File: sggqrf.c

package info (click to toggle)
ruby-lapack 1.8.2-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, sid, trixie
  • size: 28,572 kB
  • sloc: ansic: 191,612; ruby: 3,937; makefile: 6
file content (137 lines) | stat: -rw-r--r-- 9,717 bytes parent folder | download | duplicates (3)
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
#include "rb_lapack.h"

extern VOID sggqrf_(integer* n, integer* m, integer* p, real* a, integer* lda, real* taua, real* b, integer* ldb, real* taub, real* work, integer* lwork, integer* info);


static VALUE
rblapack_sggqrf(int argc, VALUE *argv, VALUE self){
  VALUE rblapack_n;
  integer n; 
  VALUE rblapack_a;
  real *a; 
  VALUE rblapack_b;
  real *b; 
  VALUE rblapack_lwork;
  integer lwork; 
  VALUE rblapack_taua;
  real *taua; 
  VALUE rblapack_taub;
  real *taub; 
  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 m;
  integer ldb;
  integer p;

  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  taua, taub, work, info, a, b = NumRu::Lapack.sggqrf( n, a, b, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n      SUBROUTINE SGGQRF( N, M, P, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO )\n\n*  Purpose\n*  =======\n*\n*  SGGQRF computes a generalized QR factorization of an N-by-M matrix A\n*  and an N-by-P matrix B:\n*\n*              A = Q*R,        B = Q*T*Z,\n*\n*  where Q is an N-by-N orthogonal matrix, Z is a P-by-P orthogonal\n*  matrix, and R and T assume one of the forms:\n*\n*  if N >= M,  R = ( R11 ) M  ,   or if N < M,  R = ( R11  R12 ) N,\n*                  (  0  ) N-M                         N   M-N\n*                     M\n*\n*  where R11 is upper triangular, and\n*\n*  if N <= P,  T = ( 0  T12 ) N,   or if N > P,  T = ( T11 ) N-P,\n*                   P-N  N                           ( T21 ) P\n*                                                       P\n*\n*  where T12 or T21 is upper triangular.\n*\n*  In particular, if B is square and nonsingular, the GQR factorization\n*  of A and B implicitly gives the QR factorization of inv(B)*A:\n*\n*               inv(B)*A = Z'*(inv(T)*R)\n*\n*  where inv(B) denotes the inverse of the matrix B, and Z' denotes the\n*  transpose of the matrix Z.\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.  M >= 0.\n*\n*  P       (input) INTEGER\n*          The number of columns of the matrix B.  P >= 0.\n*\n*  A       (input/output) REAL array, dimension (LDA,M)\n*          On entry, the N-by-M matrix A.\n*          On exit, the elements on and above the diagonal of the array\n*          contain the min(N,M)-by-M upper trapezoidal matrix R (R is\n*          upper triangular if N >= M); the elements below the diagonal,\n*          with the array TAUA, represent the orthogonal matrix Q as a\n*          product of min(N,M) elementary reflectors (see Further\n*          Details).\n*\n*  LDA     (input) INTEGER\n*          The leading dimension of the array A. LDA >= max(1,N).\n*\n*  TAUA    (output) REAL array, dimension (min(N,M))\n*          The scalar factors of the elementary reflectors which\n*          represent the orthogonal matrix Q (see Further Details).\n*\n*  B       (input/output) REAL 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; the remaining\n*          elements, with the array TAUB, represent the orthogonal\n*          matrix Z as a product of elementary reflectors (see Further\n*          Details).\n*\n*  LDB     (input) INTEGER\n*          The leading dimension of the array B. LDB >= max(1,N).\n*\n*  TAUB    (output) REAL array, dimension (min(N,P))\n*          The scalar factors of the elementary reflectors which\n*          represent the orthogonal matrix Z (see Further Details).\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 >= max(1,N,M,P).\n*          For optimum performance LWORK >= max(N,M,P)*max(NB1,NB2,NB3),\n*          where NB1 is the optimal blocksize for the QR factorization\n*          of an N-by-M matrix, NB2 is the optimal blocksize for the\n*          RQ factorization of an N-by-P matrix, and NB3 is the optimal\n*          blocksize for a call of SORMQR.\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*\n\n*  Further Details\n*  ===============\n*\n*  The matrix Q is represented as a product of elementary reflectors\n*\n*     Q = H(1) H(2) . . . H(k), where k = min(n,m).\n*\n*  Each H(i) has the form\n*\n*     H(i) = I - taua * v * v'\n*\n*  where taua is a real scalar, and v is a real vector with\n*  v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),\n*  and taua in TAUA(i).\n*  To form Q explicitly, use LAPACK subroutine SORGQR.\n*  To use Q to update another matrix, use LAPACK subroutine SORMQR.\n*\n*  The matrix Z is represented as a product of elementary reflectors\n*\n*     Z = H(1) H(2) . . . H(k), where k = min(n,p).\n*\n*  Each H(i) has the form\n*\n*     H(i) = I - taub * v * v'\n*\n*  where taub is a real scalar, and v is a real vector with\n*  v(p-k+i+1:p) = 0 and v(p-k+i) = 1; v(1:p-k+i-1) is stored on exit in\n*  B(n-k+i,1:p-k+i-1), and taub in TAUB(i).\n*  To form Z explicitly, use LAPACK subroutine SORGRQ.\n*  To use Z to update another matrix, use LAPACK subroutine SORMRQ.\n*\n*  =====================================================================\n*\n*     .. Local Scalars ..\n      LOGICAL            LQUERY\n      INTEGER            LOPT, LWKOPT, NB, NB1, NB2, NB3\n*     ..\n*     .. External Subroutines ..\n      EXTERNAL           SGEQRF, SGERQF, SORMQR, XERBLA\n*     ..\n*     .. External Functions ..\n      INTEGER            ILAENV\n      EXTERNAL           ILAENV \n*     ..\n*     .. Intrinsic Functions ..\n      INTRINSIC          INT, MAX, MIN\n*     ..\n\n");
      return Qnil;
    }
    if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
      printf("%s\n", "USAGE:\n  taua, taub, work, info, a, b = NumRu::Lapack.sggqrf( n, a, b, [: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_n = argv[0];
  rblapack_a = argv[1];
  rblapack_b = 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;
  }

  n = NUM2INT(rblapack_n);
  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);
  p = 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*);
  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);
  m = 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*);
  if (rblapack_lwork == Qnil)
    lwork = MAX(MAX(n,m),p);
  else {
    lwork = NUM2INT(rblapack_lwork);
  }
  {
    na_shape_t shape[1];
    shape[0] = MIN(n,m);
    rblapack_taua = na_make_object(NA_SFLOAT, 1, shape, cNArray);
  }
  taua = NA_PTR_TYPE(rblapack_taua, real*);
  {
    na_shape_t shape[1];
    shape[0] = MIN(n,p);
    rblapack_taub = na_make_object(NA_SFLOAT, 1, shape, cNArray);
  }
  taub = NA_PTR_TYPE(rblapack_taub, 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] = m;
    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] = ldb;
    shape[1] = p;
    rblapack_b_out__ = na_make_object(NA_SFLOAT, 2, shape, cNArray);
  }
  b_out__ = NA_PTR_TYPE(rblapack_b_out__, real*);
  MEMCPY(b_out__, b, real, NA_TOTAL(rblapack_b));
  rblapack_b = rblapack_b_out__;
  b = b_out__;

  sggqrf_(&n, &m, &p, a, &lda, taua, b, &ldb, taub, work, &lwork, &info);

  rblapack_info = INT2NUM(info);
  return rb_ary_new3(6, rblapack_taua, rblapack_taub, rblapack_work, rblapack_info, rblapack_a, rblapack_b);
}

void
init_lapack_sggqrf(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
  sHelp = sH;
  sUsage = sU;
  rblapack_ZERO = zero;

  rb_define_module_function(mLapack, "sggqrf", rblapack_sggqrf, -1);
}