Program f04yafe

!     F04YAF Example Program Text

!     Mark 28.3 Release. NAG Copyright 2022.

!     .. Use Statements ..
      Use nag_library, Only: f04jgf, f04yaf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: sigma, tol
      Integer                          :: i, ifail, irank, job, lda, lwork, n, &
                                          p
      Logical                          :: svd
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: a(:,:), cj(:), work(:), y(:)
!     .. Executable Statements ..
      Write (nout,*) 'F04YAF Example Program Results'
!     Skip heading in data file
      Read (nin,*)
      Read (nin,*) n, p
      lda = n
      lwork = 4*p
      Allocate (a(lda,p),cj(p),work(lwork),y(n))
      tol = 5.0E-4_nag_wp
      Read (nin,*)(a(i,1:p),i=1,n)
      Read (nin,*) y(1:n)

!     ifail: behaviour on error exit
!             =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
      ifail = 0
      Call f04jgf(n,p,a,lda,y,tol,svd,sigma,irank,work,lwork,ifail)

      Write (nout,*)
      Write (nout,99999) 'SIGMA =', sigma, '  Rank =', irank, '  SVD =', svd
      Write (nout,*)
      Write (nout,*) 'Solution vector'
      Write (nout,99998) y(1:p)
      job = 0

      ifail = 0
      Call f04yaf(job,p,sigma,a,lda,svd,irank,work,cj,work(p+1),ifail)

      Write (nout,*)
      Write (nout,*) 'Estimated variances of regression coefficients'
      Write (nout,99998) cj(1:p)

99999 Format (1X,A,F9.4,A,I3,A,L3)
99998 Format (1X,7F9.4)
    End Program f04yafe