/* nag_correg_robustm_corr_user_deriv (g02hlc) Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 *
 * Mark 27.0, 2019.
 */

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

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL ucv(double t, double *u, double *ud, double *w,
                           double *wd, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void)
{

  /* Scalars */
  double bd, bl, tol;
  Integer exit_status, i__, indm, j, k, l1, l2, m, maxit, mm, n, nit, nitmon;
  Integer pdx;
  NagError fail;
  Nag_OrderType order;
  Nag_Comm comm;

  /* Arrays */
  double *a = 0, *cov = 0, *theta = 0, *userp = 0, *wt = 0, *x = 0;

#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_robustm_corr_user_deriv (g02hlc) Example Program Results\n");

  /* Skip heading in data file */
  scanf("%*[^\n] ");

  /* Read in the dimensions of X */
  scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &m);

  /* Allocate memory */
  if (!(a = NAG_ALLOC(m * (m + 1) / 2, double)) ||
      !(cov = NAG_ALLOC(m * (m + 1) / 2, double)) ||
      !(theta = NAG_ALLOC(m, double)) ||
      !(userp = NAG_ALLOC(2, 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

  /* Read in the X matrix */
  for (i__ = 1; i__ <= n; ++i__) {
    for (j = 1; j <= m; ++j)
      scanf("%lf", &X(i__, j));
    scanf("%*[^\n] ");
  }
  /* Read in the initial value of A */
  mm = (m + 1) * m / 2;
  for (j = 1; j <= mm; ++j)
    scanf("%lf", &a[j - 1]);
  scanf("%*[^\n] ");

  /* Read in the initial value of theta */
  for (j = 1; j <= m; ++j)
    scanf("%lf", &theta[j - 1]);
  scanf("%*[^\n] ");

  /* Read in the values of the parameters of the ucv functions */
  scanf("%lf%lf%*[^\n] ", &userp[0], &userp[1]);
  /* Set the values of remaining parameters */
  indm = 1;
  bl = 0.9;
  bd = 0.9;
  maxit = 50;
  tol = 5e-5;
  /* Change nitmon to a positive value if monitoring information
   *          is required
   */
  nitmon = 0;
  comm.p = (void *) userp;

  /* nag_correg_robustm_corr_user_deriv (g02hlc).
   * Calculates a robust estimation of a correlation matrix,
   * user-supplied weight function plus derivatives
   */
  nag_correg_robustm_corr_user_deriv(order, ucv, indm, n, m, x, pdx, cov, a, wt,
                            theta, bl, bd, maxit, nitmon, 0, tol, &nit, &comm,
                            &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_correg_robustm_corr_user_deriv (g02hlc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  printf("\n");
  printf("nag_correg_robustm_corr_user_deriv (g02hlc) required %4" NAG_IFMT " "
         "iterations to converge\n\n", nit);
  printf("Robust covariance matrix\n");
  l2 = 0;
  for (j = 1; j <= m; ++j) {
    l1 = l2 + 1;
    l2 += j;
    for (k = l1; k <= l2; ++k)
      printf("%10.3f%s", cov[k - 1], k % 6 == 0 || k == l2 ? "\n" : " ");
  }
  printf("\n");

  printf("Robust estimates of theta\n");
  for (j = 1; j <= m; ++j)
    printf(" %10.3f\n", theta[j - 1]);

END:
  NAG_FREE(a);
  NAG_FREE(cov);
  NAG_FREE(theta);
  NAG_FREE(userp);
  NAG_FREE(wt);
  NAG_FREE(x);

  return exit_status;
}

void NAG_CALL ucv(double t, double *u, double *ud, double *w, double *wd,
                  Nag_Comm *comm)
{
  double t2, cu, cw;
  double *userp = (double *) comm->p;

  /* Function Body */
  cu = userp[0];
  *u = 1.0;
  *ud = 0.0;
  if (t != 0.0) {
    t2 = t * t;
    if (t2 > cu) {
      *u = cu / t2;
      *ud = *u * -2.0 / t;
    }
  }
  /* w function and derivative */
  cw = userp[1];
  if (t > cw) {
    *w = cw / t;
    *wd = -(*w) / t;
  }
  else {
    *w = 1.0;
    *wd = 0.0;
  }
  return;
}