/* nag_rngs_multi_normal (g05lzc) Example Program.
 *
 * Copyright 2001 Numerical Algorithms Group.
 *
 * Mark 7, 2001.
 * Mark 7b revised, 2004.
 */

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>

int main(void)
{
  /* Scalars */
  Integer  igen, j, m;
  Integer  exit_status=0;
  Integer  pdc;
  NagError fail;
  Nag_OrderType order;

  /* Arrays */
  double   *c=0, *r=0, *x=0, *xmu=0;
  Integer  iseed[4];

#ifdef NAG_COLUMN_MAJOR
#define C(I,J) c[(J-1)*pdc + I - 1]
  order = Nag_ColMajor;
#else
#define C(I,J) c[(I-1)*pdc + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);
  Vprintf("nag_rngs_multi_normal (g05lzc) Example Program Results\n\n");

  m = 2;
  /* Allocate memory */
  if ( !(c = NAG_ALLOC(m * m, double)) ||
       !(r = NAG_ALLOC((m+1)*(m+2)/2, double)) ||
       !(x = NAG_ALLOC(m, double)) ||
       !(xmu = NAG_ALLOC(m, double)) )
    {
      Vprintf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

#ifdef NAG_COLUMN_MAJOR
  pdc = m;
#else
  pdc = m;
#endif

  /* Initialise the seed to a repeatable sequence */
  iseed[0] = 1762543;
  iseed[1] = 9324783;
  iseed[2] = 42344;
  iseed[3] = 742355;
  /* igen identifies the stream. */
  igen = 1;
  /* nag_rngs_init_repeatable (g05kbc).
   * Initialize seeds of a given generator for random number
   * generating functions (that pass seeds explicitly) to give
   * a repeatable sequence
   */
  nag_rngs_init_repeatable(&igen, iseed);

  C(1, 1) = 2.0;
  C(2, 1) = 1.0;
  C(1, 2) = 1.0;
  C(2, 2) = 3.0;

  xmu[0] = 1.0;
  xmu[1] = 2.0;

  /* Set up reference vector and generate numbers */
  /* nag_rngs_multi_normal (g05lzc).
   * Generates a vector of random numbers from a multivariate
   * Normal distribution, seeds and generator number passed
   * explicitly
   */
  nag_rngs_multi_normal(order, 0, m, xmu, c, m, x, igen, iseed, r, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_rngs_multi_normal (g05lzc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
  for (j = 0; j < m; ++j)
    Vprintf("%10.4f\n",   x[j]);

  /* Generate numbers */
  /* nag_rngs_multi_normal (g05lzc), see above. */
  nag_rngs_multi_normal(order, 2, m, xmu, c, m, x, igen, iseed, r, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_rngs_multi_normal (g05lzc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
  for (j = 0; j < m; ++j)
    Vprintf("%10.4f\n", x[j]);
 END:
  if (c) NAG_FREE(c);
  if (r) NAG_FREE(r);
  if (x) NAG_FREE(x);
  if (xmu) NAG_FREE(xmu);
  return exit_status;
}