Program f08uefe
! F08UEF Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: dpbstf, dsbgst, dsbtrd, dsterf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Integer :: i, info, j, ka, kb, ldab, ldbb, ldx, &
n
Character (1) :: uplo
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: ab(:,:), bb(:,:), d(:), e(:), &
work(:), x(:,:)
! .. Intrinsic Procedures ..
Intrinsic :: max, min
! .. Executable Statements ..
Write (nout,*) 'F08UEF Example Program Results'
! Skip heading in data file
Read (nin,*)
Read (nin,*) n, ka, kb
ldab = ka + 1
ldbb = kb + 1
ldx = n
Allocate (ab(ldab,n),bb(ldbb,n),d(n),e(n-1),work(2*n),x(ldx,n))
! Read A and B from data file
Read (nin,*) uplo
If (uplo=='U') Then
Do i = 1, n
Read (nin,*)(ab(ka+1+i-j,j),j=i,min(n,i+ka))
End Do
Do i = 1, n
Read (nin,*)(bb(kb+1+i-j,j),j=i,min(n,i+kb))
End Do
Else If (uplo=='L') Then
Do i = 1, n
Read (nin,*)(ab(1+i-j,j),j=max(1,i-ka),i)
End Do
Do i = 1, n
Read (nin,*)(bb(1+i-j,j),j=max(1,i-kb),i)
End Do
End If
! Compute the split Cholesky factorization of B
! The NAG name equivalent of dpbstf is f08uff
Call dpbstf(uplo,n,kb,bb,ldbb,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 dsbgst is f08uef
Call dsbgst('N',uplo,n,ka,kb,ab,ldab,bb,ldbb,x,ldx,work,info)
! Reduce C to tridiagonal form T = (Q**T)*C*Q
! The NAG name equivalent of dsbtrd is f08hef
Call dsbtrd('N',uplo,n,ka,ab,ldab,d,e,x,ldx,work,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,(8F8.4))
End Program f08uefe