ruby-lapack 1.7 → 1.7.1

data/ext/zgglse.c

@@ -0,0 +1,171 @@
+#include "rb_lapack.h"
+
+extern VOID zgglse_(integer* m, integer* n, integer* p, doublecomplex* a, integer* lda, doublecomplex* b, integer* ldb, doublecomplex* c, doublecomplex* d, doublecomplex* x, doublecomplex* work, integer* lwork, integer* info);
+
+
+static VALUE
+rblapack_zgglse(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_c;
+  doublecomplex *c; 
+  VALUE rblapack_d;
+  doublecomplex *d; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_x;
+  doublecomplex *x; 
+  VALUE rblapack_work;
+  doublecomplex *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublecomplex *a_out__;
+  VALUE rblapack_b_out__;
+  doublecomplex *b_out__;
+  VALUE rblapack_c_out__;
+  doublecomplex *c_out__;
+  VALUE rblapack_d_out__;
+  doublecomplex *d_out__;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer m;
+  integer p;
+
+  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  x, work, info, a, b, c, d = NumRu::Lapack.zgglse( a, b, c, d, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZGGLSE( M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZGGLSE solves the linear equality-constrained least squares (LSE)\n*  problem:\n*\n*          minimize || c - A*x ||_2   subject to   B*x = d\n*\n*  where A is an M-by-N matrix, B is a P-by-N matrix, c is a given\n*  M-vector, and d is a given P-vector. It is assumed that\n*  P <= N <= M+P, and\n*\n*           rank(B) = P and  rank( ( A ) ) = N.\n*                                ( ( B ) )\n*\n*  These conditions ensure that the LSE problem has a unique solution,\n*  which is obtained using a generalized RQ factorization of the\n*  matrices (B, A) given by\n*\n*     B = (0 R)*Q,   A = Z*T*Q.\n*\n\n*  Arguments\n*  =========\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrices A and B. N >= 0.\n*\n*  P       (input) INTEGER\n*          The number of rows of the matrix B. 0 <= P <= N <= M+P.\n*\n*  A       (input/output) COMPLEX*16 array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, the elements on and above the diagonal of the array\n*          contain the min(M,N)-by-N upper trapezoidal matrix T.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  B       (input/output) COMPLEX*16 array, dimension (LDB,N)\n*          On entry, the P-by-N matrix B.\n*          On exit, the upper triangle of the subarray B(1:P,N-P+1:N)\n*          contains the P-by-P upper triangular matrix R.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,P).\n*\n*  C       (input/output) COMPLEX*16 array, dimension (M)\n*          On entry, C contains the right hand side vector for the\n*          least squares part of the LSE problem.\n*          On exit, the residual sum of squares for the solution\n*          is given by the sum of squares of elements N-P+1 to M of\n*          vector C.\n*\n*  D       (input/output) COMPLEX*16 array, dimension (P)\n*          On entry, D contains the right hand side vector for the\n*          constrained equation.\n*          On exit, D is destroyed.\n*\n*  X       (output) COMPLEX*16 array, dimension (N)\n*          On exit, X is the solution of the LSE problem.\n*\n*  WORK    (workspace/output) COMPLEX*16 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 >= max(1,M+N+P).\n*          For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB,\n*          where NB is an upper bound for the optimal blocksizes for\n*          ZGEQRF, CGERQF, ZUNMQR and CUNMRQ.\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 upper triangular factor R associated with B in the\n*                generalized RQ factorization of the pair (B, A) is\n*                singular, so that rank(B) < P; the least squares\n*                solution could not be computed.\n*          = 2:  the (N-P) by (N-P) part of the upper trapezoidal factor\n*                T associated with A in the generalized RQ factorization\n*                of the pair (B, A) is singular, so that\n*                rank( (A) ) < N; the least squares solution could not\n*                    ( (B) )\n*                be computed.\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  x, work, info, a, b, c, d = NumRu::Lapack.zgglse( a, b, c, d, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 4 && argc != 5)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
+  rblapack_a = argv[0];
+  rblapack_b = argv[1];
+  rblapack_c = argv[2];
+  rblapack_d = argv[3];
+  if (argc == 5) {
+    rblapack_lwork = argv[4];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (1th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (1th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  n = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  if (!NA_IsNArray(rblapack_c))
+    rb_raise(rb_eArgError, "c (3th argument) must be NArray");
+  if (NA_RANK(rblapack_c) != 1)
+    rb_raise(rb_eArgError, "rank of c (3th argument) must be %d", 1);
+  m = NA_SHAPE0(rblapack_c);
+  if (NA_TYPE(rblapack_c) != NA_DCOMPLEX)
+    rblapack_c = na_change_type(rblapack_c, NA_DCOMPLEX);
+  c = NA_PTR_TYPE(rblapack_c, doublecomplex*);
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (2th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (2th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  if (NA_SHAPE1(rblapack_b) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  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);
+  p = NA_SHAPE0(rblapack_d);
+  if (NA_TYPE(rblapack_d) != NA_DCOMPLEX)
+    rblapack_d = na_change_type(rblapack_d, NA_DCOMPLEX);
+  d = NA_PTR_TYPE(rblapack_d, doublecomplex*);
+  if (rblapack_lwork == Qnil)
+    lwork = m+n+p;
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_x = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  x = NA_PTR_TYPE(rblapack_x, doublecomplex*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublecomplex*);
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublecomplex*);
+  MEMCPY(a_out__, a, doublecomplex, 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_DCOMPLEX, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublecomplex*);
+  MEMCPY(b_out__, b, doublecomplex, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+  {
+    na_shape_t shape[1];
+    shape[0] = m;
+    rblapack_c_out__ = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  c_out__ = NA_PTR_TYPE(rblapack_c_out__, doublecomplex*);
+  MEMCPY(c_out__, c, doublecomplex, NA_TOTAL(rblapack_c));
+  rblapack_c = rblapack_c_out__;
+  c = c_out__;
+  {
+    na_shape_t shape[1];
+    shape[0] = p;
+    rblapack_d_out__ = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  d_out__ = NA_PTR_TYPE(rblapack_d_out__, doublecomplex*);
+  MEMCPY(d_out__, d, doublecomplex, NA_TOTAL(rblapack_d));
+  rblapack_d = rblapack_d_out__;
+  d = d_out__;
+
+  zgglse_(&m, &n, &p, a, &lda, b, &ldb, c, d, x, work, &lwork, &info);
+
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(7, rblapack_x, rblapack_work, rblapack_info, rblapack_a, rblapack_b, rblapack_c, rblapack_d);
+}
+
+void
+init_lapack_zgglse(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "zgglse", rblapack_zgglse, -1);
+}

data/ext/zggqrf.c

@@ -0,0 +1,137 @@
+#include "rb_lapack.h"
+
+extern VOID zggqrf_(integer* n, integer* m, integer* p, doublecomplex* a, integer* lda, doublecomplex* taua, doublecomplex* b, integer* ldb, doublecomplex* taub, doublecomplex* work, integer* lwork, integer* info);
+
+
+static VALUE
+rblapack_zggqrf(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_n;
+  integer n; 
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_taua;
+  doublecomplex *taua; 
+  VALUE rblapack_taub;
+  doublecomplex *taub; 
+  VALUE rblapack_work;
+  doublecomplex *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublecomplex *a_out__;
+  VALUE rblapack_b_out__;
+  doublecomplex *b_out__;
+
+  integer lda;
+  integer m;
+  integer ldb;
+  integer p;
+
+  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  taua, taub, work, info, a, b = NumRu::Lapack.zggqrf( n, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZGGQRF( N, M, P, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZGGQRF computes a generalized QR factorization of an N-by-M matrix A\n*  and an N-by-P matrix B:\n*\n*              A = Q*R,        B = Q*T*Z,\n*\n*  where Q is an N-by-N unitary matrix, Z is a P-by-P unitary matrix,\n*  and R and T assume one of the forms:\n*\n*  if N >= M,  R = ( R11 ) M  ,   or if N < M,  R = ( R11  R12 ) N,\n*                  (  0  ) N-M                         N   M-N\n*                     M\n*\n*  where R11 is upper triangular, and\n*\n*  if N <= P,  T = ( 0  T12 ) N,   or if N > P,  T = ( T11 ) N-P,\n*                   P-N  N                           ( T21 ) P\n*                                                       P\n*\n*  where T12 or T21 is upper triangular.\n*\n*  In particular, if B is square and nonsingular, the GQR factorization\n*  of A and B implicitly gives the QR factorization of inv(B)*A:\n*\n*               inv(B)*A = Z'*(inv(T)*R)\n*\n*  where inv(B) denotes the inverse of the matrix B, and Z' denotes the\n*  conjugate transpose of matrix Z.\n*\n\n*  Arguments\n*  =========\n*\n*  N       (input) INTEGER\n*          The number of rows of the matrices A and B. N >= 0.\n*\n*  M       (input) INTEGER\n*          The number of columns of the matrix A.  M >= 0.\n*\n*  P       (input) INTEGER\n*          The number of columns of the matrix B.  P >= 0.\n*\n*  A       (input/output) COMPLEX*16 array, dimension (LDA,M)\n*          On entry, the N-by-M matrix A.\n*          On exit, the elements on and above the diagonal of the array\n*          contain the min(N,M)-by-M upper trapezoidal matrix R (R is\n*          upper triangular if N >= M); the elements below the diagonal,\n*          with the array TAUA, represent the unitary matrix Q as a\n*          product of min(N,M) elementary reflectors (see Further\n*          Details).\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,N).\n*\n*  TAUA    (output) COMPLEX*16 array, dimension (min(N,M))\n*          The scalar factors of the elementary reflectors which\n*          represent the unitary matrix Q (see Further Details).\n*\n*  B       (input/output) COMPLEX*16 array, dimension (LDB,P)\n*          On entry, the N-by-P matrix B.\n*          On exit, if N <= P, the upper triangle of the subarray\n*          B(1:N,P-N+1:P) contains the N-by-N upper triangular matrix T;\n*          if N > P, the elements on and above the (N-P)-th subdiagonal\n*          contain the N-by-P upper trapezoidal matrix T; the remaining\n*          elements, with the array TAUB, represent the unitary\n*          matrix Z as a product of elementary reflectors (see Further\n*          Details).\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,N).\n*\n*  TAUB    (output) COMPLEX*16 array, dimension (min(N,P))\n*          The scalar factors of the elementary reflectors which\n*          represent the unitary matrix Z (see Further Details).\n*\n*  WORK    (workspace/output) COMPLEX*16 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 >= max(1,N,M,P).\n*          For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),\n*          where NB1 is the optimal blocksize for the QR factorization\n*          of an N-by-M matrix, NB2 is the optimal blocksize for the\n*          RQ factorization of an N-by-P matrix, and NB3 is the optimal\n*          blocksize for a call of ZUNMQR.\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*\n\n*  Further Details\n*  ===============\n*\n*  The matrix Q is represented as a product of elementary reflectors\n*\n*     Q = H(1) H(2) . . . H(k), where k = min(n,m).\n*\n*  Each H(i) has the form\n*\n*     H(i) = I - taua * v * v'\n*\n*  where taua is a complex scalar, and v is a complex vector with\n*  v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),\n*  and taua in TAUA(i).\n*  To form Q explicitly, use LAPACK subroutine ZUNGQR.\n*  To use Q to update another matrix, use LAPACK subroutine ZUNMQR.\n*\n*  The matrix Z is represented as a product of elementary reflectors\n*\n*     Z = H(1) H(2) . . . H(k), where k = min(n,p).\n*\n*  Each H(i) has the form\n*\n*     H(i) = I - taub * v * v'\n*\n*  where taub is a complex scalar, and v is a complex vector with\n*  v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in\n*  B(n-k+i,1:p-k+i-1), and taub in TAUB(i).\n*  To form Z explicitly, use LAPACK subroutine ZUNGRQ.\n*  To use Z to update another matrix, use LAPACK subroutine ZUNMRQ.\n*\n*  =====================================================================\n*\n*     .. Local Scalars ..\n      LOGICAL            LQUERY\n      INTEGER            LOPT, LWKOPT, NB, NB1, NB2, NB3\n*     ..\n*     .. External Subroutines ..\n      EXTERNAL           XERBLA, ZGEQRF, ZGERQF, ZUNMQR\n*     ..\n*     .. External Functions ..\n      INTEGER            ILAENV\n      EXTERNAL           ILAENV\n*     ..\n*     .. Intrinsic Functions ..\n      INTRINSIC          INT, MAX, MIN\n*     ..\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  taua, taub, work, info, a, b = NumRu::Lapack.zggqrf( n, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 3 && argc != 4)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
+  rblapack_n = argv[0];
+  rblapack_a = argv[1];
+  rblapack_b = argv[2];
+  if (argc == 4) {
+    rblapack_lwork = argv[3];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  n = NUM2INT(rblapack_n);
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (3th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (3th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  p = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (2th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (2th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  m = NA_SHAPE1(rblapack_a);
+  if (NA_TYPE(rblapack_a) != NA_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  if (rblapack_lwork == Qnil)
+    lwork = MAX(MAX(n,m),p);
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = MIN(n,m);
+    rblapack_taua = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  taua = NA_PTR_TYPE(rblapack_taua, doublecomplex*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MIN(n,p);
+    rblapack_taub = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  taub = NA_PTR_TYPE(rblapack_taub, doublecomplex*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublecomplex*);
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = m;
+    rblapack_a_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublecomplex*);
+  MEMCPY(a_out__, a, doublecomplex, NA_TOTAL(rblapack_a));
+  rblapack_a = rblapack_a_out__;
+  a = a_out__;
+  {
+    na_shape_t shape[2];
+    shape[0] = ldb;
+    shape[1] = p;
+    rblapack_b_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublecomplex*);
+  MEMCPY(b_out__, b, doublecomplex, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+
+  zggqrf_(&n, &m, &p, a, &lda, taua, b, &ldb, taub, work, &lwork, &info);
+
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(6, rblapack_taua, rblapack_taub, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_zggqrf(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "zggqrf", rblapack_zggqrf, -1);
+}

data/ext/zggrqf.c

@@ -0,0 +1,141 @@
+#include "rb_lapack.h"
+
+extern VOID zggrqf_(integer* m, integer* p, integer* n, doublecomplex* a, integer* lda, doublecomplex* taua, doublecomplex* b, integer* ldb, doublecomplex* taub, doublecomplex* work, integer* lwork, integer* info);
+
+
+static VALUE
+rblapack_zggrqf(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_m;
+  integer m; 
+  VALUE rblapack_p;
+  integer p; 
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_lwork;
+  integer lwork; 
+  VALUE rblapack_taua;
+  doublecomplex *taua; 
+  VALUE rblapack_taub;
+  doublecomplex *taub; 
+  VALUE rblapack_work;
+  doublecomplex *work; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublecomplex *a_out__;
+  VALUE rblapack_b_out__;
+  doublecomplex *b_out__;
+
+  integer lda;
+  integer n;
+  integer ldb;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  taua, taub, work, info, a, b = NumRu::Lapack.zggrqf( m, p, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZGGRQF( M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZGGRQF computes a generalized RQ factorization of an M-by-N matrix A\n*  and a P-by-N matrix B:\n*\n*              A = R*Q,        B = Z*T*Q,\n*\n*  where Q is an N-by-N unitary matrix, Z is a P-by-P unitary\n*  matrix, and R and T assume one of the forms:\n*\n*  if M <= N,  R = ( 0  R12 ) M,   or if M > N,  R = ( R11 ) M-N,\n*                   N-M  M                           ( R21 ) N\n*                                                       N\n*\n*  where R12 or R21 is upper triangular, and\n*\n*  if P >= N,  T = ( T11 ) N  ,   or if P < N,  T = ( T11  T12 ) P,\n*                  (  0  ) P-N                         P   N-P\n*                     N\n*\n*  where T11 is upper triangular.\n*\n*  In particular, if B is square and nonsingular, the GRQ factorization\n*  of A and B implicitly gives the RQ factorization of A*inv(B):\n*\n*               A*inv(B) = (R*inv(T))*Z'\n*\n*  where inv(B) denotes the inverse of the matrix B, and Z' denotes the\n*  conjugate transpose of the matrix Z.\n*\n\n*  Arguments\n*  =========\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  P       (input) INTEGER\n*          The number of rows of the matrix B.  P >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrices A and B. N >= 0.\n*\n*  A       (input/output) COMPLEX*16 array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, if M <= N, the upper triangle of the subarray\n*          A(1:M,N-M+1:N) contains the M-by-M upper triangular matrix R;\n*          if M > N, the elements on and above the (M-N)-th subdiagonal\n*          contain the M-by-N upper trapezoidal matrix R; the remaining\n*          elements, with the array TAUA, represent the unitary\n*          matrix Q as a product of elementary reflectors (see Further\n*          Details).\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  TAUA    (output) COMPLEX*16 array, dimension (min(M,N))\n*          The scalar factors of the elementary reflectors which\n*          represent the unitary matrix Q (see Further Details).\n*\n*  B       (input/output) COMPLEX*16 array, dimension (LDB,N)\n*          On entry, the P-by-N matrix B.\n*          On exit, the elements on and above the diagonal of the array\n*          contain the min(P,N)-by-N upper trapezoidal matrix T (T is\n*          upper triangular if P >= N); the elements below the diagonal,\n*          with the array TAUB, represent the unitary matrix Z as a\n*          product of elementary reflectors (see Further Details).\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,P).\n*\n*  TAUB    (output) COMPLEX*16 array, dimension (min(P,N))\n*          The scalar factors of the elementary reflectors which\n*          represent the unitary matrix Z (see Further Details).\n*\n*  WORK    (workspace/output) COMPLEX*16 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 >= max(1,N,M,P).\n*          For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),\n*          where NB1 is the optimal blocksize for the RQ factorization\n*          of an M-by-N matrix, NB2 is the optimal blocksize for the\n*          QR factorization of a P-by-N matrix, and NB3 is the optimal\n*          blocksize for a call of ZUNMRQ.\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*\n\n*  Further Details\n*  ===============\n*\n*  The matrix Q is represented as a product of elementary reflectors\n*\n*     Q = H(1) H(2) . . . H(k), where k = min(m,n).\n*\n*  Each H(i) has the form\n*\n*     H(i) = I - taua * v * v'\n*\n*  where taua is a complex scalar, and v is a complex vector with\n*  v(n-k+i+1:n) = 0 and v(n-k+i) = 1; v(1:n-k+i-1) is stored on exit in\n*  A(m-k+i,1:n-k+i-1), and taua in TAUA(i).\n*  To form Q explicitly, use LAPACK subroutine ZUNGRQ.\n*  To use Q to update another matrix, use LAPACK subroutine ZUNMRQ.\n*\n*  The matrix Z is represented as a product of elementary reflectors\n*\n*     Z = H(1) H(2) . . . H(k), where k = min(p,n).\n*\n*  Each H(i) has the form\n*\n*     H(i) = I - taub * v * v'\n*\n*  where taub is a complex scalar, and v is a complex vector with\n*  v(1:i-1) = 0 and v(i) = 1; v(i+1:p) is stored on exit in B(i+1:p,i),\n*  and taub in TAUB(i).\n*  To form Z explicitly, use LAPACK subroutine ZUNGQR.\n*  To use Z to update another matrix, use LAPACK subroutine ZUNMQR.\n*\n*  =====================================================================\n*\n*     .. Local Scalars ..\n      LOGICAL            LQUERY\n      INTEGER            LOPT, LWKOPT, NB, NB1, NB2, NB3\n*     ..\n*     .. External Subroutines ..\n      EXTERNAL           XERBLA, ZGEQRF, ZGERQF, ZUNMRQ\n*     ..\n*     .. External Functions ..\n      INTEGER            ILAENV\n      EXTERNAL           ILAENV\n*     ..\n*     .. Intrinsic Functions ..\n      INTRINSIC          INT, MAX, MIN\n*     ..\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  taua, taub, work, info, a, b = NumRu::Lapack.zggrqf( m, p, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 4 && argc != 5)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
+  rblapack_m = argv[0];
+  rblapack_p = argv[1];
+  rblapack_a = argv[2];
+  rblapack_b = argv[3];
+  if (argc == 5) {
+    rblapack_lwork = argv[4];
+  } else if (rblapack_options != Qnil) {
+    rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
+  } else {
+    rblapack_lwork = Qnil;
+  }
+
+  m = NUM2INT(rblapack_m);
+  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_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  p = NUM2INT(rblapack_p);
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (4th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (4th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  if (NA_SHAPE1(rblapack_b) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  if (rblapack_lwork == Qnil)
+    lwork = MAX(MAX(n,m),p);
+  else {
+    lwork = NUM2INT(rblapack_lwork);
+  }
+  {
+    na_shape_t shape[1];
+    shape[0] = MIN(m,n);
+    rblapack_taua = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  taua = NA_PTR_TYPE(rblapack_taua, doublecomplex*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MIN(p,n);
+    rblapack_taub = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  taub = NA_PTR_TYPE(rblapack_taub, doublecomplex*);
+  {
+    na_shape_t shape[1];
+    shape[0] = MAX(1,lwork);
+    rblapack_work = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
+  }
+  work = NA_PTR_TYPE(rblapack_work, doublecomplex*);
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublecomplex*);
+  MEMCPY(a_out__, a, doublecomplex, 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_DCOMPLEX, 2, shape, cNArray);
+  }
+  b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublecomplex*);
+  MEMCPY(b_out__, b, doublecomplex, NA_TOTAL(rblapack_b));
+  rblapack_b = rblapack_b_out__;
+  b = b_out__;
+
+  zggrqf_(&m, &p, &n, a, &lda, taua, b, &ldb, taub, work, &lwork, &info);
+
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(6, rblapack_taua, rblapack_taub, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_zggrqf(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "zggrqf", rblapack_zggrqf, -1);
+}