/* nag_nearest_correlation (g02aac) Example Program.
 *
 * Copyright 2008, Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <string.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg02.h>

int main(int argc, char *argv[])
{
  FILE          *fpout;
  /*Integer scalar and array declarations */
  Integer       exit_status = 0;
  Integer       feval, i, iter, j, maxit, maxits, n;
  Integer       ldg, pdg, pdx;
  /*Double scalar and array declarations */
  double        errtol, nrmgrd;
  double        *g = 0, *x = 0;
  Nag_OrderType order;
  NagError      fail;

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpout = nag_example_file_io(argc, argv, "-results", NULL);

  fprintf(fpout, "%s\n",
          "nag_nearest_correlation (g02aac) Example Program Results");
  fprintf(fpout, "\n");
  n = 4;
  ldg = 5;
    #ifdef NAG_COLUMN_MAJOR
  pdg = ldg;
    #define G(I, J) g[(J-1)*pdg + I-1]
  pdx = n;
    #define X(I, J) x[(J-1)*pdx + I-1]
  order = Nag_ColMajor;
    #else
  pdg = n;
    #define G(I, J) g[(I-1)*pdg + J-1]
  pdx = n;
    #define X(I, J) x[(I-1)*pdx + J-1]
  order = Nag_RowMajor;
    #endif
  if (!(g = NAG_ALLOC(ldg*n, double)) ||
      !(x = NAG_ALLOC(n*n, double)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Set up matrix G*/
  for (j = 1; j <= n; j++)
    {
      for (i = 1; i <= n; i++)
        G(i, j) = 0.0;
      G(j, j) = 2.00e0;
    }
  for (j = 2; j <= n; j++)
    {
      G(j-1, j) = (-(1.00e0));
      G(j, j-1) = (-(1.00e0));
    }
  /* Set up method parameters*/
  errtol = 1.00e-7;
  maxits = 200;
  maxit = 10;
  /*
   * nag_nearest_correlation (g02aac)
   * Computes the nearest correlation matrix to a real square matrix,
   * using the method of Qi and Sun
   */
  nag_nearest_correlation(order, g, pdg, n, errtol, maxits, maxit, x, pdx,
                          &iter, &feval, &nrmgrd, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_nearest_correlation (g02aac).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }
  fprintf(fpout, "%s\n", "     Nearest Correlation Matrix");
  for (i = 1; i <= n; i++)
    {
      for (j = 1; j <= n; j++)
        fprintf(fpout, "%11.5f%s", X(i, j), j%4?" ":"\n");
    }
  fprintf(fpout, "\n");
  fprintf(fpout, "\n");
  fprintf(fpout, "%s%11ld\n", " Number of Newton steps taken:", iter);
  fprintf(fpout, "%s%9ld\n", " Number of function evaluations:", feval);
  if (nrmgrd > errtol)
    fprintf(fpout, "%s %12.3e\n", " Norm of gradient of last Newton step:",
            nrmgrd);
  fprintf(fpout, "\n");

 END:
  if (fpout != stdout) fclose(fpout);
  if (g) NAG_FREE(g);
  if (x) NAG_FREE(x);

  return exit_status;
}