/* nag_mv_rot_promax (g03bdc) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.3, 2021.
*/
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.h>
int main(void) {
/*Integer scalar and array declarations */
Integer exit_status = 0;
Integer i, iter, j, m, maxit, n;
Integer pdfp, pdfs, pdphi, pdr, pdro, pdx;
/*Double scalar and array declarations */
double acc, g, power;
double *fp = 0, *fs = 0, *phi = 0, *r = 0, *ro = 0, *x = 0;
/*Character scalar and array declarations */
char sstand[40];
/*NAG types */
Nag_OrderType order;
Nag_RotationLoading stand;
NagError fail;
INIT_FAIL(fail);
printf("%s\n", "nag_mv_rot_promax (g03bdc) Example Program Results");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%39s %" NAG_IFMT "%" NAG_IFMT "%lf%*[^\n] ", sstand, &n, &m, &power);
stand = (Nag_RotationLoading)nag_enum_name_to_value(sstand);
pdfp = m;
#define FP(I, J) fp[(I - 1) * pdfp + J - 1]
pdfs = m;
pdphi = m;
pdr = m;
pdro = m;
pdx = pdfp;
if (!(fp = NAG_ALLOC(pdfp * n, double)) ||
!(fs = NAG_ALLOC(pdfs * n, double)) ||
!(phi = NAG_ALLOC(pdphi * m, double)) ||
!(r = NAG_ALLOC(pdr * m, double)) ||
!(ro = NAG_ALLOC(pdro * m, double)) ||
!(x = NAG_ALLOC(pdx * n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read loadings matrix. */
for (i = 1; i <= n; i++) {
for (j = 1; j <= m; j++)
scanf("%lf ", &FP(i, j));
}
scanf("%*[^\n] ");
/*
* nag_mv_rot_orthomax (g03bac)
* Orthogonal rotations
*/
g = 1.0e0;
acc = 1.0e-5;
maxit = 200;
nag_mv_rot_orthomax(stand, g, n, m, fp, pdx, x, ro, pdro, acc, maxit, &iter,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_mv_rot_orthomax (g03bac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/*
* nag_mv_rot_promax (g03bdc)
* ProMax rotations
*/
nag_mv_rot_promax(stand, n, m, x, pdx, ro, pdro, power, fp, pdfp, r, pdr, phi,
pdphi, fs, pdfs, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_mv_rot_promax (g03bdc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\n");
/*
* nag_file_print_matrix_real_gen (x04cac)
* Print real general matrix (easy-to-use)
*/
order = Nag_RowMajor;
fflush(stdout);
nag_file_print_matrix_real_gen(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
m, fp, pdfp, "Factor pattern", 0, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
/*
* nag_file_print_matrix_real_gen (x04cac)
* Print real general matrix (easy-to-use)
*/
fflush(stdout);
nag_file_print_matrix_real_gen(order, Nag_GeneralMatrix, Nag_NonUnitDiag, m,
m, r, pdr, "ProMax rotation", 0, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
/*
* nag_file_print_matrix_real_gen (x04cac)
* Print real general matrix (easy-to-use)
*/
fflush(stdout);
nag_file_print_matrix_real_gen(order, Nag_GeneralMatrix, Nag_NonUnitDiag, m,
m, phi, pdphi, "Inter-factor correlations", 0,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("\n");
/*
* nag_file_print_matrix_real_gen (x04cac)
* Print real general matrix (easy-to-use)
*/
fflush(stdout);
nag_file_print_matrix_real_gen(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
m, fs, pdfs, "Factor structure", 0, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
END:
NAG_FREE(fp);
NAG_FREE(fs);
NAG_FREE(phi);
NAG_FREE(r);
NAG_FREE(ro);
NAG_FREE(x);
return exit_status;
}