NAG Library Manual, Mark 30.1
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program g02anfe

!     G02ANF Example Program Text

!     Mark 30.1 Release. NAG Copyright 2024.

!     .. Use Statements ..
      Use nag_library, Only: g02anf, nag_wp, x04caf
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: alpha, eigmin, eigtol, errtol, norm
      Integer                          :: i, ifail, iter, k, ldg, ldx, n
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: g(:,:), x(:,:)
!     .. Executable Statements ..
      Write (nout,*) 'G02ANF Example Program Results'
      Write (nout,*)
      Flush (nout)

!     Skip heading in data file
      Read (nin,*)

!     Read in the problem sizes
      Read (nin,*) n, k

      ldg = n
      ldx = n
      Allocate (g(ldg,n),x(ldx,n))

!     Read in the matrix G
      Read (nin,*)(g(i,1:n),i=1,n)

!     Use the defaults for EIGTOL and ERRTOL
      eigtol = -1.E0_nag_wp
      errtol = -1.E0_nag_wp

!     Calculate nearest correlation matrix
      ifail = 0

      Call g02anf(g,ldg,n,k,errtol,eigtol,x,ldx,alpha,iter,eigmin,norm,ifail)

      ifail = 0
!     Display the symmetrised input matrix
      Call x04caf('General',' ',n,n,g,ldg,'Symmetrised Input Matrix G',ifail)
      Write (nout,*)
      Flush (nout)

!     Display results
      ifail = 0
      Call x04caf('General',' ',n,n,x,ldx,                                     &
        'Nearest Perturbed Correlation Matrix X',ifail)
      Write (nout,*)
      Write (nout,99999) 'K:                         ', k
      Write (nout,*)
      Write (nout,99999) 'Number of iterations taken:', iter
      Write (nout,*)
      Write (nout,99998) 'ALPHA:                   ', alpha
      Write (nout,*)
      Write (nout,99998) 'Norm value:              ', norm
      Write (nout,*)
      Write (nout,99998) 'Smallest eigenvalue of A:', eigmin

99999 Format (1X,A,I9)
99998 Format (1X,A,F16.4)

    End Program g02anfe