File: dlarre.c

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ruby-lapack 1.8.2-1
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#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);
}