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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221
|
#include "rb_lapack.h"
extern VOID dlarre_(char* range, integer* n, doublereal* vl, doublereal* vu, integer* il, integer* iu, doublereal* d, doublereal* e, doublereal* e2, doublereal* rtol1, doublereal* rtol2, doublereal* spltol, integer* nsplit, integer* isplit, integer* m, doublereal* w, doublereal* werr, doublereal* wgap, integer* iblock, integer* indexw, doublereal* gers, doublereal* pivmin, doublereal* work, integer* iwork, integer* info);
static VALUE
rblapack_dlarre(int argc, VALUE *argv, VALUE self){
VALUE rblapack_range;
char range;
VALUE rblapack_vl;
doublereal vl;
VALUE rblapack_vu;
doublereal vu;
VALUE rblapack_il;
integer il;
VALUE rblapack_iu;
integer iu;
VALUE rblapack_d;
doublereal *d;
VALUE rblapack_e;
doublereal *e;
VALUE rblapack_e2;
doublereal *e2;
VALUE rblapack_rtol1;
doublereal rtol1;
VALUE rblapack_rtol2;
doublereal rtol2;
VALUE rblapack_spltol;
doublereal spltol;
VALUE rblapack_nsplit;
integer nsplit;
VALUE rblapack_isplit;
integer *isplit;
VALUE rblapack_m;
integer m;
VALUE rblapack_w;
doublereal *w;
VALUE rblapack_werr;
doublereal *werr;
VALUE rblapack_wgap;
doublereal *wgap;
VALUE rblapack_iblock;
integer *iblock;
VALUE rblapack_indexw;
integer *indexw;
VALUE rblapack_gers;
doublereal *gers;
VALUE rblapack_pivmin;
doublereal pivmin;
VALUE rblapack_info;
integer info;
VALUE rblapack_d_out__;
doublereal *d_out__;
VALUE rblapack_e_out__;
doublereal *e_out__;
VALUE rblapack_e2_out__;
doublereal *e2_out__;
doublereal *work;
integer *iwork;
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 nsplit, isplit, m, w, werr, wgap, iblock, indexw, gers, pivmin, info, vl, vu, d, e, e2 = NumRu::Lapack.dlarre( range, vl, vu, il, iu, d, e, e2, rtol1, rtol2, spltol, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2, RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M, W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN, WORK, IWORK, INFO )\n\n* Purpose\n* =======\n*\n* To find the desired eigenvalues of a given real symmetric\n* tridiagonal matrix T, DLARRE sets any \"small\" off-diagonal\n* elements to zero, and for each unreduced block T_i, it finds\n* (a) a suitable shift at one end of the block's spectrum,\n* (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and\n* (c) eigenvalues of each L_i D_i L_i^T.\n* The representations and eigenvalues found are then used by\n* DSTEMR to compute the eigenvectors of T.\n* The accuracy varies depending on whether bisection is used to\n* find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to\n* conpute all and then discard any unwanted one.\n* As an added benefit, DLARRE also outputs the n\n* Gerschgorin intervals for the matrices L_i D_i L_i^T.\n*\n\n* Arguments\n* =========\n*\n* RANGE (input) CHARACTER*1\n* = 'A': (\"All\") all eigenvalues will be found.\n* = 'V': (\"Value\") all eigenvalues in the half-open interval\n* (VL, VU] will be found.\n* = 'I': (\"Index\") the IL-th through IU-th eigenvalues (of the\n* entire matrix) will be found.\n*\n* N (input) INTEGER\n* The order of the matrix. N > 0.\n*\n* VL (input/output) DOUBLE PRECISION\n* VU (input/output) DOUBLE PRECISION\n* If RANGE='V', the lower and upper bounds for the eigenvalues.\n* Eigenvalues less than or equal to VL, or greater than VU,\n* will not be returned. VL < VU.\n* If RANGE='I' or ='A', DLARRE computes bounds on the desired\n* part of the spectrum.\n*\n* IL (input) INTEGER\n* IU (input) INTEGER\n* If RANGE='I', the indices (in ascending order) of the\n* smallest and largest eigenvalues to be returned.\n* 1 <= IL <= IU <= N.\n*\n* D (input/output) DOUBLE PRECISION array, dimension (N)\n* On entry, the N diagonal elements of the tridiagonal\n* matrix T.\n* On exit, the N diagonal elements of the diagonal\n* matrices D_i.\n*\n* E (input/output) DOUBLE PRECISION array, dimension (N)\n* On entry, the first (N-1) entries contain the subdiagonal\n* elements of the tridiagonal matrix T; E(N) need not be set.\n* On exit, E contains the subdiagonal elements of the unit\n* bidiagonal matrices L_i. The entries E( ISPLIT( I ) ),\n* 1 <= I <= NSPLIT, contain the base points sigma_i on output.\n*\n* E2 (input/output) DOUBLE PRECISION array, dimension (N)\n* On entry, the first (N-1) entries contain the SQUARES of the\n* subdiagonal elements of the tridiagonal matrix T;\n* E2(N) need not be set.\n* On exit, the entries E2( ISPLIT( I ) ),\n* 1 <= I <= NSPLIT, have been set to zero\n*\n* RTOL1 (input) DOUBLE PRECISION\n* RTOL2 (input) DOUBLE PRECISION\n* Parameters for bisection.\n* An interval [LEFT,RIGHT] has converged if\n* RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )\n*\n* SPLTOL (input) DOUBLE PRECISION\n* The threshold for splitting.\n*\n* NSPLIT (output) INTEGER\n* The number of blocks T splits into. 1 <= NSPLIT <= N.\n*\n* ISPLIT (output) INTEGER array, dimension (N)\n* The splitting points, at which T breaks up into blocks.\n* The first block consists of rows/columns 1 to ISPLIT(1),\n* the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),\n* etc., and the NSPLIT-th consists of rows/columns\n* ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.\n*\n* M (output) INTEGER\n* The total number of eigenvalues (of all L_i D_i L_i^T)\n* found.\n*\n* W (output) DOUBLE PRECISION array, dimension (N)\n* The first M elements contain the eigenvalues. The\n* eigenvalues of each of the blocks, L_i D_i L_i^T, are\n* sorted in ascending order ( DLARRE may use the\n* remaining N-M elements as workspace).\n*\n* WERR (output) DOUBLE PRECISION array, dimension (N)\n* The error bound on the corresponding eigenvalue in W.\n*\n* WGAP (output) DOUBLE PRECISION array, dimension (N)\n* The separation from the right neighbor eigenvalue in W.\n* The gap is only with respect to the eigenvalues of the same block\n* as each block has its own representation tree.\n* Exception: at the right end of a block we store the left gap\n*\n* IBLOCK (output) INTEGER array, dimension (N)\n* The indices of the blocks (submatrices) associated with the\n* corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue\n* W(i) belongs to the first block from the top, =2 if W(i)\n* belongs to the second block, etc.\n*\n* INDEXW (output) INTEGER array, dimension (N)\n* The indices of the eigenvalues within each block (submatrix);\n* for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the\n* i-th eigenvalue W(i) is the 10-th eigenvalue in block 2\n*\n* GERS (output) DOUBLE PRECISION array, dimension (2*N)\n* The N Gerschgorin intervals (the i-th Gerschgorin interval\n* is (GERS(2*i-1), GERS(2*i)).\n*\n* PIVMIN (output) DOUBLE PRECISION\n* The minimum pivot in the Sturm sequence for T.\n*\n* WORK (workspace) DOUBLE PRECISION array, dimension (6*N)\n* Workspace.\n*\n* IWORK (workspace) INTEGER array, dimension (5*N)\n* Workspace.\n*\n* INFO (output) INTEGER\n* = 0: successful exit\n* > 0: A problem occurred in DLARRE.\n* < 0: One of the called subroutines signaled an internal problem.\n* Needs inspection of the corresponding parameter IINFO\n* for further information.\n*\n* =-1: Problem in DLARRD.\n* = 2: No base representation could be found in MAXTRY iterations.\n* Increasing MAXTRY and recompilation might be a remedy.\n* =-3: Problem in DLARRB when computing the refined root\n* representation for DLASQ2.\n* =-4: Problem in DLARRB when preforming bisection on the\n* desired part of the spectrum.\n* =-5: Problem in DLASQ2.\n* =-6: Problem in DLASQ2.\n*\n\n* Further Details\n* The base representations are required to suffer very little\n* element growth and consequently define all their eigenvalues to\n* high relative accuracy.\n* ===============\n*\n* Based on contributions by\n* Beresford Parlett, University of California, Berkeley, USA\n* Jim Demmel, University of California, Berkeley, USA\n* Inderjit Dhillon, University of Texas, Austin, USA\n* Osni Marques, LBNL/NERSC, USA\n* Christof Voemel, University of California, Berkeley, USA\n*\n* =====================================================================\n*\n\n");
return Qnil;
}
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
printf("%s\n", "USAGE:\n nsplit, isplit, m, w, werr, wgap, iblock, indexw, gers, pivmin, info, vl, vu, d, e, e2 = NumRu::Lapack.dlarre( range, vl, vu, il, iu, d, e, e2, rtol1, rtol2, spltol, [:usage => usage, :help => help])\n");
return Qnil;
}
} else
rblapack_options = Qnil;
if (argc != 11 && argc != 11)
rb_raise(rb_eArgError,"wrong number of arguments (%d for 11)", argc);
rblapack_range = argv[0];
rblapack_vl = argv[1];
rblapack_vu = argv[2];
rblapack_il = argv[3];
rblapack_iu = argv[4];
rblapack_d = argv[5];
rblapack_e = argv[6];
rblapack_e2 = argv[7];
rblapack_rtol1 = argv[8];
rblapack_rtol2 = argv[9];
rblapack_spltol = argv[10];
if (argc == 11) {
} else if (rblapack_options != Qnil) {
} else {
}
range = StringValueCStr(rblapack_range)[0];
vu = NUM2DBL(rblapack_vu);
iu = NUM2INT(rblapack_iu);
if (!NA_IsNArray(rblapack_e))
rb_raise(rb_eArgError, "e (7th argument) must be NArray");
if (NA_RANK(rblapack_e) != 1)
rb_raise(rb_eArgError, "rank of e (7th argument) must be %d", 1);
n = NA_SHAPE0(rblapack_e);
if (NA_TYPE(rblapack_e) != NA_DFLOAT)
rblapack_e = na_change_type(rblapack_e, NA_DFLOAT);
e = NA_PTR_TYPE(rblapack_e, doublereal*);
rtol1 = NUM2DBL(rblapack_rtol1);
spltol = NUM2DBL(rblapack_spltol);
vl = NUM2DBL(rblapack_vl);
if (!NA_IsNArray(rblapack_d))
rb_raise(rb_eArgError, "d (6th argument) must be NArray");
if (NA_RANK(rblapack_d) != 1)
rb_raise(rb_eArgError, "rank of d (6th argument) must be %d", 1);
if (NA_SHAPE0(rblapack_d) != n)
rb_raise(rb_eRuntimeError, "shape 0 of d must be the same as shape 0 of e");
if (NA_TYPE(rblapack_d) != NA_DFLOAT)
rblapack_d = na_change_type(rblapack_d, NA_DFLOAT);
d = NA_PTR_TYPE(rblapack_d, doublereal*);
rtol2 = NUM2DBL(rblapack_rtol2);
il = NUM2INT(rblapack_il);
if (!NA_IsNArray(rblapack_e2))
rb_raise(rb_eArgError, "e2 (8th argument) must be NArray");
if (NA_RANK(rblapack_e2) != 1)
rb_raise(rb_eArgError, "rank of e2 (8th argument) must be %d", 1);
if (NA_SHAPE0(rblapack_e2) != n)
rb_raise(rb_eRuntimeError, "shape 0 of e2 must be the same as shape 0 of e");
if (NA_TYPE(rblapack_e2) != NA_DFLOAT)
rblapack_e2 = na_change_type(rblapack_e2, NA_DFLOAT);
e2 = NA_PTR_TYPE(rblapack_e2, doublereal*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_isplit = na_make_object(NA_LINT, 1, shape, cNArray);
}
isplit = NA_PTR_TYPE(rblapack_isplit, integer*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_w = na_make_object(NA_DFLOAT, 1, shape, cNArray);
}
w = NA_PTR_TYPE(rblapack_w, doublereal*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_werr = na_make_object(NA_DFLOAT, 1, shape, cNArray);
}
werr = NA_PTR_TYPE(rblapack_werr, doublereal*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_wgap = na_make_object(NA_DFLOAT, 1, shape, cNArray);
}
wgap = NA_PTR_TYPE(rblapack_wgap, doublereal*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_iblock = na_make_object(NA_LINT, 1, shape, cNArray);
}
iblock = NA_PTR_TYPE(rblapack_iblock, integer*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_indexw = na_make_object(NA_LINT, 1, shape, cNArray);
}
indexw = NA_PTR_TYPE(rblapack_indexw, integer*);
{
na_shape_t shape[1];
shape[0] = 2*n;
rblapack_gers = na_make_object(NA_DFLOAT, 1, shape, cNArray);
}
gers = NA_PTR_TYPE(rblapack_gers, doublereal*);
{
na_shape_t shape[1];
shape[0] = n;
rblapack_d_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
}
d_out__ = NA_PTR_TYPE(rblapack_d_out__, doublereal*);
MEMCPY(d_out__, d, doublereal, NA_TOTAL(rblapack_d));
rblapack_d = rblapack_d_out__;
d = d_out__;
{
na_shape_t shape[1];
shape[0] = n;
rblapack_e_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
}
e_out__ = NA_PTR_TYPE(rblapack_e_out__, doublereal*);
MEMCPY(e_out__, e, doublereal, NA_TOTAL(rblapack_e));
rblapack_e = rblapack_e_out__;
e = e_out__;
{
na_shape_t shape[1];
shape[0] = n;
rblapack_e2_out__ = na_make_object(NA_DFLOAT, 1, shape, cNArray);
}
e2_out__ = NA_PTR_TYPE(rblapack_e2_out__, doublereal*);
MEMCPY(e2_out__, e2, doublereal, NA_TOTAL(rblapack_e2));
rblapack_e2 = rblapack_e2_out__;
e2 = e2_out__;
work = ALLOC_N(doublereal, (6*n));
iwork = ALLOC_N(integer, (5*n));
dlarre_(&range, &n, &vl, &vu, &il, &iu, d, e, e2, &rtol1, &rtol2, &spltol, &nsplit, isplit, &m, w, werr, wgap, iblock, indexw, gers, &pivmin, work, iwork, &info);
free(work);
free(iwork);
rblapack_nsplit = INT2NUM(nsplit);
rblapack_m = INT2NUM(m);
rblapack_pivmin = rb_float_new((double)pivmin);
rblapack_info = INT2NUM(info);
rblapack_vl = rb_float_new((double)vl);
rblapack_vu = rb_float_new((double)vu);
return rb_ary_new3(16, rblapack_nsplit, rblapack_isplit, rblapack_m, rblapack_w, rblapack_werr, rblapack_wgap, rblapack_iblock, rblapack_indexw, rblapack_gers, rblapack_pivmin, rblapack_info, rblapack_vl, rblapack_vu, rblapack_d, rblapack_e, rblapack_e2);
}
void
init_lapack_dlarre(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
sHelp = sH;
sUsage = sU;
rblapack_ZERO = zero;
rb_define_module_function(mLapack, "dlarre", rblapack_dlarre, -1);
}
|