/* nag_tsa_uni_arma_roots (g13dxc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.3, 2023.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Scalars */
Integer exit_status, i, ip, k, npar;
NagError fail;
/* Arrays */
double *par = 0, *ri = 0, *rmod = 0, *rr = 0;
INIT_FAIL(fail);
exit_status = 0;
printf("nag_tsa_uni_arma_roots (g13dxc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &k, &ip);
if (k > 0 && ip > 0) {
/* Allocate arrays */
if (!(par = NAG_ALLOC(k * k * ip, double)) ||
!(ri = NAG_ALLOC(k * ip, double)) ||
!(rmod = NAG_ALLOC(k * ip, double)) ||
!(rr = NAG_ALLOC(k * ip, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read the AR (or MA) parameters */
npar = ip * k * k;
for (i = 1; i <= npar; ++i)
scanf("%lf", &par[i - 1]);
scanf("%*[^\n] ");
/* nag_tsa_uni_arma_roots (g13dxc).
* Calculates the zeros of a vector autoregressive (or
* moving average) operator
*/
nag_tsa_uni_arma_roots(k, ip, par, rr, ri, rmod, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_tsa_uni_arma_roots (g13dxc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
printf("\n");
printf(" Eigenvalues Moduli\n");
printf(" ----------- ------\n");
for (i = 1; i <= k * ip; ++i) {
if (ri[i - 1] >= 0.0)
printf("%10.3f + %6.3f i %8.3f\n", rr[i - 1], ri[i - 1], rmod[i - 1]);
else
printf("%10.3f - %6.3f i %8.3f\n", rr[i - 1], -ri[i - 1],
rmod[i - 1]);
}
} else
printf(" Either k or ip is out of range\n");
END:
NAG_FREE(par);
NAG_FREE(ri);
NAG_FREE(rmod);
NAG_FREE(rr);
return exit_status;
}