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/stgex2.c
ADDED
@@ -0,0 +1,184 @@
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#include "rb_lapack.h"
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extern VOID stgex2_(logical* wantq, logical* wantz, integer* n, real* a, integer* lda, real* b, integer* ldb, real* q, integer* ldq, real* z, integer* ldz, integer* j1, integer* n1, integer* n2, real* work, integer* lwork, integer* info);
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static VALUE
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rblapack_stgex2(int argc, VALUE *argv, VALUE self){
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VALUE rblapack_wantq;
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logical wantq;
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VALUE rblapack_wantz;
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logical wantz;
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VALUE rblapack_a;
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real *a;
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VALUE rblapack_b;
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real *b;
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VALUE rblapack_q;
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real *q;
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VALUE rblapack_ldq;
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integer ldq;
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VALUE rblapack_z;
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real *z;
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VALUE rblapack_j1;
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integer j1;
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VALUE rblapack_n1;
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integer n1;
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VALUE rblapack_n2;
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integer n2;
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VALUE rblapack_lwork;
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integer lwork;
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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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VALUE rblapack_b_out__;
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real *b_out__;
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VALUE rblapack_q_out__;
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real *q_out__;
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VALUE rblapack_z_out__;
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real *z_out__;
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real *work;
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integer lda;
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integer n;
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integer ldb;
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integer ldz;
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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 info, a, b, q, z = NumRu::Lapack.stgex2( wantq, wantz, a, b, q, ldq, z, j1, n1, n2, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE STGEX2( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, J1, N1, N2, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* STGEX2 swaps adjacent diagonal blocks (A11, B11) and (A22, B22)\n* of size 1-by-1 or 2-by-2 in an upper (quasi) triangular matrix pair\n* (A, B) by an orthogonal equivalence transformation.\n*\n* (A, B) must be in generalized real Schur canonical form (as returned\n* by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2\n* diagonal blocks. B is upper triangular.\n*\n* Optionally, the matrices Q and Z of generalized Schur vectors are\n* updated.\n*\n* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'\n* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'\n*\n*\n\n* Arguments\n* =========\n*\n* WANTQ (input) LOGICAL\n* .TRUE. : update the left transformation matrix Q;\n* .FALSE.: do not update Q.\n*\n* WANTZ (input) LOGICAL\n* .TRUE. : update the right transformation matrix Z;\n* .FALSE.: do not update Z.\n*\n* N (input) INTEGER\n* The order of the matrices A and B. N >= 0.\n*\n* A (input/output) REAL arrays, dimensions (LDA,N)\n* On entry, the matrix A in the pair (A, B).\n* On exit, the updated matrix A.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* B (input/output) REAL arrays, dimensions (LDB,N)\n* On entry, the matrix B in the pair (A, B).\n* On exit, the updated matrix B.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,N).\n*\n* Q (input/output) REAL array, dimension (LDZ,N)\n* On entry, if WANTQ = .TRUE., the orthogonal matrix Q.\n* On exit, the updated matrix Q.\n* Not referenced if WANTQ = .FALSE..\n*\n* LDQ (input) INTEGER\n* The leading dimension of the array Q. LDQ >= 1.\n* If WANTQ = .TRUE., LDQ >= N.\n*\n* Z (input/output) REAL array, dimension (LDZ,N)\n* On entry, if WANTZ =.TRUE., the orthogonal matrix Z.\n* On exit, the updated matrix Z.\n* Not referenced if WANTZ = .FALSE..\n*\n* LDZ (input) INTEGER\n* The leading dimension of the array Z. LDZ >= 1.\n* If WANTZ = .TRUE., LDZ >= N.\n*\n* J1 (input) INTEGER\n* The index to the first block (A11, B11). 1 <= J1 <= N.\n*\n* N1 (input) INTEGER\n* The order of the first block (A11, B11). N1 = 0, 1 or 2.\n*\n* N2 (input) INTEGER\n* The order of the second block (A22, B22). N2 = 0, 1 or 2.\n*\n* WORK (workspace) REAL array, dimension (MAX(1,LWORK)).\n*\n* LWORK (input) INTEGER\n* The dimension of the array WORK.\n* LWORK >= MAX( N*(N2+N1), (N2+N1)*(N2+N1)*2 )\n*\n* INFO (output) INTEGER\n* =0: Successful exit\n* >0: If INFO = 1, the transformed matrix (A, B) would be\n* too far from generalized Schur form; the blocks are\n* not swapped and (A, B) and (Q, Z) are unchanged.\n* The problem of swapping is too ill-conditioned.\n* <0: If INFO = -16: LWORK is too small. Appropriate value\n* for LWORK is returned in WORK(1).\n*\n\n* Further Details\n* ===============\n*\n* Based on contributions by\n* Bo Kagstrom and Peter Poromaa, Department of Computing Science,\n* Umea University, S-901 87 Umea, Sweden.\n*\n* In the current code both weak and strong stability tests are\n* performed. The user can omit the strong stability test by changing\n* the internal logical parameter WANDS to .FALSE.. See ref. [2] for\n* details.\n*\n* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the\n* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in\n* M.S. Moonen et al (eds), Linear Algebra for Large Scale and\n* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.\n*\n* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified\n* Eigenvalues of a Regular Matrix Pair (A, B) and Condition\n* Estimation: Theory, Algorithms and Software,\n* Report UMINF - 94.04, Department of Computing Science, Umea\n* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working\n* Note 87. To appear in Numerical Algorithms, 1996.\n*\n* =====================================================================\n* Replaced various illegal calls to SCOPY by calls to SLASET, or by DO\n* loops. Sven Hammarling, 1/5/02.\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 info, a, b, q, z = NumRu::Lapack.stgex2( wantq, wantz, a, b, q, ldq, z, j1, n1, n2, [: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 != 10 && argc != 11)
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rb_raise(rb_eArgError,"wrong number of arguments (%d for 10)", argc);
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rblapack_wantq = argv[0];
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rblapack_wantz = argv[1];
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rblapack_a = argv[2];
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rblapack_b = argv[3];
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rblapack_q = argv[4];
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rblapack_ldq = argv[5];
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rblapack_z = argv[6];
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rblapack_j1 = argv[7];
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rblapack_n1 = argv[8];
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rblapack_n2 = argv[9];
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if (argc == 11) {
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rblapack_lwork = argv[10];
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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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wantq = (rblapack_wantq == Qtrue);
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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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if (!NA_IsNArray(rblapack_q))
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rb_raise(rb_eArgError, "q (5th argument) must be NArray");
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if (NA_RANK(rblapack_q) != 2)
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rb_raise(rb_eArgError, "rank of q (5th argument) must be %d", 2);
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95
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ldz = NA_SHAPE0(rblapack_q);
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96
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if (NA_SHAPE1(rblapack_q) != n)
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97
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rb_raise(rb_eRuntimeError, "shape 1 of q must be the same as shape 1 of a");
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98
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if (NA_TYPE(rblapack_q) != NA_SFLOAT)
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99
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rblapack_q = na_change_type(rblapack_q, NA_SFLOAT);
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100
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q = NA_PTR_TYPE(rblapack_q, real*);
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101
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if (!NA_IsNArray(rblapack_z))
|
102
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rb_raise(rb_eArgError, "z (7th argument) must be NArray");
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103
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if (NA_RANK(rblapack_z) != 2)
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104
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rb_raise(rb_eArgError, "rank of z (7th argument) must be %d", 2);
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105
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if (NA_SHAPE0(rblapack_z) != ldz)
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106
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rb_raise(rb_eRuntimeError, "shape 0 of z must be the same as shape 0 of q");
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107
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if (NA_SHAPE1(rblapack_z) != n)
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108
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rb_raise(rb_eRuntimeError, "shape 1 of z must be the same as shape 1 of a");
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if (NA_TYPE(rblapack_z) != NA_SFLOAT)
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rblapack_z = na_change_type(rblapack_z, NA_SFLOAT);
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z = NA_PTR_TYPE(rblapack_z, real*);
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n1 = NUM2INT(rblapack_n1);
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wantz = (rblapack_wantz == Qtrue);
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ldq = NUM2INT(rblapack_ldq);
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n2 = NUM2INT(rblapack_n2);
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if (!NA_IsNArray(rblapack_b))
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rb_raise(rb_eArgError, "b (4th argument) must be NArray");
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if (NA_RANK(rblapack_b) != 2)
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rb_raise(rb_eArgError, "rank of b (4th argument) must be %d", 2);
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ldb = NA_SHAPE0(rblapack_b);
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if (NA_SHAPE1(rblapack_b) != n)
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rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
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if (NA_TYPE(rblapack_b) != NA_SFLOAT)
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rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
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b = NA_PTR_TYPE(rblapack_b, real*);
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lwork = MAX(1,(MAX(n*(n2+n1),(n2+n1)*(n2+n1)*2)));
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j1 = NUM2INT(rblapack_j1);
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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] = 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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MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
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rblapack_a = rblapack_a_out__;
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a = a_out__;
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{
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na_shape_t shape[2];
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shape[0] = ldb;
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shape[1] = n;
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rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
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}
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b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
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145
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MEMCPY(b_out__, b, real, NA_TOTAL(rblapack_b));
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rblapack_b = rblapack_b_out__;
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147
|
+
b = b_out__;
|
148
|
+
{
|
149
|
+
na_shape_t shape[2];
|
150
|
+
shape[0] = ldz;
|
151
|
+
shape[1] = n;
|
152
|
+
rblapack_q_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
153
|
+
}
|
154
|
+
q_out__ = NA_PTR_TYPE(rblapack_q_out__, real*);
|
155
|
+
MEMCPY(q_out__, q, real, NA_TOTAL(rblapack_q));
|
156
|
+
rblapack_q = rblapack_q_out__;
|
157
|
+
q = q_out__;
|
158
|
+
{
|
159
|
+
na_shape_t shape[2];
|
160
|
+
shape[0] = ldz;
|
161
|
+
shape[1] = n;
|
162
|
+
rblapack_z_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
163
|
+
}
|
164
|
+
z_out__ = NA_PTR_TYPE(rblapack_z_out__, real*);
|
165
|
+
MEMCPY(z_out__, z, real, NA_TOTAL(rblapack_z));
|
166
|
+
rblapack_z = rblapack_z_out__;
|
167
|
+
z = z_out__;
|
168
|
+
work = ALLOC_N(real, (lwork));
|
169
|
+
|
170
|
+
stgex2_(&wantq, &wantz, &n, a, &lda, b, &ldb, q, &ldq, z, &ldz, &j1, &n1, &n2, work, &lwork, &info);
|
171
|
+
|
172
|
+
free(work);
|
173
|
+
rblapack_info = INT2NUM(info);
|
174
|
+
return rb_ary_new3(5, rblapack_info, rblapack_a, rblapack_b, rblapack_q, rblapack_z);
|
175
|
+
}
|
176
|
+
|
177
|
+
void
|
178
|
+
init_lapack_stgex2(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
179
|
+
sHelp = sH;
|
180
|
+
sUsage = sU;
|
181
|
+
rblapack_ZERO = zero;
|
182
|
+
|
183
|
+
rb_define_module_function(mLapack, "stgex2", rblapack_stgex2, -1);
|
184
|
+
}
|
data/ext/stgexc.c
ADDED
@@ -0,0 +1,191 @@
|
|
1
|
+
#include "rb_lapack.h"
|
2
|
+
|
3
|
+
extern VOID stgexc_(logical* wantq, logical* wantz, integer* n, real* a, integer* lda, real* b, integer* ldb, real* q, integer* ldq, real* z, integer* ldz, integer* ifst, integer* ilst, real* work, integer* lwork, integer* info);
|
4
|
+
|
5
|
+
|
6
|
+
static VALUE
|
7
|
+
rblapack_stgexc(int argc, VALUE *argv, VALUE self){
|
8
|
+
VALUE rblapack_wantq;
|
9
|
+
logical wantq;
|
10
|
+
VALUE rblapack_wantz;
|
11
|
+
logical wantz;
|
12
|
+
VALUE rblapack_a;
|
13
|
+
real *a;
|
14
|
+
VALUE rblapack_b;
|
15
|
+
real *b;
|
16
|
+
VALUE rblapack_q;
|
17
|
+
real *q;
|
18
|
+
VALUE rblapack_ldq;
|
19
|
+
integer ldq;
|
20
|
+
VALUE rblapack_z;
|
21
|
+
real *z;
|
22
|
+
VALUE rblapack_ifst;
|
23
|
+
integer ifst;
|
24
|
+
VALUE rblapack_ilst;
|
25
|
+
integer ilst;
|
26
|
+
VALUE rblapack_lwork;
|
27
|
+
integer lwork;
|
28
|
+
VALUE rblapack_work;
|
29
|
+
real *work;
|
30
|
+
VALUE rblapack_info;
|
31
|
+
integer info;
|
32
|
+
VALUE rblapack_a_out__;
|
33
|
+
real *a_out__;
|
34
|
+
VALUE rblapack_b_out__;
|
35
|
+
real *b_out__;
|
36
|
+
VALUE rblapack_q_out__;
|
37
|
+
real *q_out__;
|
38
|
+
VALUE rblapack_z_out__;
|
39
|
+
real *z_out__;
|
40
|
+
|
41
|
+
integer lda;
|
42
|
+
integer n;
|
43
|
+
integer ldb;
|
44
|
+
integer ldz;
|
45
|
+
|
46
|
+
VALUE rblapack_options;
|
47
|
+
if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
|
48
|
+
argc--;
|
49
|
+
rblapack_options = argv[argc];
|
50
|
+
if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
|
51
|
+
printf("%s\n", "USAGE:\n work, info, a, b, q, z, ifst, ilst = NumRu::Lapack.stgexc( wantq, wantz, a, b, q, ldq, z, ifst, ilst, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE STGEXC( WANTQ, WANTZ, N, A, LDA, B, LDB, Q, LDQ, Z, LDZ, IFST, ILST, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* STGEXC reorders the generalized real Schur decomposition of a real\n* matrix pair (A,B) using an orthogonal equivalence transformation\n*\n* (A, B) = Q * (A, B) * Z',\n*\n* so that the diagonal block of (A, B) with row index IFST is moved\n* to row ILST.\n*\n* (A, B) must be in generalized real Schur canonical form (as returned\n* by SGGES), i.e. A is block upper triangular with 1-by-1 and 2-by-2\n* diagonal blocks. B is upper triangular.\n*\n* Optionally, the matrices Q and Z of generalized Schur vectors are\n* updated.\n*\n* Q(in) * A(in) * Z(in)' = Q(out) * A(out) * Z(out)'\n* Q(in) * B(in) * Z(in)' = Q(out) * B(out) * Z(out)'\n*\n*\n\n* Arguments\n* =========\n*\n* WANTQ (input) LOGICAL\n* .TRUE. : update the left transformation matrix Q;\n* .FALSE.: do not update Q.\n*\n* WANTZ (input) LOGICAL\n* .TRUE. : update the right transformation matrix Z;\n* .FALSE.: do not update Z.\n*\n* N (input) INTEGER\n* The order of the matrices A and B. N >= 0.\n*\n* A (input/output) REAL array, dimension (LDA,N)\n* On entry, the matrix A in generalized real Schur canonical\n* form.\n* On exit, the updated matrix A, again in generalized\n* real Schur canonical form.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* B (input/output) REAL array, dimension (LDB,N)\n* On entry, the matrix B in generalized real Schur canonical\n* form (A,B).\n* On exit, the updated matrix B, again in generalized\n* real Schur canonical form (A,B).\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,N).\n*\n* Q (input/output) REAL array, dimension (LDZ,N)\n* On entry, if WANTQ = .TRUE., the orthogonal matrix Q.\n* On exit, the updated matrix Q.\n* If WANTQ = .FALSE., Q is not referenced.\n*\n* LDQ (input) INTEGER\n* The leading dimension of the array Q. LDQ >= 1.\n* If WANTQ = .TRUE., LDQ >= N.\n*\n* Z (input/output) REAL array, dimension (LDZ,N)\n* On entry, if WANTZ = .TRUE., the orthogonal matrix Z.\n* On exit, the updated matrix Z.\n* If WANTZ = .FALSE., Z is not referenced.\n*\n* LDZ (input) INTEGER\n* The leading dimension of the array Z. LDZ >= 1.\n* If WANTZ = .TRUE., LDZ >= N.\n*\n* IFST (input/output) INTEGER\n* ILST (input/output) INTEGER\n* Specify the reordering of the diagonal blocks of (A, B).\n* The block with row index IFST is moved to row ILST, by a\n* sequence of swapping between adjacent blocks.\n* On exit, if IFST pointed on entry to the second row of\n* a 2-by-2 block, it is changed to point to the first row;\n* ILST always points to the first row of the block in its\n* final position (which may differ from its input value by\n* +1 or -1). 1 <= IFST, ILST <= N.\n*\n* WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))\n* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n* LWORK (input) INTEGER\n* The dimension of the array WORK.\n* LWORK >= 1 when N <= 1, otherwise LWORK >= 4*N + 16.\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* =1: The transformed matrix pair (A, B) would be too far\n* from generalized Schur form; the problem is ill-\n* conditioned. (A, B) may have been partially reordered,\n* and ILST points to the first row of the current\n* position of the block being moved.\n*\n\n* Further Details\n* ===============\n*\n* Based on contributions by\n* Bo Kagstrom and Peter Poromaa, Department of Computing Science,\n* Umea University, S-901 87 Umea, Sweden.\n*\n* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the\n* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in\n* M.S. Moonen et al (eds), Linear Algebra for Large Scale and\n* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.\n*\n* =====================================================================\n*\n\n");
|
52
|
+
return Qnil;
|
53
|
+
}
|
54
|
+
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
|
55
|
+
printf("%s\n", "USAGE:\n work, info, a, b, q, z, ifst, ilst = NumRu::Lapack.stgexc( wantq, wantz, a, b, q, ldq, z, ifst, ilst, [:lwork => lwork, :usage => usage, :help => help])\n");
|
56
|
+
return Qnil;
|
57
|
+
}
|
58
|
+
} else
|
59
|
+
rblapack_options = Qnil;
|
60
|
+
if (argc != 9 && argc != 10)
|
61
|
+
rb_raise(rb_eArgError,"wrong number of arguments (%d for 9)", argc);
|
62
|
+
rblapack_wantq = argv[0];
|
63
|
+
rblapack_wantz = argv[1];
|
64
|
+
rblapack_a = argv[2];
|
65
|
+
rblapack_b = argv[3];
|
66
|
+
rblapack_q = argv[4];
|
67
|
+
rblapack_ldq = argv[5];
|
68
|
+
rblapack_z = argv[6];
|
69
|
+
rblapack_ifst = argv[7];
|
70
|
+
rblapack_ilst = argv[8];
|
71
|
+
if (argc == 10) {
|
72
|
+
rblapack_lwork = argv[9];
|
73
|
+
} else if (rblapack_options != Qnil) {
|
74
|
+
rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
|
75
|
+
} else {
|
76
|
+
rblapack_lwork = Qnil;
|
77
|
+
}
|
78
|
+
|
79
|
+
wantq = (rblapack_wantq == Qtrue);
|
80
|
+
if (!NA_IsNArray(rblapack_a))
|
81
|
+
rb_raise(rb_eArgError, "a (3th argument) must be NArray");
|
82
|
+
if (NA_RANK(rblapack_a) != 2)
|
83
|
+
rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
|
84
|
+
lda = NA_SHAPE0(rblapack_a);
|
85
|
+
n = NA_SHAPE1(rblapack_a);
|
86
|
+
if (NA_TYPE(rblapack_a) != NA_SFLOAT)
|
87
|
+
rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
|
88
|
+
a = NA_PTR_TYPE(rblapack_a, real*);
|
89
|
+
if (!NA_IsNArray(rblapack_q))
|
90
|
+
rb_raise(rb_eArgError, "q (5th argument) must be NArray");
|
91
|
+
if (NA_RANK(rblapack_q) != 2)
|
92
|
+
rb_raise(rb_eArgError, "rank of q (5th argument) must be %d", 2);
|
93
|
+
ldz = NA_SHAPE0(rblapack_q);
|
94
|
+
if (NA_SHAPE1(rblapack_q) != n)
|
95
|
+
rb_raise(rb_eRuntimeError, "shape 1 of q must be the same as shape 1 of a");
|
96
|
+
if (NA_TYPE(rblapack_q) != NA_SFLOAT)
|
97
|
+
rblapack_q = na_change_type(rblapack_q, NA_SFLOAT);
|
98
|
+
q = NA_PTR_TYPE(rblapack_q, real*);
|
99
|
+
if (!NA_IsNArray(rblapack_z))
|
100
|
+
rb_raise(rb_eArgError, "z (7th argument) must be NArray");
|
101
|
+
if (NA_RANK(rblapack_z) != 2)
|
102
|
+
rb_raise(rb_eArgError, "rank of z (7th argument) must be %d", 2);
|
103
|
+
if (NA_SHAPE0(rblapack_z) != ldz)
|
104
|
+
rb_raise(rb_eRuntimeError, "shape 0 of z must be the same as shape 0 of q");
|
105
|
+
if (NA_SHAPE1(rblapack_z) != n)
|
106
|
+
rb_raise(rb_eRuntimeError, "shape 1 of z must be the same as shape 1 of a");
|
107
|
+
if (NA_TYPE(rblapack_z) != NA_SFLOAT)
|
108
|
+
rblapack_z = na_change_type(rblapack_z, NA_SFLOAT);
|
109
|
+
z = NA_PTR_TYPE(rblapack_z, real*);
|
110
|
+
ilst = NUM2INT(rblapack_ilst);
|
111
|
+
wantz = (rblapack_wantz == Qtrue);
|
112
|
+
ldq = NUM2INT(rblapack_ldq);
|
113
|
+
if (!NA_IsNArray(rblapack_b))
|
114
|
+
rb_raise(rb_eArgError, "b (4th argument) must be NArray");
|
115
|
+
if (NA_RANK(rblapack_b) != 2)
|
116
|
+
rb_raise(rb_eArgError, "rank of b (4th argument) must be %d", 2);
|
117
|
+
ldb = NA_SHAPE0(rblapack_b);
|
118
|
+
if (NA_SHAPE1(rblapack_b) != n)
|
119
|
+
rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
|
120
|
+
if (NA_TYPE(rblapack_b) != NA_SFLOAT)
|
121
|
+
rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
|
122
|
+
b = NA_PTR_TYPE(rblapack_b, real*);
|
123
|
+
if (rblapack_lwork == Qnil)
|
124
|
+
lwork = n<=1 ? 1 : 4*n+16;
|
125
|
+
else {
|
126
|
+
lwork = NUM2INT(rblapack_lwork);
|
127
|
+
}
|
128
|
+
ifst = NUM2INT(rblapack_ifst);
|
129
|
+
{
|
130
|
+
na_shape_t shape[1];
|
131
|
+
shape[0] = MAX(1,lwork);
|
132
|
+
rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
133
|
+
}
|
134
|
+
work = NA_PTR_TYPE(rblapack_work, real*);
|
135
|
+
{
|
136
|
+
na_shape_t shape[2];
|
137
|
+
shape[0] = lda;
|
138
|
+
shape[1] = n;
|
139
|
+
rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
140
|
+
}
|
141
|
+
a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
|
142
|
+
MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
|
143
|
+
rblapack_a = rblapack_a_out__;
|
144
|
+
a = a_out__;
|
145
|
+
{
|
146
|
+
na_shape_t shape[2];
|
147
|
+
shape[0] = ldb;
|
148
|
+
shape[1] = n;
|
149
|
+
rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
150
|
+
}
|
151
|
+
b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
|
152
|
+
MEMCPY(b_out__, b, real, NA_TOTAL(rblapack_b));
|
153
|
+
rblapack_b = rblapack_b_out__;
|
154
|
+
b = b_out__;
|
155
|
+
{
|
156
|
+
na_shape_t shape[2];
|
157
|
+
shape[0] = ldz;
|
158
|
+
shape[1] = n;
|
159
|
+
rblapack_q_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
160
|
+
}
|
161
|
+
q_out__ = NA_PTR_TYPE(rblapack_q_out__, real*);
|
162
|
+
MEMCPY(q_out__, q, real, NA_TOTAL(rblapack_q));
|
163
|
+
rblapack_q = rblapack_q_out__;
|
164
|
+
q = q_out__;
|
165
|
+
{
|
166
|
+
na_shape_t shape[2];
|
167
|
+
shape[0] = ldz;
|
168
|
+
shape[1] = n;
|
169
|
+
rblapack_z_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
170
|
+
}
|
171
|
+
z_out__ = NA_PTR_TYPE(rblapack_z_out__, real*);
|
172
|
+
MEMCPY(z_out__, z, real, NA_TOTAL(rblapack_z));
|
173
|
+
rblapack_z = rblapack_z_out__;
|
174
|
+
z = z_out__;
|
175
|
+
|
176
|
+
stgexc_(&wantq, &wantz, &n, a, &lda, b, &ldb, q, &ldq, z, &ldz, &ifst, &ilst, work, &lwork, &info);
|
177
|
+
|
178
|
+
rblapack_info = INT2NUM(info);
|
179
|
+
rblapack_ifst = INT2NUM(ifst);
|
180
|
+
rblapack_ilst = INT2NUM(ilst);
|
181
|
+
return rb_ary_new3(8, rblapack_work, rblapack_info, rblapack_a, rblapack_b, rblapack_q, rblapack_z, rblapack_ifst, rblapack_ilst);
|
182
|
+
}
|
183
|
+
|
184
|
+
void
|
185
|
+
init_lapack_stgexc(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
186
|
+
sHelp = sH;
|
187
|
+
sUsage = sU;
|
188
|
+
rblapack_ZERO = zero;
|
189
|
+
|
190
|
+
rb_define_module_function(mLapack, "stgexc", rblapack_stgexc, -1);
|
191
|
+
}
|
data/ext/stgsen.c
ADDED
@@ -0,0 +1,252 @@
|
|
1
|
+
#include "rb_lapack.h"
|
2
|
+
|
3
|
+
extern VOID stgsen_(integer* ijob, logical* wantq, logical* wantz, logical* select, integer* n, real* a, integer* lda, real* b, integer* ldb, real* alphar, real* alphai, real* beta, real* q, integer* ldq, real* z, integer* ldz, integer* m, real* pl, real* pr, real* dif, real* work, integer* lwork, integer* iwork, integer* liwork, integer* info);
|
4
|
+
|
5
|
+
|
6
|
+
static VALUE
|
7
|
+
rblapack_stgsen(int argc, VALUE *argv, VALUE self){
|
8
|
+
VALUE rblapack_ijob;
|
9
|
+
integer ijob;
|
10
|
+
VALUE rblapack_wantq;
|
11
|
+
logical wantq;
|
12
|
+
VALUE rblapack_wantz;
|
13
|
+
logical wantz;
|
14
|
+
VALUE rblapack_select;
|
15
|
+
logical *select;
|
16
|
+
VALUE rblapack_a;
|
17
|
+
real *a;
|
18
|
+
VALUE rblapack_b;
|
19
|
+
real *b;
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VALUE rblapack_q;
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+
real *q;
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+
VALUE rblapack_z;
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+
real *z;
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VALUE rblapack_lwork;
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25
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+
integer lwork;
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+
VALUE rblapack_liwork;
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+
integer liwork;
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+
VALUE rblapack_alphar;
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+
real *alphar;
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30
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+
VALUE rblapack_alphai;
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31
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+
real *alphai;
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32
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+
VALUE rblapack_beta;
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+
real *beta;
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VALUE rblapack_m;
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integer m;
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36
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+
VALUE rblapack_pl;
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+
real pl;
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+
VALUE rblapack_pr;
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+
real pr;
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+
VALUE rblapack_dif;
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41
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+
real *dif;
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42
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+
VALUE rblapack_work;
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+
real *work;
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44
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+
VALUE rblapack_iwork;
|
45
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+
integer *iwork;
|
46
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+
VALUE rblapack_info;
|
47
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+
integer info;
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48
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+
VALUE rblapack_a_out__;
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49
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+
real *a_out__;
|
50
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+
VALUE rblapack_b_out__;
|
51
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real *b_out__;
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52
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+
VALUE rblapack_q_out__;
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53
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+
real *q_out__;
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54
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+
VALUE rblapack_z_out__;
|
55
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real *z_out__;
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56
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+
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+
integer n;
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integer lda;
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+
integer ldb;
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integer ldq;
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integer ldz;
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62
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+
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63
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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 alphar, alphai, beta, m, pl, pr, dif, work, iwork, info, a, b, q, z = NumRu::Lapack.stgsen( ijob, wantq, wantz, select, a, b, q, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE STGSEN( IJOB, WANTQ, WANTZ, SELECT, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, M, PL, PR, DIF, WORK, LWORK, IWORK, LIWORK, INFO )\n\n* Purpose\n* =======\n*\n* STGSEN reorders the generalized real Schur decomposition of a real\n* matrix pair (A, B) (in terms of an orthonormal equivalence trans-\n* formation Q' * (A, B) * Z), so that a selected cluster of eigenvalues\n* appears in the leading diagonal blocks of the upper quasi-triangular\n* matrix A and the upper triangular B. The leading columns of Q and\n* Z form orthonormal bases of the corresponding left and right eigen-\n* spaces (deflating subspaces). (A, B) must be in generalized real\n* Schur canonical form (as returned by SGGES), i.e. A is block upper\n* triangular with 1-by-1 and 2-by-2 diagonal blocks. B is upper\n* triangular.\n*\n* STGSEN also computes the generalized eigenvalues\n*\n* w(j) = (ALPHAR(j) + i*ALPHAI(j))/BETA(j)\n*\n* of the reordered matrix pair (A, B).\n*\n* Optionally, STGSEN computes the estimates of reciprocal condition\n* numbers for eigenvalues and eigenspaces. These are Difu[(A11,B11),\n* (A22,B22)] and Difl[(A11,B11), (A22,B22)], i.e. the separation(s)\n* between the matrix pairs (A11, B11) and (A22,B22) that correspond to\n* the selected cluster and the eigenvalues outside the cluster, resp.,\n* and norms of \"projections\" onto left and right eigenspaces w.r.t.\n* the selected cluster in the (1,1)-block.\n*\n\n* Arguments\n* =========\n*\n* IJOB (input) INTEGER\n* Specifies whether condition numbers are required for the\n* cluster of eigenvalues (PL and PR) or the deflating subspaces\n* (Difu and Difl):\n* =0: Only reorder w.r.t. SELECT. No extras.\n* =1: Reciprocal of norms of \"projections\" onto left and right\n* eigenspaces w.r.t. the selected cluster (PL and PR).\n* =2: Upper bounds on Difu and Difl. F-norm-based estimate\n* (DIF(1:2)).\n* =3: Estimate of Difu and Difl. 1-norm-based estimate\n* (DIF(1:2)).\n* About 5 times as expensive as IJOB = 2.\n* =4: Compute PL, PR and DIF (i.e. 0, 1 and 2 above): Economic\n* version to get it all.\n* =5: Compute PL, PR and DIF (i.e. 0, 1 and 3 above)\n*\n* WANTQ (input) LOGICAL\n* .TRUE. : update the left transformation matrix Q;\n* .FALSE.: do not update Q.\n*\n* WANTZ (input) LOGICAL\n* .TRUE. : update the right transformation matrix Z;\n* .FALSE.: do not update Z.\n*\n* SELECT (input) LOGICAL array, dimension (N)\n* SELECT specifies the eigenvalues in the selected cluster.\n* To select a real eigenvalue w(j), SELECT(j) must be set to\n* .TRUE.. To select a complex conjugate pair of eigenvalues\n* w(j) and w(j+1), corresponding to a 2-by-2 diagonal block,\n* either SELECT(j) or SELECT(j+1) or both must be set to\n* .TRUE.; a complex conjugate pair of eigenvalues must be\n* either both included in the cluster or both excluded.\n*\n* N (input) INTEGER\n* The order of the matrices A and B. N >= 0.\n*\n* A (input/output) REAL array, dimension(LDA,N)\n* On entry, the upper quasi-triangular matrix A, with (A, B) in\n* generalized real Schur canonical form.\n* On exit, A is overwritten by the reordered matrix A.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* B (input/output) REAL array, dimension(LDB,N)\n* On entry, the upper triangular matrix B, with (A, B) in\n* generalized real Schur canonical form.\n* On exit, B is overwritten by the reordered matrix B.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,N).\n*\n* ALPHAR (output) REAL array, dimension (N)\n* ALPHAI (output) REAL array, dimension (N)\n* BETA (output) REAL array, dimension (N)\n* On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will\n* be the generalized eigenvalues. ALPHAR(j) + ALPHAI(j)*i\n* and BETA(j),j=1,...,N are the diagonals of the complex Schur\n* form (S,T) that would result if the 2-by-2 diagonal blocks of\n* the real generalized Schur form of (A,B) were further reduced\n* to triangular form using complex unitary transformations.\n* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if\n* positive, then the j-th and (j+1)-st eigenvalues are a\n* complex conjugate pair, with ALPHAI(j+1) negative.\n*\n* Q (input/output) REAL array, dimension (LDQ,N)\n* On entry, if WANTQ = .TRUE., Q is an N-by-N matrix.\n* On exit, Q has been postmultiplied by the left orthogonal\n* transformation matrix which reorder (A, B); The leading M\n* columns of Q form orthonormal bases for the specified pair of\n* left eigenspaces (deflating subspaces).\n* If WANTQ = .FALSE., Q is not referenced.\n*\n* LDQ (input) INTEGER\n* The leading dimension of the array Q. LDQ >= 1;\n* and if WANTQ = .TRUE., LDQ >= N.\n*\n* Z (input/output) REAL array, dimension (LDZ,N)\n* On entry, if WANTZ = .TRUE., Z is an N-by-N matrix.\n* On exit, Z has been postmultiplied by the left orthogonal\n* transformation matrix which reorder (A, B); The leading M\n* columns of Z form orthonormal bases for the specified pair of\n* left eigenspaces (deflating subspaces).\n* If WANTZ = .FALSE., Z is not referenced.\n*\n* LDZ (input) INTEGER\n* The leading dimension of the array Z. LDZ >= 1;\n* If WANTZ = .TRUE., LDZ >= N.\n*\n* M (output) INTEGER\n* The dimension of the specified pair of left and right eigen-\n* spaces (deflating subspaces). 0 <= M <= N.\n*\n* PL (output) REAL\n* PR (output) REAL\n* If IJOB = 1, 4 or 5, PL, PR are lower bounds on the\n* reciprocal of the norm of \"projections\" onto left and right\n* eigenspaces with respect to the selected cluster.\n* 0 < PL, PR <= 1.\n* If M = 0 or M = N, PL = PR = 1.\n* If IJOB = 0, 2 or 3, PL and PR are not referenced.\n*\n* DIF (output) REAL array, dimension (2).\n* If IJOB >= 2, DIF(1:2) store the estimates of Difu and Difl.\n* If IJOB = 2 or 4, DIF(1:2) are F-norm-based upper bounds on\n* Difu and Difl. If IJOB = 3 or 5, DIF(1:2) are 1-norm-based\n* estimates of Difu and Difl.\n* If M = 0 or N, DIF(1:2) = F-norm([A, B]).\n* If IJOB = 0 or 1, DIF is not referenced.\n*\n* WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))\n* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.\n*\n* LWORK (input) INTEGER\n* The dimension of the array WORK. LWORK >= 4*N+16.\n* If IJOB = 1, 2 or 4, LWORK >= MAX(4*N+16, 2*M*(N-M)).\n* If IJOB = 3 or 5, LWORK >= MAX(4*N+16, 4*M*(N-M)).\n*\n* If LWORK = -1, then a workspace query is assumed; the routine\n* only calculates the optimal size of the WORK array, returns\n* this value as the first entry of the WORK array, and no error\n* message related to LWORK is issued by XERBLA.\n*\n* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))\n* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.\n*\n* LIWORK (input) INTEGER\n* The dimension of the array IWORK. LIWORK >= 1.\n* If IJOB = 1, 2 or 4, LIWORK >= N+6.\n* If IJOB = 3 or 5, LIWORK >= MAX(2*M*(N-M), N+6).\n*\n* If LIWORK = -1, then a workspace query is assumed; the\n* routine only calculates the optimal size of the IWORK array,\n* returns this value as the first entry of the IWORK array, and\n* no error message related to LIWORK is issued by XERBLA.\n*\n* INFO (output) INTEGER\n* =0: Successful exit.\n* <0: If INFO = -i, the i-th argument had an illegal value.\n* =1: Reordering of (A, B) failed because the transformed\n* matrix pair (A, B) would be too far from generalized\n* Schur form; the problem is very ill-conditioned.\n* (A, B) may have been partially reordered.\n* If requested, 0 is returned in DIF(*), PL and PR.\n*\n\n* Further Details\n* ===============\n*\n* STGSEN first collects the selected eigenvalues by computing\n* orthogonal U and W that move them to the top left corner of (A, B).\n* In other words, the selected eigenvalues are the eigenvalues of\n* (A11, B11) in:\n*\n* U'*(A, B)*W = (A11 A12) (B11 B12) n1\n* ( 0 A22),( 0 B22) n2\n* n1 n2 n1 n2\n*\n* where N = n1+n2 and U' means the transpose of U. The first n1 columns\n* of U and W span the specified pair of left and right eigenspaces\n* (deflating subspaces) of (A, B).\n*\n* If (A, B) has been obtained from the generalized real Schur\n* decomposition of a matrix pair (C, D) = Q*(A, B)*Z', then the\n* reordered generalized real Schur form of (C, D) is given by\n*\n* (C, D) = (Q*U)*(U'*(A, B)*W)*(Z*W)',\n*\n* and the first n1 columns of Q*U and Z*W span the corresponding\n* deflating subspaces of (C, D) (Q and Z store Q*U and Z*W, resp.).\n*\n* Note that if the selected eigenvalue is sufficiently ill-conditioned,\n* then its value may differ significantly from its value before\n* reordering.\n*\n* The reciprocal condition numbers of the left and right eigenspaces\n* spanned by the first n1 columns of U and W (or Q*U and Z*W) may\n* be returned in DIF(1:2), corresponding to Difu and Difl, resp.\n*\n* The Difu and Difl are defined as:\n*\n* Difu[(A11, B11), (A22, B22)] = sigma-min( Zu )\n* and\n* Difl[(A11, B11), (A22, B22)] = Difu[(A22, B22), (A11, B11)],\n*\n* where sigma-min(Zu) is the smallest singular value of the\n* (2*n1*n2)-by-(2*n1*n2) matrix\n*\n* Zu = [ kron(In2, A11) -kron(A22', In1) ]\n* [ kron(In2, B11) -kron(B22', In1) ].\n*\n* Here, Inx is the identity matrix of size nx and A22' is the\n* transpose of A22. kron(X, Y) is the Kronecker product between\n* the matrices X and Y.\n*\n* When DIF(2) is small, small changes in (A, B) can cause large changes\n* in the deflating subspace. An approximate (asymptotic) bound on the\n* maximum angular error in the computed deflating subspaces is\n*\n* EPS * norm((A, B)) / DIF(2),\n*\n* where EPS is the machine precision.\n*\n* The reciprocal norm of the projectors on the left and right\n* eigenspaces associated with (A11, B11) may be returned in PL and PR.\n* They are computed as follows. First we compute L and R so that\n* P*(A, B)*Q is block diagonal, where\n*\n* P = ( I -L ) n1 Q = ( I R ) n1\n* ( 0 I ) n2 and ( 0 I ) n2\n* n1 n2 n1 n2\n*\n* and (L, R) is the solution to the generalized Sylvester equation\n*\n* A11*R - L*A22 = -A12\n* B11*R - L*B22 = -B12\n*\n* Then PL = (F-norm(L)**2+1)**(-1/2) and PR = (F-norm(R)**2+1)**(-1/2).\n* An approximate (asymptotic) bound on the average absolute error of\n* the selected eigenvalues is\n*\n* EPS * norm((A, B)) / PL.\n*\n* There are also global error bounds which valid for perturbations up\n* to a certain restriction: A lower bound (x) on the smallest\n* F-norm(E,F) for which an eigenvalue of (A11, B11) may move and\n* coalesce with an eigenvalue of (A22, B22) under perturbation (E,F),\n* (i.e. (A + E, B + F), is\n*\n* x = min(Difu,Difl)/((1/(PL*PL)+1/(PR*PR))**(1/2)+2*max(1/PL,1/PR)).\n*\n* An approximate bound on x can be computed from DIF(1:2), PL and PR.\n*\n* If y = ( F-norm(E,F) / x) <= 1, the angles between the perturbed\n* (L', R') and unperturbed (L, R) left and right deflating subspaces\n* associated with the selected cluster in the (1,1)-blocks can be\n* bounded as\n*\n* max-angle(L, L') <= arctan( y * PL / (1 - y * (1 - PL * PL)**(1/2))\n* max-angle(R, R') <= arctan( y * PR / (1 - y * (1 - PR * PR)**(1/2))\n*\n* See LAPACK User's Guide section 4.11 or the following references\n* for more information.\n*\n* Note that if the default method for computing the Frobenius-norm-\n* based estimate DIF is not wanted (see SLATDF), then the parameter\n* IDIFJB (see below) should be changed from 3 to 4 (routine SLATDF\n* (IJOB = 2 will be used)). See STGSYL for more details.\n*\n* Based on contributions by\n* Bo Kagstrom and Peter Poromaa, Department of Computing Science,\n* Umea University, S-901 87 Umea, Sweden.\n*\n* References\n* ==========\n*\n* [1] B. Kagstrom; A Direct Method for Reordering Eigenvalues in the\n* Generalized Real Schur Form of a Regular Matrix Pair (A, B), in\n* M.S. Moonen et al (eds), Linear Algebra for Large Scale and\n* Real-Time Applications, Kluwer Academic Publ. 1993, pp 195-218.\n*\n* [2] B. Kagstrom and P. Poromaa; Computing Eigenspaces with Specified\n* Eigenvalues of a Regular Matrix Pair (A, B) and Condition\n* Estimation: Theory, Algorithms and Software,\n* Report UMINF - 94.04, Department of Computing Science, Umea\n* University, S-901 87 Umea, Sweden, 1994. Also as LAPACK Working\n* Note 87. To appear in Numerical Algorithms, 1996.\n*\n* [3] B. Kagstrom and P. Poromaa, LAPACK-Style Algorithms and Software\n* for Solving the Generalized Sylvester Equation and Estimating the\n* Separation between Regular Matrix Pairs, Report UMINF - 93.23,\n* Department of Computing Science, Umea University, S-901 87 Umea,\n* Sweden, December 1993, Revised April 1994, Also as LAPACK Working\n* Note 75. To appear in ACM Trans. on Math. Software, Vol 22, No 1,\n* 1996.\n*\n* =====================================================================\n*\n\n");
|
69
|
+
return Qnil;
|
70
|
+
}
|
71
|
+
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
|
72
|
+
printf("%s\n", "USAGE:\n alphar, alphai, beta, m, pl, pr, dif, work, iwork, info, a, b, q, z = NumRu::Lapack.stgsen( ijob, wantq, wantz, select, a, b, q, z, [:lwork => lwork, :liwork => liwork, :usage => usage, :help => help])\n");
|
73
|
+
return Qnil;
|
74
|
+
}
|
75
|
+
} else
|
76
|
+
rblapack_options = Qnil;
|
77
|
+
if (argc != 8 && argc != 10)
|
78
|
+
rb_raise(rb_eArgError,"wrong number of arguments (%d for 8)", argc);
|
79
|
+
rblapack_ijob = argv[0];
|
80
|
+
rblapack_wantq = argv[1];
|
81
|
+
rblapack_wantz = argv[2];
|
82
|
+
rblapack_select = argv[3];
|
83
|
+
rblapack_a = argv[4];
|
84
|
+
rblapack_b = argv[5];
|
85
|
+
rblapack_q = argv[6];
|
86
|
+
rblapack_z = argv[7];
|
87
|
+
if (argc == 10) {
|
88
|
+
rblapack_lwork = argv[8];
|
89
|
+
rblapack_liwork = argv[9];
|
90
|
+
} else if (rblapack_options != Qnil) {
|
91
|
+
rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
|
92
|
+
rblapack_liwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("liwork")));
|
93
|
+
} else {
|
94
|
+
rblapack_lwork = Qnil;
|
95
|
+
rblapack_liwork = Qnil;
|
96
|
+
}
|
97
|
+
|
98
|
+
ijob = NUM2INT(rblapack_ijob);
|
99
|
+
wantz = (rblapack_wantz == Qtrue);
|
100
|
+
if (!NA_IsNArray(rblapack_a))
|
101
|
+
rb_raise(rb_eArgError, "a (5th argument) must be NArray");
|
102
|
+
if (NA_RANK(rblapack_a) != 2)
|
103
|
+
rb_raise(rb_eArgError, "rank of a (5th 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 (!NA_IsNArray(rblapack_q))
|
110
|
+
rb_raise(rb_eArgError, "q (7th argument) must be NArray");
|
111
|
+
if (NA_RANK(rblapack_q) != 2)
|
112
|
+
rb_raise(rb_eArgError, "rank of q (7th argument) must be %d", 2);
|
113
|
+
ldq = NA_SHAPE0(rblapack_q);
|
114
|
+
if (NA_SHAPE1(rblapack_q) != n)
|
115
|
+
rb_raise(rb_eRuntimeError, "shape 1 of q must be the same as shape 1 of a");
|
116
|
+
if (NA_TYPE(rblapack_q) != NA_SFLOAT)
|
117
|
+
rblapack_q = na_change_type(rblapack_q, NA_SFLOAT);
|
118
|
+
q = NA_PTR_TYPE(rblapack_q, real*);
|
119
|
+
wantq = (rblapack_wantq == Qtrue);
|
120
|
+
if (!NA_IsNArray(rblapack_b))
|
121
|
+
rb_raise(rb_eArgError, "b (6th argument) must be NArray");
|
122
|
+
if (NA_RANK(rblapack_b) != 2)
|
123
|
+
rb_raise(rb_eArgError, "rank of b (6th argument) must be %d", 2);
|
124
|
+
ldb = NA_SHAPE0(rblapack_b);
|
125
|
+
if (NA_SHAPE1(rblapack_b) != n)
|
126
|
+
rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
|
127
|
+
if (NA_TYPE(rblapack_b) != NA_SFLOAT)
|
128
|
+
rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
|
129
|
+
b = NA_PTR_TYPE(rblapack_b, real*);
|
130
|
+
if (!NA_IsNArray(rblapack_select))
|
131
|
+
rb_raise(rb_eArgError, "select (4th argument) must be NArray");
|
132
|
+
if (NA_RANK(rblapack_select) != 1)
|
133
|
+
rb_raise(rb_eArgError, "rank of select (4th argument) must be %d", 1);
|
134
|
+
if (NA_SHAPE0(rblapack_select) != n)
|
135
|
+
rb_raise(rb_eRuntimeError, "shape 0 of select must be the same as shape 1 of a");
|
136
|
+
if (NA_TYPE(rblapack_select) != NA_LINT)
|
137
|
+
rblapack_select = na_change_type(rblapack_select, NA_LINT);
|
138
|
+
select = NA_PTR_TYPE(rblapack_select, logical*);
|
139
|
+
if (!NA_IsNArray(rblapack_z))
|
140
|
+
rb_raise(rb_eArgError, "z (8th argument) must be NArray");
|
141
|
+
if (NA_RANK(rblapack_z) != 2)
|
142
|
+
rb_raise(rb_eArgError, "rank of z (8th argument) must be %d", 2);
|
143
|
+
ldz = NA_SHAPE0(rblapack_z);
|
144
|
+
if (NA_SHAPE1(rblapack_z) != n)
|
145
|
+
rb_raise(rb_eRuntimeError, "shape 1 of z must be the same as shape 1 of a");
|
146
|
+
if (NA_TYPE(rblapack_z) != NA_SFLOAT)
|
147
|
+
rblapack_z = na_change_type(rblapack_z, NA_SFLOAT);
|
148
|
+
z = NA_PTR_TYPE(rblapack_z, real*);
|
149
|
+
if (rblapack_liwork == Qnil)
|
150
|
+
liwork = (ijob==1||ijob==2||ijob==4) ? n+6 : (ijob==3||ijob==5) ? MAX(2*m*(n-m),n+6) : 0;
|
151
|
+
else {
|
152
|
+
liwork = NUM2INT(rblapack_liwork);
|
153
|
+
}
|
154
|
+
if (rblapack_lwork == Qnil)
|
155
|
+
lwork = (ijob==1||ijob==2||ijob==4) ? MAX(4*n+16,2*m*(n-m)) : (ijob==3||ijob==5) ? MAX(4*n+16,4*m*(n-m)) : 0;
|
156
|
+
else {
|
157
|
+
lwork = NUM2INT(rblapack_lwork);
|
158
|
+
}
|
159
|
+
{
|
160
|
+
na_shape_t shape[1];
|
161
|
+
shape[0] = n;
|
162
|
+
rblapack_alphar = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
163
|
+
}
|
164
|
+
alphar = NA_PTR_TYPE(rblapack_alphar, real*);
|
165
|
+
{
|
166
|
+
na_shape_t shape[1];
|
167
|
+
shape[0] = n;
|
168
|
+
rblapack_alphai = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
169
|
+
}
|
170
|
+
alphai = NA_PTR_TYPE(rblapack_alphai, real*);
|
171
|
+
{
|
172
|
+
na_shape_t shape[1];
|
173
|
+
shape[0] = n;
|
174
|
+
rblapack_beta = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
175
|
+
}
|
176
|
+
beta = NA_PTR_TYPE(rblapack_beta, real*);
|
177
|
+
{
|
178
|
+
na_shape_t shape[1];
|
179
|
+
shape[0] = 2;
|
180
|
+
rblapack_dif = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
181
|
+
}
|
182
|
+
dif = NA_PTR_TYPE(rblapack_dif, real*);
|
183
|
+
{
|
184
|
+
na_shape_t shape[1];
|
185
|
+
shape[0] = MAX(1,lwork);
|
186
|
+
rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
|
187
|
+
}
|
188
|
+
work = NA_PTR_TYPE(rblapack_work, real*);
|
189
|
+
{
|
190
|
+
na_shape_t shape[1];
|
191
|
+
shape[0] = MAX(1,liwork);
|
192
|
+
rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
|
193
|
+
}
|
194
|
+
iwork = NA_PTR_TYPE(rblapack_iwork, integer*);
|
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] = ldb;
|
208
|
+
shape[1] = n;
|
209
|
+
rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
210
|
+
}
|
211
|
+
b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
|
212
|
+
MEMCPY(b_out__, b, real, NA_TOTAL(rblapack_b));
|
213
|
+
rblapack_b = rblapack_b_out__;
|
214
|
+
b = b_out__;
|
215
|
+
{
|
216
|
+
na_shape_t shape[2];
|
217
|
+
shape[0] = ldq;
|
218
|
+
shape[1] = n;
|
219
|
+
rblapack_q_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
220
|
+
}
|
221
|
+
q_out__ = NA_PTR_TYPE(rblapack_q_out__, real*);
|
222
|
+
MEMCPY(q_out__, q, real, NA_TOTAL(rblapack_q));
|
223
|
+
rblapack_q = rblapack_q_out__;
|
224
|
+
q = q_out__;
|
225
|
+
{
|
226
|
+
na_shape_t shape[2];
|
227
|
+
shape[0] = ldz;
|
228
|
+
shape[1] = n;
|
229
|
+
rblapack_z_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
|
230
|
+
}
|
231
|
+
z_out__ = NA_PTR_TYPE(rblapack_z_out__, real*);
|
232
|
+
MEMCPY(z_out__, z, real, NA_TOTAL(rblapack_z));
|
233
|
+
rblapack_z = rblapack_z_out__;
|
234
|
+
z = z_out__;
|
235
|
+
|
236
|
+
stgsen_(&ijob, &wantq, &wantz, select, &n, a, &lda, b, &ldb, alphar, alphai, beta, q, &ldq, z, &ldz, &m, &pl, &pr, dif, work, &lwork, iwork, &liwork, &info);
|
237
|
+
|
238
|
+
rblapack_m = INT2NUM(m);
|
239
|
+
rblapack_pl = rb_float_new((double)pl);
|
240
|
+
rblapack_pr = rb_float_new((double)pr);
|
241
|
+
rblapack_info = INT2NUM(info);
|
242
|
+
return rb_ary_new3(14, rblapack_alphar, rblapack_alphai, rblapack_beta, rblapack_m, rblapack_pl, rblapack_pr, rblapack_dif, rblapack_work, rblapack_iwork, rblapack_info, rblapack_a, rblapack_b, rblapack_q, rblapack_z);
|
243
|
+
}
|
244
|
+
|
245
|
+
void
|
246
|
+
init_lapack_stgsen(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
|
247
|
+
sHelp = sH;
|
248
|
+
sUsage = sU;
|
249
|
+
rblapack_ZERO = zero;
|
250
|
+
|
251
|
+
rb_define_module_function(mLapack, "stgsen", rblapack_stgsen, -1);
|
252
|
+
}
|