PROGRAM f08sefe ! F08SEF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : dpotrf, dsterf, dsygst, dsytrd, nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. INTEGER :: i, info, lda, ldb, lwork, n CHARACTER (1) :: uplo ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: a(:,:), b(:,:), d(:), e(:), tau(:), & work(:) ! .. Executable Statements .. WRITE (nout,*) 'F08SEF Example Program Results' ! Skip heading in data file READ (nin,*) READ (nin,*) n lda = n ldb = n lwork = 64*n ALLOCATE (a(lda,n),b(ldb,n),d(n),e(n-1),tau(n),work(lwork)) ! Read A and B from data file READ (nin,*) uplo IF (uplo=='U') THEN READ (nin,*) (a(i,i:n),i=1,n) READ (nin,*) (b(i,i:n),i=1,n) ELSE IF (uplo=='L') THEN READ (nin,*) (a(i,1:i),i=1,n) READ (nin,*) (b(i,1:i),i=1,n) END IF ! Compute the Cholesky factorization of B ! The NAG name equivalent of dpotrf is f07fdf CALL dpotrf(uplo,n,b,ldb,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 dsygst is f08sef CALL dsygst(1,uplo,n,a,lda,b,ldb,info) ! Reduce C to tridiagonal form T = (Q**T)*C*Q ! The NAG name equivalent of dsytrd is f08fef CALL dsytrd(uplo,n,a,lda,d,e,tau,work,lwork,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,(9F8.4)) END PROGRAM f08sefe