PROGRAM g03adfe ! G03ADF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g03adf, nag_wp, x04caf ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. REAL (KIND=nag_wp) :: tol INTEGER :: i, ifail, iwk, ldcvx, ldcvy, lde, & ldz, lwt, m, mcv, n, ncv, nx, ny CHARACTER (1) :: weight ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: cvx(:,:), cvy(:,:), e(:,:), wk(:), & wt(:), z(:,:) INTEGER, ALLOCATABLE :: isz(:) ! .. Intrinsic Functions .. INTRINSIC max ! .. Executable Statements .. WRITE (nout,*) 'G03ADF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) ! Read in problem size READ (nin,*) n, m, nx, ny, weight IF (weight=='W' .OR. weight=='w') THEN lwt = n ELSE lwt = 0 END IF IF (nx>=ny) THEN iwk = n*nx + nx*ny + max(5*(nx-1)+nx*nx,n*ny) + 1 lde = ny mcv = ny ELSE iwk = n*ny + nx*ny + max(5*(ny-1)+ny*ny,n*nx) + 1 lde = nx mcv = nx END IF ldz = n ldcvx = nx ldcvy = ny ALLOCATE (z(ldz,m),isz(m),wt(lwt),e(lde,6),cvx(ldcvx,mcv), & cvy(ldcvy,mcv),wk(iwk)) ! Read in data IF (lwt>0) THEN READ (nin,*) (z(i,1:m),wt(i),i=1,n) ELSE READ (nin,*) (z(i,1:m),i=1,n) END IF ! Read in variable inclusion flags READ (nin,*) isz(1:m) ! Use default tolerance tol = 0.0E0_nag_wp ! Perform canonical correlation analysis ifail = 0 CALL g03adf(weight,n,m,z,ldz,isz,nx,ny,wt,e,lde,ncv,cvx,ldcvx,mcv,cvy, & ldcvy,tol,wk,iwk,ifail) ! Display results WRITE (nout,99999) 'Rank of X = ', nx, ' Rank of Y = ', ny WRITE (nout,*) WRITE (nout,*) & 'Canonical Eigenvalues Percentage Chisq DF Sig' WRITE (nout,*) 'correlations variation' WRITE (nout,99998) (e(i,1:6),i=1,ncv) WRITE (nout,*) FLUSH (nout) ifail = 0 CALL x04caf('General',' ',nx,ncv,cvx,ldcvx, & 'Canonical Coefficients for X',ifail) WRITE (nout,*) FLUSH (nout) ifail = 0 CALL x04caf('General',' ',ny,ncv,cvy,ldcvy, & 'Canonical Coefficients for Y',ifail) 99999 FORMAT (1X,A,I0,A,I0) 99998 FORMAT (1X,2F12.4,F11.4,F10.4,F8.1,F8.4) END PROGRAM g03adfe