NAG Library Manual, Mark 29.2
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_correg_pls_svd (g02lac) Example Program.
 *
 * Copyright 2023 Numerical Algorithms Group.
 *
 * Mark 29.2, 2023.
 */
/* 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, ip, j, maxfac, mx, my, n;
  Integer pdc, pdp, pdt, pdu, pdw, pdx, pdxres, pdy, pdycv, pdyres;
  Integer *isx = 0;
  /*Double scalar and array declarations */
  double *c = 0, *p = 0, *t = 0, *u = 0, *w = 0, *x = 0, *xbar = 0;
  double *xcv = 0, *xres = 0, *xstd = 0, *y = 0, *ybar = 0;
  double *ycv = 0, *yres = 0, *ystd = 0;
  /*Character scalar and array declarations */
  char sscale[40];
  /*NAG Types */
  Nag_OrderType order;
  Nag_ScalePredictor scale;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_correg_pls_svd (g02lac) Example Program Results\n");
  /* Skip header in data file. */
  scanf("%*[^\n] ");
  /* Read data values. */
  scanf("%" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%39s %" NAG_IFMT "%*[^\n] ", &n,
        &mx, &my, sscale, &maxfac);
  scale = (Nag_ScalePredictor)nag_enum_name_to_value(sscale);

  if (!(isx = NAG_ALLOC(mx, Integer))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
  for (j = 0; j < mx; j++)
    scanf("%" NAG_IFMT " ", &isx[j]);
  scanf("%*[^\n] ");
  ip = 0;
  for (j = 0; j < mx; j++) {
    if (isx[j] == 1)
      ip = ip + 1;
  }
#ifdef NAG_COLUMN_MAJOR
  pdc = my;
  pdp = ip;
  pdt = n;
  pdu = n;
  pdw = ip;
  pdx = n;
#define X(I, J) x[(J - 1) * pdx + I - 1]
  pdxres = n;
  pdy = n;
#define Y(I, J) y[(J - 1) * pdy + I - 1]
  pdycv = maxfac;
#define YCV(I, J) ycv[(J - 1) * pdycv + I - 1]
  pdyres = n;
  order = Nag_ColMajor;
#else
  pdc = maxfac;
  pdp = maxfac;
  pdt = maxfac;
  pdu = maxfac;
  pdw = maxfac;
  pdx = mx;
#define X(I, J) x[(I - 1) * pdx + J - 1]
  pdxres = ip;
  pdy = my;
#define Y(I, J) y[(I - 1) * pdy + J - 1]
  pdycv = my;
#define YCV(I, J) ycv[(I - 1) * pdycv + J - 1]
  pdyres = my;
  order = Nag_RowMajor;
#endif
  /* Assign parameter values to corresponding variables */
  if (!(c = NAG_ALLOC(pdc * (order == Nag_RowMajor ? my : maxfac), double)) ||
      !(p = NAG_ALLOC(pdp * (order == Nag_RowMajor ? ip : maxfac), double)) ||
      !(t = NAG_ALLOC(pdt * (order == Nag_RowMajor ? n : maxfac), double)) ||
      !(u = NAG_ALLOC(pdu * (order == Nag_RowMajor ? n : maxfac), double)) ||
      !(w = NAG_ALLOC(pdw * (order == Nag_RowMajor ? ip : maxfac), double)) ||
      !(x = NAG_ALLOC(pdx * (order == Nag_RowMajor ? n : mx), double)) ||
      !(xbar = NAG_ALLOC(ip, double)) || !(xcv = NAG_ALLOC(maxfac, double)) ||
      !(xres = NAG_ALLOC(pdxres * (order == Nag_RowMajor ? n : ip), double)) ||
      !(xstd = NAG_ALLOC(ip, double)) ||
      !(y = NAG_ALLOC(pdy * (order == Nag_RowMajor ? n : my), double)) ||
      !(ybar = NAG_ALLOC(my, double)) ||
      !(ycv =
            NAG_ALLOC(pdycv * (order == Nag_RowMajor ? maxfac : my), double)) ||
      !(yres = NAG_ALLOC(pdyres * (order == Nag_RowMajor ? n : my), double)) ||
      !(ystd = NAG_ALLOC(my, double))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }
  /* Read data values. */
  for (i = 1; i <= n; i++) {
    for (j = 1; j <= mx; j++)
      scanf("%lf ", &X(i, j));
    for (j = 1; j <= my; j++)
      scanf("%lf ", &Y(i, j));
  }
  scanf("%*[^\n] ");
  /* Fit a PLS model. */
  /*
   * nag_correg_pls_svd (g02lac)
   * Partial least squares
   */
  nag_correg_pls_svd(order, n, mx, x, pdx, isx, ip, my, y, pdy, xbar, ybar,
                     scale, xstd, ystd, maxfac, xres, pdxres, yres, pdyres, w,
                     pdw, p, pdp, t, pdt, c, pdc, u, pdu, xcv, ycv, pdycv,
                     &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_correg_pls_svd (g02lac).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  /*
   * 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, ip,
                                 maxfac, p, pdp, "x-loadings, P", 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;
  }
  /*
   * 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,
                                 maxfac, t, pdt, "x-scores, T", 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;
  }
  /*
   * 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, my,
                                 maxfac, c, pdc, "y-loadings, C", 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;
  }
  /*
   * 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,
                                 maxfac, u, pdu, "y-scores, U", 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");
  printf("%s\n", "Explained Variance");
  printf("%12s%24s\n", "Model effects", "Dependent variable(s)");
  for (i = 1; i <= maxfac; i++) {
    printf("%12.6f", xcv[i - 1]);
    for (j = 1; j <= my; j++)
      printf("%12.6f%s", YCV(i, j), j % 10 ? " " : "\n");
    printf("\n");
  }

END:
  NAG_FREE(c);
  NAG_FREE(p);
  NAG_FREE(t);
  NAG_FREE(u);
  NAG_FREE(w);
  NAG_FREE(x);
  NAG_FREE(xbar);
  NAG_FREE(xcv);
  NAG_FREE(xres);
  NAG_FREE(xstd);
  NAG_FREE(y);
  NAG_FREE(ybar);
  NAG_FREE(ycv);
  NAG_FREE(yres);
  NAG_FREE(ystd);
  NAG_FREE(isx);

  return exit_status;
}