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#include "rb_lapack.h"
extern VOID zgglse_(integer* m, integer* n, integer* p, doublecomplex* a, integer* lda, doublecomplex* b, integer* ldb, doublecomplex* c, doublecomplex* d, doublecomplex* x, doublecomplex* work, integer* lwork, integer* info);
static VALUE
rblapack_zgglse(int argc, VALUE *argv, VALUE self){
VALUE rblapack_a;
doublecomplex *a;
VALUE rblapack_b;
doublecomplex *b;
VALUE rblapack_c;
doublecomplex *c;
VALUE rblapack_d;
doublecomplex *d;
VALUE rblapack_lwork;
integer lwork;
VALUE rblapack_x;
doublecomplex *x;
VALUE rblapack_work;
doublecomplex *work;
VALUE rblapack_info;
integer info;
VALUE rblapack_a_out__;
doublecomplex *a_out__;
VALUE rblapack_b_out__;
doublecomplex *b_out__;
VALUE rblapack_c_out__;
doublecomplex *c_out__;
VALUE rblapack_d_out__;
doublecomplex *d_out__;
integer lda;
integer n;
integer ldb;
integer m;
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 x, work, info, a, b, c, d = NumRu::Lapack.zgglse( a, b, c, d, [:lwork => lwork, :usage => usage, :help => help])\n\n\nFORTRAN MANUAL\n SUBROUTINE ZGGLSE( M, N, P, A, LDA, B, LDB, C, D, X, WORK, LWORK, INFO )\n\n* Purpose\n* =======\n*\n* ZGGLSE solves the linear equality-constrained least squares (LSE)\n* problem:\n*\n* minimize || c - A*x ||_2 subject to B*x = d\n*\n* where A is an M-by-N matrix, B is a P-by-N matrix, c is a given\n* M-vector, and d is a given P-vector. It is assumed that\n* P <= N <= M+P, and\n*\n* rank(B) = P and rank( ( A ) ) = N.\n* ( ( B ) )\n*\n* These conditions ensure that the LSE problem has a unique solution,\n* which is obtained using a generalized RQ factorization of the\n* matrices (B, A) given by\n*\n* B = (0 R)*Q, A = Z*T*Q.\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 matrices A and B. N >= 0.\n*\n* P (input) INTEGER\n* The number of rows of the matrix B. 0 <= P <= N <= M+P.\n*\n* A (input/output) COMPLEX*16 array, dimension (LDA,N)\n* On entry, the M-by-N matrix A.\n* On exit, the elements on and above the diagonal of the array\n* contain the min(M,N)-by-N upper trapezoidal matrix T.\n*\n* LDA (input) INTEGER\n* The leading dimension of the array A. LDA >= max(1,M).\n*\n* B (input/output) COMPLEX*16 array, dimension (LDB,N)\n* On entry, the P-by-N matrix B.\n* On exit, the upper triangle of the subarray B(1:P,N-P+1:N)\n* contains the P-by-P upper triangular matrix R.\n*\n* LDB (input) INTEGER\n* The leading dimension of the array B. LDB >= max(1,P).\n*\n* C (input/output) COMPLEX*16 array, dimension (M)\n* On entry, C contains the right hand side vector for the\n* least squares part of the LSE problem.\n* On exit, the residual sum of squares for the solution\n* is given by the sum of squares of elements N-P+1 to M of\n* vector C.\n*\n* D (input/output) COMPLEX*16 array, dimension (P)\n* On entry, D contains the right hand side vector for the\n* constrained equation.\n* On exit, D is destroyed.\n*\n* X (output) COMPLEX*16 array, dimension (N)\n* On exit, X is the solution of the LSE problem.\n*\n* WORK (workspace/output) COMPLEX*16 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,M+N+P).\n* For optimum performance LWORK >= P+min(M,N)+max(M,N)*NB,\n* where NB is an upper bound for the optimal blocksizes for\n* ZGEQRF, CGERQF, ZUNMQR and CUNMRQ.\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* = 1: the upper triangular factor R associated with B in the\n* generalized RQ factorization of the pair (B, A) is\n* singular, so that rank(B) < P; the least squares\n* solution could not be computed.\n* = 2: the (N-P) by (N-P) part of the upper trapezoidal factor\n* T associated with A in the generalized RQ factorization\n* of the pair (B, A) is singular, so that\n* rank( (A) ) < N; the least squares solution could not\n* ( (B) )\n* be computed.\n*\n\n* =====================================================================\n*\n\n");
return Qnil;
}
if (rb_hash_aref(rblapack_options, sUsage) == Qtrue) {
printf("%s\n", "USAGE:\n x, work, info, a, b, c, d = NumRu::Lapack.zgglse( a, b, c, d, [:lwork => lwork, :usage => usage, :help => help])\n");
return Qnil;
}
} else
rblapack_options = Qnil;
if (argc != 4 && argc != 5)
rb_raise(rb_eArgError,"wrong number of arguments (%d for 4)", argc);
rblapack_a = argv[0];
rblapack_b = argv[1];
rblapack_c = argv[2];
rblapack_d = argv[3];
if (argc == 5) {
rblapack_lwork = argv[4];
} 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_DCOMPLEX)
rblapack_a = na_change_type(rblapack_a, NA_DCOMPLEX);
a = NA_PTR_TYPE(rblapack_a, doublecomplex*);
if (!NA_IsNArray(rblapack_c))
rb_raise(rb_eArgError, "c (3th argument) must be NArray");
if (NA_RANK(rblapack_c) != 1)
rb_raise(rb_eArgError, "rank of c (3th argument) must be %d", 1);
m = NA_SHAPE0(rblapack_c);
if (NA_TYPE(rblapack_c) != NA_DCOMPLEX)
rblapack_c = na_change_type(rblapack_c, NA_DCOMPLEX);
c = NA_PTR_TYPE(rblapack_c, doublecomplex*);
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);
ldb = NA_SHAPE0(rblapack_b);
if (NA_SHAPE1(rblapack_b) != n)
rb_raise(rb_eRuntimeError, "shape 1 of b must be the same as shape 1 of a");
if (NA_TYPE(rblapack_b) != NA_DCOMPLEX)
rblapack_b = na_change_type(rblapack_b, NA_DCOMPLEX);
b = NA_PTR_TYPE(rblapack_b, doublecomplex*);
if (!NA_IsNArray(rblapack_d))
rb_raise(rb_eArgError, "d (4th argument) must be NArray");
if (NA_RANK(rblapack_d) != 1)
rb_raise(rb_eArgError, "rank of d (4th argument) must be %d", 1);
p = NA_SHAPE0(rblapack_d);
if (NA_TYPE(rblapack_d) != NA_DCOMPLEX)
rblapack_d = na_change_type(rblapack_d, NA_DCOMPLEX);
d = NA_PTR_TYPE(rblapack_d, doublecomplex*);
if (rblapack_lwork == Qnil)
lwork = m+n+p;
else {
lwork = NUM2INT(rblapack_lwork);
}
{
na_shape_t shape[1];
shape[0] = n;
rblapack_x = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
}
x = NA_PTR_TYPE(rblapack_x, doublecomplex*);
{
na_shape_t shape[1];
shape[0] = MAX(1,lwork);
rblapack_work = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
}
work = NA_PTR_TYPE(rblapack_work, doublecomplex*);
{
na_shape_t shape[2];
shape[0] = lda;
shape[1] = n;
rblapack_a_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
}
a_out__ = NA_PTR_TYPE(rblapack_a_out__, doublecomplex*);
MEMCPY(a_out__, a, doublecomplex, NA_TOTAL(rblapack_a));
rblapack_a = rblapack_a_out__;
a = a_out__;
{
na_shape_t shape[2];
shape[0] = ldb;
shape[1] = n;
rblapack_b_out__ = na_make_object(NA_DCOMPLEX, 2, shape, cNArray);
}
b_out__ = NA_PTR_TYPE(rblapack_b_out__, doublecomplex*);
MEMCPY(b_out__, b, doublecomplex, NA_TOTAL(rblapack_b));
rblapack_b = rblapack_b_out__;
b = b_out__;
{
na_shape_t shape[1];
shape[0] = m;
rblapack_c_out__ = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
}
c_out__ = NA_PTR_TYPE(rblapack_c_out__, doublecomplex*);
MEMCPY(c_out__, c, doublecomplex, NA_TOTAL(rblapack_c));
rblapack_c = rblapack_c_out__;
c = c_out__;
{
na_shape_t shape[1];
shape[0] = p;
rblapack_d_out__ = na_make_object(NA_DCOMPLEX, 1, shape, cNArray);
}
d_out__ = NA_PTR_TYPE(rblapack_d_out__, doublecomplex*);
MEMCPY(d_out__, d, doublecomplex, NA_TOTAL(rblapack_d));
rblapack_d = rblapack_d_out__;
d = d_out__;
zgglse_(&m, &n, &p, a, &lda, b, &ldb, c, d, x, work, &lwork, &info);
rblapack_info = INT2NUM(info);
return rb_ary_new3(7, rblapack_x, rblapack_work, rblapack_info, rblapack_a, rblapack_b, rblapack_c, rblapack_d);
}
void
init_lapack_zgglse(VALUE mLapack, VALUE sH, VALUE sU, VALUE zero){
sHelp = sH;
sUsage = sU;
rblapack_ZERO = zero;
rb_define_module_function(mLapack, "zgglse", rblapack_zgglse, -1);
}
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