/* nag_moments_ratio_quad_forms (g01nbc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg01.h>

int main(void)
{

  /* Scalars */
  double abserr, beta, y0, eps;
  Integer exit_status, i, j, l1, l2, lmax, n, pda, pdb, pdsigma;
  NagError fail;
  Nag_OrderType order;

  /* Arrays */
  double *a=0, *b=0, *c=0, *ela=0, *emu=0, *rmom=0, *sigma=0;

#ifdef NAG_COLUMN_MAJOR
#define A(I,J) a[(J-1)*pda + I - 1]
#define B(I,J) b[(J-1)*pdb + I - 1]
#define SIGMA(I,J) sigma[(J-1)*pdsigma + I - 1]
  order = Nag_ColMajor;
#else
#define A(I,J) a[(I-1)*pda + J - 1]
#define B(I,J) b[(I-1)*pdb + J - 1]
#define SIGMA(I,J) sigma[(I-1)*pdsigma + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);
  exit_status = 0;
  Vprintf("g01nbc Example Program Results\n");

  /* Skip heading in data file */
  Vscanf("%*[^\n] ");
  Vscanf("%lf%lf%*[^\n] ", &beta, &y0);
  Vscanf("%ld%ld%ld%*[^\n] ", &n, &l1, &l2);


  /* Allocate memory */
  if ( !(a = NAG_ALLOC(n * n, double)) ||
       !(b = NAG_ALLOC(n * n, double)) ||
       !(c = NAG_ALLOC(n * n, double)) ||
       !(ela = NAG_ALLOC(n, double)) ||
       !(emu = NAG_ALLOC(n, double)) ||
       !(rmom = NAG_ALLOC(l2-l1+1, double)) ||
       !(sigma = NAG_ALLOC(n * n, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  pda = n;
  pdb = n;
  pdsigma = n;

  /* Compute A, EMU, and SIGMA for simple autoregression */

  for (i = 1; i <= n; ++i)
    {
      for (j = i; j <= n; ++j)
        {
          A(j, i) = 0.0;
          B(j, i) = 0.0;
        }
    }
  for (i = 1; i <= n - 1; ++i)
    {
      A(i + 1, i) = 0.5;
      B(i, i) = 1.0;
    }
  emu[0] = y0 * beta;
  for (i = 1; i <= n - 1; ++i)
    emu[i] = beta * emu[i - 1];
  SIGMA(1, 1) = 1.0;
  for (i = 2; i <= n; ++i)
    SIGMA(i, i) = beta * beta * SIGMA(i - 1, i - 1) + 1.0;
  for (i = 1; i <= n; ++i)
    {
      for (j = i + 1; j <= n; ++j)
        SIGMA(j, i) = beta * SIGMA(j - 1, i);
    }

  eps = 0.0;
  g01nbc(order, Nag_RatioMoments, Nag_MeanInclude, n,
         a, n, b, n, c, n, ela, emu, sigma, n, l1, l2,
         &lmax, rmom, &abserr, eps, &fail);

  if (fail.code == NE_NOERROR || fail.code == NE_SOME_MOMENTS
      || fail.code == NE_ACCURACY)
    {

      Vprintf("\n");
      Vprintf(" n = %3ld beta = %6.3f y0 = %6.3f\n", n, beta, y0);
      Vprintf("\n");
      Vprintf("      Moments\n");
      Vprintf("\n");

      j = 0;
      for (i = l1; i <= lmax; ++i)
        {
          ++j;
          Vprintf("%3ld%12.3e\n", i, rmom[j - 1]);
        }
    }
  else
    {
      Vprintf("Error from g01nbc.\n%s\n",   fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (a) NAG_FREE(a);
  if (b) NAG_FREE(b);
  if (c) NAG_FREE(c);
  if (ela) NAG_FREE(ela);
  if (emu) NAG_FREE(emu);
  if (rmom) NAG_FREE(rmom);
  if (sigma) NAG_FREE(sigma);

  return exit_status;
}