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#include "rb_lapack.h"
extern VOID sggevx_(char* balanc, char* jobvl, char* jobvr, char* sense, integer* n, real* a, integer* lda, real* b, integer* ldb, real* alphar, real* alphai, real* beta, real* vl, integer* ldvl, real* vr, integer* ldvr, integer* ilo, integer* ihi, real* lscale, real* rscale, real* abnrm, real* bbnrm, real* rconde, real* rcondv, real* work, integer* lwork, integer* iwork, logical* bwork, integer* info);
static VALUE
rblapack_sggevx(int argc, VALUE *argv, VALUE self){
VALUE rblapack_balanc;
char balanc;
VALUE rblapack_jobvl;
char jobvl;
VALUE rblapack_jobvr;
char jobvr;
VALUE rblapack_sense;
char sense;
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_ilo;
integer ilo;
VALUE rblapack_ihi;
integer ihi;
VALUE rblapack_lscale;
real *lscale;
VALUE rblapack_rscale;
real *rscale;
VALUE rblapack_abnrm;
real abnrm;
VALUE rblapack_bbnrm;
real bbnrm;
VALUE rblapack_rconde;
real *rconde;
VALUE rblapack_rcondv;
real *rcondv;
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 *iwork;
logical *bwork;
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, ilo, ihi, lscale, rscale, abnrm, bbnrm, rconde, rcondv, work, info, a, b = NumRu::Lapack.sggevx( balanc, jobvl, jobvr, sense, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE SGGEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, ILO, IHI, LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, WORK, LWORK, IWORK, BWORK, INFO )\n\n* Purpose\n* =======\n*\n* SGGEVX computes for a pair of N-by-N real nonsymmetric matrices (A,B)\n* the generalized eigenvalues, and optionally, the left and/or right\n* generalized eigenvectors.\n*\n* Optionally also, it computes a balancing transformation to improve\n* the conditioning of the eigenvalues and eigenvectors (ILO, IHI,\n* LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for\n* the eigenvalues (RCONDE), and reciprocal condition numbers for the\n* right eigenvectors (RCONDV).\n*\n* A generalized eigenvalue for a pair of matrices (A,B) is a scalar\n* lambda or a ratio alpha/beta = lambda, such that A - lambda*B is\n* singular. It is usually represented as the pair (alpha,beta), as\n* there is a reasonable interpretation for beta=0, and even for both\n* being zero.\n*\n* The right eigenvector v(j) corresponding to the eigenvalue lambda(j)\n* of (A,B) satisfies\n*\n* A * v(j) = lambda(j) * B * v(j) .\n*\n* The left eigenvector u(j) corresponding to the eigenvalue lambda(j)\n* of (A,B) satisfies\n*\n* u(j)**H * A = lambda(j) * u(j)**H * B.\n*\n* where u(j)**H is the conjugate-transpose of u(j).\n*\n*\n\n* Arguments\n* =========\n*\n* BALANC (input) CHARACTER*1\n* Specifies the balance option to be performed.\n* = 'N': do not diagonally scale or permute;\n* = 'P': permute only;\n* = 'S': scale only;\n* = 'B': both permute and scale.\n* Computed reciprocal condition numbers will be for the\n* matrices after permuting and/or balancing. Permuting does\n* not change condition numbers (in exact arithmetic), but\n* balancing does.\n*\n* JOBVL (input) CHARACTER*1\n* = 'N': do not compute the left generalized eigenvectors;\n* = 'V': compute the left generalized eigenvectors.\n*\n* JOBVR (input) CHARACTER*1\n* = 'N': do not compute the right generalized eigenvectors;\n* = 'V': compute the right generalized eigenvectors.\n*\n* SENSE (input) CHARACTER*1\n* Determines which reciprocal condition numbers are computed.\n* = 'N': none are computed;\n* = 'E': computed for eigenvalues only;\n* = 'V': computed for eigenvectors only;\n* = 'B': computed for eigenvalues and eigenvectors.\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 in the pair (A,B).\n* On exit, A has been overwritten. If JOBVL='V' or JOBVR='V'\n* or both, then A contains the first part of the real Schur\n* form of the \"balanced\" versions of the input A and B.\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 in the pair (A,B).\n* On exit, B has been overwritten. If JOBVL='V' or JOBVR='V'\n* or both, then B contains the second part of the real Schur\n* form of the \"balanced\" versions of the input A and B.\n*\n* LDB (input) INTEGER\n* The leading dimension of 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. If ALPHAI(j) is zero, then\n* the j-th 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) negative.\n*\n* Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)\n* may easily over- or underflow, and BETA(j) may even be zero.\n* Thus, the user should avoid naively computing the ratio\n* ALPHA/BETA. However, ALPHAR and ALPHAI will be always less\n* than and usually comparable with norm(A) in magnitude, and\n* BETA always less than and usually comparable with norm(B).\n*\n* VL (output) REAL array, dimension (LDVL,N)\n* If JOBVL = 'V', the left eigenvectors u(j) are stored one\n* after another in the columns of VL, in the same order as\n* their eigenvalues. If the j-th eigenvalue is real, then\n* u(j) = VL(:,j), the j-th column of VL. If the j-th and\n* (j+1)-th eigenvalues form a complex conjugate pair, then\n* u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1).\n* Each eigenvector will be scaled so the largest component have\n* abs(real part) + abs(imag. part) = 1.\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 v(j) are stored one\n* after another in the columns of VR, in the same order as\n* their eigenvalues. If the j-th eigenvalue is real, then\n* v(j) = VR(:,j), the j-th column of VR. If the j-th and\n* (j+1)-th eigenvalues form a complex conjugate pair, then\n* v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1).\n* Each eigenvector will be scaled so the largest component have\n* abs(real part) + abs(imag. part) = 1.\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* ILO (output) INTEGER\n* IHI (output) INTEGER\n* ILO and IHI are integer values such that on exit\n* A(i,j) = 0 and B(i,j) = 0 if i > j and\n* j = 1,...,ILO-1 or i = IHI+1,...,N.\n* If BALANC = 'N' or 'S', ILO = 1 and IHI = N.\n*\n* LSCALE (output) REAL array, dimension (N)\n* Details of the permutations and scaling factors applied\n* to the left side of A and B. If PL(j) is the index of the\n* row interchanged with row j, and DL(j) is the scaling\n* factor applied to row j, then\n* LSCALE(j) = PL(j) for j = 1,...,ILO-1\n* = DL(j) for j = ILO,...,IHI\n* = PL(j) for j = IHI+1,...,N.\n* The order in which the interchanges are made is N to IHI+1,\n* then 1 to ILO-1.\n*\n* RSCALE (output) REAL array, dimension (N)\n* Details of the permutations and scaling factors applied\n* to the right side of A and B. If PR(j) is the index of the\n* column interchanged with column j, and DR(j) is the scaling\n* factor applied to column j, then\n* RSCALE(j) = PR(j) for j = 1,...,ILO-1\n* = DR(j) for j = ILO,...,IHI\n* = PR(j) for j = IHI+1,...,N\n* The order in which the interchanges are made is N to IHI+1,\n* then 1 to ILO-1.\n*\n* ABNRM (output) REAL\n* The one-norm of the balanced matrix A.\n*\n* BBNRM (output) REAL\n* The one-norm of the balanced matrix B.\n*\n* RCONDE (output) REAL array, dimension (N)\n* If SENSE = 'E' or 'B', the reciprocal condition numbers of\n* the eigenvalues, stored in consecutive elements of the array.\n* For a complex conjugate pair of eigenvalues two consecutive\n* elements of RCONDE are set to the same value. Thus RCONDE(j),\n* RCONDV(j), and the j-th columns of VL and VR all correspond\n* to the j-th eigenpair.\n* If SENSE = 'N' or 'V', RCONDE is not referenced.\n*\n* RCONDV (output) REAL array, dimension (N)\n* If SENSE = 'V' or 'B', the estimated reciprocal condition\n* numbers of the eigenvectors, stored in consecutive elements\n* of the array. For a complex eigenvector two consecutive\n* elements of RCONDV are set to the same value. If the\n* eigenvalues cannot be reordered to compute RCONDV(j),\n* RCONDV(j) is set to 0; this can only occur when the true\n* value would be very small anyway.\n* If SENSE = 'N' or 'E', RCONDV 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 >= max(1,2*N).\n* If BALANC = 'S' or 'B', or JOBVL = 'V', or JOBVR = 'V',\n* LWORK >= max(1,6*N).\n* If SENSE = 'E', LWORK >= max(1,10*N).\n* If SENSE = 'V' or 'B', LWORK >= 2*N*N+8*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* IWORK (workspace) INTEGER array, dimension (N+6)\n* If SENSE = 'E', IWORK is not referenced.\n*\n* BWORK (workspace) LOGICAL array, dimension (N)\n* If SENSE = 'N', BWORK is not referenced.\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: =N+1: other than QZ iteration failed in SHGEQZ.\n* =N+2: error return from STGEVC.\n*\n\n* Further Details\n* ===============\n*\n* Balancing a matrix pair (A,B) includes, first, permuting rows and\n* columns to isolate eigenvalues, second, applying diagonal similarity\n* transformation to the rows and columns to make the rows and columns\n* as close in norm as possible. The computed reciprocal condition\n* numbers correspond to the balanced matrix. Permuting rows and columns\n* will not change the condition numbers (in exact arithmetic) but\n* diagonal scaling will. For further explanation of balancing, see\n* section 4.11.1.2 of LAPACK Users' Guide.\n*\n* An approximate error bound on the chordal distance between the i-th\n* computed generalized eigenvalue w and the corresponding exact\n* eigenvalue lambda is\n*\n* chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I)\n*\n* An approximate error bound for the angle between the i-th computed\n* eigenvector VL(i) or VR(i) is given by\n*\n* EPS * norm(ABNRM, BBNRM) / DIF(i).\n*\n* For further explanation of the reciprocal condition numbers RCONDE\n* and RCONDV, see section 4.11 of LAPACK User's Guide.\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, ilo, ihi, lscale, rscale, abnrm, bbnrm, rconde, rcondv, work, info, a, b = NumRu::Lapack.sggevx( balanc, jobvl, jobvr, sense, a, b, [:lwork => lwork, :usage => usage, :help => help])\n");
return Qnil;
}
} else
rblapack_options = Qnil;
if (argc != 6 && argc != 7)
rb_raise(rb_eArgError,"wrong number of arguments (%d for 6)", argc);
rblapack_balanc = argv[0];
rblapack_jobvl = argv[1];
rblapack_jobvr = argv[2];
rblapack_sense = argv[3];
rblapack_a = argv[4];
rblapack_b = argv[5];
if (argc == 7) {
rblapack_lwork = argv[6];
} else if (rblapack_options != Qnil) {
rblapack_lwork = rb_hash_aref(rblapack_options, ID2SYM(rb_intern("lwork")));
} else {
rblapack_lwork = Qnil;
}
balanc = StringValueCStr(rblapack_balanc)[0];
jobvr = StringValueCStr(rblapack_jobvr)[0];
if (!NA_IsNArray(rblapack_a))
rb_raise(rb_eArgError, "a (5th argument) must be NArray");
if (NA_RANK(rblapack_a) != 2)
rb_raise(rb_eArgError, "rank of a (5th 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*);
jobvl = StringValueCStr(rblapack_jobvl)[0];
if (!NA_IsNArray(rblapack_b))
rb_raise(rb_eArgError, "b (6th argument) must be NArray");
if (NA_RANK(rblapack_b) != 2)
rb_raise(rb_eArgError, "rank of b (6th 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;
sense = StringValueCStr(rblapack_sense)[0];
ldvl = lsame_(&jobvl,"V") ? n : 1;
if (rblapack_lwork == Qnil)
lwork = (lsame_(&balanc,"S")||lsame_(&balanc,"B")||lsame_(&jobvl,"V")||lsame_(&jobvr,"V")) ? 6*n : lsame_(&sense,"E") ? 10*n : (lsame_(&sense,"V")||lsame_(&sense,"B")) ? 2*n*n+8*n+16 : 2*n;
else {
lwork = NUM2INT(rblapack_lwork);
}
{
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] = n;
rblapack_lscale = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
lscale = NA_PTR_TYPE(rblapack_lscale, real*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_rscale = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
rscale = NA_PTR_TYPE(rblapack_rscale, real*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_rconde = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
rconde = NA_PTR_TYPE(rblapack_rconde, real*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_rcondv = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
rcondv = NA_PTR_TYPE(rblapack_rcondv, 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__;
iwork = ALLOC_N(integer, (lsame_(&sense,"E") ? 0 : n+6));
bwork = ALLOC_N(logical, (lsame_(&sense,"N") ? 0 : n));
sggevx_(&balanc, &jobvl, &jobvr, &sense, &n, a, &lda, b, &ldb, alphar, alphai, beta, vl, &ldvl, vr, &ldvr, &ilo, &ihi, lscale, rscale, &abnrm, &bbnrm, rconde, rcondv, work, &lwork, iwork, bwork, &info);
free(iwork);
free(bwork);
rblapack_ilo = INT2NUM(ilo);
rblapack_ihi = INT2NUM(ihi);
rblapack_abnrm = rb_float_new((double)abnrm);
rblapack_bbnrm = rb_float_new((double)bbnrm);
rblapack_info = INT2NUM(info);
return rb_ary_new3(17, rblapack_alphar, rblapack_alphai, rblapack_beta, rblapack_vl, rblapack_vr, rblapack_ilo, rblapack_ihi, rblapack_lscale, rblapack_rscale, rblapack_abnrm, rblapack_bbnrm, rblapack_rconde, rblapack_rcondv, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
}
void
init_lapack_sggevx(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
sHelp = sH;
sUsage = sU;
rblapack_ZERO = zero;
rb_define_module_function(mLapack, "sggevx", rblapack_sggevx, -1);
}
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