Program g02aafe ! G02AAF Example Program Text ! Mark 24 Release. NAG Copyright 2012. ! .. Use Statements .. Use nag_library, Only: g02aaf, nag_wp, x04caf ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: nin = 5, nout = 6 ! .. Local Scalars .. Real (Kind=nag_wp) :: errtol, nrmgrd Integer :: feval, i, ifail, iter, ldg, ldx, & maxit, maxits, n ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: g(:,:), x(:,:) ! .. Executable Statements .. Write (nout,*) 'G02AAF Example Program Results' Write (nout,*) Flush (nout) ! Skip heading in data file Read (nin,*) ! Read in the problem size Read (nin,*) n ldg = n ldx = n Allocate (g(ldg,n),x(ldx,n)) ! Read in the matrix G Read (nin,*)(g(i,1:n),i=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 g02aaf(g,ldg,n,errtol,maxits,maxit,x,ldx,iter,feval,nrmgrd,ifail) ! Display results ifail = 0 Call x04caf('General',' ',n,n,x,ldx,'Nearest Correlation Matrix',ifail) Write (nout,*) Write (nout,99999) ' Number of Newton steps taken:', iter Write (nout,99998) ' Number of function evaluations:', feval 99999 Format (1X,A,I11) 99998 Format (1X,A,I9) End Program g02aafe