Program g02ab_t2w_fe
! G02AB_T2W_F Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
! .. Use Statements ..
Use iso_c_binding, Only: c_ptr
Use nagad_library, Only: g02ab_t2w_f, nagad_t2w_w_rtype, x10aa_t2w_f, &
x10ab_t2w_f, Assignment (=)
Use nag_library, Only: nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Type (c_ptr) :: ad_handle
Type (nagad_t2w_w_rtype) :: alpha, errtol, nrmgrd
Real (Kind=nag_wp) :: alphar, dx
Integer :: feval, i, ifail, iter, j, k, l, ldg, &
ldx, lwork, maxit, maxits, n
Character (1) :: opt
! .. Local Arrays ..
Type (nagad_t2w_w_rtype), Allocatable :: eig(:), g(:,:), w(:), work(:), &
x(:,:)
Real (Kind=nag_wp), Allocatable :: dxdg(:,:), g_in(:,:), w_in(:)
! .. Executable Statements ..
Write (nout,*) 'G02AB_T2W_F Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Read in the problem size, opt and alpha
Read (nin,*) n, opt, alphar
alpha = alphar
ldg = n
ldx = n
lwork = 66*n
Allocate (g(n,n),g_in(n,n),w(n),w_in(n),x(n,n),eig(n),work(lwork), &
dxdg(n,n))
! Initialize arrays
g_in(1:ldg,1:n) = 0.0_nag_wp
x(1:ldx,1:n) = 0.0_nag_wp
w_in(1:n) = 0.0_nag_wp
! Read in the matrix G
Read (nin,*)(g_in(i,1:n),i=1,n)
! Read in the vector W
Read (nin,*) w_in(1:n)
ifail = 0
Call x10aa_t2w_f(ad_handle,ifail)
! Use the defaults for ERRTOL, MAXITS and MAXIT
errtol = 0.0E0_nag_wp
maxits = 0
maxit = 0
outer: Do i = 1, n
Do j = 1, n
g = g_in
w = w_in
x(1:ldx,1:n) = 0.0_nag_wp
g(i,j)%value%tangent = 1.0_nag_wp
g(i,j)%tangent%value = 1.0_nag_wp
! Calculate nearest correlation matrix
ifail = 0
Call g02ab_t2w_f(ad_handle,g,ldg,n,opt,alpha,w,errtol,maxits,maxit, &
x,ldx,iter,feval,nrmgrd,ifail)
If (i==1 .And. j==1) Then
! Display results
ifail = 0
Call x04caf('General',' ',n,n,x%value%value,ldx, &
'Nearest Correlation Matrix X',ifail)
Write (nout,*)
Write (nout,99999) 'Number of Newton steps taken:', iter
Write (nout,99998) 'Number of function evaluations:', feval
Write (nout,*)
Write (nout,99997) 'ALPHA: ', alpha%value%value
Write (nout,*)
End If
dx = 0.0_nag_wp
Do k = 1, n
Do l = 1, n
dx = dx + x(k,l)%tangent%tangent
End Do
End Do
dxdg(i,j) = dx
g(i,j)%value%tangent = 0.0_nag_wp
g(i,j)%tangent%value = 0.0_nag_wp
End Do
End Do outer
Call x04caf('General',' ',n,n,dxdg,n,' (1,...,1)^T * d^2x/dg^2 ',ifail)
Call x10ab_t2w_f(ad_handle,ifail)
99999 Format (1X,A,I11)
99998 Format (1X,A,I9)
99997 Format (1X,A,F37.3)
End Program g02ab_t2w_fe