/* nag_correg_ssqmat_combine (g02bzc) Example Program.
*
* Copyright 2019 Numerical Algorithms Group.
*
* Mark 27.0, 2019.
*/
#include <stdio.h>
#include <nag.h>
#define X(I,J) x[(order == Nag_ColMajor) ? (J)*pdx + (I) : (I)*pdx + (J)]
int main(void)
{
/* Integer scalar and array declarations */
Integer b, i, j, ierr, lc, pdx, m, n, iwt;
Integer exit_status = 0;
/* NAG structures and types */
NagError fail;
Nag_SumSquare mean;
Nag_OrderType order = Nag_ColMajor;
/* Double scalar and array declarations */
double alpha, xsw, ysw;
double *wt = 0, *x = 0, *xc = 0, *xmean = 0, *yc = 0, *ymean = 0;
/* Character scalar and array declarations */
char cmean[40];
/* Initialize the error structure */
INIT_FAIL(fail);
printf("nag_correg_ssqmat_combine (g02bzc) Example Program Results\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read in the problem defining variables */
scanf("%39s%" NAG_IFMT "%*[^\n] ", cmean, &m);
mean = (Nag_SumSquare) nag_enum_name_to_value(cmean);
/* Allocate memory for output arrays */
lc = (m * m + m) / 2;
if (!(xmean = NAG_ALLOC(m, double)) ||
!(ymean = NAG_ALLOC(m, double)) ||
!(xc = NAG_ALLOC(lc, double)) || !(yc = NAG_ALLOC(lc, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Loop over each block of data */
for (b = 0;;) {
/* Read in the number of observations in this block and a flag indicating
* whether weights have been supplied (iwt = 1) or not (iwt = 0).
*/
ierr = scanf("%" NAG_IFMT "%" NAG_IFMT "", &n, &iwt);
if (ierr == EOF || ierr < 2)
break;
scanf("%*[^\n] ");
/* Keep a running total of the number of blocks of data */
b++;
/* Reallocate X to the required size */
NAG_FREE(x);
pdx = n;
if (!(x = NAG_ALLOC(pdx * m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read in the data for this block */
if (iwt) {
/* Weights supplied, so reallocate X to the required size */
NAG_FREE(wt);
if (!(wt = NAG_ALLOC(n, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
for (i = 0; i < n; i++) {
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
scanf("%lf", &wt[i]);
}
}
else {
/* No weights */
NAG_FREE(wt);
wt = 0;
for (i = 0; i < n; i++)
for (j = 0; j < m; j++)
scanf("%lf", &X(i, j));
}
scanf("%*[^\n] ");
/* Call nag_correg_ssqmat (g02buc) to summarise this block of data */
if (b == 1) {
/* This is the first block of data, so summarise the data into
* xmean and xc.
*/
nag_correg_ssqmat(order, mean, n, m, x, pdx, wt, &xsw, xmean, xc, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_ssqmat (g02buc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
}
else {
/* This is not the first block of data, so summarise the data into
* ymean and yc.
*/
nag_correg_ssqmat(order, mean, n, m, x, pdx, wt, &ysw, ymean, yc, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_ssqmat (g02buc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
/* Call nag_correg_ssqmat_combine (g02bzc) to update the running summaries */
nag_correg_ssqmat_combine(mean, m, &xsw, xmean, xc, ysw, ymean, yc, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_ssqmat_combine (g02bzc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
}
}
/* Display results */
printf(" Means\n ");
for (i = 0; i < m; i++)
printf("%14.4f", xmean[i]);
printf("\n\n");
fflush(stdout);
/* Call nag_file_print_matrix_real_packed (x04ccc) to print the sums of squares */
nag_file_print_matrix_real_packed(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m, xc,
"Sums of squares and cross-products", NULL, &fail);
if (xsw > 1.0 && mean == Nag_AboutMean && fail.code == NE_NOERROR) {
/* Convert the sums of squares and cross-products to a
covariance matrix */
alpha = 1.0 / (xsw - 1.0);
for (i = 0; i < lc; i++)
xc[i] *= alpha;
printf("\n");
fflush(stdout);
nag_file_print_matrix_real_packed(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m, xc,
"Covariance matrix", NULL, &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;
}
END:
NAG_FREE(x);
NAG_FREE(wt);
NAG_FREE(xc);
NAG_FREE(xmean);
NAG_FREE(yc);
NAG_FREE(ymean);
return (exit_status);
}