Program g02asfe
! G02ASF Example Program Text
! Mark 30.1 Release. NAG Copyright 2024.
! .. Use Statements ..
Use nag_library, Only: dsyev, g02asf, nag_wp, x04caf, x04eaf
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: alpha, errtol, fnorm
Integer :: i, ifail, its, ldg, ldh, ldx, lwork, &
m, maxit, n
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: eig(:), g(:,:), work(:), x(:,:)
Integer, Allocatable :: h(:,:)
! .. Executable Statements ..
Write (nout,*) 'G02ASF Example Program Results'
Write (nout,*)
Flush (nout)
! Skip heading in data file
Read (nin,*)
! Read in the problem size, alpha and m
Read (nin,*) n, alpha, m
ldg = n
ldh = n
ldx = n
lwork = 66*n
Allocate (g(ldg,n),h(ldh,n),x(ldx,n),eig(n),work(lwork))
! Read in the matrix G
Read (nin,*)(g(i,1:n),i=1,n)
! Read in the matrix H, only the strictly lower triangle need be set
Read (nin,*)(h(i,1:i-1),i=2,n)
! Use the defaults for MAXITS, ERRTOL and M
maxit = 0
errtol = 0.0E0_nag_wp
! Calculate nearest correlation matrix
ifail = 0
Call g02asf(g,ldg,n,alpha,h,ldh,errtol,maxit,m,x,ldx,its,fnorm,ifail)
ifail = 0
! Display the symmetrised input matrix
Call x04caf('General',' ',n,n,g,ldg,'Symmetrised Input Matrix, G',ifail)
Write (nout,*)
ifail = 0
! Display the lower triangle of H
Call x04eaf('Lower','Unit',n,n,h,ldh,'Lower Triangle of H',ifail)
Write (nout,*)
! Display results
ifail = 0
Call x04caf('General',' ',n,n,x,ldx,'Nearest Correlation Matrix, X', &
ifail)
Write (nout,*)
Write (nout,99999) 'Number of iterations taken:', its
Write (nout,*)
Write (nout,99998) 'Norm value:', fnorm
Write (nout,*)
Write (nout,99998) 'ALPHA: ', alpha
ifail = 0
! Compute the eigenvalues of X
Call dsyev('N','U',n,x,ldx,eig,work,lwork,ifail)
Write (nout,*)
Flush (nout)
Call x04caf('General',' ',1,n,eig,1,'Eigenvalues of X',ifail)
99999 Format (1X,A,I5)
99998 Format (1X,A,F26.4)
End Program g02asfe