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
|
#include "rb_lapack.h"
extern VOID sgelss_(integer* m, integer* n, integer* nrhs, real* a, integer* lda, real* b, integer* ldb, real* s, real* rcond, integer* rank, real* work, integer* lwork, integer* info);
static VALUE
rblapack_sgelss(int argc, VALUE *argv, VALUE self){
VALUE rblapack_a;
real *a;
VALUE rblapack_b;
real *b;
VALUE rblapack_rcond;
real rcond;
VALUE rblapack_lwork;
integer lwork;
VALUE rblapack_s;
real *s;
VALUE rblapack_rank;
integer rank;
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 lda;
integer n;
integer m;
integer nrhs;
integer ldb;
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 s, rank, work, info, a, b = NumRu::Lapack.sgelss( a, b, rcond, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE SGELSS( M, N, NRHS, A, LDA, B, LDB, S, RCOND, RANK, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* SGELSS computes the minimum norm solution to a real linear least\n* squares problem:\n*\n* Minimize 2-norm(| b - A*x |).\n*\n* using the singular value decomposition (SVD) of A. A is an M-by-N\n* matrix which may be rank-deficient.\n*\n* Several right hand side vectors b and solution vectors x can be\n* handled in a single call; they are stored as the columns of the\n* M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix\n* X.\n*\n* The effective rank of A is determined by treating as zero those\n* singular values which are less than RCOND times the largest singular\n* value.\n*\n\n* Arguments\n* =========\n*\n* M (input) INTEGER\n* The number of rows of the matrix A. M >= 0.\n*\n* N (input) INTEGER\n* The number of columns of the 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 matrices B and X. NRHS >= 0.\n*\n* A (input/output) REAL array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n* On exit, the first min(m,n) rows of A are overwritten with\n* its right singular vectors, stored rowwise.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* B (input/output) REAL array, dimension (LDB,NRHS)\n* On entry, the M-by-NRHS right hand side matrix B.\n* On exit, B is overwritten by the N-by-NRHS solution\n* matrix X. If m >= n and RANK = n, the residual\n* sum-of-squares for the solution in the i-th column is given\n* by the sum of squares of elements n+1:m in that column.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,max(M,N)).\n*\n* S (output) REAL array, dimension (min(M,N))\n* The singular values of A in decreasing order.\n* The condition number of A in the 2-norm = S(1)/S(min(m,n)).\n*\n* RCOND (input) REAL\n* RCOND is used to determine the effective rank of A.\n* Singular values S(i) <= RCOND*S(1) are treated as zero.\n* If RCOND < 0, machine precision is used instead.\n*\n* RANK (output) INTEGER\n* The effective rank of A, i.e., the number of singular values\n* which are greater than RCOND*S(1).\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 >= 1, and also:\n* LWORK >= 3*min(M,N) + max( 2*min(M,N), max(M,N), NRHS )\n* For good performance, LWORK should generally be larger.\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* > 0: the algorithm for computing the SVD failed to converge;\n* if INFO = i, i off-diagonal elements of an intermediate\n* bidiagonal form did not converge to zero.\n*\n\n* =====================================================================\n*\n\n");
return Qnil;
}
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
printf("%s\n", "USAGE:\n s, rank, work, info, a, b = NumRu::Lapack.sgelss( a, b, rcond, [: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_rcond = 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);
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*);
rcond = (real)NUM2DBL(rblapack_rcond);
m = lda;
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);
if (NA_SHAPE0(rblapack_b) != m)
rb_raise(rb_eRuntimeError, "shape 0 of b must be lda");
nrhs = NA_SHAPE1(rblapack_b);
if (NA_TYPE(rblapack_b) != NA_SFLOAT)
rblapack_b = na_change_type(rblapack_b, NA_SFLOAT);
b = NA_PTR_TYPE(rblapack_b, real*);
ldb = MAX(m,n);
if (rblapack_lwork == Qnil)
lwork = 3*MIN(m,n) + MAX(MAX(2*MIN(m,n),MAX(m,n)),nrhs);
else {
lwork = NUM2INT(rblapack_lwork);
}
{
na_shape_t shape[1];
shape[0] = MIN(m,n);
rblapack_s = na_make_object(NA_SFLOAT, 1, shape, cNArray);
}
s = NA_PTR_TYPE(rblapack_s, 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] = MAX(m, n);
shape[1] = nrhs;
rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
}
b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
{
VALUE __shape__[3];
__shape__[0] = m < n ? rb_range_new(rblapack_ZERO, INT2NUM(m), Qtrue) : Qtrue;
__shape__[1] = Qtrue;
__shape__[2] = rblapack_b;
na_aset(3, __shape__, rblapack_b_out__);
}
rblapack_b = rblapack_b_out__;
b = b_out__;
sgelss_(&m, &n, &nrhs, a, &lda, b, &ldb, s, &rcond, &rank, work, &lwork, &info);
rblapack_rank = INT2NUM(rank);
rblapack_info = INT2NUM(info);
{
VALUE __shape__[2];
__shape__[0] = m < n ? Qtrue : rb_range_new(rblapack_ZERO, INT2NUM(n), Qtrue);
__shape__[1] = Qtrue;
rblapack_b = na_aref(2, __shape__, rblapack_b);
}
return rb_ary_new3(6, rblapack_s, rblapack_rank, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
}
void
init_lapack_sgelss(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
sHelp = sH;
sUsage = sU;
rblapack_ZERO = zero;
rb_define_module_function(mLapack, "sgelss", rblapack_sgelss, -1);
}
|