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#include "rb_lapack.h"
extern VOID cggglm_(integer* n, integer* m, integer* p, complex* a, integer* lda, complex* b, integer* ldb, complex* d, complex* x, complex* y, complex* work, integer* lwork, integer* info);
static VALUE
rblapack_cggglm(int argc, VALUE *argv, VALUE self){
VALUE rblapack_a;
complex *a;
VALUE rblapack_b;
complex *b;
VALUE rblapack_d;
complex *d;
VALUE rblapack_lwork;
integer lwork;
VALUE rblapack_x;
complex *x;
VALUE rblapack_y;
complex *y;
VALUE rblapack_work;
complex *work;
VALUE rblapack_info;
integer info;
VALUE rblapack_a_out__;
complex *a_out__;
VALUE rblapack_b_out__;
complex *b_out__;
VALUE rblapack_d_out__;
complex *d_out__;
integer lda;
integer m;
integer ldb;
integer p;
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 x, y, work, info, a, b, d = NumRu::Lapack.cggglm( a, b, d, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE CGGGLM( N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* CGGGLM solves a general Gauss-Markov linear model (GLM) problem:\n*\n* minimize || y ||_2 subject to d = A*x + B*y\n* x\n*\n* where A is an N-by-M matrix, B is an N-by-P matrix, and d is a\n* given N-vector. It is assumed that M <= N <= M+P, and\n*\n* rank(A) = M and rank( A B ) = N.\n*\n* Under these assumptions, the constrained equation is always\n* consistent, and there is a unique solution x and a minimal 2-norm\n* solution y, which is obtained using a generalized QR factorization\n* of the matrices (A, B) given by\n*\n* A = Q*(R), B = Q*T*Z.\n* (0)\n*\n* In particular, if matrix B is square nonsingular, then the problem\n* GLM is equivalent to the following weighted linear least squares\n* problem\n*\n* minimize || inv(B)*(d-A*x) ||_2\n* x\n*\n* where inv(B) denotes the inverse of B.\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. 0 <= M <= N.\n*\n* P (input) INTEGER\n* The number of columns of the matrix B. P >= N-M.\n*\n* A (input/output) COMPLEX array, dimension (LDA,M)\n* On entry, the N-by-M matrix A.\n* On exit, the upper triangular part of the array A contains\n* the M-by-M upper triangular matrix R.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* B (input/output) COMPLEX 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.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,N).\n*\n* D (input/output) COMPLEX array, dimension (N)\n* On entry, D is the left hand side of the GLM equation.\n* On exit, D is destroyed.\n*\n* X (output) COMPLEX array, dimension (M)\n* Y (output) COMPLEX array, dimension (P)\n* On exit, X and Y are the solutions of the GLM problem.\n*\n* WORK (workspace/output) COMPLEX 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 >= M+min(N,P)+max(N,P)*NB,\n* where NB is an upper bound for the optimal blocksizes for\n* CGEQRF, CGERQF, CUNMQR 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 A in the\n* generalized QR factorization of the pair (A, B) is\n* singular, so that rank(A) < M; the least squares\n* solution could not be computed.\n* = 2: the bottom (N-M) by (N-M) part of the upper trapezoidal\n* factor T associated with B in the generalized QR\n* factorization of the pair (A, B) is singular, so that\n* rank( A B ) < N; the least squares solution could not\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, y, work, info, a, b, d = NumRu::Lapack.cggglm( a, b, d, [: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_a = argv[0];
rblapack_b = argv[1];
rblapack_d = 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;
}
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);
m = NA_SHAPE1(rblapack_a);
if (NA_TYPE(rblapack_a) != NA_SCOMPLEX)
rblapack_a = na_change_type(rblapack_a, NA_SCOMPLEX);
a = NA_PTR_TYPE(rblapack_a, complex*);
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_SCOMPLEX)
rblapack_d = na_change_type(rblapack_d, NA_SCOMPLEX);
d = NA_PTR_TYPE(rblapack_d, complex*);
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);
p = NA_SHAPE1(rblapack_b);
if (NA_TYPE(rblapack_b) != NA_SCOMPLEX)
rblapack_b = na_change_type(rblapack_b, NA_SCOMPLEX);
b = NA_PTR_TYPE(rblapack_b, complex*);
if (rblapack_lwork == Qnil)
lwork = m+n+p;
else {
lwork = NUM2INT(rblapack_lwork);
}
{
na_shape_t shape[1];
shape[0] = m;
rblapack_x = na_make_object(NA_SCOMPLEX, 1, shape, cNArray);
}
x = NA_PTR_TYPE(rblapack_x, complex*);
{
na_shape_t shape[1];
shape[0] = p;
rblapack_y = na_make_object(NA_SCOMPLEX, 1, shape, cNArray);
}
y = NA_PTR_TYPE(rblapack_y, complex*);
{
na_shape_t shape[1];
shape[0] = MAX(1,lwork);
rblapack_work = na_make_object(NA_SCOMPLEX, 1, shape, cNArray);
}
work = NA_PTR_TYPE(rblapack_work, complex*);
{
na_shape_t shape[2];
shape[0] = lda;
shape[1] = m;
rblapack_a_out__ = na_make_object(NA_SCOMPLEX, 2, shape, cNArray);
}
a_out__ = NA_PTR_TYPE(rblapack_a_out__, complex*);
MEMCPY(a_out__, a, complex, 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_SCOMPLEX, 2, shape, cNArray);
}
b_out__ = NA_PTR_TYPE(rblapack_b_out__, complex*);
MEMCPY(b_out__, b, complex, NA_TOTAL(rblapack_b));
rblapack_b = rblapack_b_out__;
b = b_out__;
{
na_shape_t shape[1];
shape[0] = n;
rblapack_d_out__ = na_make_object(NA_SCOMPLEX, 1, shape, cNArray);
}
d_out__ = NA_PTR_TYPE(rblapack_d_out__, complex*);
MEMCPY(d_out__, d, complex, NA_TOTAL(rblapack_d));
rblapack_d = rblapack_d_out__;
d = d_out__;
cggglm_(&n, &m, &p, a, &lda, b, &ldb, d, x, y, work, &lwork, &info);
rblapack_info = INT2NUM(info);
return rb_ary_new3(7, rblapack_x, rblapack_y, rblapack_work, rblapack_info, rblapack_a, rblapack_b, rblapack_d);
}
void
init_lapack_cggglm(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
sHelp = sH;
sUsage = sU;
rblapack_ZERO = zero;
rb_define_module_function(mLapack, "cggglm", rblapack_cggglm, -1);
}
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