ruby-lapack 1.7 → 1.7.1

data/ext/sggsvd.c

@@ -0,0 +1,181 @@
+#include "rb_lapack.h"
+
+extern VOID sggsvd_(char* jobu, char* jobv, char* jobq, integer* m, integer* n, integer* p, integer* k, integer* l, real* a, integer* lda, real* b, integer* ldb, real* alpha, real* beta, real* u, integer* ldu, real* v, integer* ldv, real* q, integer* ldq, real* work, integer* iwork, integer* info);
+
+
+static VALUE
+rblapack_sggsvd(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobu;
+  char jobu; 
+  VALUE rblapack_jobv;
+  char jobv; 
+  VALUE rblapack_jobq;
+  char jobq; 
+  VALUE rblapack_a;
+  real *a; 
+  VALUE rblapack_b;
+  real *b; 
+  VALUE rblapack_k;
+  integer k; 
+  VALUE rblapack_l;
+  integer l; 
+  VALUE rblapack_alpha;
+  real *alpha; 
+  VALUE rblapack_beta;
+  real *beta; 
+  VALUE rblapack_u;
+  real *u; 
+  VALUE rblapack_v;
+  real *v; 
+  VALUE rblapack_q;
+  real *q; 
+  VALUE rblapack_iwork;
+  integer *iwork; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  real *a_out__;
+  VALUE rblapack_b_out__;
+  real *b_out__;
+  real *work;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer ldu;
+  integer m;
+  integer ldv;
+  integer p;
+  integer ldq;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, alpha, beta, u, v, q, iwork, info, a, b = NumRu::Lapack.sggsvd( jobu, jobv, jobq, a, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGGSVD( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, IWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  SGGSVD computes the generalized singular value decomposition (GSVD)\n*  of an M-by-N real matrix A and P-by-N real matrix B:\n*\n*      U'*A*Q = D1*( 0 R ),    V'*B*Q = D2*( 0 R )\n*\n*  where U, V and Q are orthogonal matrices, and Z' is the transpose\n*  of Z.  Let K+L = the effective numerical rank of the matrix (A',B')',\n*  then R is a K+L-by-K+L nonsingular upper triangular matrix, D1 and\n*  D2 are M-by-(K+L) and P-by-(K+L) \"diagonal\" matrices and of the\n*  following structures, respectively:\n*\n*  If M-K-L >= 0,\n*\n*                      K  L\n*         D1 =     K ( I  0 )\n*                  L ( 0  C )\n*              M-K-L ( 0  0 )\n*\n*                    K  L\n*         D2 =   L ( 0  S )\n*              P-L ( 0  0 )\n*\n*                  N-K-L  K    L\n*    ( 0 R ) = K (  0   R11  R12 )\n*              L (  0    0   R22 )\n*\n*  where\n*\n*    C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),\n*    S = diag( BETA(K+1),  ... , BETA(K+L) ),\n*    C**2 + S**2 = I.\n*\n*    R is stored in A(1:K+L,N-K-L+1:N) on exit.\n*\n*  If M-K-L < 0,\n*\n*                    K M-K K+L-M\n*         D1 =   K ( I  0    0   )\n*              M-K ( 0  C    0   )\n*\n*                      K M-K K+L-M\n*         D2 =   M-K ( 0  S    0  )\n*              K+L-M ( 0  0    I  )\n*                P-L ( 0  0    0  )\n*\n*                     N-K-L  K   M-K  K+L-M\n*    ( 0 R ) =     K ( 0    R11  R12  R13  )\n*                M-K ( 0     0   R22  R23  )\n*              K+L-M ( 0     0    0   R33  )\n*\n*  where\n*\n*    C = diag( ALPHA(K+1), ... , ALPHA(M) ),\n*    S = diag( BETA(K+1),  ... , BETA(M) ),\n*    C**2 + S**2 = I.\n*\n*    (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored\n*    ( 0  R22 R23 )\n*    in B(M-K+1:L,N+M-K-L+1:N) on exit.\n*\n*  The routine computes C, S, R, and optionally the orthogonal\n*  transformation matrices U, V and Q.\n*\n*  In particular, if B is an N-by-N nonsingular matrix, then the GSVD of\n*  A and B implicitly gives the SVD of A*inv(B):\n*                       A*inv(B) = U*(D1*inv(D2))*V'.\n*  If ( A',B')' has orthonormal columns, then the GSVD of A and B is\n*  also equal to the CS decomposition of A and B. Furthermore, the GSVD\n*  can be used to derive the solution of the eigenvalue problem:\n*                       A'*A x = lambda* B'*B x.\n*  In some literature, the GSVD of A and B is presented in the form\n*                   U'*A*X = ( 0 D1 ),   V'*B*X = ( 0 D2 )\n*  where U and V are orthogonal and X is nonsingular, D1 and D2 are\n*  ``diagonal''.  The former GSVD form can be converted to the latter\n*  form by taking the nonsingular matrix X as\n*\n*                       X = Q*( I   0    )\n*                             ( 0 inv(R) ).\n*\n\n*  Arguments\n*  =========\n*\n*  JOBU    (input) CHARACTER*1\n*          = 'U':  Orthogonal matrix U is computed;\n*          = 'N':  U is not computed.\n*\n*  JOBV    (input) CHARACTER*1\n*          = 'V':  Orthogonal matrix V is computed;\n*          = 'N':  V is not computed.\n*\n*  JOBQ    (input) CHARACTER*1\n*          = 'Q':  Orthogonal matrix Q is computed;\n*          = 'N':  Q is not computed.\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrices A and B.  N >= 0.\n*\n*  P       (input) INTEGER\n*          The number of rows of the matrix B.  P >= 0.\n*\n*  K       (output) INTEGER\n*  L       (output) INTEGER\n*          On exit, K and L specify the dimension of the subblocks\n*          described in the Purpose section.\n*          K + L = effective numerical rank of (A',B')'.\n*\n*  A       (input/output) REAL array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, A contains the triangular matrix R, or part of R.\n*          See Purpose for details.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  B       (input/output) REAL array, dimension (LDB,N)\n*          On entry, the P-by-N matrix B.\n*          On exit, B contains the triangular matrix R if M-K-L < 0.\n*          See Purpose for details.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,P).\n*\n*  ALPHA   (output) REAL array, dimension (N)\n*  BETA    (output) REAL array, dimension (N)\n*          On exit, ALPHA and BETA contain the generalized singular\n*          value pairs of A and B;\n*            ALPHA(1:K) = 1,\n*            BETA(1:K)  = 0,\n*          and if M-K-L >= 0,\n*            ALPHA(K+1:K+L) = C,\n*            BETA(K+1:K+L)  = S,\n*          or if M-K-L < 0,\n*            ALPHA(K+1:M)=C, ALPHA(M+1:K+L)=0\n*            BETA(K+1:M) =S, BETA(M+1:K+L) =1\n*          and\n*            ALPHA(K+L+1:N) = 0\n*            BETA(K+L+1:N)  = 0\n*\n*  U       (output) REAL array, dimension (LDU,M)\n*          If JOBU = 'U', U contains the M-by-M orthogonal matrix U.\n*          If JOBU = 'N', U is not referenced.\n*\n*  LDU     (input) INTEGER\n*          The leading dimension of the array U. LDU >= max(1,M) if\n*          JOBU = 'U'; LDU >= 1 otherwise.\n*\n*  V       (output) REAL array, dimension (LDV,P)\n*          If JOBV = 'V', V contains the P-by-P orthogonal matrix V.\n*          If JOBV = 'N', V is not referenced.\n*\n*  LDV     (input) INTEGER\n*          The leading dimension of the array V. LDV >= max(1,P) if\n*          JOBV = 'V'; LDV >= 1 otherwise.\n*\n*  Q       (output) REAL array, dimension (LDQ,N)\n*          If JOBQ = 'Q', Q contains the N-by-N orthogonal matrix Q.\n*          If JOBQ = 'N', Q is not referenced.\n*\n*  LDQ     (input) INTEGER\n*          The leading dimension of the array Q. LDQ >= max(1,N) if\n*          JOBQ = 'Q'; LDQ >= 1 otherwise.\n*\n*  WORK    (workspace) REAL array,\n*                      dimension (max(3*N,M,P)+N)\n*\n*  IWORK   (workspace/output) INTEGER array, dimension (N)\n*          On exit, IWORK stores the sorting information. More\n*          precisely, the following loop will sort ALPHA\n*             for I = K+1, min(M,K+L)\n*                 swap ALPHA(I) and ALPHA(IWORK(I))\n*             endfor\n*          such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N).\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          > 0:  if INFO = 1, the Jacobi-type procedure failed to\n*                converge.  For further details, see subroutine STGSJA.\n*\n*  Internal Parameters\n*  ===================\n*\n*  TOLA    REAL\n*  TOLB    REAL\n*          TOLA and TOLB are the thresholds to determine the effective\n*          rank of (A',B')'. Generally, they are set to\n*                   TOLA = MAX(M,N)*norm(A)*MACHEPS,\n*                   TOLB = MAX(P,N)*norm(B)*MACHEPS.\n*          The size of TOLA and TOLB may affect the size of backward\n*          errors of the decomposition.\n*\n\n*  Further Details\n*  ===============\n*\n*  2-96 Based on modifications by\n*     Ming Gu and Huan Ren, Computer Science Division, University of\n*     California at Berkeley, USA\n*\n*  =====================================================================\n*\n*     .. Local Scalars ..\n      LOGICAL            WANTQ, WANTU, WANTV\n      INTEGER            I, IBND, ISUB, J, NCYCLE\n      REAL               ANORM, BNORM, SMAX, TEMP, TOLA, TOLB, ULP, UNFL\n*     ..\n*     .. External Functions ..\n      LOGICAL            LSAME\n      REAL               SLAMCH, SLANGE\n      EXTERNAL           LSAME, SLAMCH, SLANGE\n*     ..\n*     .. External Subroutines ..\n      EXTERNAL           SCOPY, SGGSVP, STGSJA, XERBLA\n*     ..\n*     .. Intrinsic Functions ..\n      INTRINSIC          MAX, MIN\n*     ..\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, alpha, beta, u, v, q, iwork, info, a, b = NumRu::Lapack.sggsvd( jobu, jobv, jobq, a, b, [: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_jobu = argv[0];
+  rblapack_jobv = argv[1];
+  rblapack_jobq = argv[2];
+  rblapack_a = argv[3];
+  rblapack_b = argv[4];
+  if (argc == 5) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  jobu = StringValueCStr(rblapack_jobu)[0];
+  jobq = StringValueCStr(rblapack_jobq)[0];
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (5th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (5th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  n = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_SFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, real*);
+  p = ldb;
+  jobv = StringValueCStr(rblapack_jobv)[0];
+  ldv = lsame_(&jobv,"V") ? MAX(1,p) : 1;
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (4th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (4th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  if (NA_SHAPE1(rblapack_a) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of a must be the same as shape 1 of b");
+  if (NA_TYPE(rblapack_a) != NA_SFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, real*);
+  ldq = lsame_(&jobq,"Q") ? MAX(1,n) : 1;
+  m = lda;
+  ldu = lsame_(&jobu,"U") ? MAX(1,m) : 1;
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_alpha = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  alpha = NA_PTR_TYPE(rblapack_alpha, real*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_beta = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  beta = NA_PTR_TYPE(rblapack_beta, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldu;
+    shape[1] = m;
+    rblapack_u = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  u = NA_PTR_TYPE(rblapack_u, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldv;
+    shape[1] = p;
+    rblapack_v = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  v = NA_PTR_TYPE(rblapack_v, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldq;
+    shape[1] = n;
+    rblapack_q = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  q = NA_PTR_TYPE(rblapack_q, real*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
+  }
+  iwork = NA_PTR_TYPE(rblapack_iwork, 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] = n;
+    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__;
+  work = ALLOC_N(real, (MAX(3*n,m)*(p)+n));
+
+  sggsvd_(&jobu, &jobv, &jobq, &m, &n, &p, &k, &l, a, &lda, b, &ldb, alpha, beta, u, &ldu, v, &ldv, q, &ldq, work, iwork, &info);
+
+  free(work);
+  rblapack_k = INT2NUM(k);
+  rblapack_l = INT2NUM(l);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(11, rblapack_k, rblapack_l, rblapack_alpha, rblapack_beta, rblapack_u, rblapack_v, rblapack_q, rblapack_iwork, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_sggsvd(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "sggsvd", rblapack_sggsvd, -1);
+}

data/ext/sggsvp.c

@@ -0,0 +1,171 @@
+#include "rb_lapack.h"
+
+extern VOID sggsvp_(char* jobu, char* jobv, char* jobq, integer* m, integer* p, integer* n, real* a, integer* lda, real* b, integer* ldb, real* tola, real* tolb, integer* k, integer* l, real* u, integer* ldu, real* v, integer* ldv, real* q, integer* ldq, integer* iwork, real* tau, real* work, integer* info);
+
+
+static VALUE
+rblapack_sggsvp(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobu;
+  char jobu; 
+  VALUE rblapack_jobv;
+  char jobv; 
+  VALUE rblapack_jobq;
+  char jobq; 
+  VALUE rblapack_a;
+  real *a; 
+  VALUE rblapack_b;
+  real *b; 
+  VALUE rblapack_tola;
+  real tola; 
+  VALUE rblapack_tolb;
+  real tolb; 
+  VALUE rblapack_k;
+  integer k; 
+  VALUE rblapack_l;
+  integer l; 
+  VALUE rblapack_u;
+  real *u; 
+  VALUE rblapack_v;
+  real *v; 
+  VALUE rblapack_q;
+  real *q; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  real *a_out__;
+  VALUE rblapack_b_out__;
+  real *b_out__;
+  integer *iwork;
+  real *tau;
+  real *work;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer ldu;
+  integer m;
+  integer ldv;
+  integer p;
+  integer ldq;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, u, v, q, info, a, b = NumRu::Lapack.sggsvp( jobu, jobv, jobq, a, b, tola, tolb, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGGSVP( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, TAU, WORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  SGGSVP computes orthogonal matrices U, V and Q such that\n*\n*                   N-K-L  K    L\n*   U'*A*Q =     K ( 0    A12  A13 )  if M-K-L >= 0;\n*                L ( 0     0   A23 )\n*            M-K-L ( 0     0    0  )\n*\n*                   N-K-L  K    L\n*          =     K ( 0    A12  A13 )  if M-K-L < 0;\n*              M-K ( 0     0   A23 )\n*\n*                 N-K-L  K    L\n*   V'*B*Q =   L ( 0     0   B13 )\n*            P-L ( 0     0    0  )\n*\n*  where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular\n*  upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,\n*  otherwise A23 is (M-K)-by-L upper trapezoidal.  K+L = the effective\n*  numerical rank of the (M+P)-by-N matrix (A',B')'.  Z' denotes the\n*  transpose of Z.\n*\n*  This decomposition is the preprocessing step for computing the\n*  Generalized Singular Value Decomposition (GSVD), see subroutine\n*  SGGSVD.\n*\n\n*  Arguments\n*  =========\n*\n*  JOBU    (input) CHARACTER*1\n*          = 'U':  Orthogonal matrix U is computed;\n*          = 'N':  U is not computed.\n*\n*  JOBV    (input) CHARACTER*1\n*          = 'V':  Orthogonal matrix V is computed;\n*          = 'N':  V is not computed.\n*\n*  JOBQ    (input) CHARACTER*1\n*          = 'Q':  Orthogonal matrix Q is computed;\n*          = 'N':  Q is not computed.\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  P       (input) INTEGER\n*          The number of rows of the matrix B.  P >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrices A and B.  N >= 0.\n*\n*  A       (input/output) REAL array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, A contains the triangular (or trapezoidal) matrix\n*          described in the Purpose section.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  B       (input/output) REAL array, dimension (LDB,N)\n*          On entry, the P-by-N matrix B.\n*          On exit, B contains the triangular matrix described in\n*          the Purpose section.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,P).\n*\n*  TOLA    (input) REAL\n*  TOLB    (input) REAL\n*          TOLA and TOLB are the thresholds to determine the effective\n*          numerical rank of matrix B and a subblock of A. Generally,\n*          they are set to\n*             TOLA = MAX(M,N)*norm(A)*MACHEPS,\n*             TOLB = MAX(P,N)*norm(B)*MACHEPS.\n*          The size of TOLA and TOLB may affect the size of backward\n*          errors of the decomposition.\n*\n*  K       (output) INTEGER\n*  L       (output) INTEGER\n*          On exit, K and L specify the dimension of the subblocks\n*          described in Purpose.\n*          K + L = effective numerical rank of (A',B')'.\n*\n*  U       (output) REAL array, dimension (LDU,M)\n*          If JOBU = 'U', U contains the orthogonal matrix U.\n*          If JOBU = 'N', U is not referenced.\n*\n*  LDU     (input) INTEGER\n*          The leading dimension of the array U. LDU >= max(1,M) if\n*          JOBU = 'U'; LDU >= 1 otherwise.\n*\n*  V       (output) REAL array, dimension (LDV,P)\n*          If JOBV = 'V', V contains the orthogonal matrix V.\n*          If JOBV = 'N', V is not referenced.\n*\n*  LDV     (input) INTEGER\n*          The leading dimension of the array V. LDV >= max(1,P) if\n*          JOBV = 'V'; LDV >= 1 otherwise.\n*\n*  Q       (output) REAL array, dimension (LDQ,N)\n*          If JOBQ = 'Q', Q contains the orthogonal matrix Q.\n*          If JOBQ = 'N', Q is not referenced.\n*\n*  LDQ     (input) INTEGER\n*          The leading dimension of the array Q. LDQ >= max(1,N) if\n*          JOBQ = 'Q'; LDQ >= 1 otherwise.\n*\n*  IWORK   (workspace) INTEGER array, dimension (N)\n*\n*  TAU     (workspace) REAL array, dimension (N)\n*\n*  WORK    (workspace) REAL array, dimension (max(3*N,M,P))\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*\n*\n\n*  Further Details\n*  ===============\n*\n*  The subroutine uses LAPACK subroutine SGEQPF for the QR factorization\n*  with column pivoting to detect the effective numerical rank of the\n*  a matrix. It may be replaced by a better rank determination strategy.\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, u, v, q, info, a, b = NumRu::Lapack.sggsvp( jobu, jobv, jobq, a, b, tola, tolb, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 7 && argc != 7)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 7)", argc);
+  rblapack_jobu = argv[0];
+  rblapack_jobv = argv[1];
+  rblapack_jobq = argv[2];
+  rblapack_a = argv[3];
+  rblapack_b = argv[4];
+  rblapack_tola = argv[5];
+  rblapack_tolb = argv[6];
+  if (argc == 7) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  jobu = StringValueCStr(rblapack_jobu)[0];
+  jobq = StringValueCStr(rblapack_jobq)[0];
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (5th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (5th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  n = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_SFLOAT)
+    rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
+  b = NA_PTR_TYPE(rblapack_b, real*);
+  tolb = (real)NUM2DBL(rblapack_tolb);
+  p = ldb;
+  jobv = StringValueCStr(rblapack_jobv)[0];
+  tola = (real)NUM2DBL(rblapack_tola);
+  ldv = lsame_(&jobv,"V") ? MAX(1,p) : 1;
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (4th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (4th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  if (NA_SHAPE1(rblapack_a) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of a must be the same as shape 1 of b");
+  if (NA_TYPE(rblapack_a) != NA_SFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, real*);
+  ldq = lsame_(&jobq,"Q") ? MAX(1,n) : 1;
+  m = lda;
+  ldu = lsame_(&jobu,"U") ? MAX(1,m) : 1;
+  {
+    na_shape_t shape[2];
+    shape[0] = ldu;
+    shape[1] = m;
+    rblapack_u = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  u = NA_PTR_TYPE(rblapack_u, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldv;
+    shape[1] = p;
+    rblapack_v = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  v = NA_PTR_TYPE(rblapack_v, real*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldq;
+    shape[1] = n;
+    rblapack_q = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  q = NA_PTR_TYPE(rblapack_q, 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] = ldb;
+    shape[1] = n;
+    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__;
+  iwork = ALLOC_N(integer, (n));
+  tau = ALLOC_N(real, (n));
+  work = ALLOC_N(real, (MAX(MAX(3*n,m),p)));
+
+  sggsvp_(&jobu, &jobv, &jobq, &m, &p, &n, a, &lda, b, &ldb, &tola, &tolb, &k, &l, u, &ldu, v, &ldv, q, &ldq, iwork, tau, work, &info);
+
+  free(iwork);
+  free(tau);
+  free(work);
+  rblapack_k = INT2NUM(k);
+  rblapack_l = INT2NUM(l);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(8, rblapack_k, rblapack_l, rblapack_u, rblapack_v, rblapack_q, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_sggsvp(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "sggsvp", rblapack_sggsvp, -1);
+}

data/ext/sgsvj0.c

@@ -0,0 +1,182 @@
+#include "rb_lapack.h"
+
+extern VOID sgsvj0_(char* jobv, integer* m, integer* n, real* a, integer* lda, real* d, real* sva, integer* mv, real* v, integer* ldv, integer* eps, integer* sfmin, real* tol, integer* nsweep, real* work, integer* lwork, integer* info);
+
+
+static VALUE
+rblapack_sgsvj0(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobv;
+  char jobv; 
+  VALUE rblapack_m;
+  integer m; 
+  VALUE rblapack_a;
+  real *a; 
+  VALUE rblapack_d;
+  real *d; 
+  VALUE rblapack_sva;
+  real *sva; 
+  VALUE rblapack_mv;
+  integer mv; 
+  VALUE rblapack_v;
+  real *v; 
+  VALUE rblapack_eps;
+  integer eps; 
+  VALUE rblapack_sfmin;
+  integer sfmin; 
+  VALUE rblapack_tol;
+  real tol; 
+  VALUE rblapack_nsweep;
+  integer nsweep; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  real *a_out__;
+  VALUE rblapack_d_out__;
+  real *d_out__;
+  VALUE rblapack_sva_out__;
+  real *sva_out__;
+  VALUE rblapack_v_out__;
+  real *v_out__;
+  real *work;
+
+  integer lda;
+  integer n;
+  integer ldv;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  info, a, d, sva, v = NumRu::Lapack.sgsvj0( jobv, m, a, d, sva, mv, v, eps, sfmin, tol, nsweep, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGSVJ0( JOBV, M, N, A, LDA, D, SVA, MV, V, LDV, EPS, SFMIN, TOL, NSWEEP, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  SGSVJ0 is called from SGESVJ as a pre-processor and that is its main\n*  purpose. It applies Jacobi rotations in the same way as SGESVJ does, but\n*  it does not check convergence (stopping criterion). Few tuning\n*  parameters (marked by [TP]) are available for the implementer.\n*\n*  Further Details\n*  ~~~~~~~~~~~~~~~\n*  SGSVJ0 is used just to enable SGESVJ to call a simplified version of\n*  itself to work on a submatrix of the original matrix.\n*\n*  Contributors\n*  ~~~~~~~~~~~~\n*  Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)\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*  JOBV    (input) CHARACTER*1\n*          Specifies whether the output from this procedure is used\n*          to compute the matrix V:\n*          = 'V': the product of the Jacobi rotations is accumulated\n*                 by postmulyiplying the N-by-N array V.\n*                (See the description of V.)\n*          = 'A': the product of the Jacobi rotations is accumulated\n*                 by postmulyiplying the MV-by-N array V.\n*                (See the descriptions of MV and V.)\n*          = 'N': the Jacobi rotations are not accumulated.\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, M-by-N matrix A, such that A*diag(D) represents\n*          the input matrix.\n*          On exit,\n*          A_onexit * D_onexit represents the input matrix A*diag(D)\n*          post-multiplied by a sequence of Jacobi rotations, where the\n*          rotation threshold and the total number of sweeps are given in\n*          TOL and NSWEEP, respectively.\n*          (See the descriptions of D, TOL and NSWEEP.)\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A.  LDA >= max(1,M).\n*\n*  D       (input/workspace/output) REAL array, dimension (N)\n*          The array D accumulates the scaling factors from the fast scaled\n*          Jacobi rotations.\n*          On entry, A*diag(D) represents the input matrix.\n*          On exit, A_onexit*diag(D_onexit) represents the input matrix\n*          post-multiplied by a sequence of Jacobi rotations, where the\n*          rotation threshold and the total number of sweeps are given in\n*          TOL and NSWEEP, respectively.\n*          (See the descriptions of A, TOL and NSWEEP.)\n*\n*  SVA     (input/workspace/output) REAL array, dimension (N)\n*          On entry, SVA contains the Euclidean norms of the columns of\n*          the matrix A*diag(D).\n*          On exit, SVA contains the Euclidean norms of the columns of\n*          the matrix onexit*diag(D_onexit).\n*\n*  MV      (input) INTEGER\n*          If JOBV .EQ. 'A', then MV rows of V are post-multipled by a\n*                           sequence of Jacobi rotations.\n*          If JOBV = 'N',   then MV is not referenced.\n*\n*  V       (input/output) REAL array, dimension (LDV,N)\n*          If JOBV .EQ. 'V' then N rows of V are post-multipled by a\n*                           sequence of Jacobi rotations.\n*          If JOBV .EQ. 'A' then MV rows of V are post-multipled by a\n*                           sequence of Jacobi rotations.\n*          If JOBV = 'N',   then V is not referenced.\n*\n*  LDV     (input) INTEGER\n*          The leading dimension of the array V,  LDV >= 1.\n*          If JOBV = 'V', LDV .GE. N.\n*          If JOBV = 'A', LDV .GE. MV.\n*\n*  EPS     (input) INTEGER\n*          EPS = SLAMCH('Epsilon')\n*\n*  SFMIN   (input) INTEGER\n*          SFMIN = SLAMCH('Safe Minimum')\n*\n*  TOL     (input) REAL\n*          TOL is the threshold for Jacobi rotations. For a pair\n*          A(:,p), A(:,q) of pivot columns, the Jacobi rotation is\n*          applied only if ABS(COS(angle(A(:,p),A(:,q)))) .GT. TOL.\n*\n*  NSWEEP  (input) INTEGER\n*          NSWEEP is the number of sweeps of Jacobi rotations to be\n*          performed.\n*\n*  WORK    (workspace) REAL array, dimension LWORK.\n*\n*  LWORK   (input) INTEGER\n*          LWORK is the dimension of WORK. LWORK .GE. M.\n*\n*  INFO    (output) INTEGER\n*          = 0 : successful exit.\n*          < 0 : if INFO = -i, then the i-th argument had an illegal value\n*\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*     ..\n*     .. Local Scalars ..\n      REAL               AAPP, AAPP0, AAPQ, AAQQ, APOAQ, AQOAP, BIG,\n     +                   BIGTHETA, CS, MXAAPQ, MXSINJ, ROOTBIG, ROOTEPS,\n     +                   ROOTSFMIN, ROOTTOL, SMALL, SN, T, TEMP1, THETA,\n     +                   THSIGN\n      INTEGER            BLSKIP, EMPTSW, i, ibr, IERR, igl, IJBLSK, ir1,\n     +                   ISWROT, jbc, jgl, KBL, LKAHEAD, MVL, NBL,\n     +                   NOTROT, p, PSKIPPED, q, ROWSKIP, SWBAND\n      LOGICAL            APPLV, ROTOK, RSVEC\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      REAL               SDOT, SNRM2\n      INTEGER            ISAMAX\n      LOGICAL            LSAME\n      EXTERNAL           ISAMAX, LSAME, SDOT, SNRM2\n*     ..\n*     .. External Subroutines ..\n      EXTERNAL           SAXPY, SCOPY, SLASCL, SLASSQ, SROTM, SSWAP\n*     ..\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  info, a, d, sva, v = NumRu::Lapack.sgsvj0( jobv, m, a, d, sva, mv, v, eps, sfmin, tol, nsweep, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 11 && argc != 12)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 11)", argc);
+  rblapack_jobv = argv[0];
+  rblapack_m = argv[1];
+  rblapack_a = argv[2];
+  rblapack_d = argv[3];
+  rblapack_sva = argv[4];
+  rblapack_mv = argv[5];
+  rblapack_v = argv[6];
+  rblapack_eps = argv[7];
+  rblapack_sfmin = argv[8];
+  rblapack_tol = argv[9];
+  rblapack_nsweep = argv[10];
+  if (argc == 12) {
+    rblapack_lwork = argv[11];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  jobv = StringValueCStr(rblapack_jobv)[0];
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (3th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_SFLOAT)
+    rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
+  a = NA_PTR_TYPE(rblapack_a, real*);
+  if (!NA_IsNArray(rblapack_sva))
+    rb_raise(rb_eArgError, "sva (5th argument) must be NArray");
+  if (NA_RANK(rblapack_sva) != 1)
+    rb_raise(rb_eArgError, "rank of sva (5th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_sva) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of sva must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_sva) != NA_SFLOAT)
+    rblapack_sva = na_change_type(rblapack_sva, NA_SFLOAT);
+  sva = NA_PTR_TYPE(rblapack_sva, real*);
+  if (!NA_IsNArray(rblapack_v))
+    rb_raise(rb_eArgError, "v (7th argument) must be NArray");
+  if (NA_RANK(rblapack_v) != 2)
+    rb_raise(rb_eArgError, "rank of v (7th argument) must be %d", 2);
+  ldv = NA_SHAPE0(rblapack_v);
+  if (NA_SHAPE1(rblapack_v) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of v must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_v) != NA_SFLOAT)
+    rblapack_v = na_change_type(rblapack_v, NA_SFLOAT);
+  v = NA_PTR_TYPE(rblapack_v, real*);
+  sfmin = NUM2INT(rblapack_sfmin);
+  nsweep = NUM2INT(rblapack_nsweep);
+  m = NUM2INT(rblapack_m);
+  mv = NUM2INT(rblapack_mv);
+  tol = (real)NUM2DBL(rblapack_tol);
+  if (!NA_IsNArray(rblapack_d))
+    rb_raise(rb_eArgError, "d (4th argument) must be NArray");
+  if (NA_RANK(rblapack_d) != 1)
+    rb_raise(rb_eArgError, "rank of d (4th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_d) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of d must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_d) != NA_SFLOAT)
+    rblapack_d = na_change_type(rblapack_d, NA_SFLOAT);
+  d = NA_PTR_TYPE(rblapack_d, real*);
+  lwork = m;
+  eps = NUM2INT(rblapack_eps);
+  {
+    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[1];
+    shape[0] = n;
+    rblapack_d_out__ = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  d_out__ = NA_PTR_TYPE(rblapack_d_out__, real*);
+  MEMCPY(d_out__, d, real, NA_TOTAL(rblapack_d));
+  rblapack_d = rblapack_d_out__;
+  d = d_out__;
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_sva_out__ = na_make_object(NA_SFLOAT, 1, shape, cNArray);
+  }
+  sva_out__ = NA_PTR_TYPE(rblapack_sva_out__, real*);
+  MEMCPY(sva_out__, sva, real, NA_TOTAL(rblapack_sva));
+  rblapack_sva = rblapack_sva_out__;
+  sva = sva_out__;
+  {
+    na_shape_t shape[2];
+    shape[0] = ldv;
+    shape[1] = n;
+    rblapack_v_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
+  }
+  v_out__ = NA_PTR_TYPE(rblapack_v_out__, real*);
+  MEMCPY(v_out__, v, real, NA_TOTAL(rblapack_v));
+  rblapack_v = rblapack_v_out__;
+  v = v_out__;
+  work = ALLOC_N(real, (lwork));
+
+  sgsvj0_(&jobv, &m, &n, a, &lda, d, sva, &mv, v, &ldv, &eps, &sfmin, &tol, &nsweep, work, &lwork, &info);
+
+  free(work);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(5, rblapack_info, rblapack_a, rblapack_d, rblapack_sva, rblapack_v);
+}
+
+void
+init_lapack_sgsvj0(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "sgsvj0", rblapack_sgsvj0, -1);
+}