Program g02ajfe
! G02AJF Example Program Text
! Mark 26.1 Release. NAG Copyright 2016.
! .. Use Statements ..
Use nag_library, Only: dsyev, g02ajf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: alpha, errtol, norm
Integer :: i, ifail, iter, ldg, ldh, ldx, &
lwork, maxit, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: eig(:), g(:,:), h(:,:), work(:), &
x(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02AJF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Read in the problem size and alpha
Read (nin,*) n, alpha
ldg = n
ldh = n
ldx = n
lwork = 66*n
Allocate (g(ldg,n),h(ldh,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 matrix H
Read (nin,*)(h(i,1:n),i=1,n)
! Use the defaults for ERRTOL and MAXIT
errtol = 0.0E0_nag_wp
maxit = 0
! Calculate nearest correlation matrix
ifail = 0
Call g02ajf(g,ldg,n,alpha,h,ldh,errtol,maxit,x,ldx,iter,norm,ifail)
! Display results
ifail = 0
Call x04caf('General',' ',n,n,h,ldh,'Returned H Matrix',ifail)
Write (nout,*)
Flush (nout)
ifail = 0
Call x04caf('General',' ',n,n,x,ldx,'Nearest Correlation Matrix X', &
ifail)
Write (nout,*)
Write (nout,99999) 'Number of iterations:', iter
Write (nout,*)
Write (nout,99998) 'Norm value:', norm
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,F26.4)
99997 Format (1X,A,F30.4)
End Program g02ajfe