Program g02abfe ! G02ABF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: dsyev, g02abf, nag_wp, x04caf ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: alpha, errtol, nrmgrd Integer :: feval, i, ifail, iter, ldg, ldx, & lwork, maxit, maxits, n Character (1) :: opt ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: eig(:), g(:,:), w(:), work(:), x(:,:) ! .. Executable Statements .. Write (nout,*) 'G02ABF Example Program Results' Write (nout,*) Flush (nout) ! Skip heading in data file Read (nin,*) ! Read in the problem size, opt and alpha Read (nin,*) n, opt, alpha ldg = n ldx = n lwork = 66*n Allocate (g(ldg,n),w(n),x(ldx,n),eig(n),work(lwork)) ! Read in the matrix G Read (nin,*)(g(i,1:n),i=1,n) ! Read in the vector W Read (nin,*) w(1:n) ! Use the defaults for ERRTOL, MAXITS and MAXIT errtol = 0.0E0_nag_wp maxits = 0 maxit = 0 ! Calculate nearest correlation matrix ifail = 0 Call g02abf(g,ldg,n,opt,alpha,w,errtol,maxits,maxit,x,ldx,iter,feval, & nrmgrd,ifail) ! Display results ifail = 0 Call x04caf('General',' ',n,n,x,ldx,'Nearest Correlation Matrix X', & ifail) Write (nout,*) Write (nout,99999) 'Number of Newton steps taken:', iter Write (nout,99998) 'Number of function evaluations:', feval Write (nout,*) Write (nout,99997) 'ALPHA: ', alpha ifail = 0 ! The NAG name equivalent of dsyev is f08faf Call dsyev('N','U',n,x,ldx,eig,work,lwork,ifail) Write (nout,*) Flush (nout) Call x04caf('General',' ',1,n,eig,1,'Eigenvalues of X',ifail) 99999 Format (1X,A,I11) 99998 Format (1X,A,I9) 99997 Format (1X,A,F37.3) End Program g02abfe