Program g02aafe
! G02AAF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: g02aaf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: errtol, nrmgrd
Integer :: feval, i, ifail, iter, ldg, ldx, &
maxit, maxits, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: g(:,:), x(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02AAF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n
ldg = n
ldx = n
Allocate (g(ldg,n),x(ldx,n))
! Read in the matrix G
Read (nin,*)(g(i,1:n),i=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 g02aaf(g,ldg,n,errtol,maxits,maxit,x,ldx,iter,feval,nrmgrd,ifail)
! Display results
ifail = 0
Call x04caf('General',' ',n,n,x,ldx,'Nearest Correlation Matrix',ifail)
Write (nout,*)
Write (nout,99999) ' Number of Newton steps taken:', iter
Write (nout,99998) ' Number of function evaluations:', feval
99999 Format (1X,A,I11)
99998 Format (1X,A,I9)
End Program g02aafe