/* nag_sum_sqs_combine (g02bzc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 24, 2013.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#include <nagx04.h>
#define X(I,J) x[(order == Nag_ColMajor) ? (J)*pdx + (I) : (I)*pdx + (J)]
int main(void)
{
/* Integer scalar and array declarations */
Integer b, i, j, ierr, lc, pdx, m, n, iwt;
Integer exit_status = 0;
/* NAG structures and types */
NagError fail;
Nag_SumSquare mean;
Nag_OrderType order = Nag_ColMajor;
/* Double scalar and array declarations */
double alpha, xsw, ysw;
double *wt = 0, *x = 0, *xc = 0, *xmean = 0, *yc = 0, *ymean = 0;
/* Character scalar and array declarations */
char cmean[40];
/* Initialise the error structure */
INIT_FAIL(fail);
printf("nag_sum_sqs_combine (g02bzc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the problem defining variables */
scanf("%39s%ld%*[^\n] ",cmean,&m);
mean = (Nag_SumSquare) nag_enum_name_to_value(cmean);
/* Allocate memory for output arrays */
lc = (m*m+m)/2;
if (!(xmean = NAG_ALLOC(m, double)) ||
!(ymean = NAG_ALLOC(m, double)) ||
!(xc = NAG_ALLOC(lc, double)) ||
!(yc = NAG_ALLOC(lc, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Loop over each block of data */
for (b = 0;;)
{
/* Read in the number of observations in this block and a flag indicating
* whether weights have been supplied (iwt = 1) or not (iwt = 0).
*/
ierr = scanf("%ld%ld",&n,&iwt);
if (ierr == EOF || ierr < 2) break;
scanf("%*[^\n] ");
/* Keep a running total of the number of blocks of data */
b++;
/* Reallocate X to the required size */
NAG_FREE(x);
pdx = n;
if (!(x = NAG_ALLOC(pdx*m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data for this block */
if (iwt) {
/* Weights supplied, so reallocate X to the required size */
NAG_FREE(wt);
if (!(wt = NAG_ALLOC(n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf",&X(i,j));
scanf("%lf",&wt[i]);
}
} else {
/* No weights */
NAG_FREE(wt);
wt = 0;
for (i = 0; i < n; i++)
for (j = 0; j < m; j++)
scanf("%lf",&X(i,j));
}
scanf("%*[^\n] ");
/* Call nag_sum_sqs (g02buc) to summarise this block of data */
if (b == 1) {
/* This is the first block of data, so summarise the data into
* xmean and xc.
*/
nag_sum_sqs(order,mean,n,m,x,pdx,wt,&xsw,xmean,xc,&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_sum_sqs (g02buc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
} else {
/* This is not the first block of data, so summarise the data into
* ymean and yc.
*/
nag_sum_sqs(order,mean,n,m,x,pdx,wt,&ysw,ymean,yc,&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_sum_sqs (g02buc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Call nag_sum_sqs_combine (g02bzc) to update the running summaries */
nag_sum_sqs_combine(mean,m,&xsw,xmean,xc,ysw,ymean,yc,&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_sum_sqs_combine (g02bzc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
}
}
/* Display results */
printf(" Means\n ");
for (i = 0; i < m; i++)
printf("%14.4f",xmean[i]);
printf("\n\n");
fflush(stdout);
/* Call nag_pack_real_mat_print (x04ccc) to print the sums of squares */
nag_pack_real_mat_print(Nag_ColMajor,Nag_Upper,Nag_NonUnitDiag, m, xc,
"Sums of squares and cross-products", NULL, &fail);
if (xsw>1.0 && mean==Nag_AboutMean && fail.code == NE_NOERROR) {
/* Convert the sums of squares and cross-products to a
covariance matrix */
alpha = 1.0/(xsw-1.0);
for (i = 0; i < lc; i++)
xc[i] *= alpha;
printf("\n");
fflush(stdout);
nag_pack_real_mat_print(Nag_ColMajor,Nag_Upper,Nag_NonUnitDiag, m, xc,
"Covariance matrix", NULL, &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;
}
END:
NAG_FREE(x);
NAG_FREE(wt);
NAG_FREE(xc);
NAG_FREE(xmean);
NAG_FREE(yc);
NAG_FREE(ymean);
return(exit_status);
}