n*                [        0       ]\n*  where Q1 consists of the first RANK columns of Q.\n*\n\n*  Arguments\n*  =========\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrix A.  N >= 0.\n*\n*  NRHS    (input) INTEGER\n*          The number of right hand sides, i.e., the number of\n*          columns of matrices B and X. NRHS >= 0.\n*\n*  A       (input/output) REAL array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, A has been overwritten by details of its\n*          complete orthogonal factorization.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,M).\n*\n*  B       (input/output) REAL array, dimension (LDB,NRHS)\n*          On entry, the M-by-NRHS right hand side matrix B.\n*          On exit, the N-by-NRHS solution matrix X.\n*          If m >= n and RANK = n, the residual sum-of-squares for\n*          the solution in the i-th column is given by the sum of\n*          squares of elements N+1:M in that column.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,M,N).\n*\n*  JPVT    (input/output) INTEGER array, dimension (N)\n*          On entry, if JPVT(i) .ne. 0, the i-th column of A is an\n*          initial column, otherwise it is a free column.  Before\n*          the QR factorization of A, all initial columns are\n*          permuted to the leading positions; only the remaining\n*          free columns are moved as a result of column pivoting\n*          during the factorization.\n*          On exit, if JPVT(i) = k, then the i-th column of A*P\n*          was the k-th column of A.\n*\n*  RCOND   (input) REAL\n*          RCOND is used to determine the effective rank of A, which\n*          is defined as the order of the largest leading triangular\n*          submatrix R11 in the QR factorization with pivoting of A,\n*          whose estimated condition number < 1/RCOND.\n*\n*  RANK    (output) INTEGER\n*          The effective rank of A, i.e., the order of the submatrix\n*          R11.  This is the same as the order of the submatrix T11\n*          in the complete orthogonal factorization of A.\n*\n*  WORK    (workspace) REAL array, dimension\n*                      (max( min(M,N)+3*N, 2*min(M,N)+NRHS )),\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  rank, info, a, b, jpvt = NumRu::Lapack.sgelsx( m, a, b, jpvt, rcond, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 5 && argc != 5)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 5)", argc);
+  rblapack_m = argv[0];
+  rblapack_a = argv[1];
+  rblapack_b = argv[2];
+  rblapack_jpvt = argv[3];
+  rblapack_rcond = argv[4];
+  if (argc == 5) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  m = NUM2INT(rblapack_m);
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (3th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (3th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  nrhs = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_SFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, real*);
+  rcond = (real)NUM2DBL(rblapack_rcond);
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (2th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (2th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_SFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, real*);
+  if (!NA_IsNArray(rblapack_jpvt))
+    rb_raise(rb_eArgError, "jpvt (4th argument) must be NArray");
+  if (NA_RANK(rblapack_jpvt) != 1)
+    rb_raise(rb_eArgError, "rank of jpvt (4th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_jpvt) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of jpvt must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_jpvt) != NA_LINT)
+    rblapack_jpvt = na_change_type(rblapack_jpvt, NA_LINT);
+  jpvt = NA_PTR_TYPE(rblapack_jpvt, integer*);
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
+  MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    na_shape_t shape[2];
+    shape[0] = ldb;
+    shape[1] = nrhs;
+    rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
+  MEMCPY(b_out__, b, real, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_jpvt_out__ = na_make_object(NA_LINT, 1, shape, cNArray);
+  }
+  jpvt_out__ = NA_PTR_TYPE(rblapack_jpvt_out__, integer*);
+  MEMCPY(jpvt_out__, jpvt, integer, NA_TOTAL(rblapack_jpvt));
+  rblapack_jpvt = rblapack_jpvt_out__;
+  jpvt = jpvt_out__;
+  work = ALLOC_N(real, (MAX((MIN(m,n))+3*n,2*(MIN(m,n))*nrhs)));
+
+  sgelsx_(&m, &n, &nrhs, a, &lda, b, &ldb, jpvt, &rcond, &rank, work, &info);
+
+  free(work);
+  rblapack_rank = INT2NUM(rank);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(5, rblapack_rank, rblapack_info, rblapack_a, rblapack_b, rblapack_jpvt);
+}
+
+void
+init_lapack_sgelsx(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "sgelsx", rblapack_sgelsx, -1);
+}