PROGRAM g02aafe ! G02AAF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. 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