* F08SEF Example Program Text * Mark 16 Release. NAG Copyright 1992. * .. Parameters .. INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) INTEGER NMAX, LDA, LDB, LWORK PARAMETER (NMAX=8,LDA=NMAX,LDB=NMAX,LWORK=64*NMAX) * .. Local Scalars .. INTEGER I, INFO, J, N CHARACTER UPLO * .. Local Arrays .. DOUBLE PRECISION A(LDA,NMAX), B(LDB,NMAX), D(NMAX), E(NMAX-1), + TAU(NMAX), WORK(LWORK) * .. External Subroutines .. EXTERNAL DPOTRF, DSTERF, DSYGST, DSYTRD * .. Executable Statements .. WRITE (NOUT,*) 'F08SEF Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) N IF (N.LE.NMAX) THEN * * Read A and B from data file * READ (NIN,*) UPLO IF (UPLO.EQ.'U') THEN READ (NIN,*) ((A(I,J),J=I,N),I=1,N) READ (NIN,*) ((B(I,J),J=I,N),I=1,N) ELSE IF (UPLO.EQ.'L') THEN READ (NIN,*) ((A(I,J),J=1,I),I=1,N) READ (NIN,*) ((B(I,J),J=1,I),I=1,N) END IF * * Compute the Cholesky factorization of B * CALL DPOTRF(UPLO,N,B,LDB,INFO) * WRITE (NOUT,*) IF (INFO.GT.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 * CALL DSYGST(1,UPLO,N,A,LDA,B,LDB,INFO) * * Reduce C to tridiagonal form T = (Q**T)*C*Q * CALL DSYTRD(UPLO,N,A,LDA,D,E,TAU,WORK,LWORK,INFO) * * Calculate the eigenvalues of T (same as C) * CALL DSTERF(N,D,E,INFO) * IF (INFO.GT.0) THEN WRITE (NOUT,*) 'Failure to converge.' ELSE * * Print eigenvalues * WRITE (NOUT,*) 'Eigenvalues' WRITE (NOUT,99999) (D(I),I=1,N) END IF END IF END IF STOP * 99999 FORMAT (3X,(9F8.4)) END