NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_mv_prin_comp (g03aac) Example Program.
 *
 * Copyright 2022 Numerical Algorithms Group.
 *
 * Mark 28.3, 2022.
 *
 */

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

#define X(I, J) x[(I)*tdx + J]
#define P(I, J) p[(I)*tdp + J]
#define E(I, J) e[(I)*tde + J]
#define V(I, J) v[(I)*tdv + J]

int main(void) {
  Integer exit_status = 0, i, *isx = 0, j, m, n, nvar, tde = 6, tdp, tdv, tdx;
  Nag_PrinCompMat matrix;
  Nag_PrinCompScores scores;
  Nag_Boolean weight;
  char nag_enum_arg[40];
  double *e = 0, *p = 0, *s = 0, *v = 0, *wt = 0, *wtptr = 0;
  double *x = 0;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_mv_prin_comp (g03aac) Example Program Results\n\n");

  /* Skip heading in data file */
  scanf("%*[^\n]");
  scanf("%39s", nag_enum_arg);
  /* nag_enum_name_to_value (x04nac).
   * Converts NAG enum member name to value
   */
  matrix = (Nag_PrinCompMat)nag_enum_name_to_value(nag_enum_arg);
  scanf("%39s", nag_enum_arg);
  scores = (Nag_PrinCompScores)nag_enum_name_to_value(nag_enum_arg);
  scanf("%39s", nag_enum_arg);
  weight = (Nag_Boolean)nag_enum_name_to_value(nag_enum_arg);
  scanf("%" NAG_IFMT "", &n);
  scanf("%" NAG_IFMT "", &m);

  if (n >= 2 && m >= 1) {
    if (!(x = NAG_ALLOC((n) * (m), double)) || !(wt = NAG_ALLOC(n, double)) ||
        !(s = NAG_ALLOC(m, double)) || !(isx = NAG_ALLOC(m, Integer))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    tdx = m;
  } else {
    printf("Invalid n or m.\n");
    exit_status = 1;
    return exit_status;
  }
  if (!weight) {
    for (i = 0; i < n; ++i) {
      for (j = 0; j < m; ++j)
        scanf("%lf", &X(i, j));
    }
  } else {
    for (i = 0; i < n; ++i) {
      for (j = 0; j < m; ++j)
        scanf("%lf", &X(i, j));
      scanf("%lf", &wt[i]);
    }
    wtptr = wt;
  }
  for (j = 0; j < m; ++j) {
    scanf("%" NAG_IFMT "", &isx[j]);
  }
  scanf("%" NAG_IFMT "", &nvar);
  if (nvar >= 1 && nvar <= MIN(n - 1, m)) {
    if (!(p = NAG_ALLOC(nvar * nvar, double)) ||
        !(e = NAG_ALLOC(nvar * 6, double)) ||
        !(v = NAG_ALLOC(n * nvar, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
    tdp = nvar;
    tde = 6;
    tdv = nvar;
  } else {
    printf("Invalid nvar.\n");
    exit_status = 1;
    goto END;
  }

  if (matrix == Nag_MatStandardised) {
    for (j = 0; j < m; ++j)
      scanf("%lf", &s[j]);
  }

  /* nag_mv_prin_comp (g03aac).
   * Principal component analysis
   */
  nag_mv_prin_comp(matrix, scores, n, m, x, tdx, isx, s, wtptr, nvar, e, tde, p,
                   tdp, v, tdv, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_mv_prin_comp (g03aac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

  printf("Eigenvalues  Percentage  Cumulative     Chisq      DF     Sig\n");
  printf("               variation   variation\n\n");
  for (i = 0; i < nvar; ++i) {
    for (j = 0; j < 6; ++j)
      printf("%11.4f", E(i, j));
    printf("\n");
  }
  printf("\nPrincipal component loadings \n\n");
  for (i = 0; i < nvar; ++i) {
    for (j = 0; j < nvar; ++j)
      printf("%9.4f", P(i, j));
    printf("\n");
  }
  printf("\nPrincipal component scores \n\n");
  for (i = 0; i < n; ++i) {
    printf("%2" NAG_IFMT "", i + 1);
    for (j = 0; j < nvar; ++j)
      printf("%9.3f", V(i, j));
    printf("\n");
  }

END:
  NAG_FREE(x);
  NAG_FREE(wt);
  NAG_FREE(s);
  NAG_FREE(isx);
  NAG_FREE(p);
  NAG_FREE(e);
  NAG_FREE(v);

  return exit_status;
}