Module: Numo::Linalg::Lapack

Defined in:
ext/numo/linalg/lapack/lapack.c,
ext/numo/linalg/lapack/lapack_c.c,
ext/numo/linalg/lapack/lapack_d.c,
ext/numo/linalg/lapack/lapack_s.c,
ext/numo/linalg/lapack/lapack_z.c,
lib/numo/linalg/function.rb

Constant Summary

FIXNAME =
{
 corgqr: :cungqr,
 zorgqr: :zungqr,
}

Class Method Summary collapse

Class Method Details

.call(func, *args) ⇒ Object

Call LAPACK function prefixed with BLAS char ([sdcz]) defined from data-types of arguments.

Examples:

s = Numo::Linalg::Lapack.call(:gesv, a)

Parameters:

  • func (Symbol, String)

    function name without BLAS char.

  • args

    arguments passed to Lapack function.



39
40
41
42
43
# File 'lib/numo/linalg/function.rb', line 39

def self.call(func,*args)
  fn = (Linalg.blas_char(*args) + func.to_s).to_sym
  fn = FIXNAME[fn] || fn
  send(fn,*args)
end

.cgeev(a, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [w, vl, vr, info]

CGEEV computes for an N-by-N complex nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. The right eigenvector v(j) of A satisfies

           A * v(j) = lambda(j) * v(j)

where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies

        u(j)**H * A = lambda(j) * u(j)**H

where u(j)**H denotes the conjugate transpose of u(j). The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([w, vl, vr, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::SComplex, Integer>

    • w – W is COMPLEX array, dimension (N) W contains the computed eigenvalues.

    • vl – VL is COMPLEX array, dimension (LDVL,N) If JOBVL = ‘V’, the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If JOBVL = ‘N’, VL is not referenced. u(j) = VL(:,j), the j-th column of VL.

    • vr – VR is COMPLEX array, dimension (LDVR,N) If JOBVR = ‘V’, the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If JOBVR = ‘N’, VR is not referenced. v(j) = VR(:,j), the j-th column of VR.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, the QR algorithm failed to compute all the eigenvalues, and no eigenvectors have been computed; elements and i+1:N of W contain eigenvalues which have converged.



2351
2352
2353
2354
2355
2356
2357
2358
2359
2360
2361
2362
2363
2364
2365
2366
2367
2368
2369
2370
2371
2372
2373
2374
2375
2376
2377
2378
2379
2380
2381
2382
2383
2384
2385
2386
2387
2388
2389
2390
2391
2392
2393
# File 'ext/numo/linalg/lapack/lapack_c.c', line 2351

static VALUE
lapack_s_cgeev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[5-CZ] = {{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgeev, NO_LOOP|NDF_EXTRACT, 1, 5-CZ, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"cgeev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[2-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[3-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 1, a);

    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    if (aout[2-CZ].dim == 0) { RARRAY_ASET(ans,2-CZ,Qnil); }
    return ans;
}

.cgelqf(a, [order: 'R']) ⇒ [a, tau, info]

CGELQF computes an LQ factorization of a complex M-by-N matrix A: A = L * Q.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SComplex, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and below the diagonal of the array contain the m-by-min(m,n) lower trapezoidal matrix L (L is lower triangular if m <= n); the elements above the diagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3675
3676
3677
3678
3679
3680
3681
3682
3683
3684
3685
3686
3687
3688
3689
3690
3691
3692
3693
3694
3695
3696
3697
3698
3699
3700
3701
3702
3703
3704
3705
3706
3707
3708
3709
3710
3711
3712
3713
3714
3715
3716
3717
3718
3719
3720
3721
3722
3723
3724
3725
3726
3727
3728
3729
3730
3731
3732
3733
3734
3735
# File 'ext/numo/linalg/lapack/lapack_c.c', line 3675

static VALUE
lapack_s_cgelqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgelqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgelqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.cgels(a, b, trans: 'N', order: 'R') ⇒ [a, b, info]

CGELS solves overdetermined or underdetermined complex linear systems involving an M-by-N matrix A, or its conjugate-transpose, using a QR or LQ factorization of A. It is assumed that A has full rank. The following options are provided:

  1. If TRANS = ‘N’ and m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A*X ||.

  2. If TRANS = ‘N’ and m < n: find the minimum norm solution of an underdetermined system A * X = B.

  3. If TRANS = ‘C’ and m >= n: find the minimum norm solution of an underdetermined system A**H * X = B.

  4. If TRANS = ‘C’ and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**H * X ||.

Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::SComplex, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. if M >= N, A is overwritten by details of its QR factorization as returned by CGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by CGELQF.

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANS = ‘N’, or N-by-NRHS if TRANS = ‘C’. On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise: if TRANS = ‘N’ and m >= n, rows 1 to n of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of the modulus of elements N+1 to M in that column; if TRANS = ‘N’ and m < n, rows 1 to N of B contain the minimum norm solution vectors; if TRANS = ‘C’ and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = ‘C’ and m < n, rows 1 to M of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of the modulus of elements M+1 to N in that column.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.



1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
# File 'ext/numo/linalg/lapack/lapack_c.c', line 1392

static VALUE
lapack_s_cgels(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgels, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"cgels");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.cgelsd(a, b, rcond: -1, order: 'R') ⇒ [b, s, rank, info]

CGELSD computes the minimum-norm solution to a real linear least squares problem:

  minimize 2-norm(| b - A*x |)

using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The problem is solved in three steps:

(1) Reduce the coefficient matrix A to bidiagonal form with Householder transformations, reducing the original problem into a “bidiagonal least squares problem” (BLS)

(2) Solve the BLS using a divide and conquer approach.

(3) Apply back all the Householder transformations to solve the original least squares problem.

The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, s, rank, info])

    Array<Numo::SComplex, Numo::SComplex, Integer, Integer>

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of the modulus of elements n+1:m in that column.

    • s – S is REAL array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1872
1873
1874
1875
1876
1877
1878
1879
1880
1881
1882
1883
1884
1885
1886
1887
1888
1889
1890
1891
1892
1893
1894
1895
1896
1897
1898
1899
1900
1901
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
1916
1917
1918
1919
1920
1921
1922
1923
1924
1925
1926
1927
1928
1929
1930
1931
1932
1933
1934
1935
1936
1937
1938
1939
1940
1941
1942
1943
1944
1945
1946
1947
1948
1949
1950
1951
1952
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
# File 'ext/numo/linalg/lapack/lapack_c.c', line 1872

static VALUE
lapack_s_cgelsd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgelsd, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"cgelsd");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.cgelss(a, b, rcond: -1, order: 'R') ⇒ [a, b, s, rank, info]

CGELSS computes the minimum norm solution to a complex linear least squares problem: Minimize 2-norm(| b - A*x |). using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, s, rank, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::SComplex, Integer, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the first min(m,n) rows of A are overwritten with its right singular vectors, stored rowwise.

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of the modulus of elements n+1:m in that column.

    • s – S is REAL array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
1678
1679
1680
1681
1682
1683
1684
1685
1686
1687
1688
1689
1690
1691
1692
1693
1694
1695
1696
1697
1698
1699
1700
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
1728
1729
1730
1731
1732
# File 'ext/numo/linalg/lapack/lapack_c.c', line 1626

static VALUE
lapack_s_cgelss(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgelss, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"cgelss");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.cgelsy(a, b, jpvt, rcond: -1, order: 'R') ⇒ [a, b, jpvt, rank, info]

CGELSY computes the minimum-norm solution to a complex linear least squares problem:

  minimize || A * X - B ||

using a complete orthogonal factorization of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The routine first computes a QR factorization with column pivoting:

  A * P = Q * [ R11 R12 ]
              [  0  R22 ]

with R11 defined as the largest leading submatrix whose estimated condition number is less than 1/RCOND. The order of R11, RANK, is the effective rank of A. Then, R22 is considered to be negligible, and R12 is annihilated by unitary transformations from the right, arriving at the complete orthogonal factorization:

  A * P = Q * [ T11 0 ] * Z
              [  0  0 ]

The minimum-norm solution is then

  X = P * Z**H [ inv(T11)*Q1**H*B ]
               [        0         ]

where Q1 consists of the first RANK columns of Q. This routine is basically identical to the original xGELSX except three differences:

  o The permutation of matrix B (the right hand side) is faster and
    more simple.
  o The call to the subroutine xGEQPF has been substituted by the
    the call to the subroutine xGEQP3. This subroutine is a Blas-3
    version of the QR factorization with column pivoting.
  o Matrix B (the right hand side) is updated with Blas-3.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jpvt (Numo::Int)

    matrix (>=2-dimentional NArray).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, jpvt, rank, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::Int, Integer, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A has been overwritten by details of its complete orthogonal factorization.

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of A*P was the k-th column of A.

    • rank – RANK is INTEGER The effective rank of A, i.e., the order of the submatrix R11. This is the same as the order of the submatrix T11 in the complete orthogonal factorization of A.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



2133
2134
2135
2136
2137
2138
2139
2140
2141
2142
2143
2144
2145
2146
2147
2148
2149
2150
2151
2152
2153
2154
2155
2156
2157
2158
2159
2160
2161
2162
2163
2164
2165
2166
2167
2168
2169
2170
2171
2172
2173
2174
2175
2176
2177
2178
2179
2180
2181
2182
2183
2184
2185
2186
2187
2188
2189
2190
2191
2192
2193
2194
2195
2196
2197
2198
2199
2200
2201
2202
2203
2204
2205
2206
2207
2208
2209
2210
2211
2212
2213
2214
2215
2216
2217
2218
2219
2220
2221
2222
2223
2224
2225
2226
2227
2228
2229
2230
2231
2232
2233
2234
2235
2236
2237
2238
2239
# File 'ext/numo/linalg/lapack/lapack_c.c', line 2133

static VALUE
lapack_s_cgelsy(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgelsy, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"cgelsy");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.cgeqlf(a, [order: 'R']) ⇒ [a, tau, info]

CGEQLF computes a QL factorization of a complex M-by-N matrix A: A = Q * L.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SComplex, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m >= n, the lower triangle of the subarray A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L; if m <= n, the elements on and below the (n-m)-th superdiagonal contain the M-by-N lower trapezoidal matrix L; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3523
3524
3525
3526
3527
3528
3529
3530
3531
3532
3533
3534
3535
3536
3537
3538
3539
3540
3541
3542
3543
3544
3545
3546
3547
3548
3549
3550
3551
3552
3553
3554
3555
3556
3557
3558
3559
3560
3561
3562
3563
3564
3565
3566
3567
3568
3569
3570
3571
3572
3573
3574
3575
3576
3577
3578
3579
3580
3581
3582
3583
# File 'ext/numo/linalg/lapack/lapack_c.c', line 3523

static VALUE
lapack_s_cgeqlf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgeqlf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgeqlf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.cgeqp3(a, jpvt, [order: 'R']) ⇒ [a, jpvt, tau, info]

CGEQP3 computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, jpvt, tau, info])

    Array<Numo::SComplex, Numo::Int, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the upper triangle of the array contains the min(M,N)-by-N upper trapezoidal matrix R; the elements below the diagonal, together with the array TAU, represent the unitary matrix Q as a product of min(M,N) elementary reflectors.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(J).ne.0, the J-th column of A is permuted to the front of A*P (a leading column); if JPVT(J)=0, the J-th column of A is a free column. On exit, if JPVT(J)=K, then the J-th column of A*P was the the K-th column of A.

    • tau – TAU is COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.



3834
3835
3836
3837
3838
3839
3840
3841
3842
3843
3844
3845
3846
3847
3848
3849
3850
3851
3852
3853
3854
3855
3856
3857
3858
3859
3860
3861
3862
3863
3864
3865
3866
3867
3868
3869
3870
3871
3872
3873
3874
3875
3876
3877
3878
3879
3880
3881
3882
3883
3884
3885
3886
3887
3888
3889
3890
3891
3892
3893
3894
# File 'ext/numo/linalg/lapack/lapack_c.c', line 3834

static VALUE
lapack_s_cgeqp3(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2},{OVERWRITE,1}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgeqp3, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgeqp3");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.cgeqrf(a, [order: 'R']) ⇒ [a, tau, info]

CGEQRF computes a QR factorization of a complex M-by-N matrix A: A = Q * R.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SComplex, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if m >= n); the elements below the diagonal, with the array TAU, represent the unitary matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3213
3214
3215
3216
3217
3218
3219
3220
3221
3222
3223
3224
3225
3226
3227
3228
3229
3230
3231
3232
3233
3234
3235
3236
3237
3238
3239
3240
3241
3242
3243
3244
3245
3246
3247
3248
3249
3250
3251
3252
3253
3254
3255
3256
3257
3258
3259
3260
3261
3262
3263
3264
3265
3266
3267
3268
3269
3270
3271
3272
3273
# File 'ext/numo/linalg/lapack/lapack_c.c', line 3213

static VALUE
lapack_s_cgeqrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgeqrf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgeqrf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.cgerqf(a, [order: 'R']) ⇒ [a, tau, info]

CGERQF computes an RQ factorization of a complex M-by-N matrix A: A = R * Q.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SComplex, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m <= n, the upper triangle of the subarray A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R; if m >= n, the elements on and above the (m-n)-th subdiagonal contain the M-by-N upper trapezoidal matrix R; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3368
3369
3370
3371
3372
3373
3374
3375
3376
3377
3378
3379
3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
3390
3391
3392
3393
3394
3395
3396
3397
3398
3399
3400
3401
3402
3403
3404
3405
3406
3407
3408
3409
3410
3411
3412
3413
3414
3415
3416
3417
3418
3419
3420
3421
3422
3423
3424
3425
3426
3427
3428
# File 'ext/numo/linalg/lapack/lapack_c.c', line 3368

static VALUE
lapack_s_cgerqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgerqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgerqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.cgesdd(a, [jobz: 'A', order:'R']) ⇒ [sigma, u, vt, info]

CGESDD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors, by using divide-and-conquer method. The SVD is written

  A = U * SIGMA * conjugate-transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M unitary matrix, and V is an N-by-N unitary matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns VT = V**H, not V. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobz (String or Symbol)

    If ‘A’: all M columns of U and all N rows of V**H are returned in the arrays U and VT; If ‘S’: the first min(M,N) columns of U and the first min(M,N) rows of V**H are returned in the arrays U and VT;If ‘O’: If M >= N, the first N columns of U are overwritten in the array A and all rows of V**H are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**H are overwritten in the array A;If ‘N’: no columns of U or rows of V**H are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::SComplex, Integer>

    • u – U is COMPLEX array, dimension (LDU,UCOL) UCOL = M if JOBZ = ‘A’ or JOBZ = ‘O’ and M < N; UCOL = min(M,N) if JOBZ = ‘S’. If JOBZ = ‘A’ or JOBZ = ‘O’ and M < N, U contains the M-by-M unitary matrix U; if JOBZ = ‘S’, U contains the first min(M,N) columns of U (the left singular vectors, stored columnwise); if JOBZ = ‘O’ and M >= N, or JOBZ = ‘N’, U is not referenced.

    • vt – VT is COMPLEX array, dimension (LDVT,N) If JOBZ = ‘A’ or JOBZ = ‘O’ and M >= N, VT contains the N-by-N unitary matrix V**H; if JOBZ = ‘S’, VT contains the first min(M,N) rows of V**H (the right singular vectors, stored rowwise); if JOBZ = ‘O’ and M < N, or JOBZ = ‘N’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: The updating process of SBDSDC did not converge.



1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
# File 'ext/numo/linalg/lapack/lapack_c.c', line 1141

static VALUE
lapack_s_cgesdd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgesdd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"cgesdd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.cgesv(a, b, [order: 'R']) ⇒ [a, b, ipiv, info]

CGESV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N matrix and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as

  A = P * L * U,

where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::SComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::Int, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the N-by-N coefficient matrix A. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the N-by-NRHS matrix of right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed.



248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
# File 'ext/numo/linalg/lapack/lapack_c.c', line 248

static VALUE
lapack_s_cgesv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgesv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"cgesv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.cgesvd(a, [jobu: 'A', jobvt:'A', order:'R']) ⇒ [sigma, u, vt, info]

CGESVD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written

  A = U * SIGMA * conjugate-transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M unitary matrix, and V is an N-by-N unitary matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns V**H, not V.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobu (String or Symbol)

    If ‘A’: all M columns of U are returned in array U, If ‘S’: the first min(m,n) columns of U (the left singular vectors) are returned in the array U, If ‘O’: the first min(m,n) columns of U (the left singular vectors) are overwritten on the array A, If ‘N’: no columns of U (no left singular vectors) are computed. (default=’A’)

  • jobvt (String or Symbol)

    If ‘A’: all N rows of V**T are returned in the array VT;If ‘S’: the first min(m,n) rows of V**T (the right singular vectors) are returned in the array VT;If ‘O’: the first min(m,n) rows of V**T (the right singular vectors) are overwritten on the array A;If ‘N’: no rows of V**T (no right singular vectors) are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::SComplex, Integer>

    • u – U is COMPLEX array, dimension (LDU,UCOL) (LDU,M) if JOBU = ‘A’ or (LDU,min(M,N)) if JOBU = ‘S’. If JOBU = ‘A’, U contains the M-by-M unitary matrix U; if JOBU = ‘S’, U contains the first min(m,n) columns of U (the left singular vectors, stored columnwise); if JOBU = ‘N’ or ‘O’, U is not referenced.

    • vt – VT is COMPLEX array, dimension (LDVT,N) If JOBVT = ‘A’, VT contains the N-by-N unitary matrix V**H; if JOBVT = ‘S’, VT contains the first min(m,n) rows of V**H (the right singular vectors, stored rowwise); if JOBVT = ‘N’ or ‘O’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if CBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of RWORK above for details.



924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
# File 'ext/numo/linalg/lapack/lapack_c.c', line 924

static VALUE
lapack_s_cgesvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgesvd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"cgesvd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.cgetrf(a, [order: 'R']) ⇒ [a, ipiv, info]

CGETRF computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form

  A = P * L * U

where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). This is the right-looking Level 3 BLAS version of the algorithm.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::SComplex, Numo::Int, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • ipiv – IPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.



4292
4293
4294
4295
4296
4297
4298
4299
4300
4301
4302
4303
4304
4305
4306
4307
4308
4309
4310
4311
4312
4313
4314
4315
4316
4317
4318
4319
4320
4321
4322
4323
4324
4325
4326
4327
4328
4329
4330
4331
4332
4333
4334
4335
4336
4337
4338
4339
4340
4341
4342
4343
4344
4345
4346
4347
4348
4349
4350
4351
4352
4353
4354
4355
4356
4357
4358
4359
4360
4361
4362
4363
4364
4365
4366
4367
4368
4369
4370
4371
4372
4373
4374
4375
4376
4377
4378
4379
4380
4381
4382
4383
4384
4385
4386
4387
4388
4389
4390
4391
4392
4393
4394
4395
4396
4397
4398
4399
4400
4401
4402
4403
4404
4405
4406
4407
4408
4409
4410
4411
4412
# File 'ext/numo/linalg/lapack/lapack_c.c', line 4292

static VALUE
lapack_s_cgetrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgetrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgetrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.cgetri(a, ipiv, [order: 'R']) ⇒ [a, info]

CGETRI computes the inverse of a matrix using the LU factorization computed by CGETRF. This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A).

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by cgetrf

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by CGETRF. On exit, if INFO = 0, the inverse of the original matrix A.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero; the matrix is singular and its inverse could not be computed.



4528
4529
4530
4531
4532
4533
4534
4535
4536
4537
4538
4539
4540
4541
4542
4543
4544
4545
4546
4547
4548
4549
4550
4551
4552
4553
4554
4555
4556
4557
4558
4559
4560
4561
4562
4563
4564
4565
4566
4567
4568
4569
4570
4571
4572
4573
4574
4575
4576
4577
4578
4579
4580
4581
4582
4583
4584
4585
4586
4587
4588
4589
4590
4591
4592
4593
4594
4595
4596
4597
4598
4599
4600
4601
4602
4603
4604
4605
4606
4607
4608
4609
4610
4611
4612
4613
4614
4615
4616
4617
4618
4619
4620
4621
4622
4623
4624
4625
4626
4627
4628
4629
4630
4631
4632
4633
4634
4635
4636
4637
4638
4639
4640
4641
4642
4643
4644
4645
4646
4647
4648
# File 'ext/numo/linalg/lapack/lapack_c.c', line 4528

static VALUE
lapack_s_cgetri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgetri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgetri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.cgetrs(a, ipiv, b, [trans: 'N', order:'R']) ⇒ [b, info]

CGETRS solves a system of linear equations

  A * X = B,  A**T * X = B,  or  A**H * X = B

with a general N-by-N matrix A using the LU factorization computed by CGETRF.

Parameters:

  • a (Numo::SComplex)

    LU matrix computed by cgetrf

  • ipiv (Numo::Int)

    pivot computed by cgetrf

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • trans (String or Symbol)

    if ‘N’: Not transpose , if ‘T’: Transpose . (default=’N’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::SComplex, Integer>

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



4765
4766
4767
4768
4769
4770
4771
4772
4773
4774
4775
4776
4777
4778
4779
4780
4781
4782
4783
4784
4785
4786
4787
4788
4789
4790
4791
4792
4793
4794
4795
4796
4797
4798
4799
4800
4801
4802
4803
4804
4805
4806
4807
4808
4809
4810
4811
4812
4813
4814
4815
4816
4817
4818
4819
4820
4821
4822
4823
4824
4825
4826
4827
4828
4829
4830
4831
4832
4833
4834
4835
4836
4837
4838
4839
4840
4841
4842
4843
4844
4845
4846
4847
4848
4849
4850
4851
4852
4853
4854
4855
4856
4857
4858
4859
4860
4861
4862
4863
4864
4865
4866
4867
4868
4869
4870
4871
4872
4873
4874
4875
4876
4877
4878
4879
4880
4881
4882
4883
4884
4885
# File 'ext/numo/linalg/lapack/lapack_c.c', line 4765

static VALUE
lapack_s_cgetrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cgetrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cgetrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.cggev(a, b, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [alpha, beta, vl, vr, info]

CGGEV computes for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. A generalized eigenvalue for a pair of matrices (A,B) is a scalar lambda or a ratio alpha/beta = lambda, such that A - lambda*B is singular. It is usually represented as the pair (alpha,beta), as there is a reasonable interpretation for beta=0, and even for both being zero. The right generalized eigenvector v(j) corresponding to the generalized eigenvalue lambda(j) of (A,B) satisfies

       A * v(j) = lambda(j) * B * v(j).

The left generalized eigenvector u(j) corresponding to the generalized eigenvalues lambda(j) of (A,B) satisfies

       u(j)**H * A = lambda(j) * u(j)**H * B

where u(j)**H is the conjugate-transpose of u(j).

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([alpha, beta, vl, vr, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::SComplex, Numo::SComplex, Integer>

    • alpha – ALPHA is COMPLEX array, dimension (N)

    • beta – BETA is COMPLEX array, dimension (N) On exit, ALPHA(j)/BETA(j), j=1,…,N, will be the generalized eigenvalues. Note: the quotients ALPHA(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio alpha/beta. However, ALPHA will be always less than and usually comparable with norm(A) in magnitude, and BETA always less than and usually comparable with norm(B).

    • vl – VL is COMPLEX array, dimension (LDVL,N) If JOBVL = ‘V’, the left generalized eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. Each eigenvector is scaled so the largest component has abs(real part) + abs(imag. part) = 1. Not referenced if JOBVL = ‘N’.

    • vr – VR is COMPLEX array, dimension (LDVR,N) If JOBVR = ‘V’, the right generalized eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. Each eigenvector is scaled so the largest component has abs(real part) + abs(imag. part) = 1. Not referenced if JOBVR = ‘N’.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. =1,…,N: The QZ iteration failed. No eigenvectors have been calculated, but ALPHA(j) and BETA(j) should be correct for j=INFO+1,…,N. > N: =N+1: other then QZ iteration failed in SHGEQZ, =N+2: error return from STGEVC.



2526
2527
2528
2529
2530
2531
2532
2533
2534
2535
2536
2537
2538
2539
2540
2541
2542
2543
2544
2545
2546
2547
2548
2549
2550
2551
2552
2553
2554
2555
2556
2557
2558
2559
2560
2561
2562
2563
2564
2565
2566
2567
2568
2569
2570
2571
2572
2573
2574
2575
# File 'ext/numo/linalg/lapack/lapack_c.c', line 2526

static VALUE
lapack_s_cggev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[6-CZ] = {{cT,1,shape},{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cggev, NO_LOOP|NDF_EXTRACT, 2, 6-CZ, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"cggev");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[3-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[4-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    if (aout[4-CZ].dim == 0) { RARRAY_ASET(ans,4-CZ,Qnil); }
    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    return ans;
}

.cheev(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

CHEEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.



2652
2653
2654
2655
2656
2657
2658
2659
2660
2661
2662
2663
2664
2665
2666
2667
2668
2669
2670
2671
2672
2673
2674
2675
2676
2677
2678
2679
2680
2681
2682
2683
2684
2685
2686
2687
2688
2689
# File 'ext/numo/linalg/lapack/lapack_c.c', line 2652

static VALUE
lapack_s_cheev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cheev, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"cheev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.cheevd(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

CHEEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).



2777
2778
2779
2780
2781
2782
2783
2784
2785
2786
2787
2788
2789
2790
2791
2792
2793
2794
2795
2796
2797
2798
2799
2800
2801
2802
2803
2804
2805
2806
2807
2808
2809
2810
2811
2812
2813
2814
# File 'ext/numo/linalg/lapack/lapack_c.c', line 2777

static VALUE
lapack_s_cheevd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cheevd, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"cheevd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.chegv(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

CHEGV computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is COMPLEX array, dimension (LDB, N) On entry, the Hermitian positive definite matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: CPOTRF or CHEEV returned an error code: <= N: if INFO = i, CHEEV failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



2918
2919
2920
2921
2922
2923
2924
2925
2926
2927
2928
2929
2930
2931
2932
2933
2934
2935
2936
2937
2938
2939
2940
2941
2942
2943
2944
2945
2946
2947
2948
2949
2950
2951
2952
2953
2954
2955
2956
2957
2958
2959
2960
2961
2962
2963
# File 'ext/numo/linalg/lapack/lapack_c.c', line 2918

static VALUE
lapack_s_chegv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_chegv, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"chegv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.chegvd(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

CHEGVD computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is COMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is COMPLEX array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: CPOTRF or CHEEVD returned an error code: <= N: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
3089
3090
3091
3092
3093
3094
3095
3096
3097
3098
3099
3100
3101
3102
3103
3104
3105
3106
3107
3108
3109
3110
3111
3112
3113
3114
3115
3116
3117
3118
3119
3120
3121
3122
3123
# File 'ext/numo/linalg/lapack/lapack_c.c', line 3078

static VALUE
lapack_s_chegvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_chegvd, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"chegvd");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.chesv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, ipiv, info]

CHESV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS matrices. The diagonal pivoting method is used to factor A as

  A = U * D * U**H,  if UPLO = 'U', or
  A = L * D * L**H,  if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::SComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::Int, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by CHETRF.

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by CHETRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.



764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
# File 'ext/numo/linalg/lapack/lapack_c.c', line 764

static VALUE
lapack_s_chesv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_chesv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"chesv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.chetrf(a, [uplo: 'U', order:'R']) ⇒ [a, ipiv, info]

CHETRF computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is

  A = U*D*U**H  or  A = L*D*L**H

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::SComplex, Numo::Int, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.



5762
5763
5764
5765
5766
5767
5768
5769
5770
5771
5772
5773
5774
5775
5776
5777
5778
5779
5780
5781
5782
5783
5784
5785
5786
5787
5788
5789
5790
5791
5792
5793
5794
5795
5796
5797
5798
5799
5800
5801
5802
5803
5804
5805
5806
5807
5808
5809
5810
5811
5812
5813
5814
5815
5816
5817
5818
5819
5820
5821
5822
5823
5824
5825
5826
5827
5828
5829
5830
5831
5832
5833
5834
5835
5836
5837
5838
5839
5840
5841
5842
5843
5844
5845
5846
5847
5848
5849
5850
5851
5852
5853
5854
5855
5856
5857
5858
5859
5860
5861
5862
5863
5864
5865
5866
5867
5868
5869
5870
5871
5872
5873
5874
5875
5876
5877
5878
5879
5880
5881
5882
# File 'ext/numo/linalg/lapack/lapack_c.c', line 5762

static VALUE
lapack_s_chetrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_chetrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"chetrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.chetri(a, ipiv, [uplo: 'U', order:'R']) ⇒ [a, info]

CHETRI computes the inverse of a complex Hermitian indefinite matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by chetrf

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF. On exit, if INFO = 0, the (Hermitian) inverse of the original matrix. If UPLO = ‘U’, the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = ‘L’ the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.



6003
6004
6005
6006
6007
6008
6009
6010
6011
6012
6013
6014
6015
6016
6017
6018
6019
6020
6021
6022
6023
6024
6025
6026
6027
6028
6029
6030
6031
6032
6033
6034
6035
6036
6037
6038
6039
6040
6041
6042
6043
6044
6045
6046
6047
6048
6049
6050
6051
6052
6053
6054
6055
6056
6057
6058
6059
6060
6061
6062
6063
6064
6065
6066
6067
6068
6069
6070
6071
6072
6073
6074
6075
6076
6077
6078
6079
6080
6081
6082
6083
6084
6085
6086
6087
6088
6089
6090
6091
6092
6093
6094
6095
6096
6097
6098
6099
6100
6101
6102
6103
6104
6105
6106
6107
6108
6109
6110
6111
6112
6113
6114
6115
6116
6117
6118
6119
6120
6121
6122
6123
# File 'ext/numo/linalg/lapack/lapack_c.c', line 6003

static VALUE
lapack_s_chetri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_chetri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"chetri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.chetrs(a, ipiv, b, [uplo: 'U', order:'R']) ⇒ [b, info]

CHETRS solves a system of linear equations A*X = B with a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF.

Parameters:

  • a (Numo::SComplex)

    LU matrix computed by chetrf

  • ipiv (Numo::Int)

    pivot computed by chetrf

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::SComplex, Integer>

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



6237
6238
6239
6240
6241
6242
6243
6244
6245
6246
6247
6248
6249
6250
6251
6252
6253
6254
6255
6256
6257
6258
6259
6260
6261
6262
6263
6264
6265
6266
6267
6268
6269
6270
6271
6272
6273
6274
6275
6276
6277
6278
6279
6280
6281
6282
6283
6284
6285
6286
6287
6288
6289
6290
6291
6292
6293
6294
6295
6296
6297
6298
6299
6300
6301
6302
6303
6304
6305
6306
6307
6308
6309
6310
6311
6312
6313
6314
6315
6316
6317
6318
6319
6320
6321
6322
6323
6324
6325
6326
6327
6328
6329
6330
6331
6332
6333
6334
6335
6336
6337
6338
6339
6340
6341
6342
6343
6344
6345
6346
6347
6348
6349
6350
6351
6352
6353
6354
6355
6356
6357
# File 'ext/numo/linalg/lapack/lapack_c.c', line 6237

static VALUE
lapack_s_chetrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_chetrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"chetrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.clange(a, norm, [order: 'R']) ⇒ Numo::SFloat

CLANGE returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex matrix A.

  CLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
           (
           ( norm1(A),         NORM = '1', 'O' or 'o'
           (
           ( normI(A),         NORM = 'I' or 'i'
           (
           ( normF(A),         NORM = 'F', 'f', 'E' or 'e'

where norm1 denotes the one norm of a matrix (maximum column sum), normI denotes the infinity norm of a matrix (maximum row sum) and normF denotes the Frobenius norm of a matrix (square root of sum of squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray).

  • norm (String)

    Kind of norm: ‘M’,(‘1’,’O’),’I’,(‘F’,’E’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • (Numo::SFloat)

    returns clange.



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
# File 'ext/numo/linalg/lapack/lapack_c.c', line 118

static VALUE
lapack_s_clange(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, norm, ans;
    narray_t *na1;
    ndfunc_arg_in_t ain[1] = {{cT,2}};
    ndfunc_arg_out_t aout[1] = {{cRT,0}};
    ndfunc_t ndf = {&iter_lapack_s_clange, NO_LOOP|NDF_EXTRACT, 1, 1, ain, aout};

    args_t g;
    VALUE opts[1] = {Qundef};
    ID kw_table[1] = {id_order};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"clange");

    rb_scan_args(argc, argv, "2:", &a, &norm, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);
    g.norm  = option_job(norm,'F','F');
    //reduce = nary_reduce_options(Qnil, &opts[1], 1, &a, &ndf);
    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    //COPY_OR_CAST_TO(a,cT); // not overwrite
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    ans = na_ndloop3(&ndf, &g, 1, a);
    return ans;
}

.cposv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, info]

CPOSV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as

  A = U**H* U,  if UPLO = 'U', or
  A = L * L**H,  if UPLO = 'L',

where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::SComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::SComplex, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H.

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed.



587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
# File 'ext/numo/linalg/lapack/lapack_c.c', line 587

static VALUE
lapack_s_cposv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cposv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"cposv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.cpotrf(a, [uplo: 'U', order:'R']) ⇒ [a, info]

CPOTRF computes the Cholesky factorization of a complex Hermitian positive definite matrix A. The factorization has the form

  A = U**H * U,  if UPLO = 'U', or
  A = L  * L**H,  if UPLO = 'L',

where U is an upper triangular matrix and L is lower triangular. This is the block version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed.



6485
6486
6487
6488
6489
6490
6491
6492
6493
6494
6495
6496
6497
6498
6499
6500
6501
6502
6503
6504
6505
6506
6507
6508
6509
6510
6511
6512
6513
6514
6515
6516
6517
6518
6519
6520
6521
6522
6523
6524
6525
6526
6527
6528
6529
6530
6531
6532
6533
6534
6535
6536
6537
6538
6539
6540
6541
6542
6543
6544
6545
6546
6547
6548
6549
6550
6551
6552
6553
6554
6555
6556
6557
6558
6559
6560
6561
6562
6563
6564
6565
6566
6567
6568
6569
6570
6571
6572
6573
6574
6575
6576
6577
6578
6579
6580
6581
6582
6583
6584
6585
6586
6587
6588
6589
6590
6591
6592
6593
6594
6595
6596
6597
6598
6599
6600
6601
6602
6603
6604
6605
# File 'ext/numo/linalg/lapack/lapack_c.c', line 6485

static VALUE
lapack_s_cpotrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cpotrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cpotrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.cpotri(a, [uplo: 'U', order:'R']) ⇒ [a, info]

CPOTRI computes the inverse of a complex Hermitian positive definite matrix A using the Cholesky factorization A = U**H*U or A = L*L**H computed by CPOTRF.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, as computed by CPOTRF. On exit, the upper or lower triangle of the (Hermitian) inverse of A, overwriting the input factor U or L.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.



6722
6723
6724
6725
6726
6727
6728
6729
6730
6731
6732
6733
6734
6735
6736
6737
6738
6739
6740
6741
6742
6743
6744
6745
6746
6747
6748
6749
6750
6751
6752
6753
6754
6755
6756
6757
6758
6759
6760
6761
6762
6763
6764
6765
6766
6767
6768
6769
6770
6771
6772
6773
6774
6775
6776
6777
6778
6779
6780
6781
6782
6783
6784
6785
6786
6787
6788
6789
6790
6791
6792
6793
6794
6795
6796
6797
6798
6799
6800
6801
6802
6803
6804
6805
6806
6807
6808
6809
6810
6811
6812
6813
6814
6815
6816
6817
6818
6819
6820
6821
6822
6823
6824
6825
6826
6827
6828
6829
6830
6831
6832
6833
6834
6835
6836
6837
6838
6839
6840
6841
6842
# File 'ext/numo/linalg/lapack/lapack_c.c', line 6722

static VALUE
lapack_s_cpotri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cpotri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cpotri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.cpotrs(a, b, [uplo: 'U', order:'R']) ⇒ [b, info]

CPOTRS solves a system of linear equations A*X = B with a Hermitian positive definite matrix A using the Cholesky factorization A = U**H*U or A = L*L**H computed by CPOTRF.

Parameters:

  • a (Numo::SComplex)

    LU matrix computed by cpotrf

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::SComplex, Integer>

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



6955
6956
6957
6958
6959
6960
6961
6962
6963
6964
6965
6966
6967
6968
6969
6970
6971
6972
6973
6974
6975
6976
6977
6978
6979
6980
6981
6982
6983
6984
6985
6986
6987
6988
6989
6990
6991
6992
6993
6994
6995
6996
6997
6998
6999
7000
7001
7002
7003
7004
7005
7006
7007
7008
7009
7010
7011
7012
7013
7014
7015
7016
7017
7018
7019
7020
7021
7022
7023
7024
7025
7026
7027
7028
7029
7030
7031
7032
7033
7034
7035
7036
7037
7038
7039
7040
7041
7042
7043
7044
7045
7046
7047
7048
7049
7050
7051
7052
7053
7054
7055
7056
7057
7058
7059
7060
7061
7062
7063
7064
7065
7066
7067
7068
7069
7070
7071
7072
7073
7074
7075
# File 'ext/numo/linalg/lapack/lapack_c.c', line 6955

static VALUE
lapack_s_cpotrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cpotrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"cpotrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.csysv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, ipiv, info]

CSYSV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. The diagonal pivoting method is used to factor A as

  A = U * D * U**T,  if UPLO = 'U', or
  A = L * D * L**T,  if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::SComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::SComplex, Numo::SComplex, Numo::Int, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by CSYTRF.

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by CSYTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.



425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
# File 'ext/numo/linalg/lapack/lapack_c.c', line 425

static VALUE
lapack_s_csysv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_csysv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"csysv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.csytrf(a, [uplo: 'U', order:'R']) ⇒ [a, ipiv, info]

CSYTRF computes the factorization of a complex symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is

  A = U*D*U**T  or  A = L*D*L**T

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::SComplex, Numo::Int, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.



5026
5027
5028
5029
5030
5031
5032
5033
5034
5035
5036
5037
5038
5039
5040
5041
5042
5043
5044
5045
5046
5047
5048
5049
5050
5051
5052
5053
5054
5055
5056
5057
5058
5059
5060
5061
5062
5063
5064
5065
5066
5067
5068
5069
5070
5071
5072
5073
5074
5075
5076
5077
5078
5079
5080
5081
5082
5083
5084
5085
5086
5087
5088
5089
5090
5091
5092
5093
5094
5095
5096
5097
5098
5099
5100
5101
5102
5103
5104
5105
5106
5107
5108
5109
5110
5111
5112
5113
5114
5115
5116
5117
5118
5119
5120
5121
5122
5123
5124
5125
5126
5127
5128
5129
5130
5131
5132
5133
5134
5135
5136
5137
5138
5139
5140
5141
5142
5143
5144
5145
5146
# File 'ext/numo/linalg/lapack/lapack_c.c', line 5026

static VALUE
lapack_s_csytrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_csytrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"csytrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.csytri(a, ipiv, [uplo: 'U', order:'R']) ⇒ [a, info]

CSYTRI computes the inverse of a complex symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by csytrf

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = ‘U’, the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = ‘L’ the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.



5267
5268
5269
5270
5271
5272
5273
5274
5275
5276
5277
5278
5279
5280
5281
5282
5283
5284
5285
5286
5287
5288
5289
5290
5291
5292
5293
5294
5295
5296
5297
5298
5299
5300
5301
5302
5303
5304
5305
5306
5307
5308
5309
5310
5311
5312
5313
5314
5315
5316
5317
5318
5319
5320
5321
5322
5323
5324
5325
5326
5327
5328
5329
5330
5331
5332
5333
5334
5335
5336
5337
5338
5339
5340
5341
5342
5343
5344
5345
5346
5347
5348
5349
5350
5351
5352
5353
5354
5355
5356
5357
5358
5359
5360
5361
5362
5363
5364
5365
5366
5367
5368
5369
5370
5371
5372
5373
5374
5375
5376
5377
5378
5379
5380
5381
5382
5383
5384
5385
5386
5387
# File 'ext/numo/linalg/lapack/lapack_c.c', line 5267

static VALUE
lapack_s_csytri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_csytri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"csytri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.csytrs(a, ipiv, b, [uplo: 'U', order:'R']) ⇒ [b, info]

CSYTRS solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by CSYTRF.

Parameters:

  • a (Numo::SComplex)

    LU matrix computed by csytrf

  • ipiv (Numo::Int)

    pivot computed by csytrf

  • b (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::SComplex, Integer>

    • b – B is COMPLEX array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



5501
5502
5503
5504
5505
5506
5507
5508
5509
5510
5511
5512
5513
5514
5515
5516
5517
5518
5519
5520
5521
5522
5523
5524
5525
5526
5527
5528
5529
5530
5531
5532
5533
5534
5535
5536
5537
5538
5539
5540
5541
5542
5543
5544
5545
5546
5547
5548
5549
5550
5551
5552
5553
5554
5555
5556
5557
5558
5559
5560
5561
5562
5563
5564
5565
5566
5567
5568
5569
5570
5571
5572
5573
5574
5575
5576
5577
5578
5579
5580
5581
5582
5583
5584
5585
5586
5587
5588
5589
5590
5591
5592
5593
5594
5595
5596
5597
5598
5599
5600
5601
5602
5603
5604
5605
5606
5607
5608
5609
5610
5611
5612
5613
5614
5615
5616
5617
5618
5619
5620
5621
# File 'ext/numo/linalg/lapack/lapack_c.c', line 5501

static VALUE
lapack_s_csytrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_csytrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"csytrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.ctzrzf(a, [order: 'R']) ⇒ [a, tau, info]

CTZRZF reduces the M-by-N ( M<=N ) complex upper trapezoidal matrix A to upper triangular form by means of unitary transformations. The upper trapezoidal matrix A is factored as

  A = ( R  0 ) * Z,

where Z is an N-by-N unitary matrix and R is an M-by-M upper triangular matrix.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SComplex, Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the unitary matrix Z as a product of M elementary reflectors.

    • tau – TAU is COMPLEX array, dimension (M) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3991
3992
3993
3994
3995
3996
3997
3998
3999
4000
4001
4002
4003
4004
4005
4006
4007
4008
4009
4010
4011
4012
4013
4014
4015
4016
4017
4018
4019
4020
4021
4022
4023
4024
4025
4026
4027
4028
4029
4030
4031
4032
4033
4034
4035
4036
4037
4038
4039
4040
4041
4042
4043
4044
4045
4046
4047
4048
4049
4050
4051
# File 'ext/numo/linalg/lapack/lapack_c.c', line 3991

static VALUE
lapack_s_ctzrzf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ctzrzf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"ctzrzf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.cungqr(a, tau, order: 'R') ⇒ [a, info]

CUNGQR generates an M-by-N complex matrix Q with orthonormal columns, which is defined as the first N columns of a product of K elementary reflectors of order M

  Q  =  H(1) H(2) . . . H(k)

as returned by CGEQRF.

Parameters:

  • a (Numo::SComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • tau (Numo::SComplex)

    vector (>=1-dimentional NArray).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SComplex, Integer>

    • a – A is COMPLEX array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,…,k, as returned by CGEQRF in the first k columns of its array argument A. On exit, the M-by-N matrix Q.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value



4126
4127
4128
4129
4130
4131
4132
4133
4134
4135
4136
4137
4138
4139
4140
4141
4142
4143
4144
4145
4146
4147
4148
4149
4150
4151
4152
4153
4154
4155
4156
4157
4158
4159
4160
4161
4162
4163
4164
4165
4166
4167
4168
4169
4170
4171
# File 'ext/numo/linalg/lapack/lapack_c.c', line 4126

static VALUE
lapack_s_cungqr(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, tau, ans;
    int   m, n, k, tmp;
    narray_t *na1, *na2;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cT,1}};
    ndfunc_arg_out_t aout[1] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_cungqr, NO_LOOP|NDF_EXTRACT, 2,1, ain,aout};

    args_t g = {0};
    VALUE opts[1] = {Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[1] = {id_order};

    CHECK_FUNC(func_p,"cungqr");

    rb_scan_args(argc, argv, "2:", &a, &tau, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);

    GetNArray(tau, na2);
    CHECK_DIM_GE(na2, 1);
    k = COL_SIZE(na2);
    if (m < n) {
        rb_raise(nary_eShapeError,
                 "a row length (m) must be >= a column length (n): m=%d n=%d",
                 m,n);
    }
    if (n < k) {
        rb_raise(nary_eShapeError,
                 "a column length (n) must be >= tau length (k): n=%d, k=%d",
                 k,n);
    }
    SWAP_IFCOL(g.order,m,n);

    ans = na_ndloop3(&ndf, &g, 2, a, tau);

    return rb_assoc_new(a, ans);
}

.dgeev(a, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [wr, wi, vl, vr, info]

DGEEV computes for an N-by-N real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. The right eigenvector v(j) of A satisfies

           A * v(j) = lambda(j) * v(j)

where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies

        u(j)**H * A = lambda(j) * u(j)**H

where u(j)**H denotes the conjugate-transpose of u(j). The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([wr, wi, vl, vr, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::DFloat, Numo::DFloat, Integer>

    • wr – WR is DOUBLE PRECISION array, dimension (N)

    • wi – WI is DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first.

    • vl – VL is DOUBLE PRECISION array, dimension (LDVL,N) If JOBVL = ‘V’, the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If JOBVL = ‘N’, VL is not referenced. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1).

    • vr – VR is DOUBLE PRECISION array, dimension (LDVR,N) If JOBVR = ‘V’, the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If JOBVR = ‘N’, VR is not referenced. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, the QR algorithm failed to compute all the eigenvalues, and no eigenvectors have been computed; elements i+1:N of WR and WI contain eigenvalues which have converged.



2194
2195
2196
2197
2198
2199
2200
2201
2202
2203
2204
2205
2206
2207
2208
2209
2210
2211
2212
2213
2214
2215
2216
2217
2218
2219
2220
2221
2222
2223
2224
2225
2226
2227
2228
2229
2230
2231
2232
2233
2234
2235
2236
# File 'ext/numo/linalg/lapack/lapack_d.c', line 2194

static VALUE
lapack_s_dgeev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[5-CZ] = {{cT,1,shape},{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgeev, NO_LOOP|NDF_EXTRACT, 1, 5-CZ, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"dgeev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[2-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[3-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 1, a);

    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    if (aout[2-CZ].dim == 0) { RARRAY_ASET(ans,2-CZ,Qnil); }
    return ans;
}

.dgelqf(a, [order: 'R']) ⇒ [a, tau, info]

DGELQF computes an LQ factorization of a real M-by-N matrix A: A = L * Q.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DFloat, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and below the diagonal of the array contain the m-by-min(m,n) lower trapezoidal matrix L (L is lower triangular if m <= n); the elements above the diagonal, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3532
3533
3534
3535
3536
3537
3538
3539
3540
3541
3542
3543
3544
3545
3546
3547
3548
3549
3550
3551
3552
3553
3554
3555
3556
3557
3558
3559
3560
3561
3562
3563
3564
3565
3566
3567
3568
3569
3570
3571
3572
3573
3574
3575
3576
3577
3578
3579
3580
3581
3582
3583
3584
3585
3586
3587
3588
3589
3590
3591
3592
# File 'ext/numo/linalg/lapack/lapack_d.c', line 3532

static VALUE
lapack_s_dgelqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgelqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgelqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.dgels(a, b, trans: 'N', order: 'R') ⇒ [a, b, info]

DGELS solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, or its transpose, using a QR or LQ factorization of A. It is assumed that A has full rank. The following options are provided:

  1. If TRANS = ‘N’ and m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A*X ||.

  2. If TRANS = ‘N’ and m < n: find the minimum norm solution of an underdetermined system A * X = B.

  3. If TRANS = ‘T’ and m >= n: find the minimum norm solution of an underdetermined system A**T * X = B.

  4. If TRANS = ‘T’ and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**T * X ||.

Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::DFloat, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if M >= N, A is overwritten by details of its QR factorization as returned by DGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by DGELQF.

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANS = ‘N’, or N-by-NRHS if TRANS = ‘T’. On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise: if TRANS = ‘N’ and m >= n, rows 1 to n of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of elements N+1 to M in that column; if TRANS = ‘N’ and m < n, rows 1 to N of B contain the minimum norm solution vectors; if TRANS = ‘T’ and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = ‘T’ and m < n, rows 1 to M of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of elements M+1 to N in that column.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.



1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
# File 'ext/numo/linalg/lapack/lapack_d.c', line 1220

static VALUE
lapack_s_dgels(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgels, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"dgels");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.dgelsd(a, b, rcond: -1, order: 'R') ⇒ [b, s, rank, info]

DGELSD computes the minimum-norm solution to a real linear least squares problem:

  minimize 2-norm(| b - A*x |)

using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The problem is solved in three steps:

(1) Reduce the coefficient matrix A to bidiagonal form with Householder transformations, reducing the original problem into a “bidiagonal least squares problem” (BLS)

(2) Solve the BLS using a divide and conquer approach.

(3) Apply back all the Householder transformations to solve the original least squares problem.

The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, s, rank, info])

    Array<Numo::DFloat, Numo::DFloat, Integer, Integer>

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of elements n+1:m in that column.

    • s – S is DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1700
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
1728
1729
1730
1731
1732
1733
1734
1735
1736
1737
1738
1739
1740
1741
1742
1743
1744
1745
1746
1747
1748
1749
1750
1751
1752
1753
1754
1755
1756
1757
1758
1759
1760
1761
1762
1763
1764
1765
1766
1767
1768
1769
1770
1771
1772
1773
1774
1775
1776
1777
1778
1779
1780
1781
1782
1783
1784
1785
1786
1787
1788
1789
1790
1791
1792
1793
1794
1795
1796
1797
1798
1799
1800
1801
1802
1803
1804
1805
1806
# File 'ext/numo/linalg/lapack/lapack_d.c', line 1700

static VALUE
lapack_s_dgelsd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgelsd, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"dgelsd");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.dgelss(a, b, rcond: -1, order: 'R') ⇒ [a, b, s, rank, info]

DGELSS computes the minimum norm solution to a real linear least squares problem: Minimize 2-norm(| b - A*x |). using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, s, rank, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::DFloat, Integer, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the first min(m,n) rows of A are overwritten with its right singular vectors, stored rowwise.

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of elements n+1:m in that column.

    • s – S is DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
# File 'ext/numo/linalg/lapack/lapack_d.c', line 1454

static VALUE
lapack_s_dgelss(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgelss, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"dgelss");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.dgelsy(a, b, jpvt, rcond: -1, order: 'R') ⇒ [a, b, jpvt, rank, info]

DGELSY computes the minimum-norm solution to a real linear least squares problem:

  minimize || A * X - B ||

using a complete orthogonal factorization of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The routine first computes a QR factorization with column pivoting:

  A * P = Q * [ R11 R12 ]
              [  0  R22 ]

with R11 defined as the largest leading submatrix whose estimated condition number is less than 1/RCOND. The order of R11, RANK, is the effective rank of A. Then, R22 is considered to be negligible, and R12 is annihilated by orthogonal transformations from the right, arriving at the complete orthogonal factorization:

  A * P = Q * [ T11 0 ] * Z
              [  0  0 ]

The minimum-norm solution is then

  X = P * Z**T [ inv(T11)*Q1**T*B ]
               [        0         ]

where Q1 consists of the first RANK columns of Q. This routine is basically identical to the original xGELSX except three differences:

  o The call to the subroutine xGEQPF has been substituted by the
    the call to the subroutine xGEQP3. This subroutine is a Blas-3
    version of the QR factorization with column pivoting.
  o Matrix B (the right hand side) is updated with Blas-3.
  o The permutation of matrix B (the right hand side) is faster and
    more simple.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jpvt (Numo::Int)

    matrix (>=2-dimentional NArray).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, jpvt, rank, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::Int, Integer, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A has been overwritten by details of its complete orthogonal factorization.

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of AP was the k-th column of A.

    • rank – RANK is INTEGER The effective rank of A, i.e., the order of the submatrix R11. This is the same as the order of the submatrix T11 in the complete orthogonal factorization of A.

    • info – INFO is INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an illegal value.



1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
2026
2027
2028
2029
2030
2031
2032
2033
2034
2035
2036
2037
2038
2039
2040
2041
2042
2043
2044
2045
2046
2047
2048
2049
2050
2051
2052
2053
2054
2055
2056
2057
2058
2059
2060
2061
2062
2063
2064
2065
2066
2067
# File 'ext/numo/linalg/lapack/lapack_d.c', line 1961

static VALUE
lapack_s_dgelsy(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgelsy, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"dgelsy");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.dgeqlf(a, [order: 'R']) ⇒ [a, tau, info]

DGEQLF computes a QL factorization of a real M-by-N matrix A: A = Q * L.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DFloat, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m >= n, the lower triangle of the subarray A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L; if m <= n, the elements on and below the (n-m)-th superdiagonal contain the M-by-N lower trapezoidal matrix L; the remaining elements, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
3390
3391
3392
3393
3394
3395
3396
3397
3398
3399
3400
3401
3402
3403
3404
3405
3406
3407
3408
3409
3410
3411
3412
3413
3414
3415
3416
3417
3418
3419
3420
3421
3422
3423
3424
3425
3426
3427
3428
3429
3430
3431
3432
3433
3434
3435
3436
3437
3438
3439
3440
# File 'ext/numo/linalg/lapack/lapack_d.c', line 3380

static VALUE
lapack_s_dgeqlf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgeqlf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgeqlf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.dgeqp3(a, jpvt, [order: 'R']) ⇒ [a, jpvt, tau, info]

DGEQP3 computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, jpvt, tau, info])

    Array<Numo::DFloat, Numo::Int, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the upper triangle of the array contains the min(M,N)-by-N upper trapezoidal matrix R; the elements below the diagonal, together with the array TAU, represent the orthogonal matrix Q as a product of min(M,N) elementary reflectors.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(J).ne.0, the J-th column of A is permuted to the front of A*P (a leading column); if JPVT(J)=0, the J-th column of A is a free column. On exit, if JPVT(J)=K, then the J-th column of A*P was the the K-th column of A.

    • tau – TAU is DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.



3691
3692
3693
3694
3695
3696
3697
3698
3699
3700
3701
3702
3703
3704
3705
3706
3707
3708
3709
3710
3711
3712
3713
3714
3715
3716
3717
3718
3719
3720
3721
3722
3723
3724
3725
3726
3727
3728
3729
3730
3731
3732
3733
3734
3735
3736
3737
3738
3739
3740
3741
3742
3743
3744
3745
3746
3747
3748
3749
3750
3751
# File 'ext/numo/linalg/lapack/lapack_d.c', line 3691

static VALUE
lapack_s_dgeqp3(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2},{OVERWRITE,1}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgeqp3, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgeqp3");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.dgeqrf(a, [order: 'R']) ⇒ [a, tau, info]

DGEQRF computes a QR factorization of a real M-by-N matrix A: A = Q * R.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DFloat, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if m >= n); the elements below the diagonal, with the array TAU, represent the orthogonal matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3070
3071
3072
3073
3074
3075
3076
3077
3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
3089
3090
3091
3092
3093
3094
3095
3096
3097
3098
3099
3100
3101
3102
3103
3104
3105
3106
3107
3108
3109
3110
3111
3112
3113
3114
3115
3116
3117
3118
3119
3120
3121
3122
3123
3124
3125
3126
3127
3128
3129
3130
# File 'ext/numo/linalg/lapack/lapack_d.c', line 3070

static VALUE
lapack_s_dgeqrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgeqrf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgeqrf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.dgerqf(a, [order: 'R']) ⇒ [a, tau, info]

DGERQF computes an RQ factorization of a real M-by-N matrix A: A = R * Q.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DFloat, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m <= n, the upper triangle of the subarray A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R; if m >= n, the elements on and above the (m-n)-th subdiagonal contain the M-by-N upper trapezoidal matrix R; the remaining elements, with the array TAU, represent the orthogonal matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is DOUBLE PRECISION array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3225
3226
3227
3228
3229
3230
3231
3232
3233
3234
3235
3236
3237
3238
3239
3240
3241
3242
3243
3244
3245
3246
3247
3248
3249
3250
3251
3252
3253
3254
3255
3256
3257
3258
3259
3260
3261
3262
3263
3264
3265
3266
3267
3268
3269
3270
3271
3272
3273
3274
3275
3276
3277
3278
3279
3280
3281
3282
3283
3284
3285
# File 'ext/numo/linalg/lapack/lapack_d.c', line 3225

static VALUE
lapack_s_dgerqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgerqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgerqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.dgesdd(a, [jobz: 'A', order:'R']) ⇒ [sigma, u, vt, info]

DGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divide-and-conquer algorithm. The SVD is written

  A = U * SIGMA * transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns VT = V**T, not V. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobz (String or Symbol)

    If ‘A’: all M columns of U and all N rows of V**H are returned in the arrays U and VT; If ‘S’: the first min(M,N) columns of U and the first min(M,N) rows of V**H are returned in the arrays U and VT;If ‘O’: If M >= N, the first N columns of U are overwritten in the array A and all rows of V**H are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**H are overwritten in the array A;If ‘N’: no columns of U or rows of V**H are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::DFloat, Integer>

    • u – U is DOUBLE PRECISION array, dimension (LDU,UCOL) UCOL = M if JOBZ = ‘A’ or JOBZ = ‘O’ and M < N; UCOL = min(M,N) if JOBZ = ‘S’. If JOBZ = ‘A’ or JOBZ = ‘O’ and M < N, U contains the M-by-M orthogonal matrix U; if JOBZ = ‘S’, U contains the first min(M,N) columns of U (the left singular vectors, stored columnwise); if JOBZ = ‘O’ and M >= N, or JOBZ = ‘N’, U is not referenced.

    • vt – VT is DOUBLE PRECISION array, dimension (LDVT,N) If JOBZ = ‘A’ or JOBZ = ‘O’ and M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = ‘S’, VT contains the first min(M,N) rows of V**T (the right singular vectors, stored rowwise); if JOBZ = ‘O’ and M < N, or JOBZ = ‘N’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: DBDSDC did not converge, updating process failed.



968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
# File 'ext/numo/linalg/lapack/lapack_d.c', line 968

static VALUE
lapack_s_dgesdd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgesdd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"dgesdd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.dgesv(a, b, [order: 'R']) ⇒ [a, b, ipiv, info]

DGESV computes the solution to a real system of linear equations

  A * X = B,

where A is an N-by-N matrix and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as

  A = P * L * U,

where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::DFloat)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::Int, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N coefficient matrix A. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS matrix of right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed.



250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
# File 'ext/numo/linalg/lapack/lapack_d.c', line 250

static VALUE
lapack_s_dgesv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgesv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"dgesv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.dgesvd(a, [jobu: 'A', jobvt:'A', order:'R']) ⇒ [sigma, u, vt, info]

DGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written

  A = U * SIGMA * transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns V**T, not V.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobu (String or Symbol)

    If ‘A’: all M columns of U are returned in array U, If ‘S’: the first min(m,n) columns of U (the left singular vectors) are returned in the array U, If ‘O’: the first min(m,n) columns of U (the left singular vectors) are overwritten on the array A, If ‘N’: no columns of U (no left singular vectors) are computed. (default=’A’)

  • jobvt (String or Symbol)

    If ‘A’: all N rows of V**T are returned in the array VT;If ‘S’: the first min(m,n) rows of V**T (the right singular vectors) are returned in the array VT;If ‘O’: the first min(m,n) rows of V**T (the right singular vectors) are overwritten on the array A;If ‘N’: no rows of V**T (no right singular vectors) are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::DFloat, Integer>

    • u – U is DOUBLE PRECISION array, dimension (LDU,UCOL) (LDU,M) if JOBU = ‘A’ or (LDU,min(M,N)) if JOBU = ‘S’. If JOBU = ‘A’, U contains the M-by-M orthogonal matrix U; if JOBU = ‘S’, U contains the first min(m,n) columns of U (the left singular vectors, stored columnwise); if JOBU = ‘N’ or ‘O’, U is not referenced.

    • vt – VT is DOUBLE PRECISION array, dimension (LDVT,N) If JOBVT = ‘A’, VT contains the N-by-N orthogonal matrix V**T; if JOBVT = ‘S’, VT contains the first min(m,n) rows of V**T (the right singular vectors, stored rowwise); if JOBVT = ‘N’ or ‘O’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if DBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of WORK above for details.



749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
# File 'ext/numo/linalg/lapack/lapack_d.c', line 749

static VALUE
lapack_s_dgesvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgesvd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"dgesvd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.dgetrf(a, [order: 'R']) ⇒ [a, ipiv, info]

DGETRF computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form

  A = P * L * U

where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). This is the right-looking Level 3 BLAS version of the algorithm.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::DFloat, Numo::Int, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • ipiv – IPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.



4149
4150
4151
4152
4153
4154
4155
4156
4157
4158
4159
4160
4161
4162
4163
4164
4165
4166
4167
4168
4169
4170
4171
4172
4173
4174
4175
4176
4177
4178
4179
4180
4181
4182
4183
4184
4185
4186
4187
4188
4189
4190
4191
4192
4193
4194
4195
4196
4197
4198
4199
4200
4201
4202
4203
4204
4205
4206
4207
4208
4209
4210
4211
4212
4213
4214
4215
4216
4217
4218
4219
4220
4221
4222
4223
4224
4225
4226
4227
4228
4229
4230
4231
4232
4233
4234
4235
4236
4237
4238
4239
4240
4241
4242
4243
4244
4245
4246
4247
4248
4249
4250
4251
4252
4253
4254
4255
4256
4257
4258
4259
4260
4261
4262
4263
4264
4265
4266
4267
4268
4269
# File 'ext/numo/linalg/lapack/lapack_d.c', line 4149

static VALUE
lapack_s_dgetrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgetrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgetrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dgetri(a, ipiv, [order: 'R']) ⇒ [a, info]

DGETRI computes the inverse of a matrix using the LU factorization computed by DGETRF. This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A).

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by dgetrf

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by DGETRF. On exit, if INFO = 0, the inverse of the original matrix A.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero; the matrix is singular and its inverse could not be computed.



4385
4386
4387
4388
4389
4390
4391
4392
4393
4394
4395
4396
4397
4398
4399
4400
4401
4402
4403
4404
4405
4406
4407
4408
4409
4410
4411
4412
4413
4414
4415
4416
4417
4418
4419
4420
4421
4422
4423
4424
4425
4426
4427
4428
4429
4430
4431
4432
4433
4434
4435
4436
4437
4438
4439
4440
4441
4442
4443
4444
4445
4446
4447
4448
4449
4450
4451
4452
4453
4454
4455
4456
4457
4458
4459
4460
4461
4462
4463
4464
4465
4466
4467
4468
4469
4470
4471
4472
4473
4474
4475
4476
4477
4478
4479
4480
4481
4482
4483
4484
4485
4486
4487
4488
4489
4490
4491
4492
4493
4494
4495
4496
4497
4498
4499
4500
4501
4502
4503
4504
4505
# File 'ext/numo/linalg/lapack/lapack_d.c', line 4385

static VALUE
lapack_s_dgetri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgetri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgetri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dgetrs(a, ipiv, b, [trans: 'N', order:'R']) ⇒ [b, info]

DGETRS solves a system of linear equations

  A * X = B  or  A**T * X = B

with a general N-by-N matrix A using the LU factorization computed by DGETRF.

Parameters:

  • a (Numo::DFloat)

    LU matrix computed by dgetrf

  • ipiv (Numo::Int)

    pivot computed by dgetrf

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • trans (String or Symbol)

    if ‘N’: Not transpose , if ‘T’: Transpose . (default=’N’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::DFloat, Integer>

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



4622
4623
4624
4625
4626
4627
4628
4629
4630
4631
4632
4633
4634
4635
4636
4637
4638
4639
4640
4641
4642
4643
4644
4645
4646
4647
4648
4649
4650
4651
4652
4653
4654
4655
4656
4657
4658
4659
4660
4661
4662
4663
4664
4665
4666
4667
4668
4669
4670
4671
4672
4673
4674
4675
4676
4677
4678
4679
4680
4681
4682
4683
4684
4685
4686
4687
4688
4689
4690
4691
4692
4693
4694
4695
4696
4697
4698
4699
4700
4701
4702
4703
4704
4705
4706
4707
4708
4709
4710
4711
4712
4713
4714
4715
4716
4717
4718
4719
4720
4721
4722
4723
4724
4725
4726
4727
4728
4729
4730
4731
4732
4733
4734
4735
4736
4737
4738
4739
4740
4741
4742
# File 'ext/numo/linalg/lapack/lapack_d.c', line 4622

static VALUE
lapack_s_dgetrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dgetrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dgetrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dggev(a, b, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [alphar, alphai, beta, vl, vr, info]

DGGEV computes for a pair of N-by-N real nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. A generalized eigenvalue for a pair of matrices (A,B) is a scalar lambda or a ratio alpha/beta = lambda, such that A - lambda*B is singular. It is usually represented as the pair (alpha,beta), as there is a reasonable interpretation for beta=0, and even for both being zero. The right eigenvector v(j) corresponding to the eigenvalue lambda(j) of (A,B) satisfies

           A * v(j) = lambda(j) * B * v(j).

The left eigenvector u(j) corresponding to the eigenvalue lambda(j) of (A,B) satisfies

           u(j)**H * A  = lambda(j) * u(j)**H * B .

where u(j)**H is the conjugate-transpose of u(j).

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([alphar, alphai, beta, vl, vr, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::DFloat, Numo::DFloat, Numo::DFloat, Integer>

    • alphar – ALPHAR is DOUBLE PRECISION array, dimension (N)

    • alphai – ALPHAI is DOUBLE PRECISION array, dimension (N)

    • beta – BETA is DOUBLE PRECISION array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,…,N, will be the generalized eigenvalues. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio alpha/beta. However, ALPHAR and ALPHAI will be always less than and usually comparable with norm(A) in magnitude, and BETA always less than and usually comparable with norm(B).

    • vl – VL is DOUBLE PRECISION array, dimension (LDVL,N) If JOBVL = ‘V’, the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). Each eigenvector is scaled so the largest component has abs(real part)+abs(imag. part)=1. Not referenced if JOBVL = ‘N’.

    • vr – VR is DOUBLE PRECISION array, dimension (LDVR,N) If JOBVR = ‘V’, the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). Each eigenvector is scaled so the largest component has abs(real part)+abs(imag. part)=1. Not referenced if JOBVR = ‘N’.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. = 1,…,N: The QZ iteration failed. No eigenvectors have been calculated, but ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,…,N. > N: =N+1: other than QZ iteration failed in DHGEQZ. =N+2: error return from DTGEVC.



2381
2382
2383
2384
2385
2386
2387
2388
2389
2390
2391
2392
2393
2394
2395
2396
2397
2398
2399
2400
2401
2402
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
2413
2414
2415
2416
2417
2418
2419
2420
2421
2422
2423
2424
2425
2426
2427
2428
2429
2430
# File 'ext/numo/linalg/lapack/lapack_d.c', line 2381

static VALUE
lapack_s_dggev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[6-CZ] = {{cT,1,shape},{cT,1,shape},{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dggev, NO_LOOP|NDF_EXTRACT, 2, 6-CZ, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"dggev");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[3-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[4-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    if (aout[4-CZ].dim == 0) { RARRAY_ASET(ans,4-CZ,Qnil); }
    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    return ans;
}

.dlange(a, norm, [order: 'R']) ⇒ Numo::DFloat

DLANGE returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real matrix A.

  DLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
           (
           ( norm1(A),         NORM = '1', 'O' or 'o'
           (
           ( normI(A),         NORM = 'I' or 'i'
           (
           ( normF(A),         NORM = 'F', 'f', 'E' or 'e'

where norm1 denotes the one norm of a matrix (maximum column sum), normI denotes the infinity norm of a matrix (maximum row sum) and normF denotes the Frobenius norm of a matrix (square root of sum of squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray).

  • norm (String)

    Kind of norm: ‘M’,(‘1’,’O’),’I’,(‘F’,’E’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • (Numo::DFloat)

    returns dlange.



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
149
# File 'ext/numo/linalg/lapack/lapack_d.c', line 120

static VALUE
lapack_s_dlange(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, norm, ans;
    narray_t *na1;
    ndfunc_arg_in_t ain[1] = {{cT,2}};
    ndfunc_arg_out_t aout[1] = {{cRT,0}};
    ndfunc_t ndf = {&iter_lapack_s_dlange, NO_LOOP|NDF_EXTRACT, 1, 1, ain, aout};

    args_t g;
    VALUE opts[1] = {Qundef};
    ID kw_table[1] = {id_order};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"dlange");

    rb_scan_args(argc, argv, "2:", &a, &norm, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);
    g.norm  = option_job(norm,'F','F');
    //reduce = nary_reduce_options(Qnil, &opts[1], 1, &a, &ndf);
    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    //COPY_OR_CAST_TO(a,cT); // not overwrite
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    ans = na_ndloop3(&ndf, &g, 1, a);
    return ans;
}

.dlopen(*args) ⇒ Object



318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
# File 'ext/numo/linalg/lapack/lapack.c', line 318

static VALUE
lapack_s_dlopen(int argc, VALUE *argv, VALUE mod)
{
    int i, f;
    VALUE lib, flag;
    char *error;
    void *handle;

    i = rb_scan_args(argc, argv, "11", &lib, &flag);
    if (i==2) {
        f = NUM2INT(flag);
    } else {
        f = RTLD_LAZY | RTLD_LOCAL;
    }
    dlerror();
    handle = dlopen(StringValueCStr(lib), f);
    error = dlerror();
    if (error != NULL) {
        rb_raise(rb_eRuntimeError, "%s", error);
    }
    lapack_handle = handle;
    return Qnil;
}

.dorgqr(a, tau, order: 'R') ⇒ [a, info]

DORGQR generates an M-by-N real matrix Q with orthonormal columns, which is defined as the first N columns of a product of K elementary reflectors of order M

  Q  =  H(1) H(2) . . . H(k)

as returned by DGEQRF.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • tau (Numo::DFloat)

    vector (>=1-dimentional NArray).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,…,k, as returned by DGEQRF in the first k columns of its array argument A. On exit, the M-by-N matrix Q.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value



3983
3984
3985
3986
3987
3988
3989
3990
3991
3992
3993
3994
3995
3996
3997
3998
3999
4000
4001
4002
4003
4004
4005
4006
4007
4008
4009
4010
4011
4012
4013
4014
4015
4016
4017
4018
4019
4020
4021
4022
4023
4024
4025
4026
4027
4028
# File 'ext/numo/linalg/lapack/lapack_d.c', line 3983

static VALUE
lapack_s_dorgqr(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, tau, ans;
    int   m, n, k, tmp;
    narray_t *na1, *na2;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cT,1}};
    ndfunc_arg_out_t aout[1] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dorgqr, NO_LOOP|NDF_EXTRACT, 2,1, ain,aout};

    args_t g = {0};
    VALUE opts[1] = {Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[1] = {id_order};

    CHECK_FUNC(func_p,"dorgqr");

    rb_scan_args(argc, argv, "2:", &a, &tau, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);

    GetNArray(tau, na2);
    CHECK_DIM_GE(na2, 1);
    k = COL_SIZE(na2);
    if (m < n) {
        rb_raise(nary_eShapeError,
                 "a row length (m) must be >= a column length (n): m=%d n=%d",
                 m,n);
    }
    if (n < k) {
        rb_raise(nary_eShapeError,
                 "a column length (n) must be >= tau length (k): n=%d, k=%d",
                 k,n);
    }
    SWAP_IFCOL(g.order,m,n);

    ans = na_ndloop3(&ndf, &g, 2, a, tau);

    return rb_assoc_new(a, ans);
}

.dposv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, info]

DPOSV computes the solution to a real system of linear equations

  A * X = B,

where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as

  A = U**T* U,  if UPLO = 'U', or
  A = L * L**T,  if UPLO = 'L',

where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::DFloat)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::DFloat, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T.

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed.



589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
# File 'ext/numo/linalg/lapack/lapack_d.c', line 589

static VALUE
lapack_s_dposv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dposv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"dposv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.dpotrf(a, [uplo: 'U', order:'R']) ⇒ [a, info]

DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form

  A = U**T * U,  if UPLO = 'U', or
  A = L  * L**T,  if UPLO = 'L',

where U is an upper triangular matrix and L is lower triangular. This is the block version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed.



5606
5607
5608
5609
5610
5611
5612
5613
5614
5615
5616
5617
5618
5619
5620
5621
5622
5623
5624
5625
5626
5627
5628
5629
5630
5631
5632
5633
5634
5635
5636
5637
5638
5639
5640
5641
5642
5643
5644
5645
5646
5647
5648
5649
5650
5651
5652
5653
5654
5655
5656
5657
5658
5659
5660
5661
5662
5663
5664
5665
5666
5667
5668
5669
5670
5671
5672
5673
5674
5675
5676
5677
5678
5679
5680
5681
5682
5683
5684
5685
5686
5687
5688
5689
5690
5691
5692
5693
5694
5695
5696
5697
5698
5699
5700
5701
5702
5703
5704
5705
5706
5707
5708
5709
5710
5711
5712
5713
5714
5715
5716
5717
5718
5719
5720
5721
5722
5723
5724
5725
5726
# File 'ext/numo/linalg/lapack/lapack_d.c', line 5606

static VALUE
lapack_s_dpotrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dpotrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dpotrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dpotri(a, [uplo: 'U', order:'R']) ⇒ [a, info]

DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.



5843
5844
5845
5846
5847
5848
5849
5850
5851
5852
5853
5854
5855
5856
5857
5858
5859
5860
5861
5862
5863
5864
5865
5866
5867
5868
5869
5870
5871
5872
5873
5874
5875
5876
5877
5878
5879
5880
5881
5882
5883
5884
5885
5886
5887
5888
5889
5890
5891
5892
5893
5894
5895
5896
5897
5898
5899
5900
5901
5902
5903
5904
5905
5906
5907
5908
5909
5910
5911
5912
5913
5914
5915
5916
5917
5918
5919
5920
5921
5922
5923
5924
5925
5926
5927
5928
5929
5930
5931
5932
5933
5934
5935
5936
5937
5938
5939
5940
5941
5942
5943
5944
5945
5946
5947
5948
5949
5950
5951
5952
5953
5954
5955
5956
5957
5958
5959
5960
5961
5962
5963
# File 'ext/numo/linalg/lapack/lapack_d.c', line 5843

static VALUE
lapack_s_dpotri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dpotri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dpotri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dpotrs(a, b, [uplo: 'U', order:'R']) ⇒ [b, info]

DPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters:

  • a (Numo::DFloat)

    LU matrix computed by dpotrf

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::DFloat, Integer>

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



6076
6077
6078
6079
6080
6081
6082
6083
6084
6085
6086
6087
6088
6089
6090
6091
6092
6093
6094
6095
6096
6097
6098
6099
6100
6101
6102
6103
6104
6105
6106
6107
6108
6109
6110
6111
6112
6113
6114
6115
6116
6117
6118
6119
6120
6121
6122
6123
6124
6125
6126
6127
6128
6129
6130
6131
6132
6133
6134
6135
6136
6137
6138
6139
6140
6141
6142
6143
6144
6145
6146
6147
6148
6149
6150
6151
6152
6153
6154
6155
6156
6157
6158
6159
6160
6161
6162
6163
6164
6165
6166
6167
6168
6169
6170
6171
6172
6173
6174
6175
6176
6177
6178
6179
6180
6181
6182
6183
6184
6185
6186
6187
6188
6189
6190
6191
6192
6193
6194
6195
6196
# File 'ext/numo/linalg/lapack/lapack_d.c', line 6076

static VALUE
lapack_s_dpotrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dpotrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dpotrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dsyev(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

DSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.



2507
2508
2509
2510
2511
2512
2513
2514
2515
2516
2517
2518
2519
2520
2521
2522
2523
2524
2525
2526
2527
2528
2529
2530
2531
2532
2533
2534
2535
2536
2537
2538
2539
2540
2541
2542
2543
2544
# File 'ext/numo/linalg/lapack/lapack_d.c', line 2507

static VALUE
lapack_s_dsyev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsyev, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"dsyev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.dsyevd(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

DSYEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Because of large use of BLAS of level 3, DSYEVD needs N**2 more workspace than DSYEVX.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).



2634
2635
2636
2637
2638
2639
2640
2641
2642
2643
2644
2645
2646
2647
2648
2649
2650
2651
2652
2653
2654
2655
2656
2657
2658
2659
2660
2661
2662
2663
2664
2665
2666
2667
2668
2669
2670
2671
# File 'ext/numo/linalg/lapack/lapack_d.c', line 2634

static VALUE
lapack_s_dsyevd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsyevd, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"dsyevd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.dsygv(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

DSYGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is DOUBLE PRECISION array, dimension (LDB, N) On entry, the symmetric positive definite matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: DPOTRF or DSYEV returned an error code: <= N: if INFO = i, DSYEV failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



2775
2776
2777
2778
2779
2780
2781
2782
2783
2784
2785
2786
2787
2788
2789
2790
2791
2792
2793
2794
2795
2796
2797
2798
2799
2800
2801
2802
2803
2804
2805
2806
2807
2808
2809
2810
2811
2812
2813
2814
2815
2816
2817
2818
2819
2820
# File 'ext/numo/linalg/lapack/lapack_d.c', line 2775

static VALUE
lapack_s_dsygv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsygv, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"dsygv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.dsygvd(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

DSYGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is DOUBLE PRECISION array, dimension (LDB, N) On entry, the symmetric matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: DPOTRF or DSYEVD returned an error code: <= N: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



2935
2936
2937
2938
2939
2940
2941
2942
2943
2944
2945
2946
2947
2948
2949
2950
2951
2952
2953
2954
2955
2956
2957
2958
2959
2960
2961
2962
2963
2964
2965
2966
2967
2968
2969
2970
2971
2972
2973
2974
2975
2976
2977
2978
2979
2980
# File 'ext/numo/linalg/lapack/lapack_d.c', line 2935

static VALUE
lapack_s_dsygvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsygvd, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"dsygvd");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.dsysv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, ipiv, info]

DSYSV computes the solution to a real system of linear equations

  A * X = B,

where A is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. The diagonal pivoting method is used to factor A as

  A = U * D * U**T,  if UPLO = 'U', or
  A = L * D * L**T,  if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::DFloat)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::DFloat, Numo::DFloat, Numo::Int, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by DSYTRF.

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by DSYTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.



427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
# File 'ext/numo/linalg/lapack/lapack_d.c', line 427

static VALUE
lapack_s_dsysv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsysv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"dsysv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.dsytrf(a, [uplo: 'U', order:'R']) ⇒ [a, ipiv, info]

DSYTRF computes the factorization of a real symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is

  A = U*D*U**T  or  A = L*D*L**T

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::DFloat, Numo::Int, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.



4883
4884
4885
4886
4887
4888
4889
4890
4891
4892
4893
4894
4895
4896
4897
4898
4899
4900
4901
4902
4903
4904
4905
4906
4907
4908
4909
4910
4911
4912
4913
4914
4915
4916
4917
4918
4919
4920
4921
4922
4923
4924
4925
4926
4927
4928
4929
4930
4931
4932
4933
4934
4935
4936
4937
4938
4939
4940
4941
4942
4943
4944
4945
4946
4947
4948
4949
4950
4951
4952
4953
4954
4955
4956
4957
4958
4959
4960
4961
4962
4963
4964
4965
4966
4967
4968
4969
4970
4971
4972
4973
4974
4975
4976
4977
4978
4979
4980
4981
4982
4983
4984
4985
4986
4987
4988
4989
4990
4991
4992
4993
4994
4995
4996
4997
4998
4999
5000
5001
5002
5003
# File 'ext/numo/linalg/lapack/lapack_d.c', line 4883

static VALUE
lapack_s_dsytrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsytrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dsytrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dsytri(a, ipiv, [uplo: 'U', order:'R']) ⇒ [a, info]

DSYTRI computes the inverse of a real symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by DSYTRF.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by dsytrf

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by DSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = ‘U’, the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = ‘L’ the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.



5124
5125
5126
5127
5128
5129
5130
5131
5132
5133
5134
5135
5136
5137
5138
5139
5140
5141
5142
5143
5144
5145
5146
5147
5148
5149
5150
5151
5152
5153
5154
5155
5156
5157
5158
5159
5160
5161
5162
5163
5164
5165
5166
5167
5168
5169
5170
5171
5172
5173
5174
5175
5176
5177
5178
5179
5180
5181
5182
5183
5184
5185
5186
5187
5188
5189
5190
5191
5192
5193
5194
5195
5196
5197
5198
5199
5200
5201
5202
5203
5204
5205
5206
5207
5208
5209
5210
5211
5212
5213
5214
5215
5216
5217
5218
5219
5220
5221
5222
5223
5224
5225
5226
5227
5228
5229
5230
5231
5232
5233
5234
5235
5236
5237
5238
5239
5240
5241
5242
5243
5244
# File 'ext/numo/linalg/lapack/lapack_d.c', line 5124

static VALUE
lapack_s_dsytri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsytri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dsytri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dsytrs(a, ipiv, b, [uplo: 'U', order:'R']) ⇒ [b, info]

DSYTRS solves a system of linear equations A*X = B with a real symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by DSYTRF.

Parameters:

  • a (Numo::DFloat)

    LU matrix computed by dsytrf

  • ipiv (Numo::Int)

    pivot computed by dsytrf

  • b (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::DFloat, Integer>

    • b – B is DOUBLE PRECISION array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



5358
5359
5360
5361
5362
5363
5364
5365
5366
5367
5368
5369
5370
5371
5372
5373
5374
5375
5376
5377
5378
5379
5380
5381
5382
5383
5384
5385
5386
5387
5388
5389
5390
5391
5392
5393
5394
5395
5396
5397
5398
5399
5400
5401
5402
5403
5404
5405
5406
5407
5408
5409
5410
5411
5412
5413
5414
5415
5416
5417
5418
5419
5420
5421
5422
5423
5424
5425
5426
5427
5428
5429
5430
5431
5432
5433
5434
5435
5436
5437
5438
5439
5440
5441
5442
5443
5444
5445
5446
5447
5448
5449
5450
5451
5452
5453
5454
5455
5456
5457
5458
5459
5460
5461
5462
5463
5464
5465
5466
5467
5468
5469
5470
5471
5472
5473
5474
5475
5476
5477
5478
# File 'ext/numo/linalg/lapack/lapack_d.c', line 5358

static VALUE
lapack_s_dsytrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dsytrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dsytrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.dtzrzf(a, [order: 'R']) ⇒ [a, tau, info]

DTZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to upper triangular form by means of orthogonal transformations. The upper trapezoidal matrix A is factored as

  A = ( R  0 ) * Z,

where Z is an N-by-N orthogonal matrix and R is an M-by-M upper triangular matrix.

Parameters:

  • a (Numo::DFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DFloat, Numo::DFloat, Integer>

    • a – A is DOUBLE PRECISION array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the orthogonal matrix Z as a product of M elementary reflectors.

    • tau – TAU is DOUBLE PRECISION array, dimension (M) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3848
3849
3850
3851
3852
3853
3854
3855
3856
3857
3858
3859
3860
3861
3862
3863
3864
3865
3866
3867
3868
3869
3870
3871
3872
3873
3874
3875
3876
3877
3878
3879
3880
3881
3882
3883
3884
3885
3886
3887
3888
3889
3890
3891
3892
3893
3894
3895
3896
3897
3898
3899
3900
3901
3902
3903
3904
3905
3906
3907
3908
# File 'ext/numo/linalg/lapack/lapack_d.c', line 3848

static VALUE
lapack_s_dtzrzf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_dtzrzf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"dtzrzf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.prefix=(prefix) ⇒ Object



342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
# File 'ext/numo/linalg/lapack/lapack.c', line 342

static VALUE
lapack_s_prefix_set(VALUE mod, VALUE prefix)
{
    long len;

    if (TYPE(prefix) != T_STRING) {
        rb_raise(rb_eTypeError,"argument must be string");
    }
    if (lapack_prefix) {
        free(lapack_prefix);
    }
    len = RSTRING_LEN(prefix);
    lapack_prefix = malloc(len+1);
    strcpy(lapack_prefix, StringValueCStr(prefix));
    return prefix;
}

.sgeev(a, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [wr, wi, vl, vr, info]

SGEEV computes for an N-by-N real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. The right eigenvector v(j) of A satisfies

           A * v(j) = lambda(j) * v(j)

where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies

        u(j)**H * A = lambda(j) * u(j)**H

where u(j)**H denotes the conjugate-transpose of u(j). The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([wr, wi, vl, vr, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::SFloat, Numo::SFloat, Integer>

    • wr – WR is REAL array, dimension (N)

    • wi – WI is REAL array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first.

    • vl – VL is REAL array, dimension (LDVL,N) If JOBVL = ‘V’, the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If JOBVL = ‘N’, VL is not referenced. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1).

    • vr – VR is REAL array, dimension (LDVR,N) If JOBVR = ‘V’, the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If JOBVR = ‘N’, VR is not referenced. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, the QR algorithm failed to compute all the eigenvalues, and no eigenvectors have been computed; elements i+1:N of WR and WI contain eigenvalues which have converged.



2194
2195
2196
2197
2198
2199
2200
2201
2202
2203
2204
2205
2206
2207
2208
2209
2210
2211
2212
2213
2214
2215
2216
2217
2218
2219
2220
2221
2222
2223
2224
2225
2226
2227
2228
2229
2230
2231
2232
2233
2234
2235
2236
# File 'ext/numo/linalg/lapack/lapack_s.c', line 2194

static VALUE
lapack_s_sgeev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[5-CZ] = {{cT,1,shape},{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgeev, NO_LOOP|NDF_EXTRACT, 1, 5-CZ, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"sgeev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[2-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[3-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 1, a);

    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    if (aout[2-CZ].dim == 0) { RARRAY_ASET(ans,2-CZ,Qnil); }
    return ans;
}

.sgelqf(a, [order: 'R']) ⇒ [a, tau, info]

SGELQF computes an LQ factorization of a real M-by-N matrix A: A = L * Q.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SFloat, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and below the diagonal of the array contain the m-by-min(m,n) lower trapezoidal matrix L (L is lower triangular if m <= n); the elements above the diagonal, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3532
3533
3534
3535
3536
3537
3538
3539
3540
3541
3542
3543
3544
3545
3546
3547
3548
3549
3550
3551
3552
3553
3554
3555
3556
3557
3558
3559
3560
3561
3562
3563
3564
3565
3566
3567
3568
3569
3570
3571
3572
3573
3574
3575
3576
3577
3578
3579
3580
3581
3582
3583
3584
3585
3586
3587
3588
3589
3590
3591
3592
# File 'ext/numo/linalg/lapack/lapack_s.c', line 3532

static VALUE
lapack_s_sgelqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgelqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgelqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.sgels(a, b, trans: 'N', order: 'R') ⇒ [a, b, info]

SGELS solves overdetermined or underdetermined real linear systems involving an M-by-N matrix A, or its transpose, using a QR or LQ factorization of A. It is assumed that A has full rank. The following options are provided:

  1. If TRANS = ‘N’ and m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A*X ||.

  2. If TRANS = ‘N’ and m < n: find the minimum norm solution of an underdetermined system A * X = B.

  3. If TRANS = ‘T’ and m >= n: find the minimum norm solution of an underdetermined system A**T * X = B.

  4. If TRANS = ‘T’ and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**T * X ||.

Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::SFloat, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if M >= N, A is overwritten by details of its QR factorization as returned by SGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by SGELQF.

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANS = ‘N’, or N-by-NRHS if TRANS = ‘T’. On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise: if TRANS = ‘N’ and m >= n, rows 1 to n of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of elements N+1 to M in that column; if TRANS = ‘N’ and m < n, rows 1 to N of B contain the minimum norm solution vectors; if TRANS = ‘T’ and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = ‘T’ and m < n, rows 1 to M of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of elements M+1 to N in that column.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.



1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
# File 'ext/numo/linalg/lapack/lapack_s.c', line 1220

static VALUE
lapack_s_sgels(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgels, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"sgels");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.sgelsd(a, b, rcond: -1, order: 'R') ⇒ [b, s, rank, info]

SGELSD computes the minimum-norm solution to a real linear least squares problem:

  minimize 2-norm(| b - A*x |)

using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The problem is solved in three steps:

(1) Reduce the coefficient matrix A to bidiagonal form with Householder transformations, reducing the original problem into a “bidiagonal least squares problem” (BLS)

(2) Solve the BLS using a divide and conquer approach.

(3) Apply back all the Householder transformations to solve the original least squares problem.

The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, s, rank, info])

    Array<Numo::SFloat, Numo::SFloat, Integer, Integer>

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of elements n+1:m in that column.

    • s – S is REAL array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1700
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
1728
1729
1730
1731
1732
1733
1734
1735
1736
1737
1738
1739
1740
1741
1742
1743
1744
1745
1746
1747
1748
1749
1750
1751
1752
1753
1754
1755
1756
1757
1758
1759
1760
1761
1762
1763
1764
1765
1766
1767
1768
1769
1770
1771
1772
1773
1774
1775
1776
1777
1778
1779
1780
1781
1782
1783
1784
1785
1786
1787
1788
1789
1790
1791
1792
1793
1794
1795
1796
1797
1798
1799
1800
1801
1802
1803
1804
1805
1806
# File 'ext/numo/linalg/lapack/lapack_s.c', line 1700

static VALUE
lapack_s_sgelsd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgelsd, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"sgelsd");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.sgelss(a, b, rcond: -1, order: 'R') ⇒ [a, b, s, rank, info]

SGELSS computes the minimum norm solution to a real linear least squares problem: Minimize 2-norm(| b - A*x |). using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, s, rank, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::SFloat, Integer, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the first min(m,n) rows of A are overwritten with its right singular vectors, stored rowwise.

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of elements n+1:m in that column.

    • s – S is REAL array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
# File 'ext/numo/linalg/lapack/lapack_s.c', line 1454

static VALUE
lapack_s_sgelss(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgelss, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"sgelss");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.sgelsy(a, b, jpvt, rcond: -1, order: 'R') ⇒ [a, b, jpvt, rank, info]

SGELSY computes the minimum-norm solution to a real linear least squares problem:

  minimize || A * X - B ||

using a complete orthogonal factorization of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The routine first computes a QR factorization with column pivoting:

  A * P = Q * [ R11 R12 ]
              [  0  R22 ]

with R11 defined as the largest leading submatrix whose estimated condition number is less than 1/RCOND. The order of R11, RANK, is the effective rank of A. Then, R22 is considered to be negligible, and R12 is annihilated by orthogonal transformations from the right, arriving at the complete orthogonal factorization:

  A * P = Q * [ T11 0 ] * Z
              [  0  0 ]

The minimum-norm solution is then

  X = P * Z**T [ inv(T11)*Q1**T*B ]
               [        0         ]

where Q1 consists of the first RANK columns of Q. This routine is basically identical to the original xGELSX except three differences:

  o The call to the subroutine xGEQPF has been substituted by the
    the call to the subroutine xGEQP3. This subroutine is a Blas-3
    version of the QR factorization with column pivoting.
  o Matrix B (the right hand side) is updated with Blas-3.
  o The permutation of matrix B (the right hand side) is faster and
    more simple.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jpvt (Numo::Int)

    matrix (>=2-dimentional NArray).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, jpvt, rank, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::Int, Integer, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A has been overwritten by details of its complete orthogonal factorization.

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of AP was the k-th column of A.

    • rank – RANK is INTEGER The effective rank of A, i.e., the order of the submatrix R11. This is the same as the order of the submatrix T11 in the complete orthogonal factorization of A.

    • info – INFO is INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an illegal value.



1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
2026
2027
2028
2029
2030
2031
2032
2033
2034
2035
2036
2037
2038
2039
2040
2041
2042
2043
2044
2045
2046
2047
2048
2049
2050
2051
2052
2053
2054
2055
2056
2057
2058
2059
2060
2061
2062
2063
2064
2065
2066
2067
# File 'ext/numo/linalg/lapack/lapack_s.c', line 1961

static VALUE
lapack_s_sgelsy(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgelsy, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"sgelsy");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.sgeqlf(a, [order: 'R']) ⇒ [a, tau, info]

SGEQLF computes a QL factorization of a real M-by-N matrix A: A = Q * L.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SFloat, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m >= n, the lower triangle of the subarray A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L; if m <= n, the elements on and below the (n-m)-th superdiagonal contain the M-by-N lower trapezoidal matrix L; the remaining elements, with the array TAU, represent the orthogonal matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
3390
3391
3392
3393
3394
3395
3396
3397
3398
3399
3400
3401
3402
3403
3404
3405
3406
3407
3408
3409
3410
3411
3412
3413
3414
3415
3416
3417
3418
3419
3420
3421
3422
3423
3424
3425
3426
3427
3428
3429
3430
3431
3432
3433
3434
3435
3436
3437
3438
3439
3440
# File 'ext/numo/linalg/lapack/lapack_s.c', line 3380

static VALUE
lapack_s_sgeqlf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgeqlf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgeqlf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.sgeqp3(a, jpvt, [order: 'R']) ⇒ [a, jpvt, tau, info]

SGEQP3 computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, jpvt, tau, info])

    Array<Numo::SFloat, Numo::Int, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the upper triangle of the array contains the min(M,N)-by-N upper trapezoidal matrix R; the elements below the diagonal, together with the array TAU, represent the orthogonal matrix Q as a product of min(M,N) elementary reflectors.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(J).ne.0, the J-th column of A is permuted to the front of A*P (a leading column); if JPVT(J)=0, the J-th column of A is a free column. On exit, if JPVT(J)=K, then the J-th column of A*P was the the K-th column of A.

    • tau – TAU is REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.



3691
3692
3693
3694
3695
3696
3697
3698
3699
3700
3701
3702
3703
3704
3705
3706
3707
3708
3709
3710
3711
3712
3713
3714
3715
3716
3717
3718
3719
3720
3721
3722
3723
3724
3725
3726
3727
3728
3729
3730
3731
3732
3733
3734
3735
3736
3737
3738
3739
3740
3741
3742
3743
3744
3745
3746
3747
3748
3749
3750
3751
# File 'ext/numo/linalg/lapack/lapack_s.c', line 3691

static VALUE
lapack_s_sgeqp3(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2},{OVERWRITE,1}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgeqp3, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgeqp3");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.sgeqrf(a, [order: 'R']) ⇒ [a, tau, info]

SGEQRF computes a QR factorization of a real M-by-N matrix A: A = Q * R.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SFloat, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if m >= n); the elements below the diagonal, with the array TAU, represent the orthogonal matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3070
3071
3072
3073
3074
3075
3076
3077
3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
3089
3090
3091
3092
3093
3094
3095
3096
3097
3098
3099
3100
3101
3102
3103
3104
3105
3106
3107
3108
3109
3110
3111
3112
3113
3114
3115
3116
3117
3118
3119
3120
3121
3122
3123
3124
3125
3126
3127
3128
3129
3130
# File 'ext/numo/linalg/lapack/lapack_s.c', line 3070

static VALUE
lapack_s_sgeqrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgeqrf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgeqrf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.sgerqf(a, [order: 'R']) ⇒ [a, tau, info]

SGERQF computes an RQ factorization of a real M-by-N matrix A: A = R * Q.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SFloat, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m <= n, the upper triangle of the subarray A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R; if m >= n, the elements on and above the (m-n)-th subdiagonal contain the M-by-N upper trapezoidal matrix R; the remaining elements, with the array TAU, represent the orthogonal matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3225
3226
3227
3228
3229
3230
3231
3232
3233
3234
3235
3236
3237
3238
3239
3240
3241
3242
3243
3244
3245
3246
3247
3248
3249
3250
3251
3252
3253
3254
3255
3256
3257
3258
3259
3260
3261
3262
3263
3264
3265
3266
3267
3268
3269
3270
3271
3272
3273
3274
3275
3276
3277
3278
3279
3280
3281
3282
3283
3284
3285
# File 'ext/numo/linalg/lapack/lapack_s.c', line 3225

static VALUE
lapack_s_sgerqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgerqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgerqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.sgesdd(a, [jobz: 'A', order:'R']) ⇒ [sigma, u, vt, info]

SGESDD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and right singular vectors. If singular vectors are desired, it uses a divide-and-conquer algorithm. The SVD is written

  A = U * SIGMA * transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns VT = V**T, not V. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobz (String or Symbol)

    If ‘A’: all M columns of U and all N rows of V**H are returned in the arrays U and VT; If ‘S’: the first min(M,N) columns of U and the first min(M,N) rows of V**H are returned in the arrays U and VT;If ‘O’: If M >= N, the first N columns of U are overwritten in the array A and all rows of V**H are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**H are overwritten in the array A;If ‘N’: no columns of U or rows of V**H are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::SFloat, Integer>

    • u – U is REAL array, dimension (LDU,UCOL) UCOL = M if JOBZ = ‘A’ or JOBZ = ‘O’ and M < N; UCOL = min(M,N) if JOBZ = ‘S’. If JOBZ = ‘A’ or JOBZ = ‘O’ and M < N, U contains the M-by-M orthogonal matrix U; if JOBZ = ‘S’, U contains the first min(M,N) columns of U (the left singular vectors, stored columnwise); if JOBZ = ‘O’ and M >= N, or JOBZ = ‘N’, U is not referenced.

    • vt – VT is REAL array, dimension (LDVT,N) If JOBZ = ‘A’ or JOBZ = ‘O’ and M >= N, VT contains the N-by-N orthogonal matrix V**T; if JOBZ = ‘S’, VT contains the first min(M,N) rows of V**T (the right singular vectors, stored rowwise); if JOBZ = ‘O’ and M < N, or JOBZ = ‘N’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: SBDSDC did not converge, updating process failed.



968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
# File 'ext/numo/linalg/lapack/lapack_s.c', line 968

static VALUE
lapack_s_sgesdd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgesdd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"sgesdd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.sgesv(a, b, [order: 'R']) ⇒ [a, b, ipiv, info]

SGESV computes the solution to a real system of linear equations

  A * X = B,

where A is an N-by-N matrix and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as

  A = P * L * U,

where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::SFloat)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::Int, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the N-by-N coefficient matrix A. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the N-by-NRHS matrix of right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed.



250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
# File 'ext/numo/linalg/lapack/lapack_s.c', line 250

static VALUE
lapack_s_sgesv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgesv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"sgesv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.sgesvd(a, [jobu: 'A', jobvt:'A', order:'R']) ⇒ [sigma, u, vt, info]

SGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written

  A = U * SIGMA * transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns V**T, not V.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobu (String or Symbol)

    If ‘A’: all M columns of U are returned in array U, If ‘S’: the first min(m,n) columns of U (the left singular vectors) are returned in the array U, If ‘O’: the first min(m,n) columns of U (the left singular vectors) are overwritten on the array A, If ‘N’: no columns of U (no left singular vectors) are computed. (default=’A’)

  • jobvt (String or Symbol)

    If ‘A’: all N rows of V**T are returned in the array VT;If ‘S’: the first min(m,n) rows of V**T (the right singular vectors) are returned in the array VT;If ‘O’: the first min(m,n) rows of V**T (the right singular vectors) are overwritten on the array A;If ‘N’: no rows of V**T (no right singular vectors) are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::SFloat, Integer>

    • u – U is REAL array, dimension (LDU,UCOL) (LDU,M) if JOBU = ‘A’ or (LDU,min(M,N)) if JOBU = ‘S’. If JOBU = ‘A’, U contains the M-by-M orthogonal matrix U; if JOBU = ‘S’, U contains the first min(m,n) columns of U (the left singular vectors, stored columnwise); if JOBU = ‘N’ or ‘O’, U is not referenced.

    • vt – VT is REAL array, dimension (LDVT,N) If JOBVT = ‘A’, VT contains the N-by-N orthogonal matrix V**T; if JOBVT = ‘S’, VT contains the first min(m,n) rows of V**T (the right singular vectors, stored rowwise); if JOBVT = ‘N’ or ‘O’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if SBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of WORK above for details.



749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
# File 'ext/numo/linalg/lapack/lapack_s.c', line 749

static VALUE
lapack_s_sgesvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgesvd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"sgesvd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.sgetrf(a, [order: 'R']) ⇒ [a, ipiv, info]

SGETRF computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form

  A = P * L * U

where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). This is the right-looking Level 3 BLAS version of the algorithm.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::SFloat, Numo::Int, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • ipiv – IPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.



4149
4150
4151
4152
4153
4154
4155
4156
4157
4158
4159
4160
4161
4162
4163
4164
4165
4166
4167
4168
4169
4170
4171
4172
4173
4174
4175
4176
4177
4178
4179
4180
4181
4182
4183
4184
4185
4186
4187
4188
4189
4190
4191
4192
4193
4194
4195
4196
4197
4198
4199
4200
4201
4202
4203
4204
4205
4206
4207
4208
4209
4210
4211
4212
4213
4214
4215
4216
4217
4218
4219
4220
4221
4222
4223
4224
4225
4226
4227
4228
4229
4230
4231
4232
4233
4234
4235
4236
4237
4238
4239
4240
4241
4242
4243
4244
4245
4246
4247
4248
4249
4250
4251
4252
4253
4254
4255
4256
4257
4258
4259
4260
4261
4262
4263
4264
4265
4266
4267
4268
4269
# File 'ext/numo/linalg/lapack/lapack_s.c', line 4149

static VALUE
lapack_s_sgetrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgetrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgetrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.sgetri(a, ipiv, [order: 'R']) ⇒ [a, info]

SGETRI computes the inverse of a matrix using the LU factorization computed by SGETRF. This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A).

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by sgetrf

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by SGETRF. On exit, if INFO = 0, the inverse of the original matrix A.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero; the matrix is singular and its inverse could not be computed.



4385
4386
4387
4388
4389
4390
4391
4392
4393
4394
4395
4396
4397
4398
4399
4400
4401
4402
4403
4404
4405
4406
4407
4408
4409
4410
4411
4412
4413
4414
4415
4416
4417
4418
4419
4420
4421
4422
4423
4424
4425
4426
4427
4428
4429
4430
4431
4432
4433
4434
4435
4436
4437
4438
4439
4440
4441
4442
4443
4444
4445
4446
4447
4448
4449
4450
4451
4452
4453
4454
4455
4456
4457
4458
4459
4460
4461
4462
4463
4464
4465
4466
4467
4468
4469
4470
4471
4472
4473
4474
4475
4476
4477
4478
4479
4480
4481
4482
4483
4484
4485
4486
4487
4488
4489
4490
4491
4492
4493
4494
4495
4496
4497
4498
4499
4500
4501
4502
4503
4504
4505
# File 'ext/numo/linalg/lapack/lapack_s.c', line 4385

static VALUE
lapack_s_sgetri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgetri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgetri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.sgetrs(a, ipiv, b, [trans: 'N', order:'R']) ⇒ [b, info]

SGETRS solves a system of linear equations

  A * X = B  or  A**T * X = B

with a general N-by-N matrix A using the LU factorization computed by SGETRF.

Parameters:

  • a (Numo::SFloat)

    LU matrix computed by sgetrf

  • ipiv (Numo::Int)

    pivot computed by sgetrf

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • trans (String or Symbol)

    if ‘N’: Not transpose , if ‘T’: Transpose . (default=’N’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::SFloat, Integer>

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



4622
4623
4624
4625
4626
4627
4628
4629
4630
4631
4632
4633
4634
4635
4636
4637
4638
4639
4640
4641
4642
4643
4644
4645
4646
4647
4648
4649
4650
4651
4652
4653
4654
4655
4656
4657
4658
4659
4660
4661
4662
4663
4664
4665
4666
4667
4668
4669
4670
4671
4672
4673
4674
4675
4676
4677
4678
4679
4680
4681
4682
4683
4684
4685
4686
4687
4688
4689
4690
4691
4692
4693
4694
4695
4696
4697
4698
4699
4700
4701
4702
4703
4704
4705
4706
4707
4708
4709
4710
4711
4712
4713
4714
4715
4716
4717
4718
4719
4720
4721
4722
4723
4724
4725
4726
4727
4728
4729
4730
4731
4732
4733
4734
4735
4736
4737
4738
4739
4740
4741
4742
# File 'ext/numo/linalg/lapack/lapack_s.c', line 4622

static VALUE
lapack_s_sgetrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sgetrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"sgetrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.sggev(a, b, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [alphar, alphai, beta, vl, vr, info]

SGGEV computes for a pair of N-by-N real nonsymmetric matrices (A,B) the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. A generalized eigenvalue for a pair of matrices (A,B) is a scalar lambda or a ratio alpha/beta = lambda, such that A - lambda*B is singular. It is usually represented as the pair (alpha,beta), as there is a reasonable interpretation for beta=0, and even for both being zero. The right eigenvector v(j) corresponding to the eigenvalue lambda(j) of (A,B) satisfies

           A * v(j) = lambda(j) * B * v(j).

The left eigenvector u(j) corresponding to the eigenvalue lambda(j) of (A,B) satisfies

           u(j)**H * A  = lambda(j) * u(j)**H * B .

where u(j)**H is the conjugate-transpose of u(j).

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([alphar, alphai, beta, vl, vr, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::SFloat, Numo::SFloat, Numo::SFloat, Integer>

    • alphar – ALPHAR is REAL array, dimension (N)

    • alphai – ALPHAI is REAL array, dimension (N)

    • beta – BETA is REAL array, dimension (N) On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,…,N, will be the generalized eigenvalues. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) negative. Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio alpha/beta. However, ALPHAR and ALPHAI will be always less than and usually comparable with norm(A) in magnitude, and BETA always less than and usually comparable with norm(B).

    • vl – VL is REAL array, dimension (LDVL,N) If JOBVL = ‘V’, the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1). Each eigenvector is scaled so the largest component has abs(real part)+abs(imag. part)=1. Not referenced if JOBVL = ‘N’.

    • vr – VR is REAL array, dimension (LDVR,N) If JOBVR = ‘V’, the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-th eigenvalues form a complex conjugate pair, then v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1). Each eigenvector is scaled so the largest component has abs(real part)+abs(imag. part)=1. Not referenced if JOBVR = ‘N’.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. = 1,…,N: The QZ iteration failed. No eigenvectors have been calculated, but ALPHAR(j), ALPHAI(j), and BETA(j) should be correct for j=INFO+1,…,N. > N: =N+1: other than QZ iteration failed in SHGEQZ. =N+2: error return from STGEVC.



2381
2382
2383
2384
2385
2386
2387
2388
2389
2390
2391
2392
2393
2394
2395
2396
2397
2398
2399
2400
2401
2402
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
2413
2414
2415
2416
2417
2418
2419
2420
2421
2422
2423
2424
2425
2426
2427
2428
2429
2430
# File 'ext/numo/linalg/lapack/lapack_s.c', line 2381

static VALUE
lapack_s_sggev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[6-CZ] = {{cT,1,shape},{cT,1,shape},{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sggev, NO_LOOP|NDF_EXTRACT, 2, 6-CZ, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"sggev");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[3-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[4-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    if (aout[4-CZ].dim == 0) { RARRAY_ASET(ans,4-CZ,Qnil); }
    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    return ans;
}

.slange(a, norm, [order: 'R']) ⇒ Numo::SFloat

SLANGE returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real matrix A.

  SLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
           (
           ( norm1(A),         NORM = '1', 'O' or 'o'
           (
           ( normI(A),         NORM = 'I' or 'i'
           (
           ( normF(A),         NORM = 'F', 'f', 'E' or 'e'

where norm1 denotes the one norm of a matrix (maximum column sum), normI denotes the infinity norm of a matrix (maximum row sum) and normF denotes the Frobenius norm of a matrix (square root of sum of squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray).

  • norm (String)

    Kind of norm: ‘M’,(‘1’,’O’),’I’,(‘F’,’E’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • (Numo::SFloat)

    returns slange.



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
149
# File 'ext/numo/linalg/lapack/lapack_s.c', line 120

static VALUE
lapack_s_slange(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, norm, ans;
    narray_t *na1;
    ndfunc_arg_in_t ain[1] = {{cT,2}};
    ndfunc_arg_out_t aout[1] = {{cRT,0}};
    ndfunc_t ndf = {&iter_lapack_s_slange, NO_LOOP|NDF_EXTRACT, 1, 1, ain, aout};

    args_t g;
    VALUE opts[1] = {Qundef};
    ID kw_table[1] = {id_order};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"slange");

    rb_scan_args(argc, argv, "2:", &a, &norm, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);
    g.norm  = option_job(norm,'F','F');
    //reduce = nary_reduce_options(Qnil, &opts[1], 1, &a, &ndf);
    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    //COPY_OR_CAST_TO(a,cT); // not overwrite
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    ans = na_ndloop3(&ndf, &g, 1, a);
    return ans;
}

.sorgqr(a, tau, order: 'R') ⇒ [a, info]

SORGQR generates an M-by-N real matrix Q with orthonormal columns, which is defined as the first N columns of a product of K elementary reflectors of order M

  Q  =  H(1) H(2) . . . H(k)

as returned by SGEQRF.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • tau (Numo::SFloat)

    vector (>=1-dimentional NArray).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,…,k, as returned by SGEQRF in the first k columns of its array argument A. On exit, the M-by-N matrix Q.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value



3983
3984
3985
3986
3987
3988
3989
3990
3991
3992
3993
3994
3995
3996
3997
3998
3999
4000
4001
4002
4003
4004
4005
4006
4007
4008
4009
4010
4011
4012
4013
4014
4015
4016
4017
4018
4019
4020
4021
4022
4023
4024
4025
4026
4027
4028
# File 'ext/numo/linalg/lapack/lapack_s.c', line 3983

static VALUE
lapack_s_sorgqr(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, tau, ans;
    int   m, n, k, tmp;
    narray_t *na1, *na2;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cT,1}};
    ndfunc_arg_out_t aout[1] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sorgqr, NO_LOOP|NDF_EXTRACT, 2,1, ain,aout};

    args_t g = {0};
    VALUE opts[1] = {Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[1] = {id_order};

    CHECK_FUNC(func_p,"sorgqr");

    rb_scan_args(argc, argv, "2:", &a, &tau, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);

    GetNArray(tau, na2);
    CHECK_DIM_GE(na2, 1);
    k = COL_SIZE(na2);
    if (m < n) {
        rb_raise(nary_eShapeError,
                 "a row length (m) must be >= a column length (n): m=%d n=%d",
                 m,n);
    }
    if (n < k) {
        rb_raise(nary_eShapeError,
                 "a column length (n) must be >= tau length (k): n=%d, k=%d",
                 k,n);
    }
    SWAP_IFCOL(g.order,m,n);

    ans = na_ndloop3(&ndf, &g, 2, a, tau);

    return rb_assoc_new(a, ans);
}

.sposv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, info]

SPOSV computes the solution to a real system of linear equations

  A * X = B,

where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as

  A = U**T* U,  if UPLO = 'U', or
  A = L * L**T,  if UPLO = 'L',

where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::SFloat)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::SFloat, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T.

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed.



589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
# File 'ext/numo/linalg/lapack/lapack_s.c', line 589

static VALUE
lapack_s_sposv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_sposv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"sposv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.spotrf(a, [uplo: 'U', order:'R']) ⇒ [a, info]

SPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form

  A = U**T * U,  if UPLO = 'U', or
  A = L  * L**T,  if UPLO = 'L',

where U is an upper triangular matrix and L is lower triangular. This is the block version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed.



5606
5607
5608
5609
5610
5611
5612
5613
5614
5615
5616
5617
5618
5619
5620
5621
5622
5623
5624
5625
5626
5627
5628
5629
5630
5631
5632
5633
5634
5635
5636
5637
5638
5639
5640
5641
5642
5643
5644
5645
5646
5647
5648
5649
5650
5651
5652
5653
5654
5655
5656
5657
5658
5659
5660
5661
5662
5663
5664
5665
5666
5667
5668
5669
5670
5671
5672
5673
5674
5675
5676
5677
5678
5679
5680
5681
5682
5683
5684
5685
5686
5687
5688
5689
5690
5691
5692
5693
5694
5695
5696
5697
5698
5699
5700
5701
5702
5703
5704
5705
5706
5707
5708
5709
5710
5711
5712
5713
5714
5715
5716
5717
5718
5719
5720
5721
5722
5723
5724
5725
5726
# File 'ext/numo/linalg/lapack/lapack_s.c', line 5606

static VALUE
lapack_s_spotrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_spotrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"spotrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.spotri(a, [uplo: 'U', order:'R']) ⇒ [a, info]

SPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by SPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.



5843
5844
5845
5846
5847
5848
5849
5850
5851
5852
5853
5854
5855
5856
5857
5858
5859
5860
5861
5862
5863
5864
5865
5866
5867
5868
5869
5870
5871
5872
5873
5874
5875
5876
5877
5878
5879
5880
5881
5882
5883
5884
5885
5886
5887
5888
5889
5890
5891
5892
5893
5894
5895
5896
5897
5898
5899
5900
5901
5902
5903
5904
5905
5906
5907
5908
5909
5910
5911
5912
5913
5914
5915
5916
5917
5918
5919
5920
5921
5922
5923
5924
5925
5926
5927
5928
5929
5930
5931
5932
5933
5934
5935
5936
5937
5938
5939
5940
5941
5942
5943
5944
5945
5946
5947
5948
5949
5950
5951
5952
5953
5954
5955
5956
5957
5958
5959
5960
5961
5962
5963
# File 'ext/numo/linalg/lapack/lapack_s.c', line 5843

static VALUE
lapack_s_spotri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_spotri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"spotri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.spotrs(a, b, [uplo: 'U', order:'R']) ⇒ [b, info]

SPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF.

Parameters:

  • a (Numo::SFloat)

    LU matrix computed by spotrf

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::SFloat, Integer>

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



6076
6077
6078
6079
6080
6081
6082
6083
6084
6085
6086
6087
6088
6089
6090
6091
6092
6093
6094
6095
6096
6097
6098
6099
6100
6101
6102
6103
6104
6105
6106
6107
6108
6109
6110
6111
6112
6113
6114
6115
6116
6117
6118
6119
6120
6121
6122
6123
6124
6125
6126
6127
6128
6129
6130
6131
6132
6133
6134
6135
6136
6137
6138
6139
6140
6141
6142
6143
6144
6145
6146
6147
6148
6149
6150
6151
6152
6153
6154
6155
6156
6157
6158
6159
6160
6161
6162
6163
6164
6165
6166
6167
6168
6169
6170
6171
6172
6173
6174
6175
6176
6177
6178
6179
6180
6181
6182
6183
6184
6185
6186
6187
6188
6189
6190
6191
6192
6193
6194
6195
6196
# File 'ext/numo/linalg/lapack/lapack_s.c', line 6076

static VALUE
lapack_s_spotrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_spotrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"spotrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.ssyev(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

SSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.



2507
2508
2509
2510
2511
2512
2513
2514
2515
2516
2517
2518
2519
2520
2521
2522
2523
2524
2525
2526
2527
2528
2529
2530
2531
2532
2533
2534
2535
2536
2537
2538
2539
2540
2541
2542
2543
2544
# File 'ext/numo/linalg/lapack/lapack_s.c', line 2507

static VALUE
lapack_s_ssyev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssyev, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"ssyev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.ssyevd(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

SSYEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Because of large use of BLAS of level 3, SSYEVD needs N**2 more workspace than SSYEVX.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).



2634
2635
2636
2637
2638
2639
2640
2641
2642
2643
2644
2645
2646
2647
2648
2649
2650
2651
2652
2653
2654
2655
2656
2657
2658
2659
2660
2661
2662
2663
2664
2665
2666
2667
2668
2669
2670
2671
# File 'ext/numo/linalg/lapack/lapack_s.c', line 2634

static VALUE
lapack_s_ssyevd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssyevd, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"ssyevd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.ssygv(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

SSYGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is REAL array, dimension (LDB, N) On entry, the symmetric positive definite matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPOTRF or SSYEV returned an error code: <= N: if INFO = i, SSYEV failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



2775
2776
2777
2778
2779
2780
2781
2782
2783
2784
2785
2786
2787
2788
2789
2790
2791
2792
2793
2794
2795
2796
2797
2798
2799
2800
2801
2802
2803
2804
2805
2806
2807
2808
2809
2810
2811
2812
2813
2814
2815
2816
2817
2818
2819
2820
# File 'ext/numo/linalg/lapack/lapack_s.c', line 2775

static VALUE
lapack_s_ssygv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssygv, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"ssygv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.ssygvd(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

SSYGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::SFloat,Numo::SFloat,Integer>

    • a – A is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is REAL array, dimension (LDB, N) On entry, the symmetric matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.

    • w – W is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPOTRF or SSYEVD returned an error code: <= N: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



2935
2936
2937
2938
2939
2940
2941
2942
2943
2944
2945
2946
2947
2948
2949
2950
2951
2952
2953
2954
2955
2956
2957
2958
2959
2960
2961
2962
2963
2964
2965
2966
2967
2968
2969
2970
2971
2972
2973
2974
2975
2976
2977
2978
2979
2980
# File 'ext/numo/linalg/lapack/lapack_s.c', line 2935

static VALUE
lapack_s_ssygvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssygvd, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"ssygvd");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.ssysv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, ipiv, info]

SSYSV computes the solution to a real system of linear equations

  A * X = B,

where A is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. The diagonal pivoting method is used to factor A as

  A = U * D * U**T,  if UPLO = 'U', or
  A = L * D * L**T,  if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::SFloat)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::SFloat, Numo::SFloat, Numo::Int, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by SSYTRF.

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by SSYTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.



427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
# File 'ext/numo/linalg/lapack/lapack_s.c', line 427

static VALUE
lapack_s_ssysv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssysv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"ssysv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.ssytrf(a, [uplo: 'U', order:'R']) ⇒ [a, ipiv, info]

SSYTRF computes the factorization of a real symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is

  A = U*D*U**T  or  A = L*D*L**T

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::SFloat, Numo::Int, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.



4883
4884
4885
4886
4887
4888
4889
4890
4891
4892
4893
4894
4895
4896
4897
4898
4899
4900
4901
4902
4903
4904
4905
4906
4907
4908
4909
4910
4911
4912
4913
4914
4915
4916
4917
4918
4919
4920
4921
4922
4923
4924
4925
4926
4927
4928
4929
4930
4931
4932
4933
4934
4935
4936
4937
4938
4939
4940
4941
4942
4943
4944
4945
4946
4947
4948
4949
4950
4951
4952
4953
4954
4955
4956
4957
4958
4959
4960
4961
4962
4963
4964
4965
4966
4967
4968
4969
4970
4971
4972
4973
4974
4975
4976
4977
4978
4979
4980
4981
4982
4983
4984
4985
4986
4987
4988
4989
4990
4991
4992
4993
4994
4995
4996
4997
4998
4999
5000
5001
5002
5003
# File 'ext/numo/linalg/lapack/lapack_s.c', line 4883

static VALUE
lapack_s_ssytrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssytrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"ssytrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.ssytri(a, ipiv, [uplo: 'U', order:'R']) ⇒ [a, info]

SSYTRI computes the inverse of a real symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by SSYTRF.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by ssytrf

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by SSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = ‘U’, the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = ‘L’ the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.



5124
5125
5126
5127
5128
5129
5130
5131
5132
5133
5134
5135
5136
5137
5138
5139
5140
5141
5142
5143
5144
5145
5146
5147
5148
5149
5150
5151
5152
5153
5154
5155
5156
5157
5158
5159
5160
5161
5162
5163
5164
5165
5166
5167
5168
5169
5170
5171
5172
5173
5174
5175
5176
5177
5178
5179
5180
5181
5182
5183
5184
5185
5186
5187
5188
5189
5190
5191
5192
5193
5194
5195
5196
5197
5198
5199
5200
5201
5202
5203
5204
5205
5206
5207
5208
5209
5210
5211
5212
5213
5214
5215
5216
5217
5218
5219
5220
5221
5222
5223
5224
5225
5226
5227
5228
5229
5230
5231
5232
5233
5234
5235
5236
5237
5238
5239
5240
5241
5242
5243
5244
# File 'ext/numo/linalg/lapack/lapack_s.c', line 5124

static VALUE
lapack_s_ssytri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssytri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"ssytri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.ssytrs(a, ipiv, b, [uplo: 'U', order:'R']) ⇒ [b, info]

SSYTRS solves a system of linear equations A*X = B with a real symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by SSYTRF.

Parameters:

  • a (Numo::SFloat)

    LU matrix computed by ssytrf

  • ipiv (Numo::Int)

    pivot computed by ssytrf

  • b (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::SFloat, Integer>

    • b – B is REAL array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



5358
5359
5360
5361
5362
5363
5364
5365
5366
5367
5368
5369
5370
5371
5372
5373
5374
5375
5376
5377
5378
5379
5380
5381
5382
5383
5384
5385
5386
5387
5388
5389
5390
5391
5392
5393
5394
5395
5396
5397
5398
5399
5400
5401
5402
5403
5404
5405
5406
5407
5408
5409
5410
5411
5412
5413
5414
5415
5416
5417
5418
5419
5420
5421
5422
5423
5424
5425
5426
5427
5428
5429
5430
5431
5432
5433
5434
5435
5436
5437
5438
5439
5440
5441
5442
5443
5444
5445
5446
5447
5448
5449
5450
5451
5452
5453
5454
5455
5456
5457
5458
5459
5460
5461
5462
5463
5464
5465
5466
5467
5468
5469
5470
5471
5472
5473
5474
5475
5476
5477
5478
# File 'ext/numo/linalg/lapack/lapack_s.c', line 5358

static VALUE
lapack_s_ssytrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ssytrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"ssytrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.stzrzf(a, [order: 'R']) ⇒ [a, tau, info]

STZRZF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A to upper triangular form by means of orthogonal transformations. The upper trapezoidal matrix A is factored as

  A = ( R  0 ) * Z,

where Z is an N-by-N orthogonal matrix and R is an M-by-M upper triangular matrix.

Parameters:

  • a (Numo::SFloat)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::SFloat, Numo::SFloat, Integer>

    • a – A is REAL array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the orthogonal matrix Z as a product of M elementary reflectors.

    • tau – TAU is REAL array, dimension (M) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3848
3849
3850
3851
3852
3853
3854
3855
3856
3857
3858
3859
3860
3861
3862
3863
3864
3865
3866
3867
3868
3869
3870
3871
3872
3873
3874
3875
3876
3877
3878
3879
3880
3881
3882
3883
3884
3885
3886
3887
3888
3889
3890
3891
3892
3893
3894
3895
3896
3897
3898
3899
3900
3901
3902
3903
3904
3905
3906
3907
3908
# File 'ext/numo/linalg/lapack/lapack_s.c', line 3848

static VALUE
lapack_s_stzrzf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_stzrzf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"stzrzf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.zgeev(a, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [w, vl, vr, info]

ZGEEV computes for an N-by-N complex nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. The right eigenvector v(j) of A satisfies

           A * v(j) = lambda(j) * v(j)

where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies

        u(j)**H * A = lambda(j) * u(j)**H

where u(j)**H denotes the conjugate transpose of u(j). The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([w, vl, vr, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::DComplex, Integer>

    • w – W is COMPLEX*16 array, dimension (N) W contains the computed eigenvalues.

    • vl – VL is COMPLEX*16 array, dimension (LDVL,N) If JOBVL = ‘V’, the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If JOBVL = ‘N’, VL is not referenced. u(j) = VL(:,j), the j-th column of VL.

    • vr – VR is COMPLEX*16 array, dimension (LDVR,N) If JOBVR = ‘V’, the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If JOBVR = ‘N’, VR is not referenced. v(j) = VR(:,j), the j-th column of VR.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, the QR algorithm failed to compute all the eigenvalues, and no eigenvectors have been computed; elements and i+1:N of W contain eigenvalues which have converged.



2351
2352
2353
2354
2355
2356
2357
2358
2359
2360
2361
2362
2363
2364
2365
2366
2367
2368
2369
2370
2371
2372
2373
2374
2375
2376
2377
2378
2379
2380
2381
2382
2383
2384
2385
2386
2387
2388
2389
2390
2391
2392
2393
# File 'ext/numo/linalg/lapack/lapack_z.c', line 2351

static VALUE
lapack_s_zgeev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[5-CZ] = {{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgeev, NO_LOOP|NDF_EXTRACT, 1, 5-CZ, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"zgeev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[2-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[3-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 1, a);

    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    if (aout[2-CZ].dim == 0) { RARRAY_ASET(ans,2-CZ,Qnil); }
    return ans;
}

.zgelqf(a, [order: 'R']) ⇒ [a, tau, info]

ZGELQF computes an LQ factorization of a complex M-by-N matrix A: A = L * Q.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DComplex, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and below the diagonal of the array contain the m-by-min(m,n) lower trapezoidal matrix L (L is lower triangular if m <= n); the elements above the diagonal, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3675
3676
3677
3678
3679
3680
3681
3682
3683
3684
3685
3686
3687
3688
3689
3690
3691
3692
3693
3694
3695
3696
3697
3698
3699
3700
3701
3702
3703
3704
3705
3706
3707
3708
3709
3710
3711
3712
3713
3714
3715
3716
3717
3718
3719
3720
3721
3722
3723
3724
3725
3726
3727
3728
3729
3730
3731
3732
3733
3734
3735
# File 'ext/numo/linalg/lapack/lapack_z.c', line 3675

static VALUE
lapack_s_zgelqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgelqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgelqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.zgels(a, b, trans: 'N', order: 'R') ⇒ [a, b, info]

ZGELS solves overdetermined or underdetermined complex linear systems involving an M-by-N matrix A, or its conjugate-transpose, using a QR or LQ factorization of A. It is assumed that A has full rank. The following options are provided:

  1. If TRANS = ‘N’ and m >= n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A*X ||.

  2. If TRANS = ‘N’ and m < n: find the minimum norm solution of an underdetermined system A * X = B.

  3. If TRANS = ‘C’ and m >= n: find the minimum norm solution of an underdetermined system A**H * X = B.

  4. If TRANS = ‘C’ and m < n: find the least squares solution of an overdetermined system, i.e., solve the least squares problem minimize || B - A**H * X ||.

Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::DComplex, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. if M >= N, A is overwritten by details of its QR factorization as returned by ZGEQRF; if M < N, A is overwritten by details of its LQ factorization as returned by ZGELQF.

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the matrix B of right hand side vectors, stored columnwise; B is M-by-NRHS if TRANS = ‘N’, or N-by-NRHS if TRANS = ‘C’. On exit, if INFO = 0, B is overwritten by the solution vectors, stored columnwise: if TRANS = ‘N’ and m >= n, rows 1 to n of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of the modulus of elements N+1 to M in that column; if TRANS = ‘N’ and m < n, rows 1 to N of B contain the minimum norm solution vectors; if TRANS = ‘C’ and m >= n, rows 1 to M of B contain the minimum norm solution vectors; if TRANS = ‘C’ and m < n, rows 1 to M of B contain the least squares solution vectors; the residual sum of squares for the solution in each column is given by the sum of squares of the modulus of elements M+1 to N in that column.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the i-th diagonal element of the triangular factor of A is zero, so that A does not have full rank; the least squares solution could not be computed.



1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
# File 'ext/numo/linalg/lapack/lapack_z.c', line 1392

static VALUE
lapack_s_zgels(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgels, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"zgels");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zgelsd(a, b, rcond: -1, order: 'R') ⇒ [b, s, rank, info]

ZGELSD computes the minimum-norm solution to a real linear least squares problem:

  minimize 2-norm(| b - A*x |)

using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The problem is solved in three steps:

(1) Reduce the coefficient matrix A to bidiagonal form with Householder transformations, reducing the original problem into a “bidiagonal least squares problem” (BLS)

(2) Solve the BLS using a divide and conquer approach.

(3) Apply back all the Householder transformations to solve the original least squares problem.

The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, s, rank, info])

    Array<Numo::DComplex, Numo::DComplex, Integer, Integer>

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of the modulus of elements n+1:m in that column.

    • s – S is DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1872
1873
1874
1875
1876
1877
1878
1879
1880
1881
1882
1883
1884
1885
1886
1887
1888
1889
1890
1891
1892
1893
1894
1895
1896
1897
1898
1899
1900
1901
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
1916
1917
1918
1919
1920
1921
1922
1923
1924
1925
1926
1927
1928
1929
1930
1931
1932
1933
1934
1935
1936
1937
1938
1939
1940
1941
1942
1943
1944
1945
1946
1947
1948
1949
1950
1951
1952
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
# File 'ext/numo/linalg/lapack/lapack_z.c', line 1872

static VALUE
lapack_s_zgelsd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgelsd, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"zgelsd");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zgelss(a, b, rcond: -1, order: 'R') ⇒ [a, b, s, rank, info]

ZGELSS computes the minimum norm solution to a complex linear least squares problem: Minimize 2-norm(| b - A*x |). using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, s, rank, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::DComplex, Integer, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the first min(m,n) rows of A are overwritten with its right singular vectors, stored rowwise.

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, B is overwritten by the N-by-NRHS solution matrix X. If m >= n and RANK = n, the residual sum-of-squares for the solution in the i-th column is given by the sum of squares of the modulus of elements n+1:m in that column.

    • s – S is DOUBLE PRECISION array, dimension (min(M,N)) The singular values of A in decreasing order. The condition number of A in the 2-norm = S(1)/S(min(m,n)).

    • rank – RANK is INTEGER The effective rank of A, i.e., the number of singular values which are greater than RCOND*S(1).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: the algorithm for computing the SVD failed to converge; if INFO = i, i off-diagonal elements of an intermediate bidiagonal form did not converge to zero.



1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
1678
1679
1680
1681
1682
1683
1684
1685
1686
1687
1688
1689
1690
1691
1692
1693
1694
1695
1696
1697
1698
1699
1700
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
1728
1729
1730
1731
1732
# File 'ext/numo/linalg/lapack/lapack_z.c', line 1626

static VALUE
lapack_s_zgelss(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgelss, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"zgelss");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zgelsy(a, b, jpvt, rcond: -1, order: 'R') ⇒ [a, b, jpvt, rank, info]

ZGELSY computes the minimum-norm solution to a complex linear least squares problem:

  minimize || A * X - B ||

using a complete orthogonal factorization of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The routine first computes a QR factorization with column pivoting:

  A * P = Q * [ R11 R12 ]
              [  0  R22 ]

with R11 defined as the largest leading submatrix whose estimated condition number is less than 1/RCOND. The order of R11, RANK, is the effective rank of A. Then, R22 is considered to be negligible, and R12 is annihilated by unitary transformations from the right, arriving at the complete orthogonal factorization:

  A * P = Q * [ T11 0 ] * Z
              [  0  0 ]

The minimum-norm solution is then

  X = P * Z**H [ inv(T11)*Q1**H*B ]
               [        0         ]

where Q1 consists of the first RANK columns of Q. This routine is basically identical to the original xGELSX except three differences:

  o The permutation of matrix B (the right hand side) is faster and
    more simple.
  o The call to the subroutine xGEQPF has been substituted by the
    the call to the subroutine xGEQP3. This subroutine is a Blas-3
    version of the QR factorization with column pivoting.
  o Matrix B (the right hand side) is updated with Blas-3.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jpvt (Numo::Int)

    matrix (>=2-dimentional NArray).

  • rcond (Float)

    RCOND is used to determine the effective rank of A. Singular values S(i) <= RCOND*S(1) are treated as zero. If RCOND < 0, machine precision is used instead.

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, jpvt, rank, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::Int, Integer, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, A has been overwritten by details of its complete orthogonal factorization.

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the M-by-NRHS right hand side matrix B. On exit, the N-by-NRHS solution matrix X.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted to the front of AP, otherwise column i is a free column. On exit, if JPVT(i) = k, then the i-th column of A*P was the k-th column of A.

    • rank – RANK is INTEGER The effective rank of A, i.e., the order of the submatrix R11. This is the same as the order of the submatrix T11 in the complete orthogonal factorization of A.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



2133
2134
2135
2136
2137
2138
2139
2140
2141
2142
2143
2144
2145
2146
2147
2148
2149
2150
2151
2152
2153
2154
2155
2156
2157
2158
2159
2160
2161
2162
2163
2164
2165
2166
2167
2168
2169
2170
2171
2172
2173
2174
2175
2176
2177
2178
2179
2180
2181
2182
2183
2184
2185
2186
2187
2188
2189
2190
2191
2192
2193
2194
2195
2196
2197
2198
2199
2200
2201
2202
2203
2204
2205
2206
2207
2208
2209
2210
2211
2212
2213
2214
2215
2216
2217
2218
2219
2220
2221
2222
2223
2224
2225
2226
2227
2228
2229
2230
2231
2232
2233
2234
2235
2236
2237
2238
2239
# File 'ext/numo/linalg/lapack/lapack_z.c', line 2133

static VALUE
lapack_s_zgelsy(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   m, n, nb, nrhs, tmp;
    int   max_mn;
    narray_t *na1, *na2;
#if LSY
    narray_t *na3;
    VALUE jpvt;
#endif
#if LSS
    size_t shape_s[1];
#endif
    /**/
    ndfunc_arg_in_t ain[2+LSS] = {{OVERWRITE,2},{OVERWRITE,2},{cInt,1}};
    ndfunc_arg_out_t aout[1+LSS*2] = {{cT,1,shape_s},{cInt,0},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgelsy, NO_LOOP|NDF_EXTRACT, 2, 1+LSS*2, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    ID kw_table[3] = {id_order,id_trans,id_rcond};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"zgelsy");

#if LSY
    rb_scan_args(argc, argv, "3:", &a, &b, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
#if LSS
    g.rcond = NUM2DBL(option_value(opts[2],DBL2NUM(-1)));
#else
    g.trans = option_trans(opts[1]);
#endif

    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    //B is DOUBLE PRECISION array, dimension (LDB,NRHS)
    //B is M-by-NRHS if TRANS = 'N'
    //     N-by-NRHS if TRANS = 'T'
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);

    //The number of rows of the matrix A.
    m = ROW_SIZE(na1);
    //The number of columns of the matrix A.
    n = COL_SIZE(na1);
    max_mn = (m > n) ? m : n;
    SWAP_IFCOL(g.order,m,n);

#if LSY
    ndf.nin++;
    ndf.nout--;
    ndf.aout++;
    COPY_OR_CAST_TO(jpvt,cInt);
    GetNArray(jpvt, na3);
    CHECK_DIM_GE(na3, 1);
    { int jpvt_sz = COL_SIZE(na3);
      CHECK_INT_EQ("jpvt_size",jpvt_sz,"n",n);
    }
#elif LSS
    shape_s[0] = (m < n) ? m : n;
#endif

    //The number of columns of the matrix B.
    if (na2->ndim == 1) {
        ain[1].dim = 1; // reduce dimension
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        //The number of rows of the matrix B.
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        SWAP_IFCOL(g.order,nb,nrhs);
    }
    if (nb < max_mn) {
        rb_raise(nary_eShapeError,
                 "ldb should be >= max(m,n): ldb=%d m=%d n=%d",nb,m,n);
    }

    // ndloop
#if LSY
    ans = na_ndloop3(&ndf, &g, 3, a, b, jpvt);
#else
    ans = na_ndloop3(&ndf, &g, 2, a, b);
#endif

    // return
#if LSY
    return rb_ary_concat(rb_ary_new3(3,a,b,jpvt),ans);
#elif LSD
    rb_ary_unshift(ans,b); return ans;
#elif LSS
    return rb_ary_concat(rb_ary_new3(2,a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zgeqlf(a, [order: 'R']) ⇒ [a, tau, info]

ZGEQLF computes a QL factorization of a complex M-by-N matrix A: A = Q * L.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DComplex, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m >= n, the lower triangle of the subarray A(m-n+1:m,1:n) contains the N-by-N lower triangular matrix L; if m <= n, the elements on and below the (n-m)-th superdiagonal contain the M-by-N lower trapezoidal matrix L; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3523
3524
3525
3526
3527
3528
3529
3530
3531
3532
3533
3534
3535
3536
3537
3538
3539
3540
3541
3542
3543
3544
3545
3546
3547
3548
3549
3550
3551
3552
3553
3554
3555
3556
3557
3558
3559
3560
3561
3562
3563
3564
3565
3566
3567
3568
3569
3570
3571
3572
3573
3574
3575
3576
3577
3578
3579
3580
3581
3582
3583
# File 'ext/numo/linalg/lapack/lapack_z.c', line 3523

static VALUE
lapack_s_zgeqlf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgeqlf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgeqlf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.zgeqp3(a, jpvt, [order: 'R']) ⇒ [a, jpvt, tau, info]

ZGEQP3 computes a QR factorization with column pivoting of a matrix A: A*P = Q*R using Level 3 BLAS.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, jpvt, tau, info])

    Array<Numo::DComplex, Numo::Int, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the upper triangle of the array contains the min(M,N)-by-N upper trapezoidal matrix R; the elements below the diagonal, together with the array TAU, represent the unitary matrix Q as a product of min(M,N) elementary reflectors.

    • jpvt – JPVT is INTEGER array, dimension (N) On entry, if JPVT(J).ne.0, the J-th column of A is permuted to the front of A*P (a leading column); if JPVT(J)=0, the J-th column of A is a free column. On exit, if JPVT(J)=K, then the J-th column of A*P was the the K-th column of A.

    • tau – TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.



3834
3835
3836
3837
3838
3839
3840
3841
3842
3843
3844
3845
3846
3847
3848
3849
3850
3851
3852
3853
3854
3855
3856
3857
3858
3859
3860
3861
3862
3863
3864
3865
3866
3867
3868
3869
3870
3871
3872
3873
3874
3875
3876
3877
3878
3879
3880
3881
3882
3883
3884
3885
3886
3887
3888
3889
3890
3891
3892
3893
3894
# File 'ext/numo/linalg/lapack/lapack_z.c', line 3834

static VALUE
lapack_s_zgeqp3(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2},{OVERWRITE,1}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgeqp3, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgeqp3");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.zgeqrf(a, [order: 'R']) ⇒ [a, tau, info]

ZGEQRF computes a QR factorization of a complex M-by-N matrix A: A = Q * R.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DComplex, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, the elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if m >= n); the elements below the diagonal, with the array TAU, represent the unitary matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3213
3214
3215
3216
3217
3218
3219
3220
3221
3222
3223
3224
3225
3226
3227
3228
3229
3230
3231
3232
3233
3234
3235
3236
3237
3238
3239
3240
3241
3242
3243
3244
3245
3246
3247
3248
3249
3250
3251
3252
3253
3254
3255
3256
3257
3258
3259
3260
3261
3262
3263
3264
3265
3266
3267
3268
3269
3270
3271
3272
3273
# File 'ext/numo/linalg/lapack/lapack_z.c', line 3213

static VALUE
lapack_s_zgeqrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgeqrf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgeqrf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.zgerqf(a, [order: 'R']) ⇒ [a, tau, info]

ZGERQF computes an RQ factorization of a complex M-by-N matrix A: A = R * Q.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DComplex, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix A. On exit, if m <= n, the upper triangle of the subarray A(1:m,n-m+1:n) contains the M-by-M upper triangular matrix R; if m >= n, the elements on and above the (m-n)-th subdiagonal contain the M-by-N upper trapezoidal matrix R; the remaining elements, with the array TAU, represent the unitary matrix Q as a product of min(m,n) elementary reflectors (see Further Details).

    • tau – TAU is COMPLEX*16 array, dimension (min(M,N)) The scalar factors of the elementary reflectors (see Further Details).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3368
3369
3370
3371
3372
3373
3374
3375
3376
3377
3378
3379
3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
3390
3391
3392
3393
3394
3395
3396
3397
3398
3399
3400
3401
3402
3403
3404
3405
3406
3407
3408
3409
3410
3411
3412
3413
3414
3415
3416
3417
3418
3419
3420
3421
3422
3423
3424
3425
3426
3427
3428
# File 'ext/numo/linalg/lapack/lapack_z.c', line 3368

static VALUE
lapack_s_zgerqf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgerqf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgerqf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.zgesdd(a, [jobz: 'A', order:'R']) ⇒ [sigma, u, vt, info]

ZGESDD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors, by using divide-and-conquer method. The SVD is written

  A = U * SIGMA * conjugate-transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M unitary matrix, and V is an N-by-N unitary matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns VT = V**H, not V. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobz (String or Symbol)

    If ‘A’: all M columns of U and all N rows of V**H are returned in the arrays U and VT; If ‘S’: the first min(M,N) columns of U and the first min(M,N) rows of V**H are returned in the arrays U and VT;If ‘O’: If M >= N, the first N columns of U are overwritten in the array A and all rows of V**H are returned in the array VT; otherwise, all columns of U are returned in the array U and the first M rows of V**H are overwritten in the array A;If ‘N’: no columns of U or rows of V**H are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::DComplex, Integer>

    • u – U is COMPLEX*16 array, dimension (LDU,UCOL) UCOL = M if JOBZ = ‘A’ or JOBZ = ‘O’ and M < N; UCOL = min(M,N) if JOBZ = ‘S’. If JOBZ = ‘A’ or JOBZ = ‘O’ and M < N, U contains the M-by-M unitary matrix U; if JOBZ = ‘S’, U contains the first min(M,N) columns of U (the left singular vectors, stored columnwise); if JOBZ = ‘O’ and M >= N, or JOBZ = ‘N’, U is not referenced.

    • vt – VT is COMPLEX*16 array, dimension (LDVT,N) If JOBZ = ‘A’ or JOBZ = ‘O’ and M >= N, VT contains the N-by-N unitary matrix V**H; if JOBZ = ‘S’, VT contains the first min(M,N) rows of V**H (the right singular vectors, stored rowwise); if JOBZ = ‘O’ and M < N, or JOBZ = ‘N’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: The updating process of DBDSDC did not converge.



1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
# File 'ext/numo/linalg/lapack/lapack_z.c', line 1141

static VALUE
lapack_s_zgesdd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgesdd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"zgesdd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.zgesv(a, b, [order: 'R']) ⇒ [a, b, ipiv, info]

ZGESV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N matrix and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as

  A = P * L * U,

where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::DComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::Int, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the N-by-N coefficient matrix A. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the N-by-NRHS matrix of right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) The pivot indices that define the permutation matrix P; row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, so the solution could not be computed.



248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
# File 'ext/numo/linalg/lapack/lapack_z.c', line 248

static VALUE
lapack_s_zgesv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgesv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"zgesv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zgesvd(a, [jobu: 'A', jobvt:'A', order:'R']) ⇒ [sigma, u, vt, info]

ZGESVD computes the singular value decomposition (SVD) of a complex M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written

  A = U * SIGMA * conjugate-transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M unitary matrix, and V is an N-by-N unitary matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A. Note that the routine returns V**H, not V.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed if job*==’O’).

  • jobu (String or Symbol)

    If ‘A’: all M columns of U are returned in array U, If ‘S’: the first min(m,n) columns of U (the left singular vectors) are returned in the array U, If ‘O’: the first min(m,n) columns of U (the left singular vectors) are overwritten on the array A, If ‘N’: no columns of U (no left singular vectors) are computed. (default=’A’)

  • jobvt (String or Symbol)

    If ‘A’: all N rows of V**T are returned in the array VT;If ‘S’: the first min(m,n) rows of V**T (the right singular vectors) are returned in the array VT;If ‘O’: the first min(m,n) rows of V**T (the right singular vectors) are overwritten on the array A;If ‘N’: no rows of V**T (no right singular vectors) are computed. (default=’A’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([sigma, u, vt, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::DComplex, Integer>

    • u – U is COMPLEX*16 array, dimension (LDU,UCOL) (LDU,M) if JOBU = ‘A’ or (LDU,min(M,N)) if JOBU = ‘S’. If JOBU = ‘A’, U contains the M-by-M unitary matrix U; if JOBU = ‘S’, U contains the first min(m,n) columns of U (the left singular vectors, stored columnwise); if JOBU = ‘N’ or ‘O’, U is not referenced.

    • vt – VT is COMPLEX*16 array, dimension (LDVT,N) If JOBVT = ‘A’, VT contains the N-by-N unitary matrix V**H; if JOBVT = ‘S’, VT contains the first min(m,n) rows of V**H (the right singular vectors, stored rowwise); if JOBVT = ‘N’ or ‘O’, VT is not referenced.

    • info – INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if ZBDSQR did not converge, INFO specifies how many superdiagonals of an intermediate bidiagonal form B did not converge to zero. See the description of RWORK above for details.



924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
# File 'ext/numo/linalg/lapack/lapack_z.c', line 924

static VALUE
lapack_s_zgesvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
#if !SDD
    VALUE tmpbuf;
#endif
    VALUE a, ans;
    int   m, n, min_mn, tmp;
    narray_t *na1;
    size_t shape_s[1], shape_u[2], shape_vt[2];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[4] = {{cRT,1,shape_s},{cT,2,shape_u},
                                {cT,2,shape_vt},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgesvd, NO_LOOP|NDF_EXTRACT, 1, 4, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobu,id_jobvt,id_jobz};

    CHECK_FUNC(func_p,"zgesvd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
#if SDD
    g.jobz = option_job(opts[3],'A','N');
    g.jobu = g.jobvt = g.jobz;
#else
    g.jobu  = option_job(opts[1],'A','N');
    g.jobvt = option_job(opts[2],'A','N');
    if (g.jobu=='O' && g.jobvt=='O') {
        rb_raise(rb_eArgError,"JOBVT and JOBU cannot both be 'O'");
    }
#endif

    if (g.jobu=='O' || g.jobvt=='O') {
        if (CLASS_OF(a) != cT) {
            rb_raise(rb_eTypeError,"type of matrix a is invalid for overwrite");
        }
    } else {
        COPY_OR_CAST_TO(a,cT);
    }

    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);

#if SDD
    if (g.jobz=='O') {
        if (m >= n) { g.jobvt='A';} else { g.jobu='A';}
    }
#endif

    // output S
    shape_s[0] = min_mn = min_(m,n);

    // output U
    switch(g.jobu){
    case 'A':
        shape_u[0] = m;
        shape_u[1] = m;
        break;
    case 'S':
        shape_u[0] = m;
        shape_u[1] = min_mn;
        SWAP_IFCOL(g.order,shape_u[0],shape_u[1]);
        break;
    case 'O':
    case 'N':
        aout[1].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobu='%c'",g.jobu);
    }
    // output VT
    switch(g.jobvt){
    case 'A':
        shape_vt[0] = n;
        shape_vt[1] = n;
        break;
    case 'S':
        shape_vt[0] = min_mn;
        shape_vt[1] = n;
        SWAP_IFCOL(g.order, shape_vt[0], shape_vt[1]);
        break;
    case 'O':
    case 'N':
        aout[2].dim = 0; // dummy
        break;
    default:
        rb_raise(rb_eArgError,"invalid option: jobvt='%c'",g.jobvt);
    }
#if !SDD
    g.superb = (rtype*)rb_alloc_tmp_buffer(&tmpbuf, min_mn*sizeof(rtype));
#endif

    ans = na_ndloop3(&ndf, &g, 1, a);

#if !SDD
    rb_free_tmp_buffer(&tmpbuf);
#endif

    if (g.jobu=='O')      { RARRAY_ASET(ans,1,a); } else
    if (aout[1].dim == 0) { RARRAY_ASET(ans,1,Qnil); }
    if (g.jobvt=='O')     { RARRAY_ASET(ans,2,a); } else
    if (aout[2].dim == 0) { RARRAY_ASET(ans,2,Qnil); }
    return ans;
}

.zgetrf(a, [order: 'R']) ⇒ [a, ipiv, info]

ZGETRF computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form

  A = P * L * U

where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). This is the right-looking Level 3 BLAS version of the algorithm.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::DComplex, Numo::Int, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the M-by-N matrix to be factored. On exit, the factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

    • ipiv – IPIV is INTEGER array, dimension (min(M,N)) The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i).

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.



4292
4293
4294
4295
4296
4297
4298
4299
4300
4301
4302
4303
4304
4305
4306
4307
4308
4309
4310
4311
4312
4313
4314
4315
4316
4317
4318
4319
4320
4321
4322
4323
4324
4325
4326
4327
4328
4329
4330
4331
4332
4333
4334
4335
4336
4337
4338
4339
4340
4341
4342
4343
4344
4345
4346
4347
4348
4349
4350
4351
4352
4353
4354
4355
4356
4357
4358
4359
4360
4361
4362
4363
4364
4365
4366
4367
4368
4369
4370
4371
4372
4373
4374
4375
4376
4377
4378
4379
4380
4381
4382
4383
4384
4385
4386
4387
4388
4389
4390
4391
4392
4393
4394
4395
4396
4397
4398
4399
4400
4401
4402
4403
4404
4405
4406
4407
4408
4409
4410
4411
4412
# File 'ext/numo/linalg/lapack/lapack_z.c', line 4292

static VALUE
lapack_s_zgetrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgetrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgetrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zgetri(a, ipiv, [order: 'R']) ⇒ [a, info]

ZGETRI computes the inverse of a matrix using the LU factorization computed by ZGETRF. This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A).

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by zgetrf

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by ZGETRF. On exit, if INFO = 0, the inverse of the original matrix A.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, U(i,i) is exactly zero; the matrix is singular and its inverse could not be computed.



4528
4529
4530
4531
4532
4533
4534
4535
4536
4537
4538
4539
4540
4541
4542
4543
4544
4545
4546
4547
4548
4549
4550
4551
4552
4553
4554
4555
4556
4557
4558
4559
4560
4561
4562
4563
4564
4565
4566
4567
4568
4569
4570
4571
4572
4573
4574
4575
4576
4577
4578
4579
4580
4581
4582
4583
4584
4585
4586
4587
4588
4589
4590
4591
4592
4593
4594
4595
4596
4597
4598
4599
4600
4601
4602
4603
4604
4605
4606
4607
4608
4609
4610
4611
4612
4613
4614
4615
4616
4617
4618
4619
4620
4621
4622
4623
4624
4625
4626
4627
4628
4629
4630
4631
4632
4633
4634
4635
4636
4637
4638
4639
4640
4641
4642
4643
4644
4645
4646
4647
4648
# File 'ext/numo/linalg/lapack/lapack_z.c', line 4528

static VALUE
lapack_s_zgetri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgetri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgetri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zgetrs(a, ipiv, b, [trans: 'N', order:'R']) ⇒ [b, info]

ZGETRS solves a system of linear equations

  A * X = B,  A**T * X = B,  or  A**H * X = B

with a general N-by-N matrix A using the LU factorization computed by ZGETRF.

Parameters:

  • a (Numo::DComplex)

    LU matrix computed by zgetrf

  • ipiv (Numo::Int)

    pivot computed by zgetrf

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • trans (String or Symbol)

    if ‘N’: Not transpose , if ‘T’: Transpose . (default=’N’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::DComplex, Integer>

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



4765
4766
4767
4768
4769
4770
4771
4772
4773
4774
4775
4776
4777
4778
4779
4780
4781
4782
4783
4784
4785
4786
4787
4788
4789
4790
4791
4792
4793
4794
4795
4796
4797
4798
4799
4800
4801
4802
4803
4804
4805
4806
4807
4808
4809
4810
4811
4812
4813
4814
4815
4816
4817
4818
4819
4820
4821
4822
4823
4824
4825
4826
4827
4828
4829
4830
4831
4832
4833
4834
4835
4836
4837
4838
4839
4840
4841
4842
4843
4844
4845
4846
4847
4848
4849
4850
4851
4852
4853
4854
4855
4856
4857
4858
4859
4860
4861
4862
4863
4864
4865
4866
4867
4868
4869
4870
4871
4872
4873
4874
4875
4876
4877
4878
4879
4880
4881
4882
4883
4884
4885
# File 'ext/numo/linalg/lapack/lapack_z.c', line 4765

static VALUE
lapack_s_zgetrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zgetrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zgetrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zggev(a, b, [jobvl: 'V', jobvr:'V', order:'R']) ⇒ [alpha, beta, vl, vr, info]

ZGGEV computes for a pair of N-by-N complex nonsymmetric matrices (A,B), the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors. A generalized eigenvalue for a pair of matrices (A,B) is a scalar lambda or a ratio alpha/beta = lambda, such that A - lambda*B is singular. It is usually represented as the pair (alpha,beta), as there is a reasonable interpretation for beta=0, and even for both being zero. The right generalized eigenvector v(j) corresponding to the generalized eigenvalue lambda(j) of (A,B) satisfies

       A * v(j) = lambda(j) * B * v(j).

The left generalized eigenvector u(j) corresponding to the generalized eigenvalues lambda(j) of (A,B) satisfies

       u(j)**H * A = lambda(j) * u(j)**H * B

where u(j)**H is the conjugate-transpose of u(j).

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobvl (String or Symbol)

    if ‘V’: Compute left eigenvectors, if ‘N’: Not compute left eigenvectors (default=’V’)

  • jobvr (String or Symbol)

    if ‘V’: Compute right eigenvectors, if ‘N’: Not compute right eigenvectors (default=’V’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([alpha, beta, vl, vr, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::DComplex, Numo::DComplex, Integer>

    • alpha – ALPHA is COMPLEX*16 array, dimension (N)

    • beta – BETA is COMPLEX*16 array, dimension (N) On exit, ALPHA(j)/BETA(j), j=1,…,N, will be the generalized eigenvalues. Note: the quotients ALPHA(j)/BETA(j) may easily over- or underflow, and BETA(j) may even be zero. Thus, the user should avoid naively computing the ratio alpha/beta. However, ALPHA will be always less than and usually comparable with norm(A) in magnitude, and BETA always less than and usually comparable with norm(B).

    • vl – VL is COMPLEX*16 array, dimension (LDVL,N) If JOBVL = ‘V’, the left generalized eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. Each eigenvector is scaled so the largest component has abs(real part) + abs(imag. part) = 1. Not referenced if JOBVL = ‘N’.

    • vr – VR is COMPLEX*16 array, dimension (LDVR,N) If JOBVR = ‘V’, the right generalized eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. Each eigenvector is scaled so the largest component has abs(real part) + abs(imag. part) = 1. Not referenced if JOBVR = ‘N’.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. =1,…,N: The QZ iteration failed. No eigenvectors have been calculated, but ALPHA(j) and BETA(j) should be correct for j=INFO+1,…,N. > N: =N+1: other then QZ iteration failed in DHGEQZ, =N+2: error return from DTGEVC.



2526
2527
2528
2529
2530
2531
2532
2533
2534
2535
2536
2537
2538
2539
2540
2541
2542
2543
2544
2545
2546
2547
2548
2549
2550
2551
2552
2553
2554
2555
2556
2557
2558
2559
2560
2561
2562
2563
2564
2565
2566
2567
2568
2569
2570
2571
2572
2573
2574
2575
# File 'ext/numo/linalg/lapack/lapack_z.c', line 2526

static VALUE
lapack_s_zggev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    /**/
    size_t shape[2];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[6-CZ] = {{cT,1,shape},{cT,1,shape},{cT,2,shape},{cT,2,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zggev, NO_LOOP|NDF_EXTRACT, 2, 6-CZ, ain, aout};

    args_t g;
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobvl,id_jobvr};

    CHECK_FUNC(func_p,"zggev");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobvl = option_job(opts[1],'V','N');
    g.jobvr = option_job(opts[2],'V','N');

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = shape[1] = n;
    if (g.jobvl=='N') { aout[3-CZ].dim = 0; }
    if (g.jobvr=='N') { aout[4-CZ].dim = 0; }

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    if (aout[4-CZ].dim == 0) { RARRAY_ASET(ans,4-CZ,Qnil); }
    if (aout[3-CZ].dim == 0) { RARRAY_ASET(ans,3-CZ,Qnil); }
    return ans;
}

.zheev(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

ZHEEV computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is COMPLEX*16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.



2652
2653
2654
2655
2656
2657
2658
2659
2660
2661
2662
2663
2664
2665
2666
2667
2668
2669
2670
2671
2672
2673
2674
2675
2676
2677
2678
2679
2680
2681
2682
2683
2684
2685
2686
2687
2688
2689
# File 'ext/numo/linalg/lapack/lapack_z.c', line 2652

static VALUE
lapack_s_zheev(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zheev, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"zheev");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.zheevd(a, [jobz: 'V', uplo:'U', order:'R']) ⇒ [a, w, info]

ZHEEVD computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is COMPLEX*16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = ‘N’, then on exit the lower triangle (if UPLO=’L’) or the upper triangle (if UPLO=’U’) of A, including the diagonal, is destroyed.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).



2777
2778
2779
2780
2781
2782
2783
2784
2785
2786
2787
2788
2789
2790
2791
2792
2793
2794
2795
2796
2797
2798
2799
2800
2801
2802
2803
2804
2805
2806
2807
2808
2809
2810
2811
2812
2813
2814
# File 'ext/numo/linalg/lapack/lapack_z.c', line 2777

static VALUE
lapack_s_zheevd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n;
    narray_t *na1;
    size_t shape[1];
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zheevd, NO_LOOP|NDF_EXTRACT, 1, 2, ain, aout};

    args_t g = {0,0,0};
    VALUE opts[3] = {Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[3] = {id_order,id_jobz,id_uplo};

    CHECK_FUNC(func_p,"zheevd");

    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 3, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    if (m != n) {
        rb_raise(nary_eShapeError,"matrix must be square");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 1, a);

    return rb_ary_new3(3, a, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.zhegv(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

ZHEGV computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is COMPLEX*16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is COMPLEX*16 array, dimension (LDB, N) On entry, the Hermitian positive definite matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: ZPOTRF or ZHEEV returned an error code: <= N: if INFO = i, ZHEEV failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



2918
2919
2920
2921
2922
2923
2924
2925
2926
2927
2928
2929
2930
2931
2932
2933
2934
2935
2936
2937
2938
2939
2940
2941
2942
2943
2944
2945
2946
2947
2948
2949
2950
2951
2952
2953
2954
2955
2956
2957
2958
2959
2960
2961
2962
2963
# File 'ext/numo/linalg/lapack/lapack_z.c', line 2918

static VALUE
lapack_s_zhegv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zhegv, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"zhegv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.zhegvd(a, b, [itype: 1, jobz:'V', uplo:'U', order:'R']) ⇒ [a, b, w, info]

ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • itype (Integer)

    Specifies the problem type to be solved. If 1: Ax = (lambda)Bx, If 2: ABx = (lambda)x, If 3: BAx = (lambda)*x.

  • jobz (String or Symbol)

    if ‘V’: Compute eigenvectors, if ‘N’: Not compute eigenvectors (default=’V’)

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, w, info])

    Array<Numo::DFloat,Numo::DFloat,Integer>

    • a – A is COMPLEX*16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = ‘V’, then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**H*B*Z = I; if ITYPE = 3, Z**H*inv(B)*Z = I. If JOBZ = ‘N’, then on exit the upper triangle (if UPLO=’U’) or the lower triangle (if UPLO=’L’) of A, including the diagonal, is destroyed.

    • b – B is COMPLEX*16 array, dimension (LDB, N) On entry, the Hermitian matrix B. If UPLO = ‘U’, the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = ‘L’, the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H.

    • w – W is DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: ZPOTRF or ZHEEVD returned an error code: <= N: if INFO = i and JOBZ = ‘N’, then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = ‘V’, then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.



3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
3089
3090
3091
3092
3093
3094
3095
3096
3097
3098
3099
3100
3101
3102
3103
3104
3105
3106
3107
3108
3109
3110
3111
3112
3113
3114
3115
3116
3117
3118
3119
3120
3121
3122
3123
# File 'ext/numo/linalg/lapack/lapack_z.c', line 3078

static VALUE
lapack_s_zhegvd(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    int   n, nb;
    narray_t *na1, *na2;
    size_t shape[1];
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    ndfunc_arg_out_t aout[2] = {{cRT,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zhegvd, NO_LOOP|NDF_EXTRACT, 2, 2, ain, aout};

    args_t g;
    VALUE opts[4] = {Qundef,Qundef,Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[4] = {id_order,id_jobz,id_uplo,id_itype};

    CHECK_FUNC(func_p,"zhegvd");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 4, opts);
    g.order = option_order(opts[0]);
    g.jobz = option_job(opts[1],'V','N');
    g.uplo = option_uplo(opts[2]);
    g.itype = NUM2INT(option_value(opts[3],INT2FIX(1)));

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 2);

    CHECK_SQUARE("matrix a",na1);
    n  = COL_SIZE(na1);
    CHECK_SQUARE("matrix b",na2);
    nb = COL_SIZE(na2);
    if (n != nb) {
        rb_raise(nary_eShapeError,"matrix a and b must have same size");
    }
    shape[0] = n;

    ans = na_ndloop3(&ndf, &g, 2, a, b);

    return rb_ary_new3(4, a, b, RARRAY_AREF(ans,0), RARRAY_AREF(ans,1));
}

.zhesv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, ipiv, info]

ZHESV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N Hermitian matrix and X and B are N-by-NRHS matrices. The diagonal pivoting method is used to factor A as

  A = U * D * U**H,  if UPLO = 'U', or
  A = L * D * L**H,  if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::DComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::Int, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**H or A = L*D*L**H as computed by ZHETRF.

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by ZHETRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.



764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
# File 'ext/numo/linalg/lapack/lapack_z.c', line 764

static VALUE
lapack_s_zhesv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zhesv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"zhesv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zhetrf(a, [uplo: 'U', order:'R']) ⇒ [a, ipiv, info]

ZHETRF computes the factorization of a complex Hermitian matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is

  A = U*D*U**H  or  A = L*D*L**H

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::DComplex, Numo::Int, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.



5762
5763
5764
5765
5766
5767
5768
5769
5770
5771
5772
5773
5774
5775
5776
5777
5778
5779
5780
5781
5782
5783
5784
5785
5786
5787
5788
5789
5790
5791
5792
5793
5794
5795
5796
5797
5798
5799
5800
5801
5802
5803
5804
5805
5806
5807
5808
5809
5810
5811
5812
5813
5814
5815
5816
5817
5818
5819
5820
5821
5822
5823
5824
5825
5826
5827
5828
5829
5830
5831
5832
5833
5834
5835
5836
5837
5838
5839
5840
5841
5842
5843
5844
5845
5846
5847
5848
5849
5850
5851
5852
5853
5854
5855
5856
5857
5858
5859
5860
5861
5862
5863
5864
5865
5866
5867
5868
5869
5870
5871
5872
5873
5874
5875
5876
5877
5878
5879
5880
5881
5882
# File 'ext/numo/linalg/lapack/lapack_z.c', line 5762

static VALUE
lapack_s_zhetrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zhetrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zhetrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zhetri(a, ipiv, [uplo: 'U', order:'R']) ⇒ [a, info]

ZHETRI computes the inverse of a complex Hermitian indefinite matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by ZHETRF.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by zhetrf

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by ZHETRF. On exit, if INFO = 0, the (Hermitian) inverse of the original matrix. If UPLO = ‘U’, the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = ‘L’ the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.



6003
6004
6005
6006
6007
6008
6009
6010
6011
6012
6013
6014
6015
6016
6017
6018
6019
6020
6021
6022
6023
6024
6025
6026
6027
6028
6029
6030
6031
6032
6033
6034
6035
6036
6037
6038
6039
6040
6041
6042
6043
6044
6045
6046
6047
6048
6049
6050
6051
6052
6053
6054
6055
6056
6057
6058
6059
6060
6061
6062
6063
6064
6065
6066
6067
6068
6069
6070
6071
6072
6073
6074
6075
6076
6077
6078
6079
6080
6081
6082
6083
6084
6085
6086
6087
6088
6089
6090
6091
6092
6093
6094
6095
6096
6097
6098
6099
6100
6101
6102
6103
6104
6105
6106
6107
6108
6109
6110
6111
6112
6113
6114
6115
6116
6117
6118
6119
6120
6121
6122
6123
# File 'ext/numo/linalg/lapack/lapack_z.c', line 6003

static VALUE
lapack_s_zhetri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zhetri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zhetri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zhetrs(a, ipiv, b, [uplo: 'U', order:'R']) ⇒ [b, info]

ZHETRS solves a system of linear equations A*X = B with a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by ZHETRF.

Parameters:

  • a (Numo::DComplex)

    LU matrix computed by zhetrf

  • ipiv (Numo::Int)

    pivot computed by zhetrf

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::DComplex, Integer>

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



6237
6238
6239
6240
6241
6242
6243
6244
6245
6246
6247
6248
6249
6250
6251
6252
6253
6254
6255
6256
6257
6258
6259
6260
6261
6262
6263
6264
6265
6266
6267
6268
6269
6270
6271
6272
6273
6274
6275
6276
6277
6278
6279
6280
6281
6282
6283
6284
6285
6286
6287
6288
6289
6290
6291
6292
6293
6294
6295
6296
6297
6298
6299
6300
6301
6302
6303
6304
6305
6306
6307
6308
6309
6310
6311
6312
6313
6314
6315
6316
6317
6318
6319
6320
6321
6322
6323
6324
6325
6326
6327
6328
6329
6330
6331
6332
6333
6334
6335
6336
6337
6338
6339
6340
6341
6342
6343
6344
6345
6346
6347
6348
6349
6350
6351
6352
6353
6354
6355
6356
6357
# File 'ext/numo/linalg/lapack/lapack_z.c', line 6237

static VALUE
lapack_s_zhetrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zhetrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zhetrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zlange(a, norm, [order: 'R']) ⇒ Numo::DFloat

ZLANGE returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex matrix A.

  ZLANGE = ( max(abs(A(i,j))), NORM = 'M' or 'm'
           (
           ( norm1(A),         NORM = '1', 'O' or 'o'
           (
           ( normI(A),         NORM = 'I' or 'i'
           (
           ( normF(A),         NORM = 'F', 'f', 'E' or 'e'

where norm1 denotes the one norm of a matrix (maximum column sum), normI denotes the infinity norm of a matrix (maximum row sum) and normF denotes the Frobenius norm of a matrix (square root of sum of squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray).

  • norm (String)

    Kind of norm: ‘M’,(‘1’,’O’),’I’,(‘F’,’E’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • (Numo::DFloat)

    returns zlange.



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
# File 'ext/numo/linalg/lapack/lapack_z.c', line 118

static VALUE
lapack_s_zlange(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, norm, ans;
    narray_t *na1;
    ndfunc_arg_in_t ain[1] = {{cT,2}};
    ndfunc_arg_out_t aout[1] = {{cRT,0}};
    ndfunc_t ndf = {&iter_lapack_s_zlange, NO_LOOP|NDF_EXTRACT, 1, 1, ain, aout};

    args_t g;
    VALUE opts[1] = {Qundef};
    ID kw_table[1] = {id_order};
    VALUE kw_hash = Qnil;

    CHECK_FUNC(func_p,"zlange");

    rb_scan_args(argc, argv, "2:", &a, &norm, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);
    g.norm  = option_job(norm,'F','F');
    //reduce = nary_reduce_options(Qnil, &opts[1], 1, &a, &ndf);
    //A is DOUBLE PRECISION array, dimension (LDA,N)
    //On entry, the M-by-N matrix A.
    //COPY_OR_CAST_TO(a,cT); // not overwrite
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);

    ans = na_ndloop3(&ndf, &g, 1, a);
    return ans;
}

.zposv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, info]

ZPOSV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N Hermitian positive definite matrix and X and B are N-by-NRHS matrices. The Cholesky decomposition is used to factor A as

  A = U**H* U,  if UPLO = 'U', or
  A = L * L**H,  if UPLO = 'L',

where U is an upper triangular matrix and L is a lower triangular matrix. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::DComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, info])

    Array<Numo::DComplex, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**H *U or A = L*L**H.

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed.



587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
# File 'ext/numo/linalg/lapack/lapack_z.c', line 587

static VALUE
lapack_s_zposv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zposv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"zposv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zpotrf(a, [uplo: 'U', order:'R']) ⇒ [a, info]

ZPOTRF computes the Cholesky factorization of a complex Hermitian positive definite matrix A. The factorization has the form

  A = U**H * U,  if UPLO = 'U', or
  A = L  * L**H,  if UPLO = 'L',

where U is an upper triangular matrix and L is lower triangular. This is the block version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the Hermitian matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**H *U or A = L*L**H.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the leading minor of order i is not positive definite, and the factorization could not be completed.



6485
6486
6487
6488
6489
6490
6491
6492
6493
6494
6495
6496
6497
6498
6499
6500
6501
6502
6503
6504
6505
6506
6507
6508
6509
6510
6511
6512
6513
6514
6515
6516
6517
6518
6519
6520
6521
6522
6523
6524
6525
6526
6527
6528
6529
6530
6531
6532
6533
6534
6535
6536
6537
6538
6539
6540
6541
6542
6543
6544
6545
6546
6547
6548
6549
6550
6551
6552
6553
6554
6555
6556
6557
6558
6559
6560
6561
6562
6563
6564
6565
6566
6567
6568
6569
6570
6571
6572
6573
6574
6575
6576
6577
6578
6579
6580
6581
6582
6583
6584
6585
6586
6587
6588
6589
6590
6591
6592
6593
6594
6595
6596
6597
6598
6599
6600
6601
6602
6603
6604
6605
# File 'ext/numo/linalg/lapack/lapack_z.c', line 6485

static VALUE
lapack_s_zpotrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zpotrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zpotrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zpotri(a, [uplo: 'U', order:'R']) ⇒ [a, info]

ZPOTRI computes the inverse of a complex Hermitian positive definite matrix A using the Cholesky factorization A = U**H*U or A = L*L**H computed by ZPOTRF.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, as computed by ZPOTRF. On exit, the upper or lower triangle of the (Hermitian) inverse of A, overwriting the input factor U or L.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.



6722
6723
6724
6725
6726
6727
6728
6729
6730
6731
6732
6733
6734
6735
6736
6737
6738
6739
6740
6741
6742
6743
6744
6745
6746
6747
6748
6749
6750
6751
6752
6753
6754
6755
6756
6757
6758
6759
6760
6761
6762
6763
6764
6765
6766
6767
6768
6769
6770
6771
6772
6773
6774
6775
6776
6777
6778
6779
6780
6781
6782
6783
6784
6785
6786
6787
6788
6789
6790
6791
6792
6793
6794
6795
6796
6797
6798
6799
6800
6801
6802
6803
6804
6805
6806
6807
6808
6809
6810
6811
6812
6813
6814
6815
6816
6817
6818
6819
6820
6821
6822
6823
6824
6825
6826
6827
6828
6829
6830
6831
6832
6833
6834
6835
6836
6837
6838
6839
6840
6841
6842
# File 'ext/numo/linalg/lapack/lapack_z.c', line 6722

static VALUE
lapack_s_zpotri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zpotri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zpotri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zpotrs(a, b, [uplo: 'U', order:'R']) ⇒ [b, info]

ZPOTRS solves a system of linear equations A*X = B with a Hermitian positive definite matrix A using the Cholesky factorization A = U**H * U or A = L * L**H computed by ZPOTRF.

Parameters:

  • a (Numo::DComplex)

    LU matrix computed by zpotrf

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::DComplex, Integer>

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



6955
6956
6957
6958
6959
6960
6961
6962
6963
6964
6965
6966
6967
6968
6969
6970
6971
6972
6973
6974
6975
6976
6977
6978
6979
6980
6981
6982
6983
6984
6985
6986
6987
6988
6989
6990
6991
6992
6993
6994
6995
6996
6997
6998
6999
7000
7001
7002
7003
7004
7005
7006
7007
7008
7009
7010
7011
7012
7013
7014
7015
7016
7017
7018
7019
7020
7021
7022
7023
7024
7025
7026
7027
7028
7029
7030
7031
7032
7033
7034
7035
7036
7037
7038
7039
7040
7041
7042
7043
7044
7045
7046
7047
7048
7049
7050
7051
7052
7053
7054
7055
7056
7057
7058
7059
7060
7061
7062
7063
7064
7065
7066
7067
7068
7069
7070
7071
7072
7073
7074
7075
# File 'ext/numo/linalg/lapack/lapack_z.c', line 6955

static VALUE
lapack_s_zpotrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zpotrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zpotrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zsysv(a, b, [uplo: 'U', order:'R']) ⇒ [a, b, ipiv, info]

ZSYSV computes the solution to a complex system of linear equations

  A * X = B,

where A is an N-by-N symmetric matrix and X and B are N-by-NRHS matrices. The diagonal pivoting method is used to factor A as

  A = U * D * U**T,  if UPLO = 'U', or
  A = L * D * L**T,  if UPLO = 'L',

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. The factored form of A is then used to solve the system of equations A * X = B.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed, output: lu).

  • b (Numo::DComplex)

    vector (>=1-dimentional NArray, inplace allowed, output: x).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, b, ipiv, info])

    Array<Numo::DComplex, Numo::DComplex, Numo::Int, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, if INFO = 0, the block diagonal matrix D and the multipliers used to obtain the factor U or L from the factorization A = U*D*U**T or A = L*D*L**T as computed by ZSYTRF.

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D, as determined by ZSYTRF. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged, and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, so the solution could not be computed.



425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
# File 'ext/numo/linalg/lapack/lapack_z.c', line 425

static VALUE
lapack_s_zsysv(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, b, ans;
    narray_t *na1, *na2;
    size_t n, nb, nrhs;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{OVERWRITE,2}};
    size_t shape[2];
    ndfunc_arg_out_t aout[2] = {{cInt,1,shape},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zsysv, NO_LOOP|NDF_EXTRACT, 2,2, ain,aout};
    args_t g;
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};
    VALUE opts[2] = {Qundef,Qundef};

    CHECK_FUNC(func_p,"zsysv");

    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.order = option_order(opts[0]);
    g.uplo = option_uplo(opts[1]);

    COPY_OR_CAST_TO(a,cT);
    COPY_OR_CAST_TO(b,cT);
    GetNArray(a, na1);
    GetNArray(b, na2);
    CHECK_DIM_GE(na1, 2);
    CHECK_DIM_GE(na2, 1);
    CHECK_SQUARE("matrix a",na1);
    n = COL_SIZE(na1);
    if (NA_NDIM(na2) == 1) {
        ain[1].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col=a.row=%"SZF"u b.row=%"SZF"u", n, nb);
    }
    shape[0] = n;
    shape[1] = nrhs;
#if !IPIV
    ndf.aout++;
    ndf.nout--;
#endif

    ans = na_ndloop3(&ndf, &g, 2, a, b);

#if IPIV
    return rb_ary_concat(rb_assoc_new(a,b),ans);
#else
    return rb_ary_new3(3,a,b,ans);
#endif
}

.zsytrf(a, [uplo: 'U', order:'R']) ⇒ [a, ipiv, info]

ZSYTRF computes the factorization of a complex symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is

  A = U*D*U**T  or  A = L*D*L**T

where U (or L) is a product of permutation and unit upper (lower) triangular matrices, and D is symmetric and block diagonal with with 1-by-1 and 2-by-2 diagonal blocks. This is the blocked version of the algorithm, calling Level 3 BLAS.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, ipiv, info])

    Array<Numo::DComplex, Numo::Int, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the symmetric matrix A. If UPLO = ‘U’, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A, and the strictly lower triangular part of A is not referenced. If UPLO = ‘L’, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A, and the strictly upper triangular part of A is not referenced. On exit, the block diagonal matrix D and the multipliers used to obtain the factor U or L (see below for further details).

    • ipiv – IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D. If IPIV(k) > 0, then rows and columns k and IPIV(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If UPLO = ‘U’ and IPIV(k) = IPIV(k-1) < 0, then rows and columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block. If UPLO = ‘L’ and IPIV(k) = IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) is exactly zero. The factorization has been completed, but the block diagonal matrix D is exactly singular, and division by zero will occur if it is used to solve a system of equations.



5026
5027
5028
5029
5030
5031
5032
5033
5034
5035
5036
5037
5038
5039
5040
5041
5042
5043
5044
5045
5046
5047
5048
5049
5050
5051
5052
5053
5054
5055
5056
5057
5058
5059
5060
5061
5062
5063
5064
5065
5066
5067
5068
5069
5070
5071
5072
5073
5074
5075
5076
5077
5078
5079
5080
5081
5082
5083
5084
5085
5086
5087
5088
5089
5090
5091
5092
5093
5094
5095
5096
5097
5098
5099
5100
5101
5102
5103
5104
5105
5106
5107
5108
5109
5110
5111
5112
5113
5114
5115
5116
5117
5118
5119
5120
5121
5122
5123
5124
5125
5126
5127
5128
5129
5130
5131
5132
5133
5134
5135
5136
5137
5138
5139
5140
5141
5142
5143
5144
5145
5146
# File 'ext/numo/linalg/lapack/lapack_z.c', line 5026

static VALUE
lapack_s_zsytrf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,1,shape_piv},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zsytrf, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zsytrf");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zsytri(a, ipiv, [uplo: 'U', order:'R']) ⇒ [a, info]

ZSYTRI computes the inverse of a complex symmetric indefinite matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by ZSYTRF.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • ipiv (Numo::Int)

    pivot computed by zsytrf

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by ZSYTRF. On exit, if INFO = 0, the (symmetric) inverse of the original matrix. If UPLO = ‘U’, the upper triangular part of the inverse is formed and the part of A below the diagonal is not referenced; if UPLO = ‘L’ the lower triangular part of the inverse is formed and the part of A above the diagonal is not referenced.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its inverse could not be computed.



5267
5268
5269
5270
5271
5272
5273
5274
5275
5276
5277
5278
5279
5280
5281
5282
5283
5284
5285
5286
5287
5288
5289
5290
5291
5292
5293
5294
5295
5296
5297
5298
5299
5300
5301
5302
5303
5304
5305
5306
5307
5308
5309
5310
5311
5312
5313
5314
5315
5316
5317
5318
5319
5320
5321
5322
5323
5324
5325
5326
5327
5328
5329
5330
5331
5332
5333
5334
5335
5336
5337
5338
5339
5340
5341
5342
5343
5344
5345
5346
5347
5348
5349
5350
5351
5352
5353
5354
5355
5356
5357
5358
5359
5360
5361
5362
5363
5364
5365
5366
5367
5368
5369
5370
5371
5372
5373
5374
5375
5376
5377
5378
5379
5380
5381
5382
5383
5384
5385
5386
5387
# File 'ext/numo/linalg/lapack/lapack_z.c', line 5267

static VALUE
lapack_s_zsytri(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zsytri, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zsytri");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.zsytrs(a, ipiv, b, [uplo: 'U', order:'R']) ⇒ [b, info]

ZSYTRS solves a system of linear equations A*X = B with a complex symmetric matrix A using the factorization A = U*D*U**T or A = L*D*L**T computed by ZSYTRF.

Parameters:

  • a (Numo::DComplex)

    LU matrix computed by zsytrf

  • ipiv (Numo::Int)

    pivot computed by zsytrf

  • b (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • uplo (String or Symbol)

    if ‘U’: Upper triangle, if ‘L’: Lower triangle. (default=’U’)

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([b, info])

    Array<Numo::DComplex, Integer>

    • b – B is COMPLEX*16 array, dimension (LDB,NRHS) On entry, the right hand side matrix B. On exit, the solution matrix X.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



5501
5502
5503
5504
5505
5506
5507
5508
5509
5510
5511
5512
5513
5514
5515
5516
5517
5518
5519
5520
5521
5522
5523
5524
5525
5526
5527
5528
5529
5530
5531
5532
5533
5534
5535
5536
5537
5538
5539
5540
5541
5542
5543
5544
5545
5546
5547
5548
5549
5550
5551
5552
5553
5554
5555
5556
5557
5558
5559
5560
5561
5562
5563
5564
5565
5566
5567
5568
5569
5570
5571
5572
5573
5574
5575
5576
5577
5578
5579
5580
5581
5582
5583
5584
5585
5586
5587
5588
5589
5590
5591
5592
5593
5594
5595
5596
5597
5598
5599
5600
5601
5602
5603
5604
5605
5606
5607
5608
5609
5610
5611
5612
5613
5614
5615
5616
5617
5618
5619
5620
5621
# File 'ext/numo/linalg/lapack/lapack_z.c', line 5501

static VALUE
lapack_s_zsytrs(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
#if IPIV_IN
    VALUE ipiv;
#endif
#if RHS
    VALUE b;
    size_t n, nb, nrhs;
    narray_t *na2;
#endif
    narray_t *na1;
    
#if IPIV_OUT
    size_t shape_piv[1];
#endif
#if IPIV_IN
# if RHS
    ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
# endif
#else
# if RHS
    ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
# else
    ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
# endif
#endif
    ndfunc_arg_out_t aout[1+IPIV_OUT] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zsytrs, NO_LOOP|NDF_EXTRACT,
                    1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};

    args_t g = {0,0};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"zsytrs");

#if IPIV_IN
# if RHS
    rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
# endif
#else
# if RHS
    rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
# else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
# endif
#endif
#if TRANS
    kw_table[1] = id_trans;
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.trans = option_trans(opts[1]);
#elif UPLO
    rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
    g.uplo = option_uplo(opts[1]);
#else
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
#endif
    g.order = option_order(opts[0]);

#if !RHS
    COPY_OR_CAST_TO(a,cT);
#endif
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
#if IPIV_OUT
    shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
#endif

#if RHS
    COPY_OR_CAST_TO(b,cT);
    GetNArray(b, na2);
    CHECK_DIM_GE(na2, 1);
    n = COL_SIZE(na1);
#if SYM
    n = min_(n,ROW_SIZE(na1));
#endif
    // same as gesv.c
    if (NA_NDIM(na2) == 1) {
        ain[1+IPIV_IN].dim = 1;
        nb = COL_SIZE(na2);
        nrhs = 1;
    } else {
        nb = ROW_SIZE(na2);
        nrhs = COL_SIZE(na2);
        { int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
    }
    if (n != nb) {
        rb_raise(nary_eShapeError, "matrix dimension mismatch: "
                 "a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
    }
#endif

#if IPIV_IN
# if RHS
    ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
    return rb_assoc_new(a, ans);
# endif
#else
# if RHS
    ans = na_ndloop3(&ndf, &g, 2, a, b);
    return rb_assoc_new(b, ans);
# else
    ans = na_ndloop3(&ndf, &g, 1, a);
#  if IPIV_OUT
    return rb_ary_unshift(ans, a);
#  else
    return rb_assoc_new(a, ans);
#  endif
# endif
#endif
}

.ztzrzf(a, [order: 'R']) ⇒ [a, tau, info]

ZTZRZF reduces the M-by-N ( M<=N ) complex upper trapezoidal matrix A to upper triangular form by means of unitary transformations. The upper trapezoidal matrix A is factored as

  A = ( R  0 ) * Z,

where Z is an N-by-N unitary matrix and R is an M-by-M upper triangular matrix.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, tau, info])

    Array<Numo::DComplex, Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the leading M-by-N upper trapezoidal part of the array A must contain the matrix to be factorized. On exit, the leading M-by-M upper triangular part of A contains the upper triangular matrix R, and elements M+1 to N of the first M rows of A, with the array TAU, represent the unitary matrix Z as a product of M elementary reflectors.

    • tau – TAU is COMPLEX*16 array, dimension (M) The scalar factors of the elementary reflectors.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value



3991
3992
3993
3994
3995
3996
3997
3998
3999
4000
4001
4002
4003
4004
4005
4006
4007
4008
4009
4010
4011
4012
4013
4014
4015
4016
4017
4018
4019
4020
4021
4022
4023
4024
4025
4026
4027
4028
4029
4030
4031
4032
4033
4034
4035
4036
4037
4038
4039
4040
4041
4042
4043
4044
4045
4046
4047
4048
4049
4050
4051
# File 'ext/numo/linalg/lapack/lapack_z.c', line 3991

static VALUE
lapack_s_ztzrzf(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, ans;
    int   m, n, tmp;
    narray_t *na1;
#if JPVT
    VALUE jpvt;
#endif
    /**/
#if TAU
    size_t shape_tau[1];
#endif
    ndfunc_arg_in_t ain[1+JPVT] = {{OVERWRITE,2}};
    ndfunc_arg_out_t aout[1+TAU] = {{cT,1,shape_tau},{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_ztzrzf, NO_LOOP|NDF_EXTRACT,
                    1+JPVT, TAU+1, ain,aout};

    args_t g = {0,1};
    VALUE opts[2] = {Qundef,Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[2] = {id_order,id_uplo};

    CHECK_FUNC(func_p,"ztzrzf");

#if JPVT
    rb_scan_args(argc, argv, "2:", &a, &jpvt, &kw_hash);
#else
    rb_scan_args(argc, argv, "1:", &a, &kw_hash);
#endif
    rb_get_kwargs(kw_hash, kw_table, 0, 1+UPLO, opts);
    g.order = option_order(opts[0]);
#if UPLO
    g.uplo = option_uplo(opts[1]);
#endif

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);
    SWAP_IFCOL(g.order,m,n);
#if TAU
    shape_tau[0] = min_(m,n);
#endif

#if JPVT
    COPY_OR_CAST_TO(jpvt,cInt);
    ans = na_ndloop3(&ndf, &g, 2, a, jpvt);
    rb_ary_concat(rb_ary_assoc(a,jpvt), ans);
    return ans;
#else
    ans = na_ndloop3(&ndf, &g, 1, a);
#if TAU == 0
    return rb_assoc_new(a, ans);
#else
    rb_ary_unshift(ans, a);
    return ans;
#endif
#endif
}

.zungqr(a, tau, order: 'R') ⇒ [a, info]

ZUNGQR generates an M-by-N complex matrix Q with orthonormal columns, which is defined as the first N columns of a product of K elementary reflectors of order M

  Q  =  H(1) H(2) . . . H(k)

as returned by ZGEQRF.

Parameters:

  • a (Numo::DComplex)

    matrix (>=2-dimentional NArray, inplace allowed).

  • tau (Numo::DComplex)

    vector (>=1-dimentional NArray).

  • order (String or Symbol)

    if ‘R’: Row-major, if ‘C’: Column-major. (default=’R’)

Returns:

  • ([a, info])

    Array<Numo::DComplex, Integer>

    • a – A is COMPLEX*16 array, dimension (LDA,N) On entry, the i-th column must contain the vector which defines the elementary reflector H(i), for i = 1,2,…,k, as returned by ZGEQRF in the first k columns of its array argument A. On exit, the M-by-N matrix Q.

    • info – INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument has an illegal value



4126
4127
4128
4129
4130
4131
4132
4133
4134
4135
4136
4137
4138
4139
4140
4141
4142
4143
4144
4145
4146
4147
4148
4149
4150
4151
4152
4153
4154
4155
4156
4157
4158
4159
4160
4161
4162
4163
4164
4165
4166
4167
4168
4169
4170
4171
# File 'ext/numo/linalg/lapack/lapack_z.c', line 4126

static VALUE
lapack_s_zungqr(int argc, VALUE const argv[], VALUE UNUSED(mod))
{
    VALUE a, tau, ans;
    int   m, n, k, tmp;
    narray_t *na1, *na2;
    ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cT,1}};
    ndfunc_arg_out_t aout[1] = {{cInt,0}};
    ndfunc_t ndf = {&iter_lapack_s_zungqr, NO_LOOP|NDF_EXTRACT, 2,1, ain,aout};

    args_t g = {0};
    VALUE opts[1] = {Qundef};
    VALUE kw_hash = Qnil;
    ID kw_table[1] = {id_order};

    CHECK_FUNC(func_p,"zungqr");

    rb_scan_args(argc, argv, "2:", &a, &tau, &kw_hash);
    rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
    g.order = option_order(opts[0]);

    COPY_OR_CAST_TO(a,cT);
    GetNArray(a, na1);
    CHECK_DIM_GE(na1, 2);
    m = ROW_SIZE(na1);
    n = COL_SIZE(na1);

    GetNArray(tau, na2);
    CHECK_DIM_GE(na2, 1);
    k = COL_SIZE(na2);
    if (m < n) {
        rb_raise(nary_eShapeError,
                 "a row length (m) must be >= a column length (n): m=%d n=%d",
                 m,n);
    }
    if (n < k) {
        rb_raise(nary_eShapeError,
                 "a column length (n) must be >= tau length (k): n=%d, k=%d",
                 k,n);
    }
    SWAP_IFCOL(g.order,m,n);

    ans = na_ndloop3(&ndf, &g, 2, a, tau);

    return rb_assoc_new(a, ans);
}