NAG Library Manual, Mark 27.2
```/* nag_stat_moments_quad_form (g01nac) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.2, 2021.
*/

#include <nag.h>
#include <stdio.h>

int main(void) {
/* Scalars */
double beta, con;
Integer exit_status, i, j, l, n, pda, pdsigma;
NagError fail;
Nag_OrderType order;

/* Arrays */
double *a = 0, *emu = 0, *rkum = 0, *rmom = 0, *sigma = 0;

#ifdef NAG_COLUMN_MAJOR
#define A(I, J) a[(J - 1) * pda + I - 1]
#define SIGMA(I, J) sigma[(J - 1) * pdsigma + I - 1]
order = Nag_ColMajor;
#else
#define A(I, J) a[(I - 1) * pda + J - 1]
#define SIGMA(I, J) sigma[(I - 1) * pdsigma + J - 1]
order = Nag_RowMajor;
#endif

INIT_FAIL(fail);

exit_status = 0;

/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%lf%lf%*[^\n] ", &beta, &con);
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &l);

/* Allocate memory */
if (!(a = NAG_ALLOC(n * n, double)) || !(emu = NAG_ALLOC(n, double)) ||
!(rkum = NAG_ALLOC(l, double)) || !(rmom = NAG_ALLOC(l, double)) ||
!(sigma = NAG_ALLOC(n * n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

pda = n;
pdsigma = n;

if (l <= 12) {
/* Compute A, EMU, and SIGMA for simple autoregression */
for (i = 1; i <= n; ++i) {
for (j = i; j <= n; ++j)
A(j, i) = 0.0;
}
for (i = 1; i <= n - 1; ++i)
A(i + 1, i) = 0.5;
emu[0] = con * beta;
for (i = 1; i <= n - 1; ++i)
emu[i] = beta * emu[i - 1];
SIGMA(1, 1) = 1.0;
for (i = 2; i <= n; ++i)
SIGMA(i, i) = beta * beta * SIGMA(i - 1, i - 1) + 1.0;
for (i = 1; i <= n; ++i) {
for (j = i + 1; j <= n; ++j)
SIGMA(j, i) = beta * SIGMA(j - 1, i);
}

* Cumulants and moments of quadratic forms in Normal
* variables
*/
n, emu, sigma, n, l, rkum, rmom, &fail);
if (fail.code != NE_NOERROR) {
fail.message);
exit_status = 1;
goto END;
}

printf("\n");
printf(" n = %3" NAG_IFMT " beta = %6.3f con = %6.3f\n", n, beta, con);
printf("\n");

printf("    Cumulants       Moments\n");
printf("\n");
for (i = 1; i <= l; ++i)
printf("%3" NAG_IFMT "%13.4e    %13.4e\n", i, rkum[i - 1], rmom[i - 1]);
}

END:
NAG_FREE(a);
NAG_FREE(emu);
NAG_FREE(rkum);
NAG_FREE(rmom);
NAG_FREE(sigma);

return exit_status;
}
```