Program g02akfe
! G02AKF Example Program Text
! Mark 27.2 Release. NAG Copyright 2021.
! .. Use Statements ..
Use nag_library, Only: g02akf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: errtol, f, rankerr, ranktol
Integer :: i, ifail, ldg, ldx, maxit, maxits, &
n, nsub, rank
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: g(:,:), x(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02AKF 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 rank constraint
Read (nin,*) rank
! read in the matrix G
Read (nin,*)(g(i,1:n),i=1,n)
! use te defaults for errtol, ranktol, maxits, maxit
errtol = 0.0E0_nag_wp
ranktol = 0.0E0_nag_wp
maxits = 0
maxit = 0
! calculate rank constrained nearest correlation matrix
ifail = 0
Call g02akf(g,ldg,n,rank,errtol,ranktol,maxits,maxit,x,ldx,f,rankerr, &
nsub,ifail)
! display results
ifail = 0
Call x04caf('General',' ',n,n,x,ldx,'NCM with rank constraint',ifail)
Write (nout,*)
Write (nout,99999) 'Number of subproblems solved:', nsub
Write (nout,*)
Write (nout,99998) 'Squared Frobenius norm of difference:', f
Write (nout,*)
Write (nout,99997) 'Rank error:', rankerr
99999 Format (1X,A,I12)
99998 Format (1X,A,F9.4)
99997 Format (1X,A,F35.4)
End Program g02akfe