ruby-lapack 1.7 → 1.7.1

data/ext/zggsvd.c

@@ -0,0 +1,184 @@
+#include "rb_lapack.h"
+
+extern VOID zggsvd_(char* jobu, char* jobv, char* jobq, integer* m, integer* n, integer* p, integer* k, integer* l, doublecomplex* a, integer* lda, doublecomplex* b, integer* ldb, doublereal* alpha, doublereal* beta, doublecomplex* u, integer* ldu, doublecomplex* v, integer* ldv, doublecomplex* q, integer* ldq, doublecomplex* work, doublereal* rwork, integer* iwork, integer* info);
+
+
+static VALUE
+rblapack_zggsvd(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobu;
+  char jobu; 
+  VALUE rblapack_jobv;
+  char jobv; 
+  VALUE rblapack_jobq;
+  char jobq; 
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_k;
+  integer k; 
+  VALUE rblapack_l;
+  integer l; 
+  VALUE rblapack_alpha;
+  doublereal *alpha; 
+  VALUE rblapack_beta;
+  doublereal *beta; 
+  VALUE rblapack_u;
+  doublecomplex *u; 
+  VALUE rblapack_v;
+  doublecomplex *v; 
+  VALUE rblapack_q;
+  doublecomplex *q; 
+  VALUE rblapack_iwork;
+  integer *iwork; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublecomplex *a_out__;
+  VALUE rblapack_b_out__;
+  doublecomplex *b_out__;
+  doublecomplex *work;
+  doublereal *rwork;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer ldu;
+  integer m;
+  integer ldv;
+  integer p;
+  integer ldq;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, alpha, beta, u, v, q, iwork, info, a, b = NumRu::Lapack.zggsvd( jobu, jobv, jobq, a, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZGGSVD( JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, RWORK, IWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZGGSVD computes the generalized singular value decomposition (GSVD)\n*  of an M-by-N complex matrix A and P-by-N complex matrix B:\n*\n*        U'*A*Q = D1*( 0 R ),    V'*B*Q = D2*( 0 R )\n*\n*  where U, V and Q are unitary matrices, and Z' means the conjugate\n*  transpose of Z.  Let K+L = the effective numerical rank of the\n*  matrix (A',B')', then R is a (K+L)-by-(K+L) nonsingular upper\n*  triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) \"diagonal\"\n*  matrices and of the following structures, respectively:\n*\n*  If M-K-L >= 0,\n*\n*                      K  L\n*         D1 =     K ( I  0 )\n*                  L ( 0  C )\n*              M-K-L ( 0  0 )\n*\n*                    K  L\n*         D2 =   L ( 0  S )\n*              P-L ( 0  0 )\n*\n*                  N-K-L  K    L\n*    ( 0 R ) = K (  0   R11  R12 )\n*              L (  0    0   R22 )\n*  where\n*\n*    C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),\n*    S = diag( BETA(K+1),  ... , BETA(K+L) ),\n*    C**2 + S**2 = I.\n*\n*    R is stored in A(1:K+L,N-K-L+1:N) on exit.\n*\n*  If M-K-L < 0,\n*\n*                    K M-K K+L-M\n*         D1 =   K ( I  0    0   )\n*              M-K ( 0  C    0   )\n*\n*                      K M-K K+L-M\n*         D2 =   M-K ( 0  S    0  )\n*              K+L-M ( 0  0    I  )\n*                P-L ( 0  0    0  )\n*\n*                     N-K-L  K   M-K  K+L-M\n*    ( 0 R ) =     K ( 0    R11  R12  R13  )\n*                M-K ( 0     0   R22  R23  )\n*              K+L-M ( 0     0    0   R33  )\n*\n*  where\n*\n*    C = diag( ALPHA(K+1), ... , ALPHA(M) ),\n*    S = diag( BETA(K+1),  ... , BETA(M) ),\n*    C**2 + S**2 = I.\n*\n*    (R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored\n*    ( 0  R22 R23 )\n*    in B(M-K+1:L,N+M-K-L+1:N) on exit.\n*\n*  The routine computes C, S, R, and optionally the unitary\n*  transformation matrices U, V and Q.\n*\n*  In particular, if B is an N-by-N nonsingular matrix, then the GSVD of\n*  A and B implicitly gives the SVD of A*inv(B):\n*                       A*inv(B) = U*(D1*inv(D2))*V'.\n*  If ( A',B')' has orthnormal columns, then the GSVD of A and B is also\n*  equal to the CS decomposition of A and B. Furthermore, the GSVD can\n*  be used to derive the solution of the eigenvalue problem:\n*                       A'*A x = lambda* B'*B x.\n*  In some literature, the GSVD of A and B is presented in the form\n*                   U'*A*X = ( 0 D1 ),   V'*B*X = ( 0 D2 )\n*  where U and V are orthogonal and X is nonsingular, and D1 and D2 are\n*  ``diagonal''.  The former GSVD form can be converted to the latter\n*  form by taking the nonsingular matrix X as\n*\n*                        X = Q*(  I   0    )\n*                              (  0 inv(R) )\n*\n\n*  Arguments\n*  =========\n*\n*  JOBU    (input) CHARACTER*1\n*          = 'U':  Unitary matrix U is computed;\n*          = 'N':  U is not computed.\n*\n*  JOBV    (input) CHARACTER*1\n*          = 'V':  Unitary matrix V is computed;\n*          = 'N':  V is not computed.\n*\n*  JOBQ    (input) CHARACTER*1\n*          = 'Q':  Unitary matrix Q is computed;\n*          = 'N':  Q is not computed.\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrices A and B.  N >= 0.\n*\n*  P       (input) INTEGER\n*          The number of rows of the matrix B.  P >= 0.\n*\n*  K       (output) INTEGER\n*  L       (output) INTEGER\n*          On exit, K and L specify the dimension of the subblocks\n*          described in Purpose.\n*          K + L = effective numerical rank of (A',B')'.\n*\n*  A       (input/output) COMPLEX*16 array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, A contains the triangular matrix R, or part of R.\n*          See Purpose for details.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  B       (input/output) COMPLEX*16 array, dimension (LDB,N)\n*          On entry, the P-by-N matrix B.\n*          On exit, B contains part of the triangular matrix R if\n*          M-K-L < 0.  See Purpose for details.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,P).\n*\n*  ALPHA   (output) DOUBLE PRECISION array, dimension (N)\n*  BETA    (output) DOUBLE PRECISION array, dimension (N)\n*          On exit, ALPHA and BETA contain the generalized singular\n*          value pairs of A and B;\n*            ALPHA(1:K) = 1,\n*            BETA(1:K)  = 0,\n*          and if M-K-L >= 0,\n*            ALPHA(K+1:K+L) = C,\n*            BETA(K+1:K+L)  = S,\n*          or if M-K-L < 0,\n*            ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0\n*            BETA(K+1:M) = S, BETA(M+1:K+L) = 1\n*          and\n*            ALPHA(K+L+1:N) = 0\n*            BETA(K+L+1:N)  = 0\n*\n*  U       (output) COMPLEX*16 array, dimension (LDU,M)\n*          If JOBU = 'U', U contains the M-by-M unitary matrix U.\n*          If JOBU = 'N', U is not referenced.\n*\n*  LDU     (input) INTEGER\n*          The leading dimension of the array U. LDU >= max(1,M) if\n*          JOBU = 'U'; LDU >= 1 otherwise.\n*\n*  V       (output) COMPLEX*16 array, dimension (LDV,P)\n*          If JOBV = 'V', V contains the P-by-P unitary matrix V.\n*          If JOBV = 'N', V is not referenced.\n*\n*  LDV     (input) INTEGER\n*          The leading dimension of the array V. LDV >= max(1,P) if\n*          JOBV = 'V'; LDV >= 1 otherwise.\n*\n*  Q       (output) COMPLEX*16 array, dimension (LDQ,N)\n*          If JOBQ = 'Q', Q contains the N-by-N unitary matrix Q.\n*          If JOBQ = 'N', Q is not referenced.\n*\n*  LDQ     (input) INTEGER\n*          The leading dimension of the array Q. LDQ >= max(1,N) if\n*          JOBQ = 'Q'; LDQ >= 1 otherwise.\n*\n*  WORK    (workspace) COMPLEX*16 array, dimension (max(3*N,M,P)+N)\n*\n*  RWORK   (workspace) DOUBLE PRECISION array, dimension (2*N)\n*\n*  IWORK   (workspace/output) INTEGER array, dimension (N)\n*          On exit, IWORK stores the sorting information. More\n*          precisely, the following loop will sort ALPHA\n*             for I = K+1, min(M,K+L)\n*                 swap ALPHA(I) and ALPHA(IWORK(I))\n*             endfor\n*          such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N).\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit.\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*          > 0:  if INFO = 1, the Jacobi-type procedure failed to\n*                converge.  For further details, see subroutine ZTGSJA.\n*\n*  Internal Parameters\n*  ===================\n*\n*  TOLA    DOUBLE PRECISION\n*  TOLB    DOUBLE PRECISION\n*          TOLA and TOLB are the thresholds to determine the effective\n*          rank of (A',B')'. Generally, they are set to\n*                   TOLA = MAX(M,N)*norm(A)*MAZHEPS,\n*                   TOLB = MAX(P,N)*norm(B)*MAZHEPS.\n*          The size of TOLA and TOLB may affect the size of backward\n*          errors of the decomposition.\n*\n\n*  Further Details\n*  ===============\n*\n*  2-96 Based on modifications by\n*     Ming Gu and Huan Ren, Computer Science Division, University of\n*     California at Berkeley, USA\n*\n*  =====================================================================\n*\n*     .. Local Scalars ..\n      LOGICAL            WANTQ, WANTU, WANTV\n      INTEGER            I, IBND, ISUB, J, NCYCLE\n      DOUBLE PRECISION   ANORM, BNORM, SMAX, TEMP, TOLA, TOLB, ULP, UNFL\n*     ..\n*     .. External Functions ..\n      LOGICAL            LSAME\n      DOUBLE PRECISION   DLAMCH, ZLANGE\n      EXTERNAL           LSAME, DLAMCH, ZLANGE\n*     ..\n*     .. External Subroutines ..\n      EXTERNAL           DCOPY, XERBLA, ZGGSVP, ZTGSJA\n*     ..\n*     .. Intrinsic Functions ..\n      INTRINSIC          MAX, MIN\n*     ..\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, alpha, beta, u, v, q, iwork, info, a, b = NumRu::Lapack.zggsvd( jobu, jobv, jobq, a, b, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 5 && argc != 5)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 5)", argc);
+  rblapack_jobu = argv[0];
+  rblapack_jobv = argv[1];
+  rblapack_jobq = argv[2];
+  rblapack_a = argv[3];
+  rblapack_b = argv[4];
+  if (argc == 5) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  jobu = StringValueCStr(rblapack_jobu)[0];
+  jobq = StringValueCStr(rblapack_jobq)[0];
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (5th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (5th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  n = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  p = ldb;
+  jobv = StringValueCStr(rblapack_jobv)[0];
+  ldv = lsame_(&jobv,"V") ? MAX(1,p) : 1;
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (4th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (4th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  if (NA_SHAPE1(rblapack_a) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of a must be the same as shape 1 of b");
+  if (NA_TYPE(rblapack_a) != NA_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  ldq = lsame_(&jobq,"Q") ? MAX(1,n) : 1;
+  m = lda;
+  ldu = lsame_(&jobu,"U") ? MAX(1,m) : 1;
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_alpha = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  alpha = NA_PTR_TYPE(rblapack_alpha, doublereal*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_beta = na_make_object(NA_DFLOAT, 1, shape, cNArray);
+  }
+  beta = NA_PTR_TYPE(rblapack_beta, doublereal*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldu;
+    shape[1] = m;
+    rblapack_u = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  u = NA_PTR_TYPE(rblapack_u, doublecomplex*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldv;
+    shape[1] = p;
+    rblapack_v = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  v = NA_PTR_TYPE(rblapack_v, doublecomplex*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldq;
+    shape[1] = n;
+    rblapack_q = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  q = NA_PTR_TYPE(rblapack_q, doublecomplex*);
+  {
+    na_shape_t shape[1];
+    shape[0] = n;
+    rblapack_iwork = na_make_object(NA_LINT, 1, shape, cNArray);
+  }
+  iwork = NA_PTR_TYPE(rblapack_iwork, integer*);
+  {
+    na_shape_t shape[2];
+    shape[0] = lda;
+    shape[1] = n;
+    rblapack_a_out__ = na_make_object(NA_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__;
+  work = ALLOC_N(doublecomplex, (MAX(3*n,m)*(p)+n));
+  rwork = ALLOC_N(doublereal, (2*n));
+
+  zggsvd_(&jobu, &jobv, &jobq, &m, &n, &p, &k, &l, a, &lda, b, &ldb, alpha, beta, u, &ldu, v, &ldv, q, &ldq, work, rwork, iwork, &info);
+
+  free(work);
+  free(rwork);
+  rblapack_k = INT2NUM(k);
+  rblapack_l = INT2NUM(l);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(11, rblapack_k, rblapack_l, rblapack_alpha, rblapack_beta, rblapack_u, rblapack_v, rblapack_q, rblapack_iwork, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_zggsvd(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "zggsvd", rblapack_zggsvd, -1);
+}

data/ext/zggsvp.c

@@ -0,0 +1,174 @@
+#include "rb_lapack.h"
+
+extern VOID zggsvp_(char* jobu, char* jobv, char* jobq, integer* m, integer* p, integer* n, doublecomplex* a, integer* lda, doublecomplex* b, integer* ldb, doublereal* tola, doublereal* tolb, integer* k, integer* l, doublecomplex* u, integer* ldu, doublecomplex* v, integer* ldv, doublecomplex* q, integer* ldq, integer* iwork, doublereal* rwork, doublecomplex* tau, doublecomplex* work, integer* info);
+
+
+static VALUE
+rblapack_zggsvp(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_jobu;
+  char jobu; 
+  VALUE rblapack_jobv;
+  char jobv; 
+  VALUE rblapack_jobq;
+  char jobq; 
+  VALUE rblapack_a;
+  doublecomplex *a; 
+  VALUE rblapack_b;
+  doublecomplex *b; 
+  VALUE rblapack_tola;
+  doublereal tola; 
+  VALUE rblapack_tolb;
+  doublereal tolb; 
+  VALUE rblapack_k;
+  integer k; 
+  VALUE rblapack_l;
+  integer l; 
+  VALUE rblapack_u;
+  doublecomplex *u; 
+  VALUE rblapack_v;
+  doublecomplex *v; 
+  VALUE rblapack_q;
+  doublecomplex *q; 
+  VALUE rblapack_info;
+  integer info; 
+  VALUE rblapack_a_out__;
+  doublecomplex *a_out__;
+  VALUE rblapack_b_out__;
+  doublecomplex *b_out__;
+  integer *iwork;
+  doublereal *rwork;
+  doublecomplex *tau;
+  doublecomplex *work;
+
+  integer lda;
+  integer n;
+  integer ldb;
+  integer ldu;
+  integer m;
+  integer ldv;
+  integer p;
+  integer ldq;
+
+  VALUE rblapack_options;
+  if (argc > 0 && TYPE(argv[argc-1]) == T_HASH) {
+    argc--;
+    rblapack_options = argv[argc];
+    if (rb_hash_aref(rblapack_options, sHelp) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, u, v, q, info, a, b = NumRu::Lapack.zggsvp( jobu, jobv, jobq, a, b, tola, tolb, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZGGSVP( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZGGSVP computes unitary matrices U, V and Q such that\n*\n*                   N-K-L  K    L\n*   U'*A*Q =     K ( 0    A12  A13 )  if M-K-L >= 0;\n*                L ( 0     0   A23 )\n*            M-K-L ( 0     0    0  )\n*\n*                   N-K-L  K    L\n*          =     K ( 0    A12  A13 )  if M-K-L < 0;\n*              M-K ( 0     0   A23 )\n*\n*                 N-K-L  K    L\n*   V'*B*Q =   L ( 0     0   B13 )\n*            P-L ( 0     0    0  )\n*\n*  where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular\n*  upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,\n*  otherwise A23 is (M-K)-by-L upper trapezoidal.  K+L = the effective\n*  numerical rank of the (M+P)-by-N matrix (A',B')'.  Z' denotes the\n*  conjugate transpose of Z.\n*\n*  This decomposition is the preprocessing step for computing the\n*  Generalized Singular Value Decomposition (GSVD), see subroutine\n*  ZGGSVD.\n*\n\n*  Arguments\n*  =========\n*\n*  JOBU    (input) CHARACTER*1\n*          = 'U':  Unitary matrix U is computed;\n*          = 'N':  U is not computed.\n*\n*  JOBV    (input) CHARACTER*1\n*          = 'V':  Unitary matrix V is computed;\n*          = 'N':  V is not computed.\n*\n*  JOBQ    (input) CHARACTER*1\n*          = 'Q':  Unitary matrix Q is computed;\n*          = 'N':  Q is not computed.\n*\n*  M       (input) INTEGER\n*          The number of rows of the matrix A.  M >= 0.\n*\n*  P       (input) INTEGER\n*          The number of rows of the matrix B.  P >= 0.\n*\n*  N       (input) INTEGER\n*          The number of columns of the matrices A and B.  N >= 0.\n*\n*  A       (input/output) COMPLEX*16 array, dimension (LDA,N)\n*          On entry, the M-by-N matrix A.\n*          On exit, A contains the triangular (or trapezoidal) matrix\n*          described in the Purpose section.\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,M).\n*\n*  B       (input/output) COMPLEX*16 array, dimension (LDB,N)\n*          On entry, the P-by-N matrix B.\n*          On exit, B contains the triangular matrix described in\n*          the Purpose section.\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,P).\n*\n*  TOLA    (input) DOUBLE PRECISION\n*  TOLB    (input) DOUBLE PRECISION\n*          TOLA and TOLB are the thresholds to determine the effective\n*          numerical rank of matrix B and a subblock of A. Generally,\n*          they are set to\n*             TOLA = MAX(M,N)*norm(A)*MAZHEPS,\n*             TOLB = MAX(P,N)*norm(B)*MAZHEPS.\n*          The size of TOLA and TOLB may affect the size of backward\n*          errors of the decomposition.\n*\n*  K       (output) INTEGER\n*  L       (output) INTEGER\n*          On exit, K and L specify the dimension of the subblocks\n*          described in Purpose section.\n*          K + L = effective numerical rank of (A',B')'.\n*\n*  U       (output) COMPLEX*16 array, dimension (LDU,M)\n*          If JOBU = 'U', U contains the unitary matrix U.\n*          If JOBU = 'N', U is not referenced.\n*\n*  LDU     (input) INTEGER\n*          The leading dimension of the array U. LDU >= max(1,M) if\n*          JOBU = 'U'; LDU >= 1 otherwise.\n*\n*  V       (output) COMPLEX*16 array, dimension (LDV,P)\n*          If JOBV = 'V', V contains the unitary matrix V.\n*          If JOBV = 'N', V is not referenced.\n*\n*  LDV     (input) INTEGER\n*          The leading dimension of the array V. LDV >= max(1,P) if\n*          JOBV = 'V'; LDV >= 1 otherwise.\n*\n*  Q       (output) COMPLEX*16 array, dimension (LDQ,N)\n*          If JOBQ = 'Q', Q contains the unitary matrix Q.\n*          If JOBQ = 'N', Q is not referenced.\n*\n*  LDQ     (input) INTEGER\n*          The leading dimension of the array Q. LDQ >= max(1,N) if\n*          JOBQ = 'Q'; LDQ >= 1 otherwise.\n*\n*  IWORK   (workspace) INTEGER array, dimension (N)\n*\n*  RWORK   (workspace) DOUBLE PRECISION array, dimension (2*N)\n*\n*  TAU     (workspace) COMPLEX*16 array, dimension (N)\n*\n*  WORK    (workspace) COMPLEX*16 array, dimension (max(3*N,M,P))\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value.\n*\n\n*  Further Details\n*  ===============\n*\n*  The subroutine uses LAPACK subroutine ZGEQPF for the QR factorization\n*  with column pivoting to detect the effective numerical rank of the\n*  a matrix. It may be replaced by a better rank determination strategy.\n*\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  k, l, u, v, q, info, a, b = NumRu::Lapack.zggsvp( jobu, jobv, jobq, a, b, tola, tolb, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 7 && argc != 7)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 7)", argc);
+  rblapack_jobu = argv[0];
+  rblapack_jobv = argv[1];
+  rblapack_jobq = argv[2];
+  rblapack_a = argv[3];
+  rblapack_b = argv[4];
+  rblapack_tola = argv[5];
+  rblapack_tolb = argv[6];
+  if (argc == 7) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  jobu = StringValueCStr(rblapack_jobu)[0];
+  jobq = StringValueCStr(rblapack_jobq)[0];
+  if (!NA_IsNArray(rblapack_b))
+    rb_raise(rb_eArgError, "b (5th argument) must be NArray");
+  if (NA_RANK(rblapack_b) != 2)
+    rb_raise(rb_eArgError, "rank of b (5th argument) must be %d", 2);
+  ldb = NA_SHAPE0(rblapack_b);
+  n = NA_SHAPE1(rblapack_b);
+  if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
+    rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
+  b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
+  tolb = NUM2DBL(rblapack_tolb);
+  p = ldb;
+  jobv = StringValueCStr(rblapack_jobv)[0];
+  tola = NUM2DBL(rblapack_tola);
+  ldv = lsame_(&jobv,"V") ? MAX(1,p) : 1;
+  if (!NA_IsNArray(rblapack_a))
+    rb_raise(rb_eArgError, "a (4th argument) must be NArray");
+  if (NA_RANK(rblapack_a) != 2)
+    rb_raise(rb_eArgError, "rank of a (4th argument) must be %d", 2);
+  lda = NA_SHAPE0(rblapack_a);
+  if (NA_SHAPE1(rblapack_a) != n)
+    rb_raise(rb_eRuntimeError, "shape 1 of a must be the same as shape 1 of b");
+  if (NA_TYPE(rblapack_a) != NA_DCOMPLEX)
+    rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
+  a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
+  ldq = lsame_(&jobq,"Q") ? MAX(1,n) : 1;
+  m = lda;
+  ldu = lsame_(&jobu,"U") ? MAX(1,m) : 1;
+  {
+    na_shape_t shape[2];
+    shape[0] = ldu;
+    shape[1] = m;
+    rblapack_u = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  u = NA_PTR_TYPE(rblapack_u, doublecomplex*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldv;
+    shape[1] = p;
+    rblapack_v = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  v = NA_PTR_TYPE(rblapack_v, doublecomplex*);
+  {
+    na_shape_t shape[2];
+    shape[0] = ldq;
+    shape[1] = n;
+    rblapack_q = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
+  }
+  q = NA_PTR_TYPE(rblapack_q, 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__;
+  iwork = ALLOC_N(integer, (n));
+  rwork = ALLOC_N(doublereal, (2*n));
+  tau = ALLOC_N(doublecomplex, (n));
+  work = ALLOC_N(doublecomplex, (MAX(3*n,m)*(p)));
+
+  zggsvp_(&jobu, &jobv, &jobq, &m, &p, &n, a, &lda, b, &ldb, &tola, &tolb, &k, &l, u, &ldu, v, &ldv, q, &ldq, iwork, rwork, tau, work, &info);
+
+  free(iwork);
+  free(rwork);
+  free(tau);
+  free(work);
+  rblapack_k = INT2NUM(k);
+  rblapack_l = INT2NUM(l);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(8, rblapack_k, rblapack_l, rblapack_u, rblapack_v, rblapack_q, rblapack_info, rblapack_a, rblapack_b);
+}
+
+void
+init_lapack_zggsvp(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "zggsvp", rblapack_zggsvp, -1);
+}

data/ext/zgtcon.c

@@ -0,0 +1,121 @@
+#include "rb_lapack.h"
+
+extern VOID zgtcon_(char* norm, integer* n, doublecomplex* dl, doublecomplex* d, doublecomplex* du, doublecomplex* du2, integer* ipiv, doublereal* anorm, doublereal* rcond, doublecomplex* work, integer* info);
+
+
+static VALUE
+rblapack_zgtcon(int argc, VALUE *argv, VALUE self){
+  VALUE rblapack_norm;
+  char norm; 
+  VALUE rblapack_dl;
+  doublecomplex *dl; 
+  VALUE rblapack_d;
+  doublecomplex *d; 
+  VALUE rblapack_du;
+  doublecomplex *du; 
+  VALUE rblapack_du2;
+  doublecomplex *du2; 
+  VALUE rblapack_ipiv;
+  integer *ipiv; 
+  VALUE rblapack_anorm;
+  doublereal anorm; 
+  VALUE rblapack_rcond;
+  doublereal rcond; 
+  VALUE rblapack_info;
+  integer info; 
+  doublecomplex *work;
+
+  integer n;
+
+  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  rcond, info = NumRu::Lapack.zgtcon( norm, dl, d, du, du2, ipiv, anorm, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE ZGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND, WORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  ZGTCON estimates the reciprocal of the condition number of a complex\n*  tridiagonal matrix A using the LU factorization as computed by\n*  ZGTTRF.\n*\n*  An estimate is obtained for norm(inv(A)), and the reciprocal of the\n*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).\n*\n\n*  Arguments\n*  =========\n*\n*  NORM    (input) CHARACTER*1\n*          Specifies whether the 1-norm condition number or the\n*          infinity-norm condition number is required:\n*          = '1' or 'O':  1-norm;\n*          = 'I':         Infinity-norm.\n*\n*  N       (input) INTEGER\n*          The order of the matrix A.  N >= 0.\n*\n*  DL      (input) COMPLEX*16 array, dimension (N-1)\n*          The (n-1) multipliers that define the matrix L from the\n*          LU factorization of A as computed by ZGTTRF.\n*\n*  D       (input) COMPLEX*16 array, dimension (N)\n*          The n diagonal elements of the upper triangular matrix U from\n*          the LU factorization of A.\n*\n*  DU      (input) COMPLEX*16 array, dimension (N-1)\n*          The (n-1) elements of the first superdiagonal of U.\n*\n*  DU2     (input) COMPLEX*16 array, dimension (N-2)\n*          The (n-2) elements of the second superdiagonal of U.\n*\n*  IPIV    (input) INTEGER array, dimension (N)\n*          The pivot indices; for 1 <= i <= n, row i of the matrix was\n*          interchanged with row IPIV(i).  IPIV(i) will always be either\n*          i or i+1; IPIV(i) = i indicates a row interchange was not\n*          required.\n*\n*  ANORM   (input) DOUBLE PRECISION\n*          If NORM = '1' or 'O', the 1-norm of the original matrix A.\n*          If NORM = 'I', the infinity-norm of the original matrix A.\n*\n*  RCOND   (output) DOUBLE PRECISION\n*          The reciprocal of the condition number of the matrix A,\n*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an\n*          estimate of the 1-norm of inv(A) computed in this routine.\n*\n*  WORK    (workspace) COMPLEX*16 array, dimension (2*N)\n*\n*  INFO    (output) INTEGER\n*          = 0:  successful exit\n*          < 0:  if INFO = -i, the i-th argument had an illegal value\n*\n\n*  =====================================================================\n*\n\n");
+      return Qnil;
+    }
+    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
+      printf("%s\n", "USAGE:\n  rcond, info = NumRu::Lapack.zgtcon( norm, dl, d, du, du2, ipiv, anorm, [:usage => usage, :help => help])\n");
+      return Qnil;
+    } 
+  } else
+    rblapack_options = Qnil;
+  if (argc != 7 && argc != 7)
+    rb_raise(rb_eArgError,"wrong number of arguments (%d for 7)", argc);
+  rblapack_norm = argv[0];
+  rblapack_dl = argv[1];
+  rblapack_d = argv[2];
+  rblapack_du = argv[3];
+  rblapack_du2 = argv[4];
+  rblapack_ipiv = argv[5];
+  rblapack_anorm = argv[6];
+  if (argc == 7) {
+  } else if (rblapack_options != Qnil) {
+  } else {
+  }
+
+  norm = StringValueCStr(rblapack_norm)[0];
+  if (!NA_IsNArray(rblapack_d))
+    rb_raise(rb_eArgError, "d (3th argument) must be NArray");
+  if (NA_RANK(rblapack_d) != 1)
+    rb_raise(rb_eArgError, "rank of d (3th argument) must be %d", 1);
+  n = 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 (!NA_IsNArray(rblapack_ipiv))
+    rb_raise(rb_eArgError, "ipiv (6th argument) must be NArray");
+  if (NA_RANK(rblapack_ipiv) != 1)
+    rb_raise(rb_eArgError, "rank of ipiv (6th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_ipiv) != n)
+    rb_raise(rb_eRuntimeError, "shape 0 of ipiv must be the same as shape 0 of d");
+  if (NA_TYPE(rblapack_ipiv) != NA_LINT)
+    rblapack_ipiv = na_change_type(rblapack_ipiv, NA_LINT);
+  ipiv = NA_PTR_TYPE(rblapack_ipiv, integer*);
+  if (!NA_IsNArray(rblapack_dl))
+    rb_raise(rb_eArgError, "dl (2th argument) must be NArray");
+  if (NA_RANK(rblapack_dl) != 1)
+    rb_raise(rb_eArgError, "rank of dl (2th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_dl) != (n-1))
+    rb_raise(rb_eRuntimeError, "shape 0 of dl must be %d", n-1);
+  if (NA_TYPE(rblapack_dl) != NA_DCOMPLEX)
+    rblapack_dl = na_change_type(rblapack_dl, NA_DCOMPLEX);
+  dl = NA_PTR_TYPE(rblapack_dl, doublecomplex*);
+  if (!NA_IsNArray(rblapack_du2))
+    rb_raise(rb_eArgError, "du2 (5th argument) must be NArray");
+  if (NA_RANK(rblapack_du2) != 1)
+    rb_raise(rb_eArgError, "rank of du2 (5th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_du2) != (n-2))
+    rb_raise(rb_eRuntimeError, "shape 0 of du2 must be %d", n-2);
+  if (NA_TYPE(rblapack_du2) != NA_DCOMPLEX)
+    rblapack_du2 = na_change_type(rblapack_du2, NA_DCOMPLEX);
+  du2 = NA_PTR_TYPE(rblapack_du2, doublecomplex*);
+  if (!NA_IsNArray(rblapack_du))
+    rb_raise(rb_eArgError, "du (4th argument) must be NArray");
+  if (NA_RANK(rblapack_du) != 1)
+    rb_raise(rb_eArgError, "rank of du (4th argument) must be %d", 1);
+  if (NA_SHAPE0(rblapack_du) != (n-1))
+    rb_raise(rb_eRuntimeError, "shape 0 of du must be %d", n-1);
+  if (NA_TYPE(rblapack_du) != NA_DCOMPLEX)
+    rblapack_du = na_change_type(rblapack_du, NA_DCOMPLEX);
+  du = NA_PTR_TYPE(rblapack_du, doublecomplex*);
+  anorm = NUM2DBL(rblapack_anorm);
+  work = ALLOC_N(doublecomplex, (2*n));
+
+  zgtcon_(&norm, &n, dl, d, du, du2, ipiv, &anorm, &rcond, work, &info);
+
+  free(work);
+  rblapack_rcond = rb_float_new((double)rcond);
+  rblapack_info = INT2NUM(info);
+  return rb_ary_new3(2, rblapack_rcond, rblapack_info);
+}
+
+void
+init_lapack_zgtcon(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
+  sHelp = sH;
+  sUsage = sU;
+  rblapack_ZERO = zero;
+
+  rb_define_module_function(mLapack, "zgtcon", rblapack_zgtcon, -1);
+}