Program g03adfe
! G03ADF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: g03adf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: tol
Integer :: i, ifail, iwk, ldcvx, ldcvy, lde, &
ldz, lwt, m, mcv, n, ncv, nx, ny
Character (1) :: weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: cvx(:,:), cvy(:,:), e(:,:), wk(:), &
wt(:), z(:,:)
Integer, Allocatable :: isz(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (nout,*) 'G03ADF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in problem size
Read (nin,*) n, m, nx, ny, weight
If (weight=='W' .Or. weight=='w') Then
lwt = n
Else
lwt = 0
End If
If (nx>=ny) Then
iwk = n*nx + nx*ny + max(5*(nx-1)+nx*nx,n*ny) + 1
lde = ny
mcv = ny
Else
iwk = n*ny + nx*ny + max(5*(ny-1)+ny*ny,n*nx) + 1
lde = nx
mcv = nx
End If
ldz = n
ldcvx = nx
ldcvy = ny
Allocate (z(ldz,m),isz(m),wt(lwt),e(lde,6),cvx(ldcvx,mcv), &
cvy(ldcvy,mcv),wk(iwk))
! Read in data
If (lwt>0) Then
Read (nin,*)(z(i,1:m),wt(i),i=1,n)
Else
Read (nin,*)(z(i,1:m),i=1,n)
End If
! Read in variable inclusion flags
Read (nin,*) isz(1:m)
! Use default tolerance
tol = 0.0E0_nag_wp
! Perform canonical correlation analysis
ifail = 0
Call g03adf(weight,n,m,z,ldz,isz,nx,ny,wt,e,lde,ncv,cvx,ldcvx,mcv,cvy, &
ldcvy,tol,wk,iwk,ifail)
! Display results
Write (nout,99999) 'Rank of X = ', nx, ' Rank of Y = ', ny
Write (nout,*)
Write (nout,*) &
'Canonical Eigenvalues Percentage Chisq DF Sig'
Write (nout,*) 'correlations variation'
Write (nout,99998)(e(i,1:6),i=1,ncv)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('General',' ',nx,ncv,cvx,ldcvx, &
'Canonical Coefficients for X',ifail)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('General',' ',ny,ncv,cvy,ldcvy, &
'Canonical Coefficients for Y',ifail)
99999 Format (1X,A,I0,A,I0)
99998 Format (1X,2F12.4,F11.4,F10.4,F8.1,F8.4)
End Program g03adfe