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
|
#include "rb_lapack.h"
extern VOID dsposv_(char* uplo, integer* n, integer* nrhs, doublereal* a, integer* lda, doublereal* b, integer* ldb, doublereal* x, integer* ldx, doublereal* work, real* swork, integer* iter, integer* info);
static VALUE
rblapack_dsposv(int argc, VALUE *argv, VALUE self){
VALUE rblapack_uplo;
char uplo;
VALUE rblapack_a;
doublereal *a;
VALUE rblapack_b;
doublereal *b;
VALUE rblapack_x;
doublereal *x;
VALUE rblapack_iter;
integer iter;
VALUE rblapack_info;
integer info;
VALUE rblapack_a_out__;
doublereal *a_out__;
doublereal *work;
real *swork;
integer lda;
integer n;
integer ldb;
integer nrhs;
integer ldx;
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, iter, info, a = NumRu::Lapack.dsposv( uplo, a, b, [:usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE DSPOSV( UPLO, N, NRHS, A, LDA, B, LDB, X, LDX, WORK, SWORK, ITER, INFO )\n\n* Purpose\n* =======\n*\n* DSPOSV computes the solution to a real system of linear equations\n* A * X = B,\n* where A is an N-by-N symmetric positive definite matrix and X and B\n* are N-by-NRHS matrices.\n*\n* DSPOSV first attempts to factorize the matrix in SINGLE PRECISION\n* and use this factorization within an iterative refinement procedure\n* to produce a solution with DOUBLE PRECISION normwise backward error\n* quality (see below). If the approach fails the method switches to a\n* DOUBLE PRECISION factorization and solve.\n*\n* The iterative refinement is not going to be a winning strategy if\n* the ratio SINGLE PRECISION performance over DOUBLE PRECISION\n* performance is too small. A reasonable strategy should take the\n* number of right-hand sides and the size of the matrix into account.\n* This might be done with a call to ILAENV in the future. Up to now, we\n* always try iterative refinement.\n*\n* The iterative refinement process is stopped if\n* ITER > ITERMAX\n* or for all the RHS we have:\n* RNRM < SQRT(N)*XNRM*ANRM*EPS*BWDMAX\n* where\n* o ITER is the number of the current iteration in the iterative\n* refinement process\n* o RNRM is the infinity-norm of the residual\n* o XNRM is the infinity-norm of the solution\n* o ANRM is the infinity-operator-norm of the matrix A\n* o EPS is the machine epsilon returned by DLAMCH('Epsilon')\n* The value ITERMAX and BWDMAX are fixed to 30 and 1.0D+00\n* respectively.\n*\n\n* Arguments\n* =========\n*\n* UPLO (input) CHARACTER*1\n* = 'U': Upper triangle of A is stored;\n* = 'L': Lower triangle of A is stored.\n*\n* N (input) INTEGER\n* The number of linear equations, i.e., the order of the\n* matrix A. N >= 0.\n*\n* NRHS (input) INTEGER\n* The number of right hand sides, i.e., the number of columns\n* of the matrix B. NRHS >= 0.\n*\n* A (input/output) DOUBLE PRECISION array,\n* dimension (LDA,N)\n* On entry, the symmetric matrix A. If UPLO = 'U', the leading\n* N-by-N upper triangular part of A contains the upper\n* triangular part of the matrix A, and the strictly lower\n* triangular part of A is not referenced. If UPLO = 'L', the\n* leading N-by-N lower triangular part of A contains the lower\n* triangular part of the matrix A, and the strictly upper\n* triangular part of A is not referenced.\n* On exit, if iterative refinement has been successfully used\n* (INFO.EQ.0 and ITER.GE.0, see description below), then A is\n* unchanged, if double precision factorization has been used\n* (INFO.EQ.0 and ITER.LT.0, see description below), then the\n* array A contains the factor U or L from the Cholesky\n* factorization A = U**T*U or A = L*L**T.\n*\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,N).\n*\n* B (input) DOUBLE PRECISION array, dimension (LDB,NRHS)\n* The N-by-NRHS right hand side matrix B.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,N).\n*\n* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS)\n* If INFO = 0, the N-by-NRHS solution matrix X.\n*\n* LDX (input) INTEGER\n* The leading dimension of the array X. LDX >= max(1,N).\n*\n* WORK (workspace) DOUBLE PRECISION array, dimension (N,NRHS)\n* This array is used to hold the residual vectors.\n*\n* SWORK (workspace) REAL array, dimension (N*(N+NRHS))\n* This array is used to use the single precision matrix and the\n* right-hand sides or solutions in single precision.\n*\n* ITER (output) INTEGER\n* < 0: iterative refinement has failed, double precision\n* factorization has been performed\n* -1 : the routine fell back to full precision for\n* implementation- or machine-specific reasons\n* -2 : narrowing the precision induced an overflow,\n* the routine fell back to full precision\n* -3 : failure of SPOTRF\n* -31: stop the iterative refinement after the 30th\n* iterations\n* > 0: iterative refinement has been successfully used.\n* Returns the number of iterations\n*\n* INFO (output) INTEGER\n* = 0: successful exit\n* < 0: if INFO = -i, the i-th argument had an illegal value\n* > 0: if INFO = i, the leading minor of order i of (DOUBLE\n* PRECISION) A is not positive definite, so the\n* factorization could not be completed, and the solution\n* has not been computed.\n*\n* =========\n*\n\n");
return Qnil;
}
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
printf("%s\n", "USAGE:\n x, iter, info, a = NumRu::Lapack.dsposv( uplo, a, b, [:usage => usage, :help => help])\n");
return Qnil;
}
} else
rblapack_options = Qnil;
if (argc != 3 && argc != 3)
rb_raise(rb_eArgError,"wrong number of arguments (%d for 3)", argc);
rblapack_uplo = argv[0];
rblapack_a = argv[1];
rblapack_b = argv[2];
if (argc == 3) {
} else if (rblapack_options != Qnil) {
} else {
}
uplo = StringValueCStr(rblapack_uplo)[0];
if (!NA_IsNArray(rblapack_b))
rb_raise(rb_eArgError, "b (3th argument) must be NArray");
if (NA_RANK(rblapack_b) != 2)
rb_raise(rb_eArgError, "rank of b (3th argument) must be %d", 2);
ldb = NA_SHAPE0(rblapack_b);
nrhs = NA_SHAPE1(rblapack_b);
if (NA_TYPE(rblapack_b) != NA_DFLOAT)
rblapack_b = na_change_type(rblapack_b, NA_DFLOAT);
b = NA_PTR_TYPE(rblapack_b, doublereal*);
if (!NA_IsNArray(rblapack_a))
rb_raise(rb_eArgError, "a (2th argument) must be NArray");
if (NA_RANK(rblapack_a) != 2)
rb_raise(rb_eArgError, "rank of a (2th argument) must be %d", 2);
lda = NA_SHAPE0(rblapack_a);
n = NA_SHAPE1(rblapack_a);
if (NA_TYPE(rblapack_a) != NA_DFLOAT)
rblapack_a = na_change_type(rblapack_a, NA_DFLOAT);
a = NA_PTR_TYPE(rblapack_a, doublereal*);
ldx = MAX(1,n);
{
na_shape_t shape[2];
shape[0] = ldx;
shape[1] = nrhs;
rblapack_x = na_make_object(NA_DFLOAT, 2, shape, cNArray);
}
x = NA_PTR_TYPE(rblapack_x, doublereal*);
{
na_shape_t shape[2];
shape[0] = lda;
shape[1] = n;
rblapack_a_out__ = na_make_object(NA_DFLOAT, 2, shape, cNArray);
}
a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublereal*);
MEMCPY(a_out__, a, doublereal, NA_TOTAL(rblapack_a));
rblapack_a = rblapack_a_out__;
a = a_out__;
work = ALLOC_N(doublereal, (n)*(nrhs));
swork = ALLOC_N(real, (n*(n+nrhs)));
dsposv_(&uplo, &n, &nrhs, a, &lda, b, &ldb, x, &ldx, work, swork, &iter, &info);
free(work);
free(swork);
rblapack_iter = INT2NUM(iter);
rblapack_info = INT2NUM(info);
return rb_ary_new3(4, rblapack_x, rblapack_iter, rblapack_info, rblapack_a);
}
void
init_lapack_dsposv(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
sHelp = sH;
sUsage = sU;
rblapack_ZERO = zero;
rb_define_module_function(mLapack, "dsposv", rblapack_dsposv, -1);
}
|