NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program f08sefe

!     F08SEF Example Program Text

!     Mark 27.3 Release. NAG Copyright 2021.

!     .. Use Statements ..
      Use nag_library, Only: dpotrf, dsterf, dsygst, dsytrd, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Integer                          :: i, info, lda, ldb, lwork, n
      Character (1)                    :: uplo
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: a(:,:), b(:,:), d(:), e(:), tau(:),  &
                                          work(:)
!     .. Executable Statements ..
      Write (nout,*) 'F08SEF Example Program Results'
!     Skip heading in data file
      Read (nin,*)
      Read (nin,*) n
      lda = n
      ldb = n
      lwork = 64*n
      Allocate (a(lda,n),b(ldb,n),d(n),e(n-1),tau(n),work(lwork))

!     Read A and B from data file

      Read (nin,*) uplo
      If (uplo=='U') Then
        Read (nin,*)(a(i,i:n),i=1,n)
        Read (nin,*)(b(i,i:n),i=1,n)
      Else If (uplo=='L') Then
        Read (nin,*)(a(i,1:i),i=1,n)
        Read (nin,*)(b(i,1:i),i=1,n)
      End If

!     Compute the Cholesky factorization of B
!     The NAG name equivalent of dpotrf is f07fdf
      Call dpotrf(uplo,n,b,ldb,info)

      Write (nout,*)
      If (info>0) Then
        Write (nout,*) 'B is not positive definite.'
      Else

!       Reduce the problem to standard form C*y = lambda*y, storing
!       the result in A
!       The NAG name equivalent of dsygst is f08sef
        Call dsygst(1,uplo,n,a,lda,b,ldb,info)

!       Reduce C to tridiagonal form T = (Q**T)*C*Q
!       The NAG name equivalent of dsytrd is f08fef
        Call dsytrd(uplo,n,a,lda,d,e,tau,work,lwork,info)

!       Calculate the eigenvalues of T (same as C)
!       The NAG name equivalent of dsterf is f08jff
        Call dsterf(n,d,e,info)

        If (info>0) Then
          Write (nout,*) 'Failure to converge.'
        Else

!         Print eigenvalues

          Write (nout,*) 'Eigenvalues'
          Write (nout,99999) d(1:n)
        End If
      End If

99999 Format (3X,(9F8.4))
    End Program f08sefe