/* nag_rand_corr_matrix (g05pyc) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.2, 2017.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>

#define C(I, J) c[J*pdc + I]

int main(void)
{
  /* Integer scalar and array declarations */
  Integer exit_status = 0;
  Integer i, j, lstate, n, c_size;
  Integer *state = 0;
  Integer pdc;
  /* NAG structures */
  NagError fail;
  /* Double scalar and array declarations */
  double *c = 0, *d = 0;
  /* Set tolerance */
  double eps = 0.00001e0;
  /* Choose the base generator */
  Nag_BaseRNG genid = Nag_Basic;
  Integer subid = 0;
  /* Set the seed */
  Integer seed[] = { 1762543 };
  Integer lseed = 1;

  /* Initialize the error structure */
  INIT_FAIL(fail);

  printf("nag_rand_corr_matrix (g05pyc) Example Program Results\n\n");

  /* Get the length of the state array */
  lstate = -1;
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  /* Read data from a file */
  /* Skip heading */
  scanf("%*[^\n] ");
  /* Read in initial parameters */
  scanf("%" NAG_IFMT "%*[^\n] ", &n);

  pdc = n;
  c_size = pdc * n;

  /* Allocate arrays */
  if (!(c = NAG_ALLOC(c_size, double)) ||
      !(d = NAG_ALLOC(n, double)) || !(state = NAG_ALLOC(lstate, Integer)))
  {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* Read in the eigenvalues */
  for (i = 0; i < n; i++)
    scanf("%lf ", &d[i]);
  scanf("%*[^\n] ");

  /* Initialize the generator to a repeatable sequence */
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  /* Generate the correlation matrix */
  nag_rand_corr_matrix(n, d, eps, state, c, pdc, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_corr_matrix (g05pyc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  /* Display the results */
  for (i = 0; i < n; i++) {
    printf("  ");
    for (j = 0; j < n; j++)
      printf("%8.3f%s", C(i, j), (j + 1) % 10 ? " " : "\n");
    if (n % 10)
      printf("\n");
  }

END:
  NAG_FREE(c);
  NAG_FREE(d);
  NAG_FREE(state);

  return exit_status;
}