Program f08uefe ! F08UEF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: dpbstf, dsbgst, dsbtrd, dsterf, nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Integer :: i, info, j, ka, kb, ldab, ldbb, ldx, n Character (1) :: uplo ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: ab(:,:), bb(:,:), d(:), e(:), & work(:), x(:,:) ! .. Intrinsic Procedures .. Intrinsic :: max, min ! .. Executable Statements .. Write (nout,*) 'F08UEF Example Program Results' ! Skip heading in data file Read (nin,*) Read (nin,*) n, ka, kb ldab = ka + 1 ldbb = kb + 1 ldx = n Allocate (ab(ldab,n),bb(ldbb,n),d(n),e(n-1),work(2*n),x(ldx,n)) ! Read A and B from data file Read (nin,*) uplo If (uplo=='U') Then Do i = 1, n Read (nin,*)(ab(ka+1+i-j,j),j=i,min(n,i+ka)) End Do Do i = 1, n Read (nin,*)(bb(kb+1+i-j,j),j=i,min(n,i+kb)) End Do Else If (uplo=='L') Then Do i = 1, n Read (nin,*)(ab(1+i-j,j),j=max(1,i-ka),i) End Do Do i = 1, n Read (nin,*)(bb(1+i-j,j),j=max(1,i-kb),i) End Do End If ! Compute the split Cholesky factorization of B ! The NAG name equivalent of dpbstf is f08uff Call dpbstf(uplo,n,kb,bb,ldbb,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 dsbgst is f08uef Call dsbgst('N',uplo,n,ka,kb,ab,ldab,bb,ldbb,x,ldx,work,info) ! Reduce C to tridiagonal form T = (Q**T)*C*Q ! The NAG name equivalent of dsbtrd is f08hef Call dsbtrd('N',uplo,n,ka,ab,ldab,d,e,x,ldx,work,info) ! Calclate 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,(8F8.4)) End Program f08uefe