/* nag_correg_ssqmat_update (g02btc) Example Program.
*
* Copyright 2024 Numerical Algorithms Group.
*
* Mark 30.2, 2024.
*/
#include <nag.h>
#include <stdio.h>
int main(void) {
/* Arrays */
char nag_enum_arg[40];
double *c = 0, *v = 0, *x = 0, *xbar = 0;
/* Scalars */
double alpha, sw, wt;
Integer exit_status, i, j, m, mm, n, nprint, incx;
Nag_SumSquare mean;
NagError fail;
INIT_FAIL(fail);
exit_status = 0;
printf("nag_correg_ssqmat_update (g02btc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
incx = 1;
while (scanf("%39s %" NAG_IFMT "%" NAG_IFMT "%" NAG_IFMT "%*[^\n]",
nag_enum_arg, &m, &n, &nprint) != EOF) {
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
mean = (Nag_SumSquare)nag_enum_name_to_value(nag_enum_arg);
/* Allocate memory */
if (!(c = NAG_ALLOC((m * m + m) / 2, double)) ||
!(v = NAG_ALLOC((m * m + m) / 2, double)) ||
!(x = NAG_ALLOC(m * incx, double)) || !(xbar = NAG_ALLOC(m, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
sw = 0.0;
for (i = 1; i <= n; ++i) {
scanf("%lf", &wt);
for (j = 1; j <= m; ++j)
scanf("%lf", &x[j - 1]);
scanf("%*[^\n] ");
/* Calculate the sums of squares and cross-products matrix */
/* nag_correg_ssqmat_update (g02btc).
* Update a weighted sum of squares matrix with a new
* observation
*/
nag_correg_ssqmat_update(mean, m, wt, x, incx, &sw, xbar, c, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_ssqmat_update (g02btc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
if (i % nprint == 0 || i == n) {
printf("\n");
printf("---------------------------------------------\n");
printf("Observation: %4" NAG_IFMT " Weight = %13.4f\n", i, wt);
printf("\n");
printf("---------------------------------------------\n");
printf("\n");
printf("Means\n");
for (j = 1; j <= m; ++j)
printf("%14.4f%s", xbar[j - 1], j % 4 == 0 || j == m ? "\n" : " ");
printf("\n");
/* Print the sums of squares and cross products matrix */
/* nag_file_print_matrix_real_packed (x04ccc).
* Print real packed triangular matrix (easy-to-use)
*/
fflush(stdout);
nag_file_print_matrix_real_packed(
Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m, c,
"Sums of squares and cross-products", 0, &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;
}
if (sw > 1.0) {
/* Calculate the variance matrix */
alpha = 1.0 / (sw - 1.0);
mm = m * (m + 1) / 2;
/* v[] = alpha*c[] using
* nag_blast_daxpby (f16ecc)
* Multiply real vector by scalar, preserving input vector
*/
nag_blast_daxpby(mm, alpha, c, 1, 0.0, v, 1, &fail);
/* Print the variance matrix */
printf("\n");
/* nag_file_print_matrix_real_packed (x04ccc), see above. */
fflush(stdout);
nag_file_print_matrix_real_packed(Nag_ColMajor, Nag_Upper,
Nag_NonUnitDiag, m, v,
"Variance matrix", 0, &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;
}
}
}
}
NAG_FREE(c);
NAG_FREE(v);
NAG_FREE(x);
NAG_FREE(xbar);
}
END:
NAG_FREE(c);
NAG_FREE(v);
NAG_FREE(x);
NAG_FREE(xbar);
return exit_status;
}