/* nag_rand_matrix_multi_normal (g05rzc) Example Program.
 *
 * Copyright 2014 Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>


#define X(I, J) x[(order == Nag_ColMajor)?(J*pdx + I):(I*pdx + J)]
#define C(I, J) c[(order == Nag_ColMajor)?(J*pdc + I):(I*pdc + J)]

int main(void)
{
  /* Integer scalar and array declarations */
  Integer       exit_status = 0;
  Integer       i, j, lstate, lr, x_size;
  Integer       *state = 0;
  Integer       pdx;

  /* NAG structures */
  NagError      fail;
  Nag_ModeRNG   mode;

  /* Double scalar and array declarations */
  double        *r = 0, *x = 0;

  /* Use column major order */
  Nag_OrderType order = Nag_RowMajor;

  /* Set the number of variables and variates */
  Integer       m = 4;
  Integer       n = 10;

  /* Input the covariance matrix */
  double        c[] = { 1.69e0, 0.39e0, -1.86e0, 0.07e0,
                        0.39e0, 98.01e0, -7.07e0, -0.71e0,
                        -1.86e0, -7.07e0, 11.56e0, 0.03e0,
                        0.07e0, -0.71e0, 0.03e0, 0.01e0 };
  Integer       pdc = 4;

  /* Input the means */
  double        xmu[] = { 1.0e0, 2.0e0, -3.0e0, 0.0e0 };

  /* Choose the base generator */
  Nag_BaseRNG   genid = Nag_Basic;
  Integer       subid = 0;

  /* Set the seed */
  Integer       seed[] = { 1762543 };
  Integer       lseed = 1;

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

  printf("nag_rand_matrix_multi_normal (g05rzc)"
          " 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;
    }

  pdx = (order == Nag_ColMajor)?n:m;
  x_size = (order == Nag_ColMajor)?pdx * m:pdx * n;

  /* Calculate the size of the reference vector */
  lr = m*m+m+1;

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

  /* Initialise 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;
    }

  /* Set up reference vector and generate n numbers */
  mode = Nag_InitializeAndGenerate;
  nag_rand_matrix_multi_normal(order, mode, n, m, xmu,
                               c, pdc, r, lr, state, x, pdx, &fail);
  if (fail.code != NE_NOERROR)
    {
      printf("Error from nag_rand_matrix_multi_normal (g05rzc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the variates */
  for (i = 0; i < n; i++)
    {
      printf("  ");
      for (j = 0; j < m; j++)
        printf("%9.4f%s", X(i, j), (j+1)%10?" ":"\n");
      if (m%10) printf("\n");
    }

 END:
  NAG_FREE(r);
  NAG_FREE(x);
  NAG_FREE(state);

  return exit_status;
}