/* nag_cov_to_corr (g02bwc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 7, 2002.
*/
#include <stdio.h>
#include <string.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#include <nagx04.h>
int main(void)
{
/* Arrays */
char nag_enum_mean[40], nag_enum_weight[40];
double *c = 0, *wmean = 0, *wt = 0, *x = 0;
double *wtptr = 0;
/* Scalars */
double sw;
Integer exit_status, j, k, m, n, pdx;
Nag_OrderType order;
Nag_SumSquare mean;
Nag_Boolean weight;
NagError fail;
#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J-1)*pdx + I - 1]
order = Nag_ColMajor;
#else
#define X(I, J) x[(I-1)*pdx + J - 1]
order = Nag_RowMajor;
#endif
INIT_FAIL(fail);
exit_status = 0;
printf("nag_cov_to_corr (g02bwc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
while (scanf("%39s %39s %ld%ld%*[^\n]",
nag_enum_mean, nag_enum_weight, &m, &n) != EOF)
{
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
mean = (Nag_SumSquare) nag_enum_name_to_value(nag_enum_mean);
weight = (Nag_Boolean) nag_enum_name_to_value(nag_enum_weight);
/* Allocate memory */
if (!(c = NAG_ALLOC((m*(m+1))/2, double)) ||
!(wmean = NAG_ALLOC(m, double)) ||
!(wt = NAG_ALLOC(n, double)) ||
!(x = NAG_ALLOC(n * m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
#ifdef NAG_COLUMN_MAJOR
pdx = n;
#else
pdx = m;
#endif
for (j = 1; j <= n; ++j)
scanf("%lf", &wt[j-1]);
scanf("%*[^\n] ");
for (j = 1; j <= n; ++j)
{
for (k = 1; k <= m; ++k)
scanf("%lf", &X(j, k));
}
scanf("%*[^\n] ");
if (weight)
wtptr = wt;
/* Calculate the sums of squares and cross-products matrix */
/* nag_sum_sqs (g02buc).
* Computes a weighted sum of squares matrix
*/
nag_sum_sqs(order, mean, n, m, x, pdx, wtptr, &sw, wmean, c, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_sum_sqs (g02buc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Calculate the correlation matrix */
/* nag_cov_to_corr (g02bwc).
* Computes a correlation matrix from a sum of squares
* matrix
*/
nag_cov_to_corr(m, c, &fail);
/* Print the correlation matrix */
if (fail.code == NE_NOERROR)
{
printf("\n");
/* nag_pack_real_mat_print (x04ccc).
* Print real packed triangular matrix (easy-to-use)
*/
fflush(stdout);
nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m,
c, "Correlation matrix", 0, &fail);
if (fail.code != NE_NOERROR)
{
printf(
"Error from nag_pack_real_mat_print (x04ccc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
}
else if (fail.code == NE_ZERO_VARIANCE)
{
printf("\n");
printf("NOTE: some variances are zero\n\n");
/* nag_pack_real_mat_print (x04ccc), see above. */
fflush(stdout);
nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m,
c, "Correlation matrix", 0, &fail);
if (fail.code != NE_NOERROR)
{
printf(
"Error from nag_pack_real_mat_print (x04ccc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
}
else
{
printf("Error from nag_cov_to_corr (g02bwc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
NAG_FREE(c);
NAG_FREE(wmean);
NAG_FREE(wt);
NAG_FREE(x);
}
END:
NAG_FREE(c);
NAG_FREE(wmean);
NAG_FREE(wt);
NAG_FREE(x);
return exit_status;
}