Program f08sefe ! F08SEF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. 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