/* nag_tsa_arma_roots (g13dxc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 7, 2002.
*/
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>
int main(void)
{
/* Scalars */
Integer exit_status, i, ip, k, npar;
NagError fail;
/* Arrays */
double *par = 0, *ri = 0, *rmod = 0, *rr = 0;
INIT_FAIL(fail);
exit_status = 0;
printf("nag_tsa_arma_roots (g13dxc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%ld%ld%*[^\n] ", &k, &ip);
if (k > 0 && ip > 0)
{
/* Allocate arrays */
if (!(par = NAG_ALLOC(k*k*ip, double)) ||
!(ri = NAG_ALLOC(k*ip, double)) ||
!(rmod = NAG_ALLOC(k*ip, double)) ||
!(rr = NAG_ALLOC(k*ip, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read the AR (or MA) parameters */
npar = ip * k * k;
for (i = 1; i <= npar; ++i)
scanf("%lf", &par[i-1]);
scanf("%*[^\n] ");
/* nag_tsa_arma_roots (g13dxc).
* Calculates the zeros of a vector autoregressive (or
* moving average) operator
*/
nag_tsa_arma_roots(k, ip, par, rr, ri, rmod, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_tsa_arma_roots (g13dxc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf(" Eigenvalues Moduli\n");
printf(" ----------- ------\n");
for (i = 1; i <= k * ip; ++i)
{
if (ri[i-1] >= 0.0)
printf("%10.3f + %6.3f i %8.3f\n", rr[i-1], ri[i-1],
rmod[i-1]);
else
printf("%10.3f - %6.3f i %8.3f\n", rr[i-1], -ri[i-1],
rmod[i-1]);
}
}
else
printf(" Either k or ip is out of range\n");
END:
NAG_FREE(par);
NAG_FREE(ri);
NAG_FREE(rmod);
NAG_FREE(rr);
return exit_status;
}