Program f11gdfe
! F11GDF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
! .. Use Statements ..
Use nag_library, Only: f11gdf, f11gef, f11gff, f11jaf, f11jbf, f11xef, &
nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: anorm, dscale, dtol, sigerr, sigmax, &
sigtol, stplhs, stprhs, tol
Integer :: i, ifail, ifail1, irevcm, iterm, &
itn, its, la, lfill, liwork, lwork, &
lwreq, maxitn, maxits, monit, n, &
nnz, nnzc, npivm
Character (6) :: method
Character (1) :: mic, norm, precon, pstrat, sigcmp, &
weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:), b(:), wgt(:), work(:), x(:)
Integer, Allocatable :: icol(:), ipiv(:), irow(:), istr(:), &
iwork(:)
! .. Executable Statements ..
Write (nout,*) 'F11GDF Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
Read (nin,*) nnz
la = 2*nnz
liwork = 2*la + 7*n + 1
lwork = 120
Allocate (a(la),b(n),wgt(n),work(lwork),x(n),icol(la),ipiv(n),irow(la), &
istr(n+1),iwork(liwork))
! Read or initialize the parameters for the iterative solver
Read (nin,*) method
Read (nin,*) precon, sigcmp, norm, weight, iterm
Read (nin,*) tol, maxitn
Read (nin,*) monit
anorm = 0.0E0_nag_wp
sigmax = 0.0E0_nag_wp
sigtol = 1.0E-2_nag_wp
maxits = n
! Read the parameters for the preconditioner
Read (nin,*) lfill, dtol
Read (nin,*) mic, dscale
Read (nin,*) pstrat
! Read the non-zero elements of the matrix A
Do i = 1, nnz
Read (nin,*) a(i), irow(i), icol(i)
End Do
! Read right-hand side vector b and initial approximate solution x
Read (nin,*) b(1:n)
Read (nin,*) x(1:n)
If (method=='CG') Then
Write (nout,99999)
Else If (method=='SYMMLQ') Then
Write (nout,99998)
Else If (method=='MINRES') Then
Write (nout,99997)
End If
! Calculate incomplete Cholesky factorization
! ifail: behaviour on error exit
! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
ifail = 0
Call f11jaf(n,nnz,a,la,irow,icol,lfill,dtol,mic,dscale,pstrat,ipiv,istr, &
nnzc,npivm,iwork,liwork,ifail)
! Call F11GDF to initialize the solver
Do
ifail = 0
Call f11gdf(method,precon,sigcmp,norm,weight,iterm,n,tol,maxitn,anorm, &
sigmax,sigtol,maxits,monit,lwreq,work,lwork,ifail)
If (lwork>=lwreq) Then
Exit
Else
Deallocate (work)
lwork = lwreq
Allocate (work(lwork))
End If
End Do
! Call repeatedly F11GEF to solve the equations
! Note that the arrays B and X are overwritten
! On final exit, X will contain the solution and B the residual
! vector
irevcm = 0
ifail = 1
loop: Do
Call f11gef(irevcm,x,b,wgt,work,lwork,ifail)
If (irevcm/=4) Then
ifail1 = -1
Select Case (irevcm)
Case (1)
Call f11xef(n,nnz,a,irow,icol,'No checking',x,b,ifail1)
Case (2)
Call f11jbf(n,a,la,irow,icol,ipiv,istr,'No checking',x,b,ifail1)
Case (3)
ifail1 = 0
Call f11gff(itn,stplhs,stprhs,anorm,sigmax,its,sigerr,work,lwork, &
ifail1)
Write (nout,99996) itn, stplhs
Write (nout,99995)
Write (nout,99994)(x(i),b(i),i=1,n)
End Select
If (ifail1/=0) irevcm = 6
Else If (ifail/=0) Then
Write (nout,99990) ifail
Go To 100
Else
Exit loop
End If
End Do loop
! Obtain information about the computation
ifail1 = 0
Call f11gff(itn,stplhs,stprhs,anorm,sigmax,its,sigerr,work,lwork,ifail1)
! Print the output data
Write (nout,99993)
Write (nout,99992) 'Number of iterations for convergence: ', itn
Write (nout,99991) 'Residual norm: ', stplhs
Write (nout,99991) 'Right-hand side of termination criterion:', stprhs
Write (nout,99991) '1-norm of matrix A: ', anorm
Write (nout,99991) 'Largest singular value of A_bar: ', sigmax
! Output x
Write (nout,99995)
Write (nout,99994)(x(i),b(i),i=1,n)
100 Continue
99999 Format (/1X,'Solve a system of linear equations using the conjug', &
'ate gradient method')
99998 Format (/1X,'Solve a system of linear equations using the Lanczo', &
's method (SYMMLQ)')
99997 Format (/1X,'Solve a system of linear equations using the minimu', &
'm residual method (MINRES)')
99996 Format (/1X,'Monitoring at iteration no.',I4/1X,1P,'residual no','rm: ', &
E14.4)
99995 Format (2X,'Solution vector',2X,'Residual vector')
99994 Format (1X,1P,E16.4,1X,E16.4)
99993 Format (/1X,'Final Results')
99992 Format (1X,A,I4)
99991 Format (1X,A,1P,E14.4)
99990 Format (1X/1X,' ** F11GEF returned with IFAIL = ',I5)
End Program f11gdfe