! E04NGF Example Program Text
! Mark 27.1 Release. NAG Copyright 2020.
Module e04ngfe_mod
! E04NGF Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: qphess
! .. Parameters ..
Integer, Parameter, Public :: iset = 1, nin = 5, ninopt = 7, &
nout = 6
Contains
Subroutine qphess(n,jthcol,h,ldh,x,hx)
! In this version of QPHESS, the lower triangle of matrix H is
! stored in packed form (by columns) in array H.
! More precisely, the lower triangle of matrix H must be stored with
! matrix element H(i,j) in array element H(i+(2*N-j)*(j-1)/2,1),
! for i .ge. j.
! Note that storing the lower triangle of matrix H in packed form (by
! columns) is equivalent to storing the upper triangle of matrix H in
! packed form (by rows).
! Note also that LDH is used to define the size of array H, and
! must therefore be at least N*(N+1)/2.
! .. Scalar Arguments ..
Integer, Intent (In) :: jthcol, ldh, n
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: h(ldh,*), x(n)
Real (Kind=nag_wp), Intent (Out) :: hx(n)
! .. Local Scalars ..
Real (Kind=nag_wp) :: s
Integer :: i, inc, j, l, lp1
! .. Executable Statements ..
If (jthcol/=0) Then
! Special case -- extract one column of H.
l = jthcol
inc = n
Do i = 1, jthcol
hx(i) = h(l,1)
inc = inc - 1
l = l + inc
End Do
l = l - inc + 1
If (jthcol<n) Then
lp1 = l
Do i = jthcol + 1, n
hx(i) = h(lp1,1)
lp1 = lp1 + 1
End Do
End If
Else
! Normal case.
l = 0
Do i = 1, n
s = 0.0E0_nag_wp
Do j = i, n
l = l + 1
s = s + h(l,1)*x(j)
End Do
hx(i) = s
End Do
l = 0
Do j = 1, n - 1
l = l + 1
Do i = j + 1, n
l = l + 1
hx(i) = hx(i) + h(l,1)*x(j)
End Do
End Do
End If
Return
End Subroutine qphess
End Module e04ngfe_mod
Program e04ngfe
! E04NGF Example Main Program
! .. Use Statements ..
Use e04ngfe_mod, Only: iset, nin, ninopt, nout, qphess
Use nag_library, Only: e04nff, e04ngf, e04nhf, nag_wp, x04abf, x04acf, &
x04baf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Character (*), Parameter :: fname = 'e04ngfe.opt'
! .. Local Scalars ..
Real (Kind=nag_wp) :: obj
Integer :: i, ifail, inform, iter, j, lda, ldh, &
liwork, lwork, mode, n, nclin, &
outchn, sda
Character (80) :: rec
Character (1) :: uplo
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: a(:,:), ax(:), bl(:), bu(:), &
clamda(:), cvec(:), h(:,:), work(:), &
x(:)
Integer, Allocatable :: istate(:), iwork(:)
! .. Intrinsic Procedures ..
Intrinsic :: max
! .. Executable Statements ..
Write (rec,99998) 'E04NGF Example Program Results'
Call x04baf(nout,rec)
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, nclin
liwork = 2*n + 3
lda = max(1,nclin)
If (nclin>0) Then
sda = n
Else
sda = 1
End If
! This particular example problem is of type QP2 with a nondefault QPHESS,
! so we allocate CVEC(N) and H(LDH,1), and define LDH and LWORK as below
ldh = n*(n+1)/2
If (nclin>0) Then
lwork = 2*n**2 + 8*n + 5*nclin
Else
lwork = n**2 + 8*n
End If
Allocate (istate(n+nclin),ax(max(1,nclin)),iwork(liwork),h(ldh,1),bl(n+ &
nclin),bu(n+nclin),cvec(n),x(n),a(lda,sda),clamda(n+nclin), &
work(lwork))
Read (nin,*) cvec(1:n)
Read (nin,*)(a(i,1:n),i=1,nclin)
Read (nin,*) bl(1:(n+nclin))
Read (nin,*) bu(1:(n+nclin))
Read (nin,*) x(1:n)
Read (nin,*) uplo
If (uplo=='U') Then
! Read the upper triangle of H
Read (nin,*)((h(j+(2*n-i)*(i-1)/2,1),j=i,n),i=1,n)
Else If (uplo=='L') Then
! Read the lower triangle of H
Read (nin,*)((h(i+(2*n-j)*(j-1)/2,1),j=1,i),i=1,n)
End If
ldh = n*(n+1)/2
! Set the unit number for advisory messages to OUTCHN
outchn = nout
Call x04abf(iset,outchn)
! Set four options using E04NHF
Call e04nhf(' Print Level = 1 ')
Call e04nhf(' Check Frequency = 10 ')
Call e04nhf(' Crash Tolerance = 0.05 ')
Call e04nhf(' Infinite Bound Size = 1.0D+25 ')
! Open the options file for reading
mode = 0
ifail = 0
Call x04acf(ninopt,fname,mode,ifail)
! Read the options file for the remaining options
Call e04ngf(ninopt,inform)
If (inform/=0) Then
Write (rec,99999) 'E04NGF terminated with INFORM =', inform
Call x04baf(nout,rec)
Go To 100
End If
! Solve the problem
ifail = 0
Call e04nff(n,nclin,a,lda,bl,bu,cvec,h,ldh,qphess,istate,x,iter,obj,ax, &
clamda,iwork,liwork,work,lwork,ifail)
100 Continue
99999 Format (1X,A,I5)
99998 Format (1X,A)
End Program e04ngfe