Program g02abfe
! G02ABF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: dsyev, g02abf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: alpha, errtol, nrmgrd
Integer :: feval, i, ifail, iter, ldg, ldx, &
lwork, maxit, maxits, n
Character (1) :: opt
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: eig(:), g(:,:), w(:), work(:), &
x(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02ABF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Read in the problem size, opt and alpha
Read (nin,*) n, opt, alpha
ldg = n
ldx = n
lwork = 66*n
Allocate (g(ldg,n),w(n),x(ldx,n),eig(n),work(lwork))
! Read in the matrix G
Read (nin,*)(g(i,1:n),i=1,n)
! Read in the vector W
Read (nin,*) w(1:n)
! Use the defaults for ERRTOL, MAXITS and MAXIT
errtol = 0.0E0_nag_wp
maxits = 0
maxit = 0
! Calculate nearest correlation matrix
ifail = 0
Call g02abf(g,ldg,n,opt,alpha,w,errtol,maxits,maxit,x,ldx,iter,feval, &
nrmgrd,ifail)
! Display results
ifail = 0
Call x04caf('General',' ',n,n,x,ldx,'Nearest Correlation Matrix X', &
ifail)
Write (nout,*)
Write (nout,99999) 'Number of Newton steps taken:', iter
Write (nout,99998) 'Number of function evaluations:', feval
Write (nout,*)
Write (nout,99997) 'ALPHA: ', alpha
ifail = 0
! The NAG name equivalent of dsyev is f08faf
Call dsyev('N','U',n,x,ldx,eig,work,lwork,ifail)
Write (nout,*)
Flush (nout)
Call x04caf('General',' ',1,n,eig,1,'Eigenvalues of X',ifail)
99999 Format (1X,A,I11)
99998 Format (1X,A,I9)
99997 Format (1X,A,F37.3)
End Program g02abfe