/* nag_kalman_unscented_state (g13ekc) Example Program.
 *
 * Copyright 2014 Numerical Algorithms Group.
 *
 * Mark 25, 2014.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg13.h>
#include <nagx01.h>

#define LY(I,J) ly[(J) * my + (I)]
#define LX(I,J) lx[(J) * mx + (I)]
#define ST(I,J) st[(J) * mx + (I)]
#define XT(I,J) xt[(J) * mx + (I)]
#define FXT(I,J) fxt[(J) * mx + (I)]
#define YT(I,J) yt[(J) * mx + (I)]
#define HYT(I,J) hyt[(J) * my + (I)]

typedef struct g13_problem_data {
  double delta, a, r, d;
  double phi_rt, phi_lt;
} g13_problem_data;

const Integer mx = 3, my = 2;
void f(Integer mx, Integer n, const double *xt, double *fxt, Nag_Comm *comm,
       Integer *info);
void h(Integer mx, Integer my, Integer n, const double *yt, double *hyt,
       Nag_Comm *comm, Integer *info);
void read_problem_dat(Integer t, Nag_Comm *comm);

int main(void)
{
  /* Integer scalar and array declarations */
  Integer i, ntime, t, j;
  Integer exit_status = 0;

  /* NAG structures and types */
  NagError fail;
  Nag_Comm comm;

  /* Double scalar and array declarations */
  double *lx = 0, *ly = 0, *st = 0, *x = 0, *y = 0;

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

  printf("nag_kalman_unscented_state (g13ekc) Example Program Results\n\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");

  if (!(lx = NAG_ALLOC(mx*mx, double)) ||
      !(ly = NAG_ALLOC(my*my, double)) ||
      !(x = NAG_ALLOC(mx, double)) ||
      !(st = NAG_ALLOC(mx*mx, double)) ||
      !(y = NAG_ALLOC(my, double))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* Read in the cholesky factorisation of the covariance matrix for the
     process noise */
  for (i = 0; i < mx; i++) {
    for (j = 0; j <= i; j++) {
      scanf("%lf",&LX(i,j));
    }
    scanf("%*[^\n] ");
  }

  /* Read in the cholesky factorisation of the covariance matrix for the
     observation noise */
  for (i = 0; i < my; i++) {
    for (j = 0; j <= i; j++) {
      scanf("%lf",&LY(i,j));
    }
    scanf("%*[^\n] ");
  }

  /* Read in the initial state vector */
  for (i = 0; i < mx; i++) {
    scanf("%lf",&x[i]);
  }
  scanf("%*[^\n] ");

  /* Read in the cholesky factorisation of the initial state covariance
     matrix */
  for (i = 0; i < mx; i++) {
    for (j = 0; j <= i; j++) {
      scanf("%lf",&ST(i,j));
    }
    scanf("%*[^\n] ");
  }

  /* Read in the number of time points to run the system for */
  scanf("%ld%*[^\n] ",&ntime);

  /* Read in any problem specific data that is constant */
  read_problem_dat(0, &comm);

  /* Title for first set of output */
  printf("   Time  ");
  for (i = 0; i < (11*mx- 16)/2; i++) putchar(' ');
  printf("Estimate of State\n ");
  for (i = 0; i < 7+11*mx; i++) putchar('-');
  printf("\n");

  /* Loop over each time point */
  for (t = 0; t < ntime; t++) {

    /* Read in any problem specific data that is time dependent */
    read_problem_dat(t+1, &comm);

    /* Read in the observed data for time t */
    for (i = 0; i < my; i++) {
      scanf("%lf",&y[i]);
    }
    scanf("%*[^\n] ");

    /* Call Unscented Kalman Filter routine (g13ekc) */
    nag_kalman_unscented_state(mx,my,y,lx,ly,f,h,x,st,&comm,&fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_kalman_unscented_state (g13ekc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    /* Display the some of the current state estimate */
    printf(" %3ld    ",t+1);
    for (i = 0; i < mx; i++) {
      printf(" %10.3f",x[i]);
    }
    printf("\n");
  }

  printf("\n");
  printf("Estimate of Cholesky Factorisation of the State\n");
  printf("Covariance Matrix at the Last Time Point\n");
  for (i = 0; i < mx; i++) {
    for (j = 0; j <= i; j++) {
      printf(" %10.2e",ST(i,j));
    }
    printf("\n");
  }

 END:
  NAG_FREE(lx);
  NAG_FREE(ly);
  NAG_FREE(st);
  NAG_FREE(x);
  NAG_FREE(y);

  /* clean up any memory allocated in comm */
  read_problem_dat(-1, &comm);

  return(exit_status);
}

void f(Integer mx, Integer n, const double *xt, double *fxt, Nag_Comm *comm,
       Integer *info) {
  double t1, t3;
  Integer i;
  g13_problem_data *pdat;

  /* Cast the void point in comm back to point at the data structure */
  pdat = (g13_problem_data *) comm->p;

  t1 = 0.5 * pdat->r * (pdat->phi_rt+pdat->phi_lt);
  t3 = (pdat->r/pdat->d)*(pdat->phi_rt-pdat->phi_lt);

  for (i = 0; i < n; i++) {
    FXT(0,i) = XT(0,i) + cos(XT(2,i))*t1;
    FXT(1,i) = XT(1,i) + sin(XT(2,i))*t1;
    FXT(2,i) = XT(2,i) + t3;
  }
  /* Set info nonzero to terminate execution for any reason. */
  *info = 0;
}

void h(Integer mx, Integer my, Integer n, const double *yt, double *hyt,
       Nag_Comm *comm, Integer *info) {
  Integer i;
  g13_problem_data *pdat;

  /* Cast the void point in comm back to point at the data structure */
  pdat = (g13_problem_data *) comm->p;

  for (i = 0; i < n; i++) {
    HYT(0,i) = pdat->delta - YT(0,i)*cos(pdat->a) - YT(1,i)*sin(pdat->a);
    HYT(1,i) = YT(2,i) - pdat->a;

    /* Make sure that the theta is in the same range as the observed data,
       which in this case is [0, 2*pi) */
    if (HYT(1,i) < 0.0)
      HYT(1,i) += 2 * X01AAC;
  }
  /* Set info nonzero to terminate execution for any reason. */
  *info = 0;
}
void read_problem_dat(Integer t, Nag_Comm *comm) {
  /* Read in any data specific to the f and h functions */
  Integer tt;
  g13_problem_data *pdat;

  if (t==0) {
    /* Allocate some memory to hold the data */
    pdat = NAG_ALLOC(1,g13_problem_data);

    /* Read in the data that is constant across all time points */
    scanf("%lf%lf%lf%lf%*[^\n] ",&(pdat->r), &(pdat->d), &(pdat->delta),
          &(pdat->a));
    /* Set the void pointer in comm to point to the data structure */
    comm->p = (void *) pdat;

  } else if (t > 0) {
    /* Cast the void point in comm back to point at the data structure */
    pdat = (g13_problem_data *) comm->p;

    /* Read in data for time point t */
    scanf("%ld%lf%lf%*[^\n] ",&tt, &(pdat->phi_rt), &(pdat->phi_lt));
    if (tt!=t) {
      /* Sanity check */
      printf("Expected to read in data for time point %ld\n",t);
      printf("Data that was read in was for time point %ld\n",tt);
    }

  } else {
    /* Clean up */

    /* Cast the void point in comm back to point at the data structure */
    pdat = (g13_problem_data *) comm->p;

    if (pdat)
      NAG_FREE(pdat);
  }
}