/* nag_mv_factor (g03cac) Example Program.
 *
 * Copyright 1998 Numerical Algorithms Group.
 *
 * Mark 5, 1998.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nage04.h>
#include <nagg03.h>

#define FL(I,J) fl[(I)*tdfl + J]
#define X(I,J) x[(I)*tdx + J]
int main(void)
{
  Integer exit_status=0, i, *isx=0, j, l, m, n, nfac, nvar, tdfl, tdx;
  NagError fail;
  Nag_E04_Opt options;
  Nag_FacMat matrix;
  char char_matrix[2], weight[2];
  double *com=0, *e=0, eps, *fl=0, *psi=0, *res=0, *stat=0, *wt=0, *wtptr=0;
  double *x=0;

  INIT_FAIL(fail);
  Vprintf("nag_mv_factor (g03cac) Example Program Results\n\n");

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

  Vscanf("%s",char_matrix);
  Vscanf("%s",weight);
  Vscanf("%ld",&n);
  Vscanf("%ld",&m);
  Vscanf("%ld",&nvar);
  Vscanf("%ld",&nfac);

  if (nvar>=2 && m>=nvar && n>nvar)
    {
      if ( !( com = NAG_ALLOC(nvar, double)) ||
           !( e = NAG_ALLOC(nvar, double)) ||
           !( fl = NAG_ALLOC(nvar*nfac, double)) ||
           !( psi = NAG_ALLOC(nvar, double)) ||
           !( res = NAG_ALLOC(nvar*(nvar-1)/2, double)) ||
           !( stat = NAG_ALLOC(4, double)) ||
           !( wt = NAG_ALLOC(n, double)) ||
           !( x = NAG_ALLOC((*char_matrix == 'C'?m:n)*m, double))  ||
           !( isx = NAG_ALLOC(m, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tdfl = nfac;
      tdx = m;
    }
  else
    {
      Vprintf("Invalid nvar or m or n.\n");
      exit_status = 1;
      return exit_status;
    }
  if (*char_matrix == 'C')
    {
      for (i = 0; i < m; ++i)
        {
          for (j = 0; j < m; ++j)
            Vscanf("%lf",&X(i,j));
        }
    }
  else
    {
      if (*weight == 'W' || *weight == 'w')
        {
          for (i = 0; i < n; ++i)
            {
              for (j = 0; j < m; ++j)
                Vscanf("%lf",&X(i,j));
              Vscanf("%lf",&wt[i]);
            }
          wtptr = wt;
        }
      else
        {
          for (i = 0; i < n; ++i)
            {
              for (j = 0; j < m; ++j)
                Vscanf("%lf",&X(i,j));
            }
        }
    }
  for (j = 0; j < m; ++j)
    Vscanf("%ld",&isx[j]);
  if (*char_matrix == 'D')
    {
      matrix = Nag_DataCorr;
    }
  else if (*char_matrix == 'S')
    {
      matrix = Nag_DataCovar;
    }
  else if (*char_matrix == 'C')
    {
      matrix = Nag_MatCorr_Covar;
    }

  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);
  options.max_iter = 500;
  options.optim_tol = 1e-2;
  eps = 1e-5;
  /* nag_mv_factor (g03cac).
   * Maximum likelihood estimates of parameters
   */
  nag_mv_factor(matrix, n, m, x, tdx, nvar, isx, nfac, wtptr, e,
                stat, com, psi, res, fl, tdfl, &options, eps, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_mv_factor (g03cac).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }


  Vprintf("\nEigenvalues\n\n");
  for (j = 0; j < m; ++j)
    {
      Vprintf(" %12.4e%s",e[j], (j+1)%6==0 ? "\n" : "");
    }
  Vprintf("\n\n%s%6.3f\n","    Test Statistic = ",stat[1]);
  Vprintf("%s%6.3f\n","                df = ",stat[2]);
  Vprintf("%s%6.3f\n\n","Significance level = ",stat[3]);
  Vprintf("Residuals\n\n");
  l = 1;
  for (i = 1; i <= nvar-1; ++i)
    {
      for (j = l; j <= l+i-1; ++j)
        Vprintf(" %8.3f",res[j-1]);
      Vprintf("\n");
      l += i;
    }
  Vprintf("\nLoadings, Communalities and PSI\n\n");
  for (i = 0; i < nvar; ++i)
    {
      for (j = 0; j < nfac; ++j)
        Vprintf(" %8.3f",FL(i,j));
      Vprintf("%8.3f%8.3f\n", com[i], psi[i]);
    }
 END:
  if (com) NAG_FREE(com);
  if (e) NAG_FREE(e);
  if (fl) NAG_FREE(fl);
  if (psi) NAG_FREE(psi);
  if (res) NAG_FREE(res);
  if (stat) NAG_FREE(stat);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);
  if (isx) NAG_FREE(isx);
  return exit_status;
}