/* nag_moments_quad_form (g01nac) 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 beta, con;
  Integer exit_status, i, j, l, n, pda, pdsigma;
  NagError fail;
  Nag_OrderType order;

  /* Arrays */
  double *a=0, *emu=0, *rkum=0, *rmom=0, *sigma=0;

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

  INIT_FAIL(fail);
  exit_status = 0;
  Vprintf("nag_moments_quad_form (g01nac) Example Program Results\n");

  /* Skip heading in data file */
  Vscanf("%*[^\n] ");

  Vscanf("%lf%lf%*[^\n] ", &beta, &con);
  Vscanf("%ld%ld%*[^\n] ", &n, &l);

  /* Allocate memory */
  if ( !(a = NAG_ALLOC(n * n, double)) ||
       !(emu = NAG_ALLOC(n, double)) ||
       !(rkum = NAG_ALLOC(l, double)) ||
       !(rmom = NAG_ALLOC(l, double)) ||
       !(sigma = NAG_ALLOC(n * n, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  pda = n;
  pdsigma = n;

  if (l <= 12)
    {
      /* 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;
        }
      for (i = 1; i <= n - 1; ++i)
        A(i + 1, i) = 0.5;
      emu[0] = con * 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);
        }

      /* nag_moments_quad_form (g01nac).
       * Cumulants and moments of quadratic forms in Normal
       * variables
       */
      nag_moments_quad_form(order, Nag_ComputeMoments, Nag_MeanInclude,
                            n, a, n, emu, sigma, n, l, rkum, rmom, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Error from nag_moments_quad_form (g01nac).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

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

      Vprintf("    Cumulants       Moments\n");
      Vprintf("\n");
      for (i = 1; i <= l; ++i)
        Vprintf("%3ld%12.4e    %12.4e\n", i, rkum[i - 1], rmom[i - 1]);
    }

 END:
  if (a) NAG_FREE(a);
  if (emu) NAG_FREE(emu);
  if (rkum) NAG_FREE(rkum);
  if (rmom) NAG_FREE(rmom);
  if (sigma) NAG_FREE(sigma);

  return exit_status;
}