NAG Library Manual, Mark 27.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_correg_ssqmat_to_corrmat (g02bwc) Example Program.
 *
 * Copyright 2021 Numerical Algorithms Group.
 *
 * Mark 27.3, 2021.
 */

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

int main(void) {
  /* Arrays */
  char nag_enum_mean[40], nag_enum_weight[40];
  double *c = 0, *wmean = 0, *wt = 0, *x = 0;
  double *wtptr = 0;
  /* Scalars */
  double sw;
  Integer exit_status, j, k, m, n, pdx;
  Nag_OrderType order;
  Nag_SumSquare mean;
  Nag_Boolean weight;
  NagError fail;

#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J - 1) * pdx + I - 1]
  order = Nag_ColMajor;
#else
#define X(I, J) x[(I - 1) * pdx + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);

  exit_status = 0;
  printf("nag_correg_ssqmat_to_corrmat (g02bwc) Example Program Results\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");
  while (scanf("%39s %39s %" NAG_IFMT "%" NAG_IFMT "%*[^\n]", nag_enum_mean,
               nag_enum_weight, &m, &n) != EOF) {
    /* nag_enum_name_to_value (x04nac).
     * Converts NAG enum member name to value
     */
    mean = (Nag_SumSquare)nag_enum_name_to_value(nag_enum_mean);
    weight = (Nag_Boolean)nag_enum_name_to_value(nag_enum_weight);
    /* Allocate memory */
    if (!(c = NAG_ALLOC((m * (m + 1)) / 2, double)) ||
        !(wmean = NAG_ALLOC(m, double)) || !(wt = NAG_ALLOC(n, double)) ||
        !(x = NAG_ALLOC(n * m, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
#ifdef NAG_COLUMN_MAJOR
    pdx = n;
#else
    pdx = m;
#endif
    for (j = 1; j <= n; ++j)
      scanf("%lf", &wt[j - 1]);
    scanf("%*[^\n] ");

    for (j = 1; j <= n; ++j) {
      for (k = 1; k <= m; ++k)
        scanf("%lf", &X(j, k));
    }
    scanf("%*[^\n] ");

    if (weight)
      wtptr = wt;

    /* Calculate the sums of squares and cross-products matrix */
    /* nag_correg_ssqmat (g02buc).
     * Computes a weighted sum of squares matrix
     */
    nag_correg_ssqmat(order, mean, n, m, x, pdx, wtptr, &sw, wmean, c, &fail);
    if (fail.code != NE_NOERROR) {
      printf("Error from nag_correg_ssqmat (g02buc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

    /* Calculate the correlation matrix */
    /* nag_correg_ssqmat_to_corrmat (g02bwc).
     * Computes a correlation matrix from a sum of squares
     * matrix
     */
    nag_correg_ssqmat_to_corrmat(m, c, &fail);

    /* Print the correlation matrix */
    if (fail.code == NE_NOERROR) {
      printf("\n");
      /* nag_file_print_matrix_real_packed (x04ccc).
       * Print real packed triangular matrix (easy-to-use)
       */
      fflush(stdout);
      nag_file_print_matrix_real_packed(Nag_ColMajor, Nag_Upper,
                                        Nag_NonUnitDiag, m, c,
                                        "Correlation matrix", 0, &fail);
      if (fail.code != NE_NOERROR) {
        printf("Error from nag_file_print_matrix_real_packed (x04ccc).\n%s\n",
               fail.message);
        exit_status = 1;
        goto END;
      }
    } else if (fail.code == NE_ZERO_VARIANCE) {
      printf("\n");
      printf("NOTE: some variances are zero\n\n");
      /* nag_file_print_matrix_real_packed (x04ccc), see above. */
      fflush(stdout);
      nag_file_print_matrix_real_packed(Nag_ColMajor, Nag_Upper,
                                        Nag_NonUnitDiag, m, c,
                                        "Correlation matrix", 0, &fail);
      if (fail.code != NE_NOERROR) {
        printf("Error from nag_file_print_matrix_real_packed (x04ccc).\n%s\n",
               fail.message);
        exit_status = 1;
        goto END;
      }
    } else {
      printf("Error from nag_correg_ssqmat_to_corrmat (g02bwc).\n%s\n",
             fail.message);
      exit_status = 1;
      goto END;
    }

    NAG_FREE(c);
    NAG_FREE(wmean);
    NAG_FREE(wt);
    NAG_FREE(x);
  }

END:
  NAG_FREE(c);
  NAG_FREE(wmean);
  NAG_FREE(wt);
  NAG_FREE(x);

  return exit_status;
}