! E04NGF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE e04ngfe_mod ! E04NGF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. USE nag_library, ONLY : nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: iset = 1, nin = 5, ninopt = 7, & nout = 6 CONTAINS SUBROUTINE qphess(n,jthcol,h,ldh,x,hx) ! In this version of QPHESS, the lower triangle of matrix H is ! stored in packed form (by columns) in array H. ! More precisely, the lower triangle of matrix H must be stored with ! matrix element H(i,j) in array element H(i+(2*N-j)*(j-1)/2,1), ! for i .ge. j. ! Note that storing the lower triangle of matrix H in packed form (by ! columns) is equivalent to storing the upper triangle of matrix H in ! packed form (by rows). ! Note also that LDH is used to define the size of array H, and ! must therefore be at least N*(N+1)/2. ! .. Implicit None Statement .. IMPLICIT NONE ! .. Scalar Arguments .. INTEGER, INTENT (IN) :: jthcol, ldh, n ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (IN) :: h(ldh,*), x(n) REAL (KIND=nag_wp), INTENT (OUT) :: hx(n) ! .. Local Scalars .. REAL (KIND=nag_wp) :: s INTEGER :: i, inc, j, l, lp1 ! .. Executable Statements .. IF (jthcol/=0) THEN ! Special case -- extract one column of H. l = jthcol inc = n DO i = 1, jthcol hx(i) = h(l,1) inc = inc - 1 l = l + inc END DO l = l - inc + 1 IF (jthcol0) THEN sda = n ELSE sda = 1 END IF ! This particular example problem is of type QP2 with a nondefault QPHESS, ! so we allocate CVEC(N) and H(LDH,1), and define LDH and LWORK as below ldh = n*(n+1)/2 IF (nclin>0) THEN lwork = 2*n**2 + 8*n + 5*nclin ELSE lwork = n**2 + 8*n END IF ALLOCATE (istate(n+nclin),ax(max(1,nclin)),iwork(liwork),h(ldh,1),bl(n+ & nclin),bu(n+nclin),cvec(n),x(n),a(lda,sda),clamda(n+nclin), & work(lwork)) READ (nin,*) cvec(1:n) READ (nin,*) (a(i,1:n),i=1,nclin) READ (nin,*) bl(1:(n+nclin)) READ (nin,*) bu(1:(n+nclin)) READ (nin,*) x(1:n) READ (nin,*) uplo IF (uplo=='U') THEN ! Read the upper triangle of H READ (nin,*) ((h(j+(2*n-i)*(i-1)/2,1),j=i,n),i=1,n) ELSE IF (uplo=='L') THEN ! Read the lower triangle of H READ (nin,*) ((h(i+(2*n-j)*(j-1)/2,1),j=1,i),i=1,n) END IF ldh = n*(n+1)/2 ! Set the unit number for advisory messages to OUTCHN outchn = nout CALL x04abf(iset,outchn) ! Set four options using E04NHF CALL e04nhf(' Print Level = 1 ') CALL e04nhf(' Check Frequency = 10 ') CALL e04nhf(' Crash Tolerance = 0.05 ') CALL e04nhf(' Infinite Bound Size = 1.0D+25 ') ! Open the options file for reading mode = 0 ifail = 0 CALL x04acf(ninopt,fname,mode,ifail) ! Read the options file for the remaining options CALL e04ngf(ninopt,inform) IF (inform/=0) THEN WRITE (rec,99999) 'E04NGF terminated with INFORM =', inform CALL x04baf(nout,rec) GO TO 20 END IF ! Solve the problem ifail = 0 CALL e04nff(n,nclin,a,lda,bl,bu,cvec,h,ldh,qphess,istate,x,iter,obj,ax, & clamda,iwork,liwork,work,lwork,ifail) 20 CONTINUE 99999 FORMAT (1X,A,I5) 99998 FORMAT (1X,A) END PROGRAM e04ngfe