Program f08sefe
! F08SEF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: dpotrf, dsterf, dsygst, dsytrd, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Integer :: i, info, lda, ldb, lwork, n
Character (1) :: uplo
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), b(:,:), d(:), e(:), tau(:), &
work(:)
! .. Executable Statements ..
Write (nout,*) 'F08SEF Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
lda = n
ldb = n
lwork = 64*n
Allocate (a(lda,n),b(ldb,n),d(n),e(n-1),tau(n),work(lwork))
! Read A and B from data file
Read (nin,*) uplo
If (uplo=='U') Then
Read (nin,*)(a(i,i:n),i=1,n)
Read (nin,*)(b(i,i:n),i=1,n)
Else If (uplo=='L') Then
Read (nin,*)(a(i,1:i),i=1,n)
Read (nin,*)(b(i,1:i),i=1,n)
End If
! Compute the Cholesky factorization of B
! The NAG name equivalent of dpotrf is f07fdf
Call dpotrf(uplo,n,b,ldb,info)
Write (nout,*)
If (info>0) Then
Write (nout,*) 'B is not positive definite.'
Else
! Reduce the problem to standard form C*y = lambda*y, storing
! the result in A
! The NAG name equivalent of dsygst is f08sef
Call dsygst(1,uplo,n,a,lda,b,ldb,info)
! Reduce C to tridiagonal form T = (Q**T)*C*Q
! The NAG name equivalent of dsytrd is f08fef
Call dsytrd(uplo,n,a,lda,d,e,tau,work,lwork,info)
! Calculate the eigenvalues of T (same as C)
! The NAG name equivalent of dsterf is f08jff
Call dsterf(n,d,e,info)
If (info>0) Then
Write (nout,*) 'Failure to converge.'
Else
! Print eigenvalues
Write (nout,*) 'Eigenvalues'
Write (nout,99999) d(1:n)
End If
End If
99999 Format (3X,(9F8.4))
End Program f08sefe