NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description
    Program f11gdfe

!     F11GDF Example Program Text

!     Mark 30.0 Release. NAG Copyright 2024.

!     .. Use Statements ..
      Use nag_library, Only: f11gdf, f11gef, f11gff, f11jaf, f11jbf, f11xef,   &
                             nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: nin = 5, nout = 6
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: anorm, dscale, dtol, sigerr, sigmax, &
                                          sigtol, stplhs, stprhs, tol
      Integer                          :: i, ifail, ifail1, irevcm, iterm,     &
                                          itn, its, la, lfill, liwork, lwork,  &
                                          lwreq, maxitn, maxits, monit, n,     &
                                          nnz, nnzc, npivm
      Character (6)                    :: method
      Character (1)                    :: mic, norm, precon, pstrat, sigcmp,   &
                                          weight
!     .. Local Arrays ..
      Real (Kind=nag_wp), Allocatable  :: a(:), b(:), wgt(:), work(:), x(:)
      Integer, Allocatable             :: icol(:), ipiv(:), irow(:), istr(:),  &
                                          iwork(:)
!     .. Executable Statements ..
      Write (nout,*) 'F11GDF Example Program Results'

!     Skip heading in data file

      Read (nin,*)
      Read (nin,*) n
      Read (nin,*) nnz
      la = 2*nnz
      liwork = 2*la + 7*n + 1
      lwork = 120

      Allocate (a(la),b(n),wgt(n),work(lwork),x(n),icol(la),ipiv(n),irow(la),  &
        istr(n+1),iwork(liwork))

!     Read or initialize the parameters for the iterative solver

      Read (nin,*) method
      Read (nin,*) precon, sigcmp, norm, weight, iterm
      Read (nin,*) tol, maxitn
      Read (nin,*) monit
      anorm = 0.0E0_nag_wp
      sigmax = 0.0E0_nag_wp
      sigtol = 1.0E-2_nag_wp
      maxits = n

!     Read the parameters for the preconditioner

      Read (nin,*) lfill, dtol
      Read (nin,*) mic, dscale
      Read (nin,*) pstrat

!     Read the nonzero elements of the matrix A

      Do i = 1, nnz
        Read (nin,*) a(i), irow(i), icol(i)
      End Do

!     Read right-hand side vector b and initial approximate solution x

      Read (nin,*) b(1:n)
      Read (nin,*) x(1:n)

      If (method=='CG') Then
        Write (nout,99999)
      Else If (method=='SYMMLQ') Then
        Write (nout,99998)
      Else If (method=='MINRES') Then
        Write (nout,99997)
      End If

!     Calculate incomplete Cholesky factorization

!     ifail: behaviour on error exit
!             =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft
      ifail = 0
      Call f11jaf(n,nnz,a,la,irow,icol,lfill,dtol,mic,dscale,pstrat,ipiv,istr, &
        nnzc,npivm,iwork,liwork,ifail)

!     Call F11GDF to initialize the solver

      Do
        ifail = 0
        Call f11gdf(method,precon,sigcmp,norm,weight,iterm,n,tol,maxitn,anorm, &
          sigmax,sigtol,maxits,monit,lwreq,work,lwork,ifail)
        If (lwork>=lwreq) Then
          Exit
        Else
          Deallocate (work)
          lwork = lwreq
          Allocate (work(lwork))
        End If
      End Do

!     Call repeatedly F11GEF to solve the equations
!     Note that the arrays B and X are overwritten

!     On final exit, X will contain the solution and B the residual
!     vector

      irevcm = 0
      ifail = 1
loop: Do
        Call f11gef(irevcm,x,b,wgt,work,lwork,ifail)

        If (irevcm/=4) Then
          ifail1 = -1
          Select Case (irevcm)
          Case (1)

            Call f11xef(n,nnz,a,irow,icol,'No checking',x,b,ifail1)

          Case (2)

            Call f11jbf(n,a,la,irow,icol,ipiv,istr,'No checking',x,b,ifail1)

          Case (3)

            ifail1 = 0
            Call f11gff(itn,stplhs,stprhs,anorm,sigmax,its,sigerr,work,lwork,  &
              ifail1)

            Write (nout,99996) itn, stplhs
            Write (nout,99995)
            Write (nout,99994)(x(i),b(i),i=1,n)
          End Select
          If (ifail1/=0) Then
            irevcm = 6
          End If
        Else If (ifail/=0) Then
          Write (nout,99990) ifail
          Go To 100
        Else
          Exit loop
        End If
      End Do loop

!     Obtain information about the computation

      ifail1 = 0
      Call f11gff(itn,stplhs,stprhs,anorm,sigmax,its,sigerr,work,lwork,ifail1)

!     Print the output data

      Write (nout,99993)
      Write (nout,99992) 'Number of iterations for convergence:    ', itn
      Write (nout,99991) 'Residual norm:                           ', stplhs
      Write (nout,99991) 'Right-hand side of termination criterion:', stprhs
      Write (nout,99991) '1-norm of matrix A:                      ', anorm
      Write (nout,99991) 'Largest singular value of A_bar:         ', sigmax

!     Output x

      Write (nout,99995)
      Write (nout,99994)(x(i),b(i),i=1,n)
100   Continue

99999 Format (/,1X,'Solve a system of linear equations using the conjug',      &
        'ate gradient method')
99998 Format (/,1X,'Solve a system of linear equations using the Lanczo',      &
        's method (SYMMLQ)')
99997 Format (/,1X,'Solve a system of linear equations using the minimu',      &
        'm residual method (MINRES)')
99996 Format (/,1X,'Monitoring at iteration no.',I4,/,1X,1P,'residual no',     &
        'rm: ',E14.4)
99995 Format (2X,'Solution vector',2X,'Residual vector')
99994 Format (1X,1P,E16.4,1X,E16.4)
99993 Format (/,1X,'Final Results')
99992 Format (1X,A,I4)
99991 Format (1X,A,1P,E14.4)
99990 Format (1X,/,1X,' ** F11GEF returned with IFAIL = ',I5)
    End Program f11gdfe