NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_rand_field_1d_generate (g05zpc) Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 *
 * Mark 27.2, 2021.
 */

#include <math.h>
#include <nag.h>

#define NPMAX 4
#define LENST 17
#define LSEED 1
static void read_input_data(Nag_Variogram *cov, Integer *np, double *params,
                            double *var, double *xmin, double *xmax,
                            Integer *ns, Integer *maxm, Nag_EmbedScale *corr,
                            Nag_EmbedPad *pad, Integer *s);
static void display_embedding_results(Integer approx, Integer m, double rho,
                                      double *eig, Integer icount, double *lam);
static void initialize_state(Integer *state);
static void display_realizations(Integer ns, Integer s, double *xx, double *z,
                                 Integer *exit_status);

int main(void) {
  /*  Scalars */
  Integer exit_status = 0;
  double rho, var, xmax, xmin;
  Integer approx, icount, m, maxm, np, ns, s;
  /*  Arrays */
  double eig[3], params[NPMAX];
  double *lam = 0, *xx = 0, *z = 0;
  Integer state[LENST];
  /* Nag types */
  Nag_Variogram cov;
  Nag_EmbedPad pad;
  Nag_EmbedScale corr;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_rand_field_1d_generate (g05zpc) Example Program Results\n\n");
  fflush(stdout);
  /* Get problem specifications from data file */
  read_input_data(&cov, &np, params, &var, &xmin, &xmax, &ns, &maxm, &corr,
                  &pad, &s);
  if (!(lam = NAG_ALLOC(maxm, double)) || !(xx = NAG_ALLOC(ns, double))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
  /* Get square roots of the eigenvalues of the embedding matrix.
   * nag_rand_field_1d_predef_setup (g05znc).
   * Setup for simulating one-dimensional random fields, preset variogram,
   * circulant embedding method
   */
  nag_rand_field_1d_predef_setup(ns, xmin, xmax, maxm, var, cov, np, params,
                                 pad, corr, lam, xx, &m, &approx, &rho, &icount,
                                 eig, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_field_1d_predef_setup (g05znc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  fflush(stdout);
  display_embedding_results(approx, m, rho, eig, icount, lam);
  /* Initialize state array */
  initialize_state(state);
  if (!(z = NAG_ALLOC(ns * s, double))) {
    printf("Allocation failure\n");
    exit_status = -2;
    goto END;
  }
  /* Compute s random field realizations.
   * nag_rand_field_1d_generate (g05zpc).
   * Generates s realizations of a one-dimensional random field by the
   * circulant embedding method.
   */
  nag_rand_field_1d_generate(ns, s, m, lam, rho, state, z, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_rand_field_1d_generate (g05zpc).\n%s\n",
           fail.message);
    exit_status = 2;
    goto END;
  }
  display_realizations(ns, s, xx, z, &exit_status);
END:
  NAG_FREE(lam);
  NAG_FREE(xx);
  NAG_FREE(z);
  return exit_status;
}

void read_input_data(Nag_Variogram *cov, Integer *np, double *params,
                     double *var, double *xmin, double *xmax, Integer *ns,
                     Integer *maxm, Nag_EmbedScale *corr, Nag_EmbedPad *pad,
                     Integer *s) {
  Integer j;
  char nag_enum_arg[40];

  /* Read in covariance function name and convert to value using
   * nag_enum_name_to_value (x04nac).
   */
  scanf("%*[^\n] %39s%*[^\n]", nag_enum_arg);
  *cov = (Nag_Variogram)nag_enum_name_to_value(nag_enum_arg);
  /* Read in parameters */
  scanf("%" NAG_IFMT "%*[^\n]", np);
  for (j = 0; j < *np; j++)
    scanf("%lf", &params[j]);
  scanf("%*[^\n]");
  /* Read in variance of random field. */
  scanf("%lf%*[^\n]", var);
  /* Read in domain endpoints. */
  scanf("%lf %lf%*[^\n]", xmin, xmax);
  /* Read in number of sample points. */
  scanf("%" NAG_IFMT "%*[^\n]", ns);
  /* Read in maximum size of embedding matrix. */
  scanf("%" NAG_IFMT "%*[^\n]", maxm);
  /* Read name of scaling in case of approximation and convert to value. */
  scanf(" %39s%*[^\n]", nag_enum_arg);
  *corr = (Nag_EmbedScale)nag_enum_name_to_value(nag_enum_arg);
  /* Read in choice of padding and convert name to value. */
  scanf(" %39s%*[^\n]", nag_enum_arg);
  *pad = (Nag_EmbedPad)nag_enum_name_to_value(nag_enum_arg);
  /* Read in number of realization samples to be generated */
  scanf("%" NAG_IFMT "%*[^\n]", s);
}

void display_embedding_results(Integer approx, Integer m, double rho,
                               double *eig, Integer icount, double *lam) {
  Integer j;
  /* Display size of embedding matrix */
  printf("\nSize of embedding matrix = %" NAG_IFMT "\n\n", m);
  /* Display approximation information if approximation used */
  if (approx == 1) {
    printf("Approximation required\n\n");
    printf("rho = %10.5f\n", rho);
    printf("eig = ");
    for (j = 0; j < 3; j++)
      printf("%10.5f ", eig[j]);
    printf("\nicount = %" NAG_IFMT "\n", icount);
  } else {
    printf("Approximation not required\n");
  }
  /* Display square roots of the eigenvalues of the embedding matrix. */
  printf("\nSquare roots of eigenvalues of embedding matrix:\n\n");
  for (j = 0; j < m; j++)
    printf("%10.5f%s", lam[j], j % 4 == 3 ? "\n" : "");
  printf("\n");
  fflush(stdout);
}

void initialize_state(Integer *state) {
  /*  Scalars */
  Integer inseed = 14965, lseed = LSEED, subid = 1;
  Integer lstate;
  /*  Arrays */
  Integer seed[LSEED];
  /* Nag types */
  NagError fail;

  INIT_FAIL(fail);
  lstate = LENST;
  seed[0] = inseed;
  /* nag_rand_init_repeat (g05kfc).
   * Initializes a pseudorandom number generator to give a repeatable sequence.
   */
  nag_rand_init_repeat(Nag_Basic, subid, seed, lseed, state, &lstate, &fail);
}

void display_realizations(Integer ns, Integer s, double *xx, double *z,
                          Integer *exit_status) {
  /*  Scalars */
  Integer indent = 0, ncols = 80;
  Integer i;
  /*  Arrays */
  char **rlabs = 0;
  /* Nag types */
  NagError fail;

  INIT_FAIL(fail);

  if (!(rlabs = NAG_ALLOC(ns, char *))) {
    printf("Allocation failure\n");
    *exit_status = -3;
    goto END;
  }
  /* Set row labels to mesh points (column label is realization number). */
  for (i = 0; i < ns; i++) {
    if (!(rlabs[i] = NAG_ALLOC(11, char))) {
      printf("Allocation failure\n");
      *exit_status = -4;
      goto END;
    }
    sprintf(rlabs[i], "%10.5f", xx[i]);
  }
  printf("\n");
  fflush(stdout);
  /* Display random field results, z, using the comprehensive real general
   * matrix print routine nag_file_print_matrix_real_gen_comp (x04cbc).
   */
  nag_file_print_matrix_real_gen_comp(
      Nag_ColMajor, Nag_GeneralMatrix, Nag_NonUnitDiag, ns, s, z, ns, "%10.5f",
      "Random field realizations:", Nag_CharacterLabels, (const char **)rlabs,
      Nag_IntegerLabels, NULL, ncols, indent, 0, &fail);
END:
  for (i = 0; i < ns; i++) {
    NAG_FREE(rlabs[i]);
  }
  NAG_FREE(rlabs);
}