ruby-lapack 1.7 → 1.7.1
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- checksums.yaml +4 -4
- data/Rakefile +1 -1
- data/ext/cbbcsd.c +283 -0
- data/ext/cbdsqr.c +182 -0
- data/ext/cgbbrd.c +157 -0
- data/ext/cgbcon.c +98 -0
- data/ext/cgbequ.c +98 -0
- data/ext/cgbequb.c +96 -0
- data/ext/cgbrfs.c +161 -0
- data/ext/cgbrfsx.c +249 -0
- data/ext/cgbsv.c +115 -0
- data/ext/cgbsvx.c +286 -0
- data/ext/cgbsvxx.c +289 -0
- data/ext/cgbtf2.c +93 -0
- data/ext/cgbtrf.c +93 -0
- data/ext/cgbtrs.c +111 -0
- data/ext/cgebak.c +101 -0
- data/ext/cgebal.c +91 -0
- data/ext/cgebd2.c +112 -0
- data/ext/cgebrd.c +127 -0
- data/ext/cgecon.c +78 -0
- data/ext/cgeequ.c +88 -0
- data/ext/cgeequb.c +88 -0
- data/ext/cgees.c +142 -0
- data/ext/cgeesx.c +152 -0
- data/ext/cgeev.c +132 -0
- data/ext/cgeevx.c +173 -0
- data/ext/cgegs.c +166 -0
- data/ext/cgegv.c +171 -0
- data/ext/cgehd2.c +92 -0
- data/ext/cgehrd.c +107 -0
- data/ext/cgelq2.c +86 -0
- data/ext/cgelqf.c +103 -0
- data/ext/cgels.c +137 -0
- data/ext/cgelsd.c +154 -0
- data/ext/cgelss.c +151 -0
- data/ext/cgelsx.c +139 -0
- data/ext/cgelsy.c +166 -0
- data/ext/cgeql2.c +88 -0
- data/ext/cgeqlf.c +103 -0
- data/ext/cgeqp3.c +129 -0
- data/ext/cgeqpf.c +114 -0
- data/ext/cgeqr2.c +88 -0
- data/ext/cgeqr2p.c +88 -0
- data/ext/cgeqrf.c +103 -0
- data/ext/cgeqrfp.c +103 -0
- data/ext/cgerfs.c +153 -0
- data/ext/cgerfsx.c +219 -0
- data/ext/cgerq2.c +86 -0
- data/ext/cgerqf.c +103 -0
- data/ext/cgesc2.c +108 -0
- data/ext/cgesdd.c +135 -0
- data/ext/cgesv.c +107 -0
- data/ext/cgesvd.c +146 -0
- data/ext/cgesvx.c +278 -0
- data/ext/cgesvxx.c +281 -0
- data/ext/cgetc2.c +89 -0
- data/ext/cgetf2.c +85 -0
- data/ext/cgetrf.c +85 -0
- data/ext/cgetri.c +103 -0
- data/ext/cgetrs.c +103 -0
- data/ext/cggbak.c +113 -0
- data/ext/cggbal.c +128 -0
- data/ext/cgges.c +192 -0
- data/ext/cggesx.c +230 -0
- data/ext/cggev.c +171 -0
- data/ext/cggevx.c +226 -0
- data/ext/cggglm.c +156 -0
- data/ext/cgghrd.c +167 -0
- data/ext/cgglse.c +171 -0
- data/ext/cggqrf.c +137 -0
- data/ext/cggrqf.c +141 -0
- data/ext/cggsvd.c +184 -0
- data/ext/cggsvp.c +174 -0
- data/ext/cgtcon.c +121 -0
- data/ext/cgtrfs.c +209 -0
- data/ext/cgtsv.c +142 -0
- data/ext/cgtsvx.c +256 -0
- data/ext/cgttrf.c +132 -0
- data/ext/cgttrs.c +137 -0
- data/ext/cgtts2.c +134 -0
- data/ext/chbev.c +110 -0
- data/ext/chbevd.c +158 -0
- data/ext/chbevx.c +160 -0
- data/ext/chbgst.c +120 -0
- data/ext/chbgv.c +140 -0
- data/ext/chbgvd.c +188 -0
- data/ext/chbgvx.c +189 -0
- data/ext/chbtrd.c +130 -0
- data/ext/checon.c +87 -0
- data/ext/cheequb.c +82 -0
- data/ext/cheev.c +110 -0
- data/ext/cheevd.c +143 -0
- data/ext/cheevr.c +190 -0
- data/ext/cheevx.c +160 -0
- data/ext/chegs2.c +95 -0
- data/ext/chegst.c +95 -0
- data/ext/chegv.c +140 -0
- data/ext/chegvd.c +173 -0
- data/ext/chegvx.c +190 -0
- data/ext/cherfs.c +153 -0
- data/ext/cherfsx.c +218 -0
- data/ext/chesv.c +123 -0
- data/ext/chesvx.c +183 -0
- data/ext/chesvxx.c +258 -0
- data/ext/chetd2.c +101 -0
- data/ext/chetf2.c +85 -0
- data/ext/chetrd.c +113 -0
- data/ext/chetrf.c +97 -0
- data/ext/chetri.c +92 -0
- data/ext/chetrs.c +103 -0
- data/ext/chetrs2.c +106 -0
- data/ext/chfrk.c +109 -0
- data/ext/chgeqz.c +208 -0
- data/ext/chla_transtype.c +51 -0
- data/ext/chpcon.c +85 -0
- data/ext/chpev.c +105 -0
- data/ext/chpevd.c +153 -0
- data/ext/chpevx.c +144 -0
- data/ext/chpgst.c +94 -0
- data/ext/chpgv.c +132 -0
- data/ext/chpgvd.c +170 -0
- data/ext/chpgvx.c +170 -0
- data/ext/chprfs.c +149 -0
- data/ext/chpsv.c +110 -0
- data/ext/chpsvx.c +163 -0
- data/ext/chptrd.c +100 -0
- data/ext/chptrf.c +84 -0
- data/ext/chptri.c +89 -0
- data/ext/chptrs.c +101 -0
- data/ext/chsein.c +185 -0
- data/ext/chseqr.c +145 -0
- data/ext/cla_gbamv.c +127 -0
- data/ext/cla_gbrcond_c.c +142 -0
- data/ext/cla_gbrcond_x.c +138 -0
- data/ext/cla_gbrfsx_extended.c +295 -0
- data/ext/cla_gbrpvgrw.c +87 -0
- data/ext/cla_geamv.c +117 -0
- data/ext/cla_gercond_c.c +134 -0
- data/ext/cla_gercond_x.c +130 -0
- data/ext/cla_gerfsx_extended.c +281 -0
- data/ext/cla_heamv.c +116 -0
- data/ext/cla_hercond_c.c +134 -0
- data/ext/cla_hercond_x.c +130 -0
- data/ext/cla_herfsx_extended.c +283 -0
- data/ext/cla_herpvgrw.c +107 -0
- data/ext/cla_lin_berr.c +84 -0
- data/ext/cla_porcond_c.c +122 -0
- data/ext/cla_porcond_x.c +118 -0
- data/ext/cla_porfsx_extended.c +271 -0
- data/ext/cla_porpvgrw.c +95 -0
- data/ext/cla_rpvgrw.c +79 -0
- data/ext/cla_syamv.c +115 -0
- data/ext/cla_syrcond_c.c +134 -0
- data/ext/cla_syrcond_x.c +130 -0
- data/ext/cla_syrfsx_extended.c +283 -0
- data/ext/cla_syrpvgrw.c +107 -0
- data/ext/cla_wwaddw.c +102 -0
- data/ext/clabrd.c +132 -0
- data/ext/clacgv.c +75 -0
- data/ext/clacn2.c +103 -0
- data/ext/clacon.c +80 -0
- data/ext/clacp2.c +77 -0
- data/ext/clacpy.c +77 -0
- data/ext/clacrm.c +90 -0
- data/ext/clacrt.c +108 -0
- data/ext/cladiv.c +57 -0
- data/ext/claed0.c +134 -0
- data/ext/claed7.c +247 -0
- data/ext/claed8.c +198 -0
- data/ext/claein.c +113 -0
- data/ext/claesy.c +74 -0
- data/ext/claev2.c +71 -0
- data/ext/clag2z.c +76 -0
- data/ext/clags2.c +92 -0
- data/ext/clagtm.c +132 -0
- data/ext/clahef.c +97 -0
- data/ext/clahqr.c +135 -0
- data/ext/clahr2.c +112 -0
- data/ext/clahrd.c +112 -0
- data/ext/claic1.c +90 -0
- data/ext/clals0.c +201 -0
- data/ext/clalsa.c +270 -0
- data/ext/clalsd.c +145 -0
- data/ext/clangb.c +76 -0
- data/ext/clange.c +74 -0
- data/ext/clangt.c +87 -0
- data/ext/clanhb.c +78 -0
- data/ext/clanhe.c +72 -0
- data/ext/clanhf.c +80 -0
- data/ext/clanhp.c +74 -0
- data/ext/clanhs.c +70 -0
- data/ext/clanht.c +75 -0
- data/ext/clansb.c +78 -0
- data/ext/clansp.c +74 -0
- data/ext/clansy.c +72 -0
- data/ext/clantb.c +80 -0
- data/ext/clantp.c +80 -0
- data/ext/clantr.c +82 -0
- data/ext/clapll.c +105 -0
- data/ext/clapmr.c +97 -0
- data/ext/clapmt.c +101 -0
- data/ext/claqgb.c +117 -0
- data/ext/claqge.c +109 -0
- data/ext/claqhb.c +97 -0
- data/ext/claqhe.c +97 -0
- data/ext/claqhp.c +94 -0
- data/ext/claqp2.c +158 -0
- data/ext/claqps.c +208 -0
- data/ext/claqr0.c +145 -0
- data/ext/claqr1.c +76 -0
- data/ext/claqr2.c +174 -0
- data/ext/claqr3.c +174 -0
- data/ext/claqr4.c +145 -0
- data/ext/claqr5.c +179 -0
- data/ext/claqsb.c +101 -0
- data/ext/claqsp.c +94 -0
- data/ext/claqsy.c +97 -0
- data/ext/clar1v.c +173 -0
- data/ext/clar2v.c +149 -0
- data/ext/clarcm.c +86 -0
- data/ext/clarf.c +102 -0
- data/ext/clarfb.c +123 -0
- data/ext/clarfg.c +84 -0
- data/ext/clarfgp.c +84 -0
- data/ext/clarft.c +105 -0
- data/ext/clarfx.c +94 -0
- data/ext/clargv.c +114 -0
- data/ext/clarnv.c +83 -0
- data/ext/clarrv.c +271 -0
- data/ext/clarscl2.c +82 -0
- data/ext/clartg.c +63 -0
- data/ext/clartv.c +130 -0
- data/ext/clarz.c +106 -0
- data/ext/clarzb.c +127 -0
- data/ext/clarzt.c +105 -0
- data/ext/clascl.c +97 -0
- data/ext/clascl2.c +82 -0
- data/ext/claset.c +88 -0
- data/ext/clasr.c +110 -0
- data/ext/classq.c +70 -0
- data/ext/claswp.c +94 -0
- data/ext/clasyf.c +97 -0
- data/ext/clatbs.c +130 -0
- data/ext/clatdf.c +119 -0
- data/ext/clatps.c +124 -0
- data/ext/clatrd.c +105 -0
- data/ext/clatrs.c +126 -0
- data/ext/clatrz.c +87 -0
- data/ext/clatzm.c +132 -0
- data/ext/clauu2.c +77 -0
- data/ext/clauum.c +77 -0
- data/ext/cpbcon.c +82 -0
- data/ext/cpbequ.c +83 -0
- data/ext/cpbrfs.c +145 -0
- data/ext/cpbstf.c +81 -0
- data/ext/cpbsv.c +107 -0
- data/ext/cpbsvx.c +201 -0
- data/ext/cpbtf2.c +81 -0
- data/ext/cpbtrf.c +81 -0
- data/ext/cpbtrs.c +95 -0
- data/ext/cpftrf.c +82 -0
- data/ext/cpftri.c +82 -0
- data/ext/cpftrs.c +97 -0
- data/ext/cpocon.c +78 -0
- data/ext/cpoequ.c +75 -0
- data/ext/cpoequb.c +75 -0
- data/ext/cporfs.c +141 -0
- data/ext/cporfsx.c +206 -0
- data/ext/cposv.c +103 -0
- data/ext/cposvx.c +197 -0
- data/ext/cposvxx.c +235 -0
- data/ext/cpotf2.c +77 -0
- data/ext/cpotrf.c +77 -0
- data/ext/cpotri.c +77 -0
- data/ext/cpotrs.c +91 -0
- data/ext/cppcon.c +78 -0
- data/ext/cppequ.c +79 -0
- data/ext/cpprfs.c +139 -0
- data/ext/cppsv.c +104 -0
- data/ext/cppsvx.c +191 -0
- data/ext/cpptrf.c +78 -0
- data/ext/cpptri.c +78 -0
- data/ext/cpptrs.c +93 -0
- data/ext/cpstf2.c +95 -0
- data/ext/cpstrf.c +95 -0
- data/ext/cptcon.c +81 -0
- data/ext/cpteqr.c +126 -0
- data/ext/cptrfs.c +161 -0
- data/ext/cptsv.c +119 -0
- data/ext/cptsvx.c +171 -0
- data/ext/cpttrf.c +93 -0
- data/ext/cpttrs.c +101 -0
- data/ext/cptts2.c +98 -0
- data/ext/crot.c +107 -0
- data/ext/cspcon.c +85 -0
- data/ext/cspmv.c +115 -0
- data/ext/cspr.c +96 -0
- data/ext/csprfs.c +149 -0
- data/ext/cspsv.c +110 -0
- data/ext/cspsvx.c +163 -0
- data/ext/csptrf.c +84 -0
- data/ext/csptri.c +89 -0
- data/ext/csptrs.c +101 -0
- data/ext/csrscl.c +79 -0
- data/ext/cstedc.c +177 -0
- data/ext/cstegr.c +188 -0
- data/ext/cstein.c +134 -0
- data/ext/cstemr.c +193 -0
- data/ext/csteqr.c +126 -0
- data/ext/csycon.c +87 -0
- data/ext/csyconv.c +84 -0
- data/ext/csyequb.c +82 -0
- data/ext/csymv.c +115 -0
- data/ext/csyr.c +95 -0
- data/ext/csyrfs.c +153 -0
- data/ext/csyrfsx.c +218 -0
- data/ext/csysv.c +129 -0
- data/ext/csysvx.c +183 -0
- data/ext/csysvxx.c +258 -0
- data/ext/csyswapr.c +82 -0
- data/ext/csytf2.c +85 -0
- data/ext/csytrf.c +97 -0
- data/ext/csytri.c +92 -0
- data/ext/csytri2.c +108 -0
- data/ext/csytri2x.c +96 -0
- data/ext/csytrs.c +103 -0
- data/ext/csytrs2.c +106 -0
- data/ext/ctbcon.c +86 -0
- data/ext/ctbrfs.c +127 -0
- data/ext/ctbtrs.c +103 -0
- data/ext/ctfsm.c +111 -0
- data/ext/ctftri.c +86 -0
- data/ext/ctfttp.c +79 -0
- data/ext/ctfttr.c +80 -0
- data/ext/ctgevc.c +156 -0
- data/ext/ctgex2.c +171 -0
- data/ext/ctgexc.c +172 -0
- data/ext/ctgsen.c +244 -0
- data/ext/ctgsja.c +227 -0
- data/ext/ctgsna.c +164 -0
- data/ext/ctgsy2.c +176 -0
- data/ext/ctgsyl.c +190 -0
- data/ext/ctpcon.c +82 -0
- data/ext/ctprfs.c +123 -0
- data/ext/ctptri.c +82 -0
- data/ext/ctptrs.c +101 -0
- data/ext/ctpttf.c +79 -0
- data/ext/ctpttr.c +76 -0
- data/ext/ctrcon.c +82 -0
- data/ext/ctrevc.c +154 -0
- data/ext/ctrexc.c +111 -0
- data/ext/ctrrfs.c +123 -0
- data/ext/ctrsen.c +154 -0
- data/ext/ctrsna.c +137 -0
- data/ext/ctrsyl.c +116 -0
- data/ext/ctrti2.c +81 -0
- data/ext/ctrtri.c +81 -0
- data/ext/ctrtrs.c +99 -0
- data/ext/ctrttf.c +77 -0
- data/ext/ctrttp.c +73 -0
- data/ext/ctzrqf.c +83 -0
- data/ext/ctzrzf.c +101 -0
- data/ext/cunbdb.c +232 -0
- data/ext/cuncsd.c +204 -0
- data/ext/cung2l.c +92 -0
- data/ext/cung2r.c +92 -0
- data/ext/cungbr.c +115 -0
- data/ext/cunghr.c +111 -0
- data/ext/cungl2.c +90 -0
- data/ext/cunglq.c +107 -0
- data/ext/cungql.c +107 -0
- data/ext/cungqr.c +107 -0
- data/ext/cungr2.c +90 -0
- data/ext/cungrq.c +107 -0
- data/ext/cungtr.c +107 -0
- data/ext/cunm2l.c +114 -0
- data/ext/cunm2r.c +114 -0
- data/ext/cunmbr.c +139 -0
- data/ext/cunmhr.c +133 -0
- data/ext/cunml2.c +110 -0
- data/ext/cunmlq.c +125 -0
- data/ext/cunmql.c +129 -0
- data/ext/cunmqr.c +129 -0
- data/ext/cunmr2.c +110 -0
- data/ext/cunmr3.c +114 -0
- data/ext/cunmrq.c +125 -0
- data/ext/cunmrz.c +129 -0
- data/ext/cunmtr.c +129 -0
- data/ext/cupgtr.c +91 -0
- data/ext/cupmtr.c +116 -0
- data/ext/dbbcsd.c +287 -0
- data/ext/dbdsdc.c +151 -0
- data/ext/dbdsqr.c +182 -0
- data/ext/ddisna.c +75 -0
- data/ext/dgbbrd.c +154 -0
- data/ext/dgbcon.c +98 -0
- data/ext/dgbequ.c +98 -0
- data/ext/dgbequb.c +96 -0
- data/ext/dgbrfs.c +161 -0
- data/ext/dgbrfsx.c +249 -0
- data/ext/dgbsv.c +115 -0
- data/ext/dgbsvx.c +286 -0
- data/ext/dgbsvxx.c +289 -0
- data/ext/dgbtf2.c +93 -0
- data/ext/dgbtrf.c +93 -0
- data/ext/dgbtrs.c +111 -0
- data/ext/dgebak.c +101 -0
- data/ext/dgebal.c +91 -0
- data/ext/dgebd2.c +112 -0
- data/ext/dgebrd.c +127 -0
- data/ext/dgecon.c +78 -0
- data/ext/dgeequ.c +88 -0
- data/ext/dgeequb.c +88 -0
- data/ext/dgees.c +148 -0
- data/ext/dgeesx.c +170 -0
- data/ext/dgeev.c +137 -0
- data/ext/dgeevx.c +181 -0
- data/ext/dgegs.c +171 -0
- data/ext/dgegv.c +171 -0
- data/ext/dgehd2.c +92 -0
- data/ext/dgehrd.c +107 -0
- data/ext/dgejsv.c +159 -0
- data/ext/dgelq2.c +86 -0
- data/ext/dgelqf.c +103 -0
- data/ext/dgels.c +137 -0
- data/ext/dgelsd.c +149 -0
- data/ext/dgelss.c +148 -0
- data/ext/dgelsx.c +136 -0
- data/ext/dgelsy.c +163 -0
- data/ext/dgeql2.c +88 -0
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- data/ext/dgeqp3.c +126 -0
- data/ext/dgeqpf.c +111 -0
- data/ext/dgeqr2.c +88 -0
- data/ext/dgeqr2p.c +88 -0
- data/ext/dgeqrf.c +103 -0
- data/ext/dgeqrfp.c +103 -0
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- data/ext/dgesvx.c +278 -0
- data/ext/dgesvxx.c +281 -0
- data/ext/dgetc2.c +89 -0
- data/ext/dgetf2.c +85 -0
- data/ext/dgetrf.c +85 -0
- data/ext/dgetri.c +103 -0
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- data/ext/dggbak.c +113 -0
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- data/ext/dgges.c +198 -0
- data/ext/dggesx.c +231 -0
- data/ext/dggev.c +171 -0
- data/ext/dggevx.c +229 -0
- data/ext/dggglm.c +156 -0
- data/ext/dgghrd.c +167 -0
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- data/ext/dggrqf.c +141 -0
- data/ext/dggsvd.c +181 -0
- data/ext/dggsvp.c +171 -0
- data/ext/dgsvj0.c +182 -0
- data/ext/dgsvj1.c +186 -0
- data/ext/dgtcon.c +124 -0
- data/ext/dgtrfs.c +209 -0
- data/ext/dgtsv.c +142 -0
- data/ext/dgtsvx.c +256 -0
- data/ext/dgttrf.c +132 -0
- data/ext/dgttrs.c +137 -0
- data/ext/dgtts2.c +134 -0
- data/ext/dhgeqz.c +213 -0
- data/ext/dhsein.c +205 -0
- data/ext/dhseqr.c +153 -0
- data/ext/disnan.c +51 -0
- data/ext/dla_gbamv.c +129 -0
- data/ext/dla_gbrcond.c +142 -0
- data/ext/dla_gbrfsx_extended.c +293 -0
- data/ext/dla_gbrpvgrw.c +87 -0
- data/ext/dla_geamv.c +119 -0
- data/ext/dla_gercond.c +134 -0
- data/ext/dla_gerfsx_extended.c +281 -0
- data/ext/dla_lin_berr.c +84 -0
- data/ext/dla_porcond.c +122 -0
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- data/ext/zlarz.c +106 -0
- data/ext/zlarzb.c +127 -0
- data/ext/zlarzt.c +105 -0
- data/ext/zlascl.c +97 -0
- data/ext/zlascl2.c +82 -0
- data/ext/zlaset.c +88 -0
- data/ext/zlasr.c +110 -0
- data/ext/zlassq.c +70 -0
- data/ext/zlaswp.c +94 -0
- data/ext/zlasyf.c +97 -0
- data/ext/zlat2c.c +76 -0
- data/ext/zlatbs.c +130 -0
- data/ext/zlatdf.c +119 -0
- data/ext/zlatps.c +124 -0
- data/ext/zlatrd.c +105 -0
- data/ext/zlatrs.c +126 -0
- data/ext/zlatrz.c +87 -0
- data/ext/zlatzm.c +132 -0
- data/ext/zlauu2.c +77 -0
- data/ext/zlauum.c +77 -0
- data/ext/zpbcon.c +82 -0
- data/ext/zpbequ.c +83 -0
- data/ext/zpbrfs.c +145 -0
- data/ext/zpbstf.c +81 -0
- data/ext/zpbsv.c +107 -0
- data/ext/zpbsvx.c +201 -0
- data/ext/zpbtf2.c +81 -0
- data/ext/zpbtrf.c +81 -0
- data/ext/zpbtrs.c +95 -0
- data/ext/zpftrf.c +82 -0
- data/ext/zpftri.c +82 -0
- data/ext/zpftrs.c +97 -0
- data/ext/zpocon.c +78 -0
- data/ext/zpoequ.c +75 -0
- data/ext/zpoequb.c +75 -0
- data/ext/zporfs.c +141 -0
- data/ext/zporfsx.c +206 -0
- data/ext/zposv.c +103 -0
- data/ext/zposvx.c +197 -0
- data/ext/zposvxx.c +235 -0
- data/ext/zpotf2.c +77 -0
- data/ext/zpotrf.c +77 -0
- data/ext/zpotri.c +77 -0
- data/ext/zpotrs.c +91 -0
- data/ext/zppcon.c +78 -0
- data/ext/zppequ.c +79 -0
- data/ext/zpprfs.c +139 -0
- data/ext/zppsv.c +104 -0
- data/ext/zppsvx.c +191 -0
- data/ext/zpptrf.c +78 -0
- data/ext/zpptri.c +78 -0
- data/ext/zpptrs.c +93 -0
- data/ext/zpstf2.c +95 -0
- data/ext/zpstrf.c +95 -0
- data/ext/zptcon.c +81 -0
- data/ext/zpteqr.c +126 -0
- data/ext/zptrfs.c +161 -0
- data/ext/zptsv.c +123 -0
- data/ext/zptsvx.c +171 -0
- data/ext/zpttrf.c +93 -0
- data/ext/zpttrs.c +101 -0
- data/ext/zptts2.c +98 -0
- data/ext/zrot.c +107 -0
- data/ext/zspcon.c +85 -0
- data/ext/zspmv.c +117 -0
- data/ext/zspr.c +96 -0
- data/ext/zsprfs.c +149 -0
- data/ext/zspsv.c +110 -0
- data/ext/zspsvx.c +163 -0
- data/ext/zsptrf.c +84 -0
- data/ext/zsptri.c +89 -0
- data/ext/zsptrs.c +101 -0
- data/ext/zstedc.c +177 -0
- data/ext/zstegr.c +188 -0
- data/ext/zstein.c +134 -0
- data/ext/zstemr.c +193 -0
- data/ext/zsteqr.c +126 -0
- data/ext/zsycon.c +87 -0
- data/ext/zsyconv.c +84 -0
- data/ext/zsyequb.c +82 -0
- data/ext/zsymv.c +115 -0
- data/ext/zsyr.c +95 -0
- data/ext/zsyrfs.c +153 -0
- data/ext/zsyrfsx.c +218 -0
- data/ext/zsysv.c +129 -0
- data/ext/zsysvx.c +183 -0
- data/ext/zsysvxx.c +258 -0
- data/ext/zsyswapr.c +82 -0
- data/ext/zsytf2.c +85 -0
- data/ext/zsytrf.c +97 -0
- data/ext/zsytri.c +92 -0
- data/ext/zsytri2.c +104 -0
- data/ext/zsytri2x.c +96 -0
- data/ext/zsytrs.c +103 -0
- data/ext/zsytrs2.c +106 -0
- data/ext/ztbcon.c +86 -0
- data/ext/ztbrfs.c +127 -0
- data/ext/ztbtrs.c +103 -0
- data/ext/ztfsm.c +111 -0
- data/ext/ztftri.c +86 -0
- data/ext/ztfttp.c +79 -0
- data/ext/ztfttr.c +80 -0
- data/ext/ztgevc.c +156 -0
- data/ext/ztgex2.c +171 -0
- data/ext/ztgexc.c +172 -0
- data/ext/ztgsen.c +244 -0
- data/ext/ztgsja.c +227 -0
- data/ext/ztgsna.c +164 -0
- data/ext/ztgsy2.c +176 -0
- data/ext/ztgsyl.c +190 -0
- data/ext/ztpcon.c +82 -0
- data/ext/ztprfs.c +123 -0
- data/ext/ztptri.c +82 -0
- data/ext/ztptrs.c +101 -0
- data/ext/ztpttf.c +79 -0
- data/ext/ztpttr.c +76 -0
- data/ext/ztrcon.c +82 -0
- data/ext/ztrevc.c +154 -0
- data/ext/ztrexc.c +111 -0
- data/ext/ztrrfs.c +123 -0
- data/ext/ztrsen.c +154 -0
- data/ext/ztrsna.c +137 -0
- data/ext/ztrsyl.c +116 -0
- data/ext/ztrti2.c +81 -0
- data/ext/ztrtri.c +81 -0
- data/ext/ztrtrs.c +99 -0
- data/ext/ztrttf.c +77 -0
- data/ext/ztrttp.c +73 -0
- data/ext/ztzrqf.c +83 -0
- data/ext/ztzrzf.c +101 -0
- data/ext/zunbdb.c +232 -0
- data/ext/zuncsd.c +204 -0
- data/ext/zung2l.c +92 -0
- data/ext/zung2r.c +92 -0
- data/ext/zungbr.c +115 -0
- data/ext/zunghr.c +111 -0
- data/ext/zungl2.c +90 -0
- data/ext/zunglq.c +107 -0
- data/ext/zungql.c +107 -0
- data/ext/zungqr.c +107 -0
- data/ext/zungr2.c +90 -0
- data/ext/zungrq.c +107 -0
- data/ext/zungtr.c +107 -0
- data/ext/zunm2l.c +114 -0
- data/ext/zunm2r.c +114 -0
- data/ext/zunmbr.c +139 -0
- data/ext/zunmhr.c +133 -0
- data/ext/zunml2.c +110 -0
- data/ext/zunmlq.c +125 -0
- data/ext/zunmql.c +129 -0
- data/ext/zunmqr.c +129 -0
- data/ext/zunmr2.c +110 -0
- data/ext/zunmr3.c +114 -0
- data/ext/zunmrq.c +125 -0
- data/ext/zunmrz.c +129 -0
- data/ext/zunmtr.c +129 -0
- data/ext/zupgtr.c +91 -0
- data/ext/zupmtr.c +116 -0
- metadata +1632 -1
data/ext/sgesvd.c
ADDED
@@ -0,0 +1,143 @@
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1
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#include "rb_lapack.h"
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3
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extern VOID sgesvd_(char* jobu, char* jobvt, integer* m, integer* n, real* a, integer* lda, real* s, real* u, integer* ldu, real* vt, integer* ldvt, real* work, integer* lwork, integer* info);
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static VALUE
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rblapack_sgesvd(int argc, VALUE *argv, VALUE self){
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VALUE rblapack_jobu;
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char jobu;
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VALUE rblapack_jobvt;
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char jobvt;
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VALUE rblapack_a;
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real *a;
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VALUE rblapack_lwork;
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integer lwork;
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VALUE rblapack_s;
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real *s;
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VALUE rblapack_u;
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real *u;
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VALUE rblapack_vt;
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real *vt;
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VALUE rblapack_work;
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real *work;
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VALUE rblapack_info;
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integer info;
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VALUE rblapack_a_out__;
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real *a_out__;
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integer lda;
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integer n;
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integer ldu;
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integer ldvt;
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integer m;
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VALUE rblapack_options;
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if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
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argc--;
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rblapack_options = argv[argc];
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if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
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printf("%s\n", "USAGE:\n s, u, vt, work, info, a = NumRu::Lapack.sgesvd( jobu, jobvt, a, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE SGESVD( JOBU, JOBVT, M, N, A, LDA, S, U, LDU, VT, LDVT, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* SGESVD computes the singular value decomposition (SVD) of a real\n* M-by-N matrix A, optionally computing the left and/or right singular\n* vectors. The SVD is written\n*\n* A = U * SIGMA * transpose(V)\n*\n* where SIGMA is an M-by-N matrix which is zero except for its\n* min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and\n* V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA\n* are the singular values of A; they are real and non-negative, and\n* are returned in descending order. The first min(m,n) columns of\n* U and V are the left and right singular vectors of A.\n*\n* Note that the routine returns V**T, not V.\n*\n\n* Arguments\n* =========\n*\n* JOBU (input) CHARACTER*1\n* Specifies options for computing all or part of the matrix U:\n* = 'A': all M columns of U are returned in array U:\n* = 'S': the first min(m,n) columns of U (the left singular\n* vectors) are returned in the array U;\n* = 'O': the first min(m,n) columns of U (the left singular\n* vectors) are overwritten on the array A;\n* = 'N': no columns of U (no left singular vectors) are\n* computed.\n*\n* JOBVT (input) CHARACTER*1\n* Specifies options for computing all or part of the matrix\n* V**T:\n* = 'A': all N rows of V**T are returned in the array VT;\n* = 'S': the first min(m,n) rows of V**T (the right singular\n* vectors) are returned in the array VT;\n* = 'O': the first min(m,n) rows of V**T (the right singular\n* vectors) are overwritten on the array A;\n* = 'N': no rows of V**T (no right singular vectors) are\n* computed.\n*\n* JOBVT and JOBU cannot both be 'O'.\n*\n* M (input) INTEGER\n* The number of rows of the input matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the input matrix A. N >= 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 JOBU = 'O', A is overwritten with the first min(m,n)\n* columns of U (the left singular vectors,\n* stored columnwise);\n* if JOBVT = 'O', A is overwritten with the first min(m,n)\n* rows of V**T (the right singular vectors,\n* stored rowwise);\n* if JOBU .ne. 'O' and JOBVT .ne. 'O', the contents of A\n* are destroyed.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* S (output) REAL array, dimension (min(M,N))\n* The singular values of A, sorted so that S(i) >= S(i+1).\n*\n* U (output) REAL array, dimension (LDU,UCOL)\n* (LDU,M) if JOBU = 'A' or (LDU,min(M,N)) if JOBU = 'S'.\n* If JOBU = 'A', U contains the M-by-M orthogonal matrix U;\n* if JOBU = 'S', U contains the first min(m,n) columns of U\n* (the left singular vectors, stored columnwise);\n* if JOBU = 'N' or 'O', U is not referenced.\n*\n* LDU (input) INTEGER\n* The leading dimension of the array U. LDU >= 1; if\n* JOBU = 'S' or 'A', LDU >= M.\n*\n* VT (output) REAL array, dimension (LDVT,N)\n* If JOBVT = 'A', VT contains the N-by-N orthogonal matrix\n* V**T;\n* if JOBVT = 'S', VT contains the first min(m,n) rows of\n* V**T (the right singular vectors, stored rowwise);\n* if JOBVT = 'N' or 'O', VT is not referenced.\n*\n* LDVT (input) INTEGER\n* The leading dimension of the array VT. LDVT >= 1; if\n* JOBVT = 'A', LDVT >= N; if JOBVT = 'S', LDVT >= min(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* if INFO > 0, WORK(2:MIN(M,N)) contains the unconverged\n* superdiagonal elements of an upper bidiagonal matrix B\n* whose diagonal is in S (not necessarily sorted). B\n* satisfies A = U * B * VT, so it has the same singular values\n* as A, and singular vectors related by U and VT.\n*\n* LWORK (input) INTEGER\n* The dimension of the array WORK.\n* LWORK >= MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N)).\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: if SBDSQR did not converge, INFO specifies how many\n* superdiagonals of an intermediate bidiagonal form B\n* did not converge to zero. See the description of WORK\n* above for details.\n*\n\n* =====================================================================\n*\n\n");
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return Qnil;
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}
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if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
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printf("%s\n", "USAGE:\n s, u, vt, work, info, a = NumRu::Lapack.sgesvd( jobu, jobvt, a, [:lwork => lwork, :usage => usage, :help => help])\n");
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return Qnil;
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}
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} else
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rblapack_options = Qnil;
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if (argc != 3 && argc != 4)
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rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
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rblapack_jobu = argv[0];
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rblapack_jobvt = argv[1];
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rblapack_a = argv[2];
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if (argc == 4) {
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rblapack_lwork = argv[3];
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} else if (rblapack_options != Qnil) {
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rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
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} else {
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rblapack_lwork = Qnil;
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}
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jobu = StringValueCStr(rblapack_jobu)[0];
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if (!NA_IsNArray(rblapack_a))
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rb_raise(rb_eArgError, "a (3th argument) must be NArray");
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if (NA_RANK(rblapack_a) != 2)
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rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
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lda = NA_SHAPE0(rblapack_a);
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n = NA_SHAPE1(rblapack_a);
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if (NA_TYPE(rblapack_a) != NA_SFLOAT)
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rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
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a = NA_PTR_TYPE(rblapack_a, real*);
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m = lda;
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ldu = ((lsame_(&jobu,"S")) || (lsame_(&jobu,"A"))) ? m : 1;
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jobvt = StringValueCStr(rblapack_jobvt)[0];
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ldvt = lsame_(&jobvt,"A") ? n : lsame_(&jobvt,"S") ? MIN(m,n) : 1;
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if (rblapack_lwork == Qnil)
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lwork = MAX(MAX(1, 3*MIN(m,n)+MAX(m,n)), 5*MIN(m,n));
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else {
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lwork = NUM2INT(rblapack_lwork);
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}
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{
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na_shape_t shape[1];
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shape[0] = MIN(m,n);
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rblapack_s = na_make_object(NA_SFLOAT, 1, shape, cNArray);
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}
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s = NA_PTR_TYPE(rblapack_s, real*);
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{
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88
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na_shape_t shape[2];
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shape[0] = ldu;
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shape[1] = lsame_(&jobu,"A") ? m : lsame_(&jobu,"S") ? MIN(m,n) : 0;
|
91
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rblapack_u = na_make_object(NA_SFLOAT, 2, shape, cNArray);
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}
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93
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u = NA_PTR_TYPE(rblapack_u, real*);
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{
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95
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na_shape_t shape[2];
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shape[0] = ldvt;
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shape[1] = n;
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rblapack_vt = na_make_object(NA_SFLOAT, 2, shape, cNArray);
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}
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vt = NA_PTR_TYPE(rblapack_vt, real*);
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{
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102
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na_shape_t shape[1];
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shape[0] = MAX(1,lwork);
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rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
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}
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work = NA_PTR_TYPE(rblapack_work, real*);
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{
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na_shape_t shape[2];
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shape[0] = lda;
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shape[1] = MAX(n, MIN(m,n));
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rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
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}
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a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
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{
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VALUE __shape__[3];
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__shape__[0] = Qtrue;
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__shape__[1] = n < MIN(m,n) ? rb_range_new(rblapack_ZERO, INT2NUM(n), Qtrue) : Qtrue;
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__shape__[2] = rblapack_a;
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na_aset(3, __shape__, rblapack_a_out__);
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}
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rblapack_a = rblapack_a_out__;
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a = a_out__;
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sgesvd_(&jobu, &jobvt, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, &info);
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rblapack_info = INT2NUM(info);
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{
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VALUE __shape__[2];
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__shape__[0] = Qtrue;
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__shape__[1] = n < MIN(m,n) ? Qtrue : rb_range_new(rblapack_ZERO, INT2NUM(MIN(m,n)), Qtrue);
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rblapack_a = na_aref(2, __shape__, rblapack_a);
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}
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return rb_ary_new3(6, rblapack_s, rblapack_u, rblapack_vt, rblapack_work, rblapack_info, rblapack_a);
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}
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void
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init_lapack_sgesvd(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
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sHelp = sH;
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sUsage = sU;
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rblapack_ZERO = zero;
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142
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rb_define_module_function(mLapack, "sgesvd", rblapack_sgesvd, -1);
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}
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data/ext/sgesvj.c
ADDED
@@ -0,0 +1,156 @@
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1
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#include "rb_lapack.h"
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2
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extern VOID sgesvj_(char* joba, char* jobu, char* jobv, integer* m, integer* n, real* a, integer* lda, real* sva, integer* mv, real* v, integer* ldv, real* work, integer* lwork, integer* info);
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|
5
|
+
|
6
|
+
static VALUE
|
7
|
+
rblapack_sgesvj(int argc, VALUE *argv, VALUE self){
|
8
|
+
VALUE rblapack_joba;
|
9
|
+
char joba;
|
10
|
+
VALUE rblapack_jobu;
|
11
|
+
char jobu;
|
12
|
+
VALUE rblapack_jobv;
|
13
|
+
char jobv;
|
14
|
+
VALUE rblapack_m;
|
15
|
+
integer m;
|
16
|
+
VALUE rblapack_a;
|
17
|
+
real *a;
|
18
|
+
VALUE rblapack_mv;
|
19
|
+
integer mv;
|
20
|
+
VALUE rblapack_v;
|
21
|
+
real *v;
|
22
|
+
VALUE rblapack_work;
|
23
|
+
real *work;
|
24
|
+
VALUE rblapack_lwork;
|
25
|
+
integer lwork;
|
26
|
+
VALUE rblapack_sva;
|
27
|
+
real *sva;
|
28
|
+
VALUE rblapack_info;
|
29
|
+
integer info;
|
30
|
+
VALUE rblapack_a_out__;
|
31
|
+
real *a_out__;
|
32
|
+
VALUE rblapack_v_out__;
|
33
|
+
real *v_out__;
|
34
|
+
VALUE rblapack_work_out__;
|
35
|
+
real *work_out__;
|
36
|
+
|
37
|
+
integer lda;
|
38
|
+
integer n;
|
39
|
+
integer ldv;
|
40
|
+
|
41
|
+
VALUE rblapack_options;
|
42
|
+
if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
|
43
|
+
argc--;
|
44
|
+
rblapack_options = argv[argc];
|
45
|
+
if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
|
46
|
+
printf("%s\n", "USAGE:\n sva, info, a, v, work = NumRu::Lapack.sgesvj( joba, jobu, jobv, m, a, mv, v, work, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE SGESVJ( JOBA, JOBU, JOBV, M, N, A, LDA, SVA, MV, V, LDV, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* SGESVJ computes the singular value decomposition (SVD) of a real\n* M-by-N matrix A, where M >= N. The SVD of A is written as\n* [++] [xx] [x0] [xx]\n* A = U * SIGMA * V^t, [++] = [xx] * [ox] * [xx]\n* [++] [xx]\n* where SIGMA is an N-by-N diagonal matrix, U is an M-by-N orthonormal\n* matrix, and V is an N-by-N orthogonal matrix. The diagonal elements\n* of SIGMA are the singular values of A. The columns of U and V are the\n* left and the right singular vectors of A, respectively.\n*\n* Further Details\n* ~~~~~~~~~~~~~~~\n* The orthogonal N-by-N matrix V is obtained as a product of Jacobi plane\n* rotations. The rotations are implemented as fast scaled rotations of\n* Anda and Park [1]. In the case of underflow of the Jacobi angle, a\n* modified Jacobi transformation of Drmac [4] is used. Pivot strategy uses\n* column interchanges of de Rijk [2]. The relative accuracy of the computed\n* singular values and the accuracy of the computed singular vectors (in\n* angle metric) is as guaranteed by the theory of Demmel and Veselic [3].\n* The condition number that determines the accuracy in the full rank case\n* is essentially min_{D=diag} kappa(A*D), where kappa(.) is the\n* spectral condition number. The best performance of this Jacobi SVD\n* procedure is achieved if used in an accelerated version of Drmac and\n* Veselic [5,6], and it is the kernel routine in the SIGMA library [7].\n* Some tunning parameters (marked with [TP]) are available for the\n* implementer.\n* The computational range for the nonzero singular values is the machine\n* number interval ( UNDERFLOW , OVERFLOW ). In extreme cases, even\n* denormalized singular values can be computed with the corresponding\n* gradual loss of accurate digits.\n*\n* Contributors\n* ~~~~~~~~~~~~\n* Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)\n*\n* References\n* ~~~~~~~~~~\n* [1] A. A. Anda and H. Park: Fast plane rotations with dynamic scaling.\n* SIAM J. matrix Anal. Appl., Vol. 15 (1994), pp. 162-174.\n* [2] P. P. M. De Rijk: A one-sided Jacobi algorithm for computing the\n* singular value decomposition on a vector computer.\n* SIAM J. Sci. Stat. Comp., Vol. 10 (1998), pp. 359-371.\n* [3] J. Demmel and K. Veselic: Jacobi method is more accurate than QR.\n* [4] Z. Drmac: Implementation of Jacobi rotations for accurate singular\n* value computation in floating point arithmetic.\n* SIAM J. Sci. Comp., Vol. 18 (1997), pp. 1200-1222.\n* [5] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I.\n* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342.\n* LAPACK Working note 169.\n* [6] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II.\n* SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362.\n* LAPACK Working note 170.\n* [7] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV,\n* QSVD, (H,K)-SVD computations.\n* Department of Mathematics, University of Zagreb, 2008.\n*\n* Bugs, Examples and Comments\n* ~~~~~~~~~~~~~~~~~~~~~~~~~~~\n* Please report all bugs and send interesting test examples and comments to\n* drmac@math.hr. Thank you.\n*\n\n* Arguments\n* =========\n*\n* JOBA (input) CHARACTER* 1\n* Specifies the structure of A.\n* = 'L': The input matrix A is lower triangular;\n* = 'U': The input matrix A is upper triangular;\n* = 'G': The input matrix A is general M-by-N matrix, M >= N.\n*\n* JOBU (input) CHARACTER*1\n* Specifies whether to compute the left singular vectors\n* (columns of U):\n* = 'U': The left singular vectors corresponding to the nonzero\n* singular values are computed and returned in the leading\n* columns of A. See more details in the description of A.\n* The default numerical orthogonality threshold is set to\n* approximately TOL=CTOL*EPS, CTOL=SQRT(M), EPS=SLAMCH('E').\n* = 'C': Analogous to JOBU='U', except that user can control the\n* level of numerical orthogonality of the computed left\n* singular vectors. TOL can be set to TOL = CTOL*EPS, where\n* CTOL is given on input in the array WORK.\n* No CTOL smaller than ONE is allowed. CTOL greater\n* than 1 / EPS is meaningless. The option 'C'\n* can be used if M*EPS is satisfactory orthogonality\n* of the computed left singular vectors, so CTOL=M could\n* save few sweeps of Jacobi rotations.\n* See the descriptions of A and WORK(1).\n* = 'N': The matrix U is not computed. However, see the\n* description of A.\n*\n* JOBV (input) CHARACTER*1\n* Specifies whether to compute the right singular vectors, that\n* is, the matrix V:\n* = 'V' : the matrix V is computed and returned in the array V\n* = 'A' : the Jacobi rotations are applied to the MV-by-N\n* array V. In other words, the right singular vector\n* matrix V is not computed explicitly; instead it is\n* applied to an MV-by-N matrix initially stored in the\n* first MV rows of V.\n* = 'N' : the matrix V is not computed and the array V is not\n* referenced\n*\n* M (input) INTEGER\n* The number of rows of the input matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the input matrix A.\n* M >= N >= 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 JOBU .EQ. 'U' .OR. JOBU .EQ. 'C':\n* If INFO .EQ. 0 :\n* RANKA orthonormal columns of U are returned in the\n* leading RANKA columns of the array A. Here RANKA <= N\n* is the number of computed singular values of A that are\n* above the underflow threshold SLAMCH('S'). The singular\n* vectors corresponding to underflowed or zero singular\n* values are not computed. The value of RANKA is returned\n* in the array WORK as RANKA=NINT(WORK(2)). Also see the\n* descriptions of SVA and WORK. The computed columns of U\n* are mutually numerically orthogonal up to approximately\n* TOL=SQRT(M)*EPS (default); or TOL=CTOL*EPS (JOBU.EQ.'C'),\n* see the description of JOBU.\n* If INFO .GT. 0,\n* the procedure SGESVJ did not converge in the given number\n* of iterations (sweeps). In that case, the computed\n* columns of U may not be orthogonal up to TOL. The output\n* U (stored in A), SIGMA (given by the computed singular\n* values in SVA(1:N)) and V is still a decomposition of the\n* input matrix A in the sense that the residual\n* ||A-SCALE*U*SIGMA*V^T||_2 / ||A||_2 is small.\n* If JOBU .EQ. 'N':\n* If INFO .EQ. 0 :\n* Note that the left singular vectors are 'for free' in the\n* one-sided Jacobi SVD algorithm. However, if only the\n* singular values are needed, the level of numerical\n* orthogonality of U is not an issue and iterations are\n* stopped when the columns of the iterated matrix are\n* numerically orthogonal up to approximately M*EPS. Thus,\n* on exit, A contains the columns of U scaled with the\n* corresponding singular values.\n* If INFO .GT. 0 :\n* the procedure SGESVJ did not converge in the given number\n* of iterations (sweeps).\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* SVA (workspace/output) REAL array, dimension (N)\n* On exit,\n* If INFO .EQ. 0 :\n* depending on the value SCALE = WORK(1), we have:\n* If SCALE .EQ. ONE:\n* SVA(1:N) contains the computed singular values of A.\n* During the computation SVA contains the Euclidean column\n* norms of the iterated matrices in the array A.\n* If SCALE .NE. ONE:\n* The singular values of A are SCALE*SVA(1:N), and this\n* factored representation is due to the fact that some of the\n* singular values of A might underflow or overflow.\n*\n* If INFO .GT. 0 :\n* the procedure SGESVJ did not converge in the given number of\n* iterations (sweeps) and SCALE*SVA(1:N) may not be accurate.\n*\n* MV (input) INTEGER\n* If JOBV .EQ. 'A', then the product of Jacobi rotations in SGESVJ\n* is applied to the first MV rows of V. See the description of JOBV.\n*\n* V (input/output) REAL array, dimension (LDV,N)\n* If JOBV = 'V', then V contains on exit the N-by-N matrix of\n* the right singular vectors;\n* If JOBV = 'A', then V contains the product of the computed right\n* singular vector matrix and the initial matrix in\n* the array V.\n* If JOBV = 'N', then V is not referenced.\n*\n* LDV (input) INTEGER\n* The leading dimension of the array V, LDV .GE. 1.\n* If JOBV .EQ. 'V', then LDV .GE. max(1,N).\n* If JOBV .EQ. 'A', then LDV .GE. max(1,MV) .\n*\n* WORK (input/workspace/output) REAL array, dimension max(4,M+N).\n* On entry,\n* If JOBU .EQ. 'C' :\n* WORK(1) = CTOL, where CTOL defines the threshold for convergence.\n* The process stops if all columns of A are mutually\n* orthogonal up to CTOL*EPS, EPS=SLAMCH('E').\n* It is required that CTOL >= ONE, i.e. it is not\n* allowed to force the routine to obtain orthogonality\n* below EPSILON.\n* On exit,\n* WORK(1) = SCALE is the scaling factor such that SCALE*SVA(1:N)\n* are the computed singular vcalues of A.\n* (See description of SVA().)\n* WORK(2) = NINT(WORK(2)) is the number of the computed nonzero\n* singular values.\n* WORK(3) = NINT(WORK(3)) is the number of the computed singular\n* values that are larger than the underflow threshold.\n* WORK(4) = NINT(WORK(4)) is the number of sweeps of Jacobi\n* rotations needed for numerical convergence.\n* WORK(5) = max_{i.NE.j} |COS(A(:,i),A(:,j))| in the last sweep.\n* This is useful information in cases when SGESVJ did\n* not converge, as it can be used to estimate whether\n* the output is stil useful and for post festum analysis.\n* WORK(6) = the largest absolute value over all sines of the\n* Jacobi rotation angles in the last sweep. It can be\n* useful for a post festum analysis.\n*\n* LWORK length of WORK, WORK >= MAX(6,M+N)\n*\n* INFO (output) INTEGER\n* = 0 : successful exit.\n* < 0 : if INFO = -i, then the i-th argument had an illegal value\n* > 0 : SGESVJ did not converge in the maximal allowed number (30)\n* of sweeps. The output may still be useful. See the\n* description of WORK.\n\n* =====================================================================\n*\n* .. Local Parameters ..\n REAL ZERO, HALF, ONE, TWO\n PARAMETER ( ZERO = 0.0E0, HALF = 0.5E0, ONE = 1.0E0,\n + TWO = 2.0E0 )\n INTEGER NSWEEP\n PARAMETER ( NSWEEP = 30 )\n* ..\n* .. Local Scalars ..\n REAL AAPP, AAPP0, AAPQ, AAQQ, APOAQ, AQOAP, BIG,\n + BIGTHETA, CS, CTOL, EPSLN, LARGE, MXAAPQ,\n + MXSINJ, ROOTBIG, ROOTEPS, ROOTSFMIN, ROOTTOL,\n + SKL, SFMIN, SMALL, SN, T, TEMP1, THETA,\n + THSIGN, TOL\n INTEGER BLSKIP, EMPTSW, i, ibr, IERR, igl, IJBLSK, ir1,\n + ISWROT, jbc, jgl, KBL, LKAHEAD, MVL, N2, N34,\n + N4, NBL, NOTROT, p, PSKIPPED, q, ROWSKIP,\n + SWBAND\n LOGICAL APPLV, GOSCALE, LOWER, LSVEC, NOSCALE, ROTOK,\n + RSVEC, UCTOL, UPPER\n* ..\n* .. Local Arrays ..\n REAL FASTR( 5 )\n* ..\n* .. Intrinsic Functions ..\n INTRINSIC ABS, AMAX1, AMIN1, FLOAT, MIN0, SIGN, SQRT\n* ..\n* .. External Functions ..\n* from BLAS\n REAL SDOT, SNRM2\n EXTERNAL SDOT, SNRM2\n INTEGER ISAMAX\n EXTERNAL ISAMAX\n* from LAPACK\n REAL SLAMCH\n EXTERNAL SLAMCH\n LOGICAL LSAME\n EXTERNAL LSAME\n* ..\n* .. External Subroutines ..\n* from BLAS\n EXTERNAL SAXPY, SCOPY, SROTM, SSCAL, SSWAP\n* from LAPACK\n EXTERNAL SLASCL, SLASET, SLASSQ, XERBLA\n*\n EXTERNAL SGSVJ0, SGSVJ1\n* ..\n\n");
|
47
|
+
return Qnil;
|
48
|
+
}
|
49
|
+
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
|
50
|
+
printf("%s\n", "USAGE:\n sva, info, a, v, work = NumRu::Lapack.sgesvj( joba, jobu, jobv, m, a, mv, v, work, [:lwork => lwork, :usage => usage, :help => help])\n");
|
51
|
+
return Qnil;
|
52
|
+
}
|
53
|
+
} else
|
54
|
+
rblapack_options = Qnil;
|
55
|
+
if (argc != 8 && argc != 9)
|
56
|
+
rb_raise(rb_eArgError,"wrong number of arguments (%d for 8)", argc);
|
57
|
+
rblapack_joba = argv[0];
|
58
|
+
rblapack_jobu = argv[1];
|
59
|
+
rblapack_jobv = argv[2];
|
60
|
+
rblapack_m = argv[3];
|
61
|
+
rblapack_a = argv[4];
|
62
|
+
rblapack_mv = argv[5];
|
63
|
+
rblapack_v = argv[6];
|
64
|
+
rblapack_work = argv[7];
|
65
|
+
if (argc == 9) {
|
66
|
+
rblapack_lwork = argv[8];
|
67
|
+
} else if (rblapack_options != Qnil) {
|
68
|
+
rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
|
69
|
+
} else {
|
70
|
+
rblapack_lwork = Qnil;
|
71
|
+
}
|
72
|
+
|
73
|
+
joba = StringValueCStr(rblapack_joba)[0];
|
74
|
+
jobv = StringValueCStr(rblapack_jobv)[0];
|
75
|
+
if (!NA_IsNArray(rblapack_a))
|
76
|
+
rb_raise(rb_eArgError, "a (5th argument) must be NArray");
|
77
|
+
if (NA_RANK(rblapack_a) != 2)
|
78
|
+
rb_raise(rb_eArgError, "rank of a (5th argument) must be %d", 2);
|
79
|
+
lda = NA_SHAPE0(rblapack_a);
|
80
|
+
n = NA_SHAPE1(rblapack_a);
|
81
|
+
if (NA_TYPE(rblapack_a) != NA_SFLOAT)
|
82
|
+
rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
|
83
|
+
a = NA_PTR_TYPE(rblapack_a, real*);
|
84
|
+
if (!NA_IsNArray(rblapack_v))
|
85
|
+
rb_raise(rb_eArgError, "v (7th argument) must be NArray");
|
86
|
+
if (NA_RANK(rblapack_v) != 2)
|
87
|
+
rb_raise(rb_eArgError, "rank of v (7th argument) must be %d", 2);
|
88
|
+
ldv = NA_SHAPE0(rblapack_v);
|
89
|
+
if (NA_SHAPE1(rblapack_v) != n)
|
90
|
+
rb_raise(rb_eRuntimeError, "shape 1 of v must be the same as shape 1 of a");
|
91
|
+
if (NA_TYPE(rblapack_v) != NA_SFLOAT)
|
92
|
+
rblapack_v = na_change_type(rblapack_v, NA_SFLOAT);
|
93
|
+
v = NA_PTR_TYPE(rblapack_v, real*);
|
94
|
+
jobu = StringValueCStr(rblapack_jobu)[0];
|
95
|
+
mv = NUM2INT(rblapack_mv);
|
96
|
+
m = NUM2INT(rblapack_m);
|
97
|
+
lwork = MAX(6,m+n);
|
98
|
+
if (!NA_IsNArray(rblapack_work))
|
99
|
+
rb_raise(rb_eArgError, "work (8th argument) must be NArray");
|
100
|
+
if (NA_RANK(rblapack_work) != 1)
|
101
|
+
rb_raise(rb_eArgError, "rank of work (8th argument) must be %d", 1);
|
102
|
+
if (NA_SHAPE0(rblapack_work) != lwork)
|
103
|
+
rb_raise(rb_eRuntimeError, "shape 0 of work must be MAX(6,m+n)");
|
104
|
+
if (NA_TYPE(rblapack_work) != NA_SFLOAT)
|
105
|
+
rblapack_work = na_change_type(rblapack_work, NA_SFLOAT);
|
106
|
+
work = NA_PTR_TYPE(rblapack_work, real*);
|
107
|
+
{
|
108
|
+
na_shape_t shape[1];
|
109
|
+
shape[0] = n;
|
110
|
+
rblapack_sva = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
111
|
+
}
|
112
|
+
sva = NA_PTR_TYPE(rblapack_sva, real*);
|
113
|
+
{
|
114
|
+
na_shape_t shape[2];
|
115
|
+
shape[0] = lda;
|
116
|
+
shape[1] = n;
|
117
|
+
rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
118
|
+
}
|
119
|
+
a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
|
120
|
+
MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
|
121
|
+
rblapack_a = rblapack_a_out__;
|
122
|
+
a = a_out__;
|
123
|
+
{
|
124
|
+
na_shape_t shape[2];
|
125
|
+
shape[0] = ldv;
|
126
|
+
shape[1] = n;
|
127
|
+
rblapack_v_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
128
|
+
}
|
129
|
+
v_out__ = NA_PTR_TYPE(rblapack_v_out__, real*);
|
130
|
+
MEMCPY(v_out__, v, real, NA_TOTAL(rblapack_v));
|
131
|
+
rblapack_v = rblapack_v_out__;
|
132
|
+
v = v_out__;
|
133
|
+
{
|
134
|
+
na_shape_t shape[1];
|
135
|
+
shape[0] = lwork;
|
136
|
+
rblapack_work_out__ = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
137
|
+
}
|
138
|
+
work_out__ = NA_PTR_TYPE(rblapack_work_out__, real*);
|
139
|
+
MEMCPY(work_out__, work, real, NA_TOTAL(rblapack_work));
|
140
|
+
rblapack_work = rblapack_work_out__;
|
141
|
+
work = work_out__;
|
142
|
+
|
143
|
+
sgesvj_(&joba, &jobu, &jobv, &m, &n, a, &lda, sva, &mv, v, &ldv, work, &lwork, &info);
|
144
|
+
|
145
|
+
rblapack_info = INT2NUM(info);
|
146
|
+
return rb_ary_new3(5, rblapack_sva, rblapack_info, rblapack_a, rblapack_v, rblapack_work);
|
147
|
+
}
|
148
|
+
|
149
|
+
void
|
150
|
+
init_lapack_sgesvj(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
151
|
+
sHelp = sH;
|
152
|
+
sUsage = sU;
|
153
|
+
rblapack_ZERO = zero;
|
154
|
+
|
155
|
+
rb_define_module_function(mLapack, "sgesvj", rblapack_sgesvj, -1);
|
156
|
+
}
|
data/ext/sgesvx.c
ADDED
@@ -0,0 +1,278 @@
|
|
1
|
+
#include "rb_lapack.h"
|
2
|
+
|
3
|
+
extern VOID sgesvx_(char* fact, char* trans, integer* n, integer* nrhs, real* a, integer* lda, real* af, integer* ldaf, integer* ipiv, char* equed, real* r, real* c, real* b, integer* ldb, real* x, integer* ldx, real* rcond, real* ferr, real* berr, real* work, integer* iwork, integer* info);
|
4
|
+
|
5
|
+
|
6
|
+
static VALUE
|
7
|
+
rblapack_sgesvx(int argc, VALUE *argv, VALUE self){
|
8
|
+
VALUE rblapack_fact;
|
9
|
+
char fact;
|
10
|
+
VALUE rblapack_trans;
|
11
|
+
char trans;
|
12
|
+
VALUE rblapack_a;
|
13
|
+
real *a;
|
14
|
+
VALUE rblapack_b;
|
15
|
+
real *b;
|
16
|
+
VALUE rblapack_af;
|
17
|
+
real *af;
|
18
|
+
VALUE rblapack_ipiv;
|
19
|
+
integer *ipiv;
|
20
|
+
VALUE rblapack_equed;
|
21
|
+
char equed;
|
22
|
+
VALUE rblapack_r;
|
23
|
+
real *r;
|
24
|
+
VALUE rblapack_c;
|
25
|
+
real *c;
|
26
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+
VALUE rblapack_x;
|
27
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+
real *x;
|
28
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+
VALUE rblapack_rcond;
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29
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+
real rcond;
|
30
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+
VALUE rblapack_ferr;
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31
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+
real *ferr;
|
32
|
+
VALUE rblapack_berr;
|
33
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+
real *berr;
|
34
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+
VALUE rblapack_work;
|
35
|
+
real *work;
|
36
|
+
VALUE rblapack_info;
|
37
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+
integer info;
|
38
|
+
VALUE rblapack_a_out__;
|
39
|
+
real *a_out__;
|
40
|
+
VALUE rblapack_af_out__;
|
41
|
+
real *af_out__;
|
42
|
+
VALUE rblapack_ipiv_out__;
|
43
|
+
integer *ipiv_out__;
|
44
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+
VALUE rblapack_r_out__;
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45
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+
real *r_out__;
|
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|
+
VALUE rblapack_c_out__;
|
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+
real *c_out__;
|
48
|
+
VALUE rblapack_b_out__;
|
49
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+
real *b_out__;
|
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|
+
integer *iwork;
|
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+
|
52
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+
integer lda;
|
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+
integer n;
|
54
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+
integer ldb;
|
55
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+
integer nrhs;
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+
integer ldaf;
|
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+
integer ldx;
|
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+
|
59
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+
VALUE rblapack_options;
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if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
|
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+
argc--;
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rblapack_options = argv[argc];
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if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
|
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+
printf("%s\n", "USAGE:\n x, rcond, ferr, berr, work, info, a, af, ipiv, equed, r, c, b = NumRu::Lapack.sgesvx( fact, trans, a, b, [:af => af, :ipiv => ipiv, :equed => equed, :r => r, :c => c, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE SGESVX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )\n\n* Purpose\n* =======\n*\n* SGESVX uses the LU factorization to compute the solution to a real\n* system of linear equations\n* A * X = B,\n* where A is an N-by-N matrix and X and B are N-by-NRHS matrices.\n*\n* Error bounds on the solution and a condition estimate are also\n* provided.\n*\n* Description\n* ===========\n*\n* The following steps are performed:\n*\n* 1. If FACT = 'E', real scaling factors are computed to equilibrate\n* the system:\n* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B\n* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B\n* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B\n* Whether or not the system will be equilibrated depends on the\n* scaling of the matrix A, but if equilibration is used, A is\n* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N')\n* or diag(C)*B (if TRANS = 'T' or 'C').\n*\n* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the\n* matrix A (after equilibration if FACT = 'E') as\n* A = P * L * U,\n* where P is a permutation matrix, L is a unit lower triangular\n* matrix, and U is upper triangular.\n*\n* 3. If some U(i,i)=0, so that U is exactly singular, then the routine\n* returns with INFO = i. Otherwise, the factored form of A is used\n* to estimate the condition number of the matrix A. If the\n* reciprocal of the condition number is less than machine precision,\n* INFO = N+1 is returned as a warning, but the routine still goes on\n* to solve for X and compute error bounds as described below.\n*\n* 4. The system of equations is solved for X using the factored form\n* of A.\n*\n* 5. Iterative refinement is applied to improve the computed solution\n* matrix and calculate error bounds and backward error estimates\n* for it.\n*\n* 6. If equilibration was used, the matrix X is premultiplied by\n* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so\n* that it solves the original system before equilibration.\n*\n\n* Arguments\n* =========\n*\n* FACT (input) CHARACTER*1\n* Specifies whether or not the factored form of the matrix A is\n* supplied on entry, and if not, whether the matrix A should be\n* equilibrated before it is factored.\n* = 'F': On entry, AF and IPIV contain the factored form of A.\n* If EQUED is not 'N', the matrix A has been\n* equilibrated with scaling factors given by R and C.\n* A, AF, and IPIV are not modified.\n* = 'N': The matrix A will be copied to AF and factored.\n* = 'E': The matrix A will be equilibrated if necessary, then\n* copied to AF and factored.\n*\n* TRANS (input) CHARACTER*1\n* Specifies the form of the system of equations:\n* = 'N': A * X = B (No transpose)\n* = 'T': A**T * X = B (Transpose)\n* = 'C': A**H * X = B (Transpose)\n*\n* N (input) INTEGER\n* The number of linear equations, i.e., the order of the\n* 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 N-by-N matrix A. If FACT = 'F' and EQUED is\n* not 'N', then A must have been equilibrated by the scaling\n* factors in R and/or C. A is not modified if FACT = 'F' or\n* 'N', or if FACT = 'E' and EQUED = 'N' on exit.\n*\n* On exit, if EQUED .ne. 'N', A is scaled as follows:\n* EQUED = 'R': A := diag(R) * A\n* EQUED = 'C': A := A * diag(C)\n* EQUED = 'B': A := diag(R) * A * diag(C).\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* AF (input or output) REAL array, dimension (LDAF,N)\n* If FACT = 'F', then AF is an input argument and on entry\n* contains the factors L and U from the factorization\n* A = P*L*U as computed by SGETRF. If EQUED .ne. 'N', then\n* AF is the factored form of the equilibrated matrix A.\n*\n* If FACT = 'N', then AF is an output argument and on exit\n* returns the factors L and U from the factorization A = P*L*U\n* of the original matrix A.\n*\n* If FACT = 'E', then AF is an output argument and on exit\n* returns the factors L and U from the factorization A = P*L*U\n* of the equilibrated matrix A (see the description of A for\n* the form of the equilibrated matrix).\n*\n* LDAF (input) INTEGER\n* The leading dimension of the array AF. LDAF >= max(1,N).\n*\n* IPIV (input or output) INTEGER array, dimension (N)\n* If FACT = 'F', then IPIV is an input argument and on entry\n* contains the pivot indices from the factorization A = P*L*U\n* as computed by SGETRF; row i of the matrix was interchanged\n* with row IPIV(i).\n*\n* If FACT = 'N', then IPIV is an output argument and on exit\n* contains the pivot indices from the factorization A = P*L*U\n* of the original matrix A.\n*\n* If FACT = 'E', then IPIV is an output argument and on exit\n* contains the pivot indices from the factorization A = P*L*U\n* of the equilibrated matrix A.\n*\n* EQUED (input or output) CHARACTER*1\n* Specifies the form of equilibration that was done.\n* = 'N': No equilibration (always true if FACT = 'N').\n* = 'R': Row equilibration, i.e., A has been premultiplied by\n* diag(R).\n* = 'C': Column equilibration, i.e., A has been postmultiplied\n* by diag(C).\n* = 'B': Both row and column equilibration, i.e., A has been\n* replaced by diag(R) * A * diag(C).\n* EQUED is an input argument if FACT = 'F'; otherwise, it is an\n* output argument.\n*\n* R (input or output) REAL array, dimension (N)\n* The row scale factors for A. If EQUED = 'R' or 'B', A is\n* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R\n* is not accessed. R is an input argument if FACT = 'F';\n* otherwise, R is an output argument. If FACT = 'F' and\n* EQUED = 'R' or 'B', each element of R must be positive.\n*\n* C (input or output) REAL array, dimension (N)\n* The column scale factors for A. If EQUED = 'C' or 'B', A is\n* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C\n* is not accessed. C is an input argument if FACT = 'F';\n* otherwise, C is an output argument. If FACT = 'F' and\n* EQUED = 'C' or 'B', each element of C must be positive.\n*\n* B (input/output) REAL array, dimension (LDB,NRHS)\n* On entry, the N-by-NRHS right hand side matrix B.\n* On exit,\n* if EQUED = 'N', B is not modified;\n* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by\n* diag(R)*B;\n* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is\n* overwritten by diag(C)*B.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,N).\n*\n* X (output) REAL array, dimension (LDX,NRHS)\n* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X\n* to the original system of equations. Note that A and B are\n* modified on exit if EQUED .ne. 'N', and the solution to the\n* equilibrated system is inv(diag(C))*X if TRANS = 'N' and\n* EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C'\n* and EQUED = 'R' or 'B'.\n*\n* LDX (input) INTEGER\n* The leading dimension of the array X. LDX >= max(1,N).\n*\n* RCOND (output) REAL\n* The estimate of the reciprocal condition number of the matrix\n* A after equilibration (if done). If RCOND is less than the\n* machine precision (in particular, if RCOND = 0), the matrix\n* is singular to working precision. This condition is\n* indicated by a return code of INFO > 0.\n*\n* FERR (output) REAL array, dimension (NRHS)\n* The estimated forward error bound for each solution vector\n* X(j) (the j-th column of the solution matrix X).\n* If XTRUE is the true solution corresponding to X(j), FERR(j)\n* is an estimated upper bound for the magnitude of the largest\n* element in (X(j) - XTRUE) divided by the magnitude of the\n* largest element in X(j). The estimate is as reliable as\n* the estimate for RCOND, and is almost always a slight\n* overestimate of the true error.\n*\n* BERR (output) REAL array, dimension (NRHS)\n* The componentwise relative backward error of each solution\n* vector X(j) (i.e., the smallest relative change in\n* any element of A or B that makes X(j) an exact solution).\n*\n* WORK (workspace/output) REAL array, dimension (4*N)\n* On exit, WORK(1) contains the reciprocal pivot growth\n* factor norm(A)/norm(U). The \"max absolute element\" norm is\n* used. If WORK(1) is much less than 1, then the stability\n* of the LU factorization of the (equilibrated) matrix A\n* could be poor. This also means that the solution X, condition\n* estimator RCOND, and forward error bound FERR could be\n* unreliable. If factorization fails with 0<INFO<=N, then\n* WORK(1) contains the reciprocal pivot growth factor for the\n* leading INFO columns of A.\n*\n* IWORK (workspace) INTEGER array, dimension (N)\n*\n* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value\n* > 0: if INFO = i, and i is\n* <= N: U(i,i) is exactly zero. The factorization has\n* been completed, but the factor U is exactly\n* singular, so the solution and error bounds\n* could not be computed. RCOND = 0 is returned.\n* = N+1: U is nonsingular, but RCOND is less than machine\n* precision, meaning that the matrix is singular\n* to working precision. Nevertheless, the\n* solution and error bounds are computed because\n* there are a number of situations where the\n* computed solution can be more accurate than the\n* value of RCOND would suggest.\n*\n\n* =====================================================================\n*\n\n");
|
65
|
+
return Qnil;
|
66
|
+
}
|
67
|
+
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
|
68
|
+
printf("%s\n", "USAGE:\n x, rcond, ferr, berr, work, info, a, af, ipiv, equed, r, c, b = NumRu::Lapack.sgesvx( fact, trans, a, b, [:af => af, :ipiv => ipiv, :equed => equed, :r => r, :c => c, :usage => usage, :help => help])\n");
|
69
|
+
return Qnil;
|
70
|
+
}
|
71
|
+
} else
|
72
|
+
rblapack_options = Qnil;
|
73
|
+
if (argc != 4 && argc != 9)
|
74
|
+
rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
|
75
|
+
rblapack_fact = argv[0];
|
76
|
+
rblapack_trans = argv[1];
|
77
|
+
rblapack_a = argv[2];
|
78
|
+
rblapack_b = argv[3];
|
79
|
+
if (argc == 9) {
|
80
|
+
rblapack_af = argv[4];
|
81
|
+
rblapack_ipiv = argv[5];
|
82
|
+
rblapack_equed = argv[6];
|
83
|
+
rblapack_r = argv[7];
|
84
|
+
rblapack_c = argv[8];
|
85
|
+
} else if (rblapack_options != Qnil) {
|
86
|
+
rblapack_af = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("af")));
|
87
|
+
rblapack_ipiv = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("ipiv")));
|
88
|
+
rblapack_equed = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("equed")));
|
89
|
+
rblapack_r = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("r")));
|
90
|
+
rblapack_c = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("c")));
|
91
|
+
} else {
|
92
|
+
rblapack_af = Qnil;
|
93
|
+
rblapack_ipiv = Qnil;
|
94
|
+
rblapack_equed = Qnil;
|
95
|
+
rblapack_r = Qnil;
|
96
|
+
rblapack_c = Qnil;
|
97
|
+
}
|
98
|
+
|
99
|
+
fact = StringValueCStr(rblapack_fact)[0];
|
100
|
+
if (!NA_IsNArray(rblapack_a))
|
101
|
+
rb_raise(rb_eArgError, "a (3th argument) must be NArray");
|
102
|
+
if (NA_RANK(rblapack_a) != 2)
|
103
|
+
rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
|
104
|
+
lda = NA_SHAPE0(rblapack_a);
|
105
|
+
n = NA_SHAPE1(rblapack_a);
|
106
|
+
if (NA_TYPE(rblapack_a) != NA_SFLOAT)
|
107
|
+
rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
|
108
|
+
a = NA_PTR_TYPE(rblapack_a, real*);
|
109
|
+
if (rblapack_ipiv != Qnil) {
|
110
|
+
if (!NA_IsNArray(rblapack_ipiv))
|
111
|
+
rb_raise(rb_eArgError, "ipiv (option) must be NArray");
|
112
|
+
if (NA_RANK(rblapack_ipiv) != 1)
|
113
|
+
rb_raise(rb_eArgError, "rank of ipiv (option) must be %d", 1);
|
114
|
+
if (NA_SHAPE0(rblapack_ipiv) != n)
|
115
|
+
rb_raise(rb_eRuntimeError, "shape 0 of ipiv must be the same as shape 1 of a");
|
116
|
+
if (NA_TYPE(rblapack_ipiv) != NA_LINT)
|
117
|
+
rblapack_ipiv = na_change_type(rblapack_ipiv, NA_LINT);
|
118
|
+
ipiv = NA_PTR_TYPE(rblapack_ipiv, integer*);
|
119
|
+
}
|
120
|
+
if (rblapack_r != Qnil) {
|
121
|
+
if (!NA_IsNArray(rblapack_r))
|
122
|
+
rb_raise(rb_eArgError, "r (option) must be NArray");
|
123
|
+
if (NA_RANK(rblapack_r) != 1)
|
124
|
+
rb_raise(rb_eArgError, "rank of r (option) must be %d", 1);
|
125
|
+
if (NA_SHAPE0(rblapack_r) != n)
|
126
|
+
rb_raise(rb_eRuntimeError, "shape 0 of r must be the same as shape 1 of a");
|
127
|
+
if (NA_TYPE(rblapack_r) != NA_SFLOAT)
|
128
|
+
rblapack_r = na_change_type(rblapack_r, NA_SFLOAT);
|
129
|
+
r = NA_PTR_TYPE(rblapack_r, real*);
|
130
|
+
}
|
131
|
+
ldx = n;
|
132
|
+
trans = StringValueCStr(rblapack_trans)[0];
|
133
|
+
if (rblapack_equed != Qnil) {
|
134
|
+
equed = StringValueCStr(rblapack_equed)[0];
|
135
|
+
}
|
136
|
+
ldaf = n;
|
137
|
+
if (!NA_IsNArray(rblapack_b))
|
138
|
+
rb_raise(rb_eArgError, "b (4th argument) must be NArray");
|
139
|
+
if (NA_RANK(rblapack_b) != 2)
|
140
|
+
rb_raise(rb_eArgError, "rank of b (4th argument) must be %d", 2);
|
141
|
+
ldb = NA_SHAPE0(rblapack_b);
|
142
|
+
nrhs = NA_SHAPE1(rblapack_b);
|
143
|
+
if (NA_TYPE(rblapack_b) != NA_SFLOAT)
|
144
|
+
rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
|
145
|
+
b = NA_PTR_TYPE(rblapack_b, real*);
|
146
|
+
if (rblapack_c != Qnil) {
|
147
|
+
if (!NA_IsNArray(rblapack_c))
|
148
|
+
rb_raise(rb_eArgError, "c (option) must be NArray");
|
149
|
+
if (NA_RANK(rblapack_c) != 1)
|
150
|
+
rb_raise(rb_eArgError, "rank of c (option) must be %d", 1);
|
151
|
+
if (NA_SHAPE0(rblapack_c) != n)
|
152
|
+
rb_raise(rb_eRuntimeError, "shape 0 of c must be the same as shape 1 of a");
|
153
|
+
if (NA_TYPE(rblapack_c) != NA_SFLOAT)
|
154
|
+
rblapack_c = na_change_type(rblapack_c, NA_SFLOAT);
|
155
|
+
c = NA_PTR_TYPE(rblapack_c, real*);
|
156
|
+
}
|
157
|
+
if (rblapack_af != Qnil) {
|
158
|
+
if (!NA_IsNArray(rblapack_af))
|
159
|
+
rb_raise(rb_eArgError, "af (option) must be NArray");
|
160
|
+
if (NA_RANK(rblapack_af) != 2)
|
161
|
+
rb_raise(rb_eArgError, "rank of af (option) must be %d", 2);
|
162
|
+
if (NA_SHAPE0(rblapack_af) != ldaf)
|
163
|
+
rb_raise(rb_eRuntimeError, "shape 0 of af must be n");
|
164
|
+
if (NA_SHAPE1(rblapack_af) != n)
|
165
|
+
rb_raise(rb_eRuntimeError, "shape 1 of af must be the same as shape 1 of a");
|
166
|
+
if (NA_TYPE(rblapack_af) != NA_SFLOAT)
|
167
|
+
rblapack_af = na_change_type(rblapack_af, NA_SFLOAT);
|
168
|
+
af = NA_PTR_TYPE(rblapack_af, real*);
|
169
|
+
}
|
170
|
+
{
|
171
|
+
na_shape_t shape[2];
|
172
|
+
shape[0] = ldx;
|
173
|
+
shape[1] = nrhs;
|
174
|
+
rblapack_x = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
175
|
+
}
|
176
|
+
x = NA_PTR_TYPE(rblapack_x, real*);
|
177
|
+
{
|
178
|
+
na_shape_t shape[1];
|
179
|
+
shape[0] = nrhs;
|
180
|
+
rblapack_ferr = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
181
|
+
}
|
182
|
+
ferr = NA_PTR_TYPE(rblapack_ferr, real*);
|
183
|
+
{
|
184
|
+
na_shape_t shape[1];
|
185
|
+
shape[0] = nrhs;
|
186
|
+
rblapack_berr = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
187
|
+
}
|
188
|
+
berr = NA_PTR_TYPE(rblapack_berr, real*);
|
189
|
+
{
|
190
|
+
na_shape_t shape[1];
|
191
|
+
shape[0] = 4*n;
|
192
|
+
rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
193
|
+
}
|
194
|
+
work = NA_PTR_TYPE(rblapack_work, real*);
|
195
|
+
{
|
196
|
+
na_shape_t shape[2];
|
197
|
+
shape[0] = lda;
|
198
|
+
shape[1] = n;
|
199
|
+
rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
200
|
+
}
|
201
|
+
a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
|
202
|
+
MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
|
203
|
+
rblapack_a = rblapack_a_out__;
|
204
|
+
a = a_out__;
|
205
|
+
{
|
206
|
+
na_shape_t shape[2];
|
207
|
+
shape[0] = ldaf;
|
208
|
+
shape[1] = n;
|
209
|
+
rblapack_af_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
210
|
+
}
|
211
|
+
af_out__ = NA_PTR_TYPE(rblapack_af_out__, real*);
|
212
|
+
if (rblapack_af != Qnil) {
|
213
|
+
MEMCPY(af_out__, af, real, NA_TOTAL(rblapack_af));
|
214
|
+
}
|
215
|
+
rblapack_af = rblapack_af_out__;
|
216
|
+
af = af_out__;
|
217
|
+
{
|
218
|
+
na_shape_t shape[1];
|
219
|
+
shape[0] = n;
|
220
|
+
rblapack_ipiv_out__ = na_make_object(NA_LINT, 1, shape, cNArray);
|
221
|
+
}
|
222
|
+
ipiv_out__ = NA_PTR_TYPE(rblapack_ipiv_out__, integer*);
|
223
|
+
if (rblapack_ipiv != Qnil) {
|
224
|
+
MEMCPY(ipiv_out__, ipiv, integer, NA_TOTAL(rblapack_ipiv));
|
225
|
+
}
|
226
|
+
rblapack_ipiv = rblapack_ipiv_out__;
|
227
|
+
ipiv = ipiv_out__;
|
228
|
+
{
|
229
|
+
na_shape_t shape[1];
|
230
|
+
shape[0] = n;
|
231
|
+
rblapack_r_out__ = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
232
|
+
}
|
233
|
+
r_out__ = NA_PTR_TYPE(rblapack_r_out__, real*);
|
234
|
+
if (rblapack_r != Qnil) {
|
235
|
+
MEMCPY(r_out__, r, real, NA_TOTAL(rblapack_r));
|
236
|
+
}
|
237
|
+
rblapack_r = rblapack_r_out__;
|
238
|
+
r = r_out__;
|
239
|
+
{
|
240
|
+
na_shape_t shape[1];
|
241
|
+
shape[0] = n;
|
242
|
+
rblapack_c_out__ = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
243
|
+
}
|
244
|
+
c_out__ = NA_PTR_TYPE(rblapack_c_out__, real*);
|
245
|
+
if (rblapack_c != Qnil) {
|
246
|
+
MEMCPY(c_out__, c, real, NA_TOTAL(rblapack_c));
|
247
|
+
}
|
248
|
+
rblapack_c = rblapack_c_out__;
|
249
|
+
c = c_out__;
|
250
|
+
{
|
251
|
+
na_shape_t shape[2];
|
252
|
+
shape[0] = ldb;
|
253
|
+
shape[1] = nrhs;
|
254
|
+
rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
255
|
+
}
|
256
|
+
b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
|
257
|
+
MEMCPY(b_out__, b, real, NA_TOTAL(rblapack_b));
|
258
|
+
rblapack_b = rblapack_b_out__;
|
259
|
+
b = b_out__;
|
260
|
+
iwork = ALLOC_N(integer, (n));
|
261
|
+
|
262
|
+
sgesvx_(&fact, &trans, &n, &nrhs, a, &lda, af, &ldaf, ipiv, &equed, r, c, b, &ldb, x, &ldx, &rcond, ferr, berr, work, iwork, &info);
|
263
|
+
|
264
|
+
free(iwork);
|
265
|
+
rblapack_rcond = rb_float_new((double)rcond);
|
266
|
+
rblapack_info = INT2NUM(info);
|
267
|
+
rblapack_equed = rb_str_new(&equed,1);
|
268
|
+
return rb_ary_new3(13, rblapack_x, rblapack_rcond, rblapack_ferr, rblapack_berr, rblapack_work, rblapack_info, rblapack_a, rblapack_af, rblapack_ipiv, rblapack_equed, rblapack_r, rblapack_c, rblapack_b);
|
269
|
+
}
|
270
|
+
|
271
|
+
void
|
272
|
+
init_lapack_sgesvx(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
273
|
+
sHelp = sH;
|
274
|
+
sUsage = sU;
|
275
|
+
rblapack_ZERO = zero;
|
276
|
+
|
277
|
+
rb_define_module_function(mLapack, "sgesvx", rblapack_sgesvx, -1);
|
278
|
+
}
|