NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description
    Program g02ab_p0w_fe

!     G02AB_P0W_F Example Program Text
!     Mark 30.0 Release. NAG Copyright 2024.

!     .. Use Statements ..
      Use iso_c_binding, Only: c_ptr
      Use nagad_library, Only: g02ab_p0w_f
      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
      Real (Kind=nag_wp)               :: alpha, errtol, nrmgrd
      Integer                          :: feval, i, ifail, iter, ldg, ldx,     &
                                          lwork, maxit, maxits, n
      Character (1)                    :: opt
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: eig(:), g(:,:), w(:), work(:),       &
                                          x(:,:)
!     .. Executable Statements ..
      Write (nout,*) 'G02AB_P0W_F Example Program Results'
      Write (nout,*)
      Flush (nout)

!     Skip heading in data file
      Read (nin,*)
      alpha = 0.0_nag_wp
!     Read in the problem size, opt and alpha
      Read (nin,*) n, opt, alpha

      ldg = n
      ldx = n
      lwork = 66*n
      Allocate (g(n,n),w(n),x(n,n),eig(n),work(lwork))
      x = 0.0_nag_wp

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

!     Read in the vector W
      Read (nin,*) w(1:n)

!     Use the defaults for ERRTOL, MAXITS and MAXIT
      errtol = 0.0E0_nag_wp
      maxits = 0
      maxit = 0

!     Calculate nearest correlation matrix
      ifail = 0
      Call g02ab_p0w_f(ad_handle,g,ldg,n,opt,alpha,w,errtol,maxits,maxit,x,    &
        ldx,iter,feval,nrmgrd,ifail)

!     Display results
      ifail = 0
      Call x04caf('General',' ',n,n,x,n,'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

99999 Format (1X,A,I11)
99998 Format (1X,A,I9)
99997 Format (1X,A,F37.3)

    End Program g02ab_p0w_fe