Program f08tefe
! F08TEF Example Program Text
! Mark 28.7 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: dpptrf, dspgst, dsptrd, dsterf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Integer :: i, info, j, n
Character (1) :: uplo
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: ap(:), bp(:), d(:), e(:), tau(:)
! .. Executable Statements ..
Write (nout,*) 'F08TEF Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n
Allocate (ap(n*(n+1)/2),bp(n*(n+1)/2),d(n),e(n-1),tau(n))
! Read A and B from data file
Read (nin,*) uplo
If (uplo=='U') Then
Read (nin,*)((ap(i+j*(j-1)/2),j=i,n),i=1,n)
Read (nin,*)((bp(i+j*(j-1)/2),j=i,n),i=1,n)
Else If (uplo=='L') Then
Read (nin,*)((ap(i+(2*n-j)*(j-1)/2),j=1,i),i=1,n)
Read (nin,*)((bp(i+(2*n-j)*(j-1)/2),j=1,i),i=1,n)
End If
! Compute the Cholesky factorization of B
! The NAG name equivalent of dpptrf is f07gdf
Call dpptrf(uplo,n,bp,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 dspgst is f08tef
Call dspgst(1,uplo,n,ap,bp,info)
! Reduce C to tridiagonal form T = (Q**T)*C*Q
! The NAG name equivalent of dsptrd is f08gef
Call dsptrd(uplo,n,ap,d,e,tau,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 f08tefe