1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171
|
#include "rb_lapack.h"
extern VOID sgegv_(char* jobvl, char* jobvr, integer* n, real* a, integer* lda, real* b, integer* ldb, real* alphar, real* alphai, real* beta, real* vl, integer* ldvl, real* vr, integer* ldvr, real* work, integer* lwork, integer* info);
static VALUE
rblapack_sgegv(int argc, VALUE *argv, VALUE self){
VALUE rblapack_jobvl;
char jobvl;
VALUE rblapack_jobvr;
char jobvr;
VALUE rblapack_a;
real *a;
VALUE rblapack_b;
real *b;
VALUE rblapack_lwork;
integer lwork;
VALUE rblapack_alphar;
real *alphar;
VALUE rblapack_alphai;
real *alphai;
VALUE rblapack_beta;
real *beta;
VALUE rblapack_vl;
real *vl;
VALUE rblapack_vr;
real *vr;
VALUE rblapack_work;
real *work;
VALUE rblapack_info;
integer info;
VALUE rblapack_a_out__;
real *a_out__;
VALUE rblapack_b_out__;
real *b_out__;
integer lda;
integer n;
integer ldb;
integer ldvl;
integer ldvr;
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 alphar, alphai, beta, vl, vr, work, info, a, b = NumRu::Lapack.sgegv( jobvl, jobvr, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE SGEGV( JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* This routine is deprecated and has been replaced by routine SGGEV.\n*\n* SGEGV computes the eigenvalues and, optionally, the left and/or right\n* eigenvectors of a real matrix pair (A,B).\n* Given two square matrices A and B,\n* the generalized nonsymmetric eigenvalue problem (GNEP) is to find the\n* eigenvalues lambda and corresponding (non-zero) eigenvectors x such\n* that\n*\n* A*x = lambda*B*x.\n*\n* An alternate form is to find the eigenvalues mu and corresponding\n* eigenvectors y such that\n*\n* mu*A*y = B*y.\n*\n* These two forms are equivalent with mu = 1/lambda and x = y if\n* neither lambda nor mu is zero. In order to deal with the case that\n* lambda or mu is zero or small, two values alpha and beta are returned\n* for each eigenvalue, such that lambda = alpha/beta and\n* mu = beta/alpha.\n*\n* The vectors x and y in the above equations are right eigenvectors of\n* the matrix pair (A,B). Vectors u and v satisfying\n*\n* u**H*A = lambda*u**H*B or mu*v**H*A = v**H*B\n*\n* are left eigenvectors of (A,B).\n*\n* Note: this routine performs \"full balancing\" on A and B -- see\n* \"Further Details\", below.\n*\n\n* Arguments\n* =========\n*\n* JOBVL (input) CHARACTER*1\n* = 'N': do not compute the left generalized eigenvectors;\n* = 'V': compute the left generalized eigenvectors (returned\n* in VL).\n*\n* JOBVR (input) CHARACTER*1\n* = 'N': do not compute the right generalized eigenvectors;\n* = 'V': compute the right generalized eigenvectors (returned\n* in VR).\n*\n* N (input) INTEGER\n* The order of the matrices A, B, VL, and VR. N >= 0.\n*\n* A (input/output) REAL array, dimension (LDA, N)\n* On entry, the matrix A.\n* If JOBVL = 'V' or JOBVR = 'V', then on exit A\n* contains the real Schur form of A from the generalized Schur\n* factorization of the pair (A,B) after balancing.\n* If no eigenvectors were computed, then only the diagonal\n* blocks from the Schur form will be correct. See SGGHRD and\n* SHGEQZ for details.\n*\n* LDA (input) INTEGER\n* The leading dimension of A. LDA >= max(1,N).\n*\n* B (input/output) REAL array, dimension (LDB, N)\n* On entry, the matrix B.\n* If JOBVL = 'V' or JOBVR = 'V', then on exit B contains the\n* upper triangular matrix obtained from B in the generalized\n* Schur factorization of the pair (A,B) after balancing.\n* If no eigenvectors were computed, then only those elements of\n* B corresponding to the diagonal blocks from the Schur form of\n* A will be correct. See SGGHRD and SHGEQZ for details.\n*\n* LDB (input) INTEGER\n* The leading dimension of B. LDB >= max(1,N).\n*\n* ALPHAR (output) REAL array, dimension (N)\n* The real parts of each scalar alpha defining an eigenvalue of\n* GNEP.\n*\n* ALPHAI (output) REAL array, dimension (N)\n* The imaginary parts of each scalar alpha defining an\n* eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th\n* eigenvalue is real; if positive, then the j-th and\n* (j+1)-st eigenvalues are a complex conjugate pair, with\n* ALPHAI(j+1) = -ALPHAI(j).\n*\n* BETA (output) REAL array, dimension (N)\n* The scalars beta that define the eigenvalues of GNEP.\n* \n* Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and\n* beta = BETA(j) represent the j-th eigenvalue of the matrix\n* pair (A,B), in one of the forms lambda = alpha/beta or\n* mu = beta/alpha. Since either lambda or mu may overflow,\n* they should not, in general, be computed.\n*\n* VL (output) REAL array, dimension (LDVL,N)\n* If JOBVL = 'V', the left eigenvectors u(j) are stored\n* in the columns of VL, in the same order as their eigenvalues.\n* If the j-th eigenvalue is real, then u(j) = VL(:,j).\n* If the j-th and (j+1)-st eigenvalues form a complex conjugate\n* pair, then\n* u(j) = VL(:,j) + i*VL(:,j+1)\n* and\n* u(j+1) = VL(:,j) - i*VL(:,j+1).\n*\n* Each eigenvector is scaled so that its largest component has\n* abs(real part) + abs(imag. part) = 1, except for eigenvectors\n* corresponding to an eigenvalue with alpha = beta = 0, which\n* are set to zero.\n* Not referenced if JOBVL = 'N'.\n*\n* LDVL (input) INTEGER\n* The leading dimension of the matrix VL. LDVL >= 1, and\n* if JOBVL = 'V', LDVL >= N.\n*\n* VR (output) REAL array, dimension (LDVR,N)\n* If JOBVR = 'V', the right eigenvectors x(j) are stored\n* in the columns of VR, in the same order as their eigenvalues.\n* If the j-th eigenvalue is real, then x(j) = VR(:,j).\n* If the j-th and (j+1)-st eigenvalues form a complex conjugate\n* pair, then\n* x(j) = VR(:,j) + i*VR(:,j+1)\n* and\n* x(j+1) = VR(:,j) - i*VR(:,j+1).\n*\n* Each eigenvector is scaled so that its largest component has\n* abs(real part) + abs(imag. part) = 1, except for eigenvalues\n* corresponding to an eigenvalue with alpha = beta = 0, which\n* are set to zero.\n* Not referenced if JOBVR = 'N'.\n*\n* LDVR (input) INTEGER\n* The leading dimension of the matrix VR. LDVR >= 1, and\n* if JOBVR = 'V', LDVR >= 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. LWORK >= max(1,8*N).\n* For good performance, LWORK must generally be larger.\n* To compute the optimal value of LWORK, call ILAENV to get\n* blocksizes (for SGEQRF, SORMQR, and SORGQR.) Then compute:\n* NB -- MAX of the blocksizes for SGEQRF, SORMQR, and SORGQR;\n* The optimal LWORK is:\n* 2*N + MAX( 6*N, N*(NB+1) ).\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,...,N:\n* The QZ iteration failed. No eigenvectors have been\n* calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)\n* should be correct for j=INFO+1,...,N.\n* > N: errors that usually indicate LAPACK problems:\n* =N+1: error return from SGGBAL\n* =N+2: error return from SGEQRF\n* =N+3: error return from SORMQR\n* =N+4: error return from SORGQR\n* =N+5: error return from SGGHRD\n* =N+6: error return from SHGEQZ (other than failed\n* iteration)\n* =N+7: error return from STGEVC\n* =N+8: error return from SGGBAK (computing VL)\n* =N+9: error return from SGGBAK (computing VR)\n* =N+10: error return from SLASCL (various calls)\n*\n\n* Further Details\n* ===============\n*\n* Balancing\n* ---------\n*\n* This driver calls SGGBAL to both permute and scale rows and columns\n* of A and B. The permutations PL and PR are chosen so that PL*A*PR\n* and PL*B*R will be upper triangular except for the diagonal blocks\n* A(i:j,i:j) and B(i:j,i:j), with i and j as close together as\n* possible. The diagonal scaling matrices DL and DR are chosen so\n* that the pair DL*PL*A*PR*DR, DL*PL*B*PR*DR have elements close to\n* one (except for the elements that start out zero.)\n*\n* After the eigenvalues and eigenvectors of the balanced matrices\n* have been computed, SGGBAK transforms the eigenvectors back to what\n* they would have been (in perfect arithmetic) if they had not been\n* balanced.\n*\n* Contents of A and B on Exit\n* -------- -- - --- - -- ----\n*\n* If any eigenvectors are computed (either JOBVL='V' or JOBVR='V' or\n* both), then on exit the arrays A and B will contain the real Schur\n* form[*] of the \"balanced\" versions of A and B. If no eigenvectors\n* are computed, then only the diagonal blocks will be correct.\n*\n* [*] See SHGEQZ, SGEGS, or read the book \"Matrix Computations\",\n* by Golub & van Loan, pub. by Johns Hopkins U. Press.\n*\n* =====================================================================\n*\n\n");
return Qnil;
}
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
printf("%s\n", "USAGE:\n alphar, alphai, beta, vl, vr, work, info, a, b = NumRu::Lapack.sgegv( jobvl, jobvr, 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_jobvl = argv[0];
rblapack_jobvr = 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;
}
jobvl = StringValueCStr(rblapack_jobvl)[0];
if (!NA_IsNArray(rblapack_a))
rb_raise(rb_eArgError, "a (3th argument) must be NArray");
if (NA_RANK(rblapack_a) != 2)
rb_raise(rb_eArgError, "rank of a (3th argument) must be %d", 2);
lda = NA_SHAPE0(rblapack_a);
n = NA_SHAPE1(rblapack_a);
if (NA_TYPE(rblapack_a) != NA_SFLOAT)
rblapack_a = na_change_type(rblapack_a, NA_SFLOAT);
a = NA_PTR_TYPE(rblapack_a, real*);
jobvr = StringValueCStr(rblapack_jobvr)[0];
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_SFLOAT)
rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
b = NA_PTR_TYPE(rblapack_b, real*);
ldvr = lsame_(&jobvr,"V") ? n : 1;
if (rblapack_lwork == Qnil)
lwork = 8*n;
else {
lwork = NUM2INT(rblapack_lwork);
}
ldvl = lsame_(&jobvl,"V") ? n : 1;
{
na_shape_t shape[1];
shape[0] = n;
rblapack_alphar = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
alphar = NA_PTR_TYPE(rblapack_alphar, real*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_alphai = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
alphai = NA_PTR_TYPE(rblapack_alphai, real*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_beta = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
beta = NA_PTR_TYPE(rblapack_beta, real*);
{
na_shape_t shape[2];
shape[0] = ldvl;
shape[1] = n;
rblapack_vl = na_make_object(NA_SFLOAT, 2, shape, cNArray);
}
vl = NA_PTR_TYPE(rblapack_vl, real*);
{
na_shape_t shape[2];
shape[0] = ldvr;
shape[1] = n;
rblapack_vr = na_make_object(NA_SFLOAT, 2, shape, cNArray);
}
vr = NA_PTR_TYPE(rblapack_vr, real*);
{
na_shape_t shape[1];
shape[0] = MAX(1,lwork);
rblapack_work = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
work = NA_PTR_TYPE(rblapack_work, real*);
{
na_shape_t shape[2];
shape[0] = lda;
shape[1] = n;
rblapack_a_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
}
a_out__ = NA_PTR_TYPE(rblapack_a_out__, real*);
MEMCPY(a_out__, a, real, NA_TOTAL(rblapack_a));
rblapack_a = rblapack_a_out__;
a = a_out__;
{
na_shape_t shape[2];
shape[0] = ldb;
shape[1] = n;
rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
}
b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
MEMCPY(b_out__, b, real, NA_TOTAL(rblapack_b));
rblapack_b = rblapack_b_out__;
b = b_out__;
sgegv_(&jobvl, &jobvr, &n, a, &lda, b, &ldb, alphar, alphai, beta, vl, &ldvl, vr, &ldvr, work, &lwork, &info);
rblapack_info = INT2NUM(info);
return rb_ary_new3(9, rblapack_alphar, rblapack_alphai, rblapack_beta, rblapack_vl, rblapack_vr, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
}
void
init_lapack_sgegv(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
sHelp = sH;
sUsage = sU;
rblapack_ZERO = zero;
rb_define_module_function(mLapack, "sgegv", rblapack_sgegv, -1);
}
|