/* nag_cov_to_corr (g02bwc) Example Program.
 *
 * Copyright 2002 Numerical Algorithms Group.
 *
 * Mark 7, 2002.
 */

#include <stdio.h>
#include <string.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#include <nagx04.h>

int main(int argc, char *argv[])
{
  FILE          *fpin, *fpout;
  char          *outfile = 0;
  /* Arrays */
  char          nag_enum_mean[40], nag_enum_weight[40];
  double        *c = 0, *wmean = 0, *wt = 0, *x = 0;
  double        *wtptr = 0;
  /* Scalars */
  double        sw;
  Integer       exit_status, j, k, m, n, pdx;
  Nag_OrderType order;
  Nag_SumSquare mean;
  Nag_Boolean   weight;
  NagError      fail;

#ifdef NAG_COLUMN_MAJOR
#define X(I, J) x[(J-1)*pdx + I - 1]
  order = Nag_ColMajor;
#else
#define X(I, J) x[(I-1)*pdx + J - 1]
  order = Nag_RowMajor;
#endif

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  (void) nag_example_file_io(argc, argv, "-nag_write", &outfile);
  exit_status = 0;
  fprintf(fpout, "nag_cov_to_corr (g02bwc) Example Program Results\n");

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

  while (fscanf(fpin, "%s %s %ld%ld%*[^\n]",
                nag_enum_mean, nag_enum_weight, &m, &n) != EOF)
    {
      /* nag_enum_name_to_value(x04nac).
       * Converts NAG enum member name to value
       */
      mean = (Nag_SumSquare) nag_enum_name_to_value(nag_enum_mean);
      weight = (Nag_Boolean) nag_enum_name_to_value(nag_enum_weight);
      /* Allocate memory */
      if (!(c = NAG_ALLOC((m*(m+1))/2, double)) ||
          !(wmean = NAG_ALLOC(m, double)) ||
          !(wt = NAG_ALLOC(n, double)) ||
          !(x = NAG_ALLOC(n * m, double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }
#ifdef NAG_COLUMN_MAJOR
      pdx = n;
#else
      pdx = m;
#endif
      for (j = 1; j <= n; ++j)
        fscanf(fpin, "%lf", &wt[j-1]);
      fscanf(fpin, "%*[^\n] ");

      for (j = 1; j <= n; ++j)
        {
          for (k = 1; k <= m; ++k)
            fscanf(fpin, "%lf", &X(j, k));
        }
      fscanf(fpin, "%*[^\n] ");

      if (weight)
        wtptr = wt;

      /* Calculate the sums of squares and cross-products matrix */
      /* nag_sum_sqs (g02buc).
       * Computes a weighted sum of squares matrix
       */
      nag_sum_sqs(order, mean, n, m, x, pdx, wtptr, &sw, wmean, c, &fail);
      if (fail.code != NE_NOERROR)
        {
          fprintf(fpout, "Error from nag_sum_sqs (g02buc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      /* Calculate the correlation matrix */
      /* nag_cov_to_corr (g02bwc).
       * Computes a correlation matrix from a sum of squares
       * matrix
       */
      nag_cov_to_corr(m, c, &fail);

      /* Print the correlation matrix */
      if (fail.code == NE_NOERROR)
        {
          fprintf(fpout, "\n");
          /* nag_pack_real_mat_print (x04ccc).
           * Print real packed triangular matrix (easy-to-use)
           */
          if (outfile) fclose(fpout);
          nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m,
                                  c, "Correlation matrix", outfile, &fail);
          if (outfile && !(fpout = fopen(outfile, "a")))
            {
              exit_status = 2;
              goto END;
            }
          if (fail.code != NE_NOERROR)
            {
              fprintf(fpout,
                      "Error from nag_pack_real_mat_print (x04ccc).\n%s\n",
                      fail.message);
              exit_status = 1;
              goto END;
            }
        }
      else if (fail.code == NE_ZERO_VARIANCE)
        {
          fprintf(fpout, "\n");
          fprintf(fpout, "NOTE: some variances are zero\n\n");
          /* nag_pack_real_mat_print (x04ccc), see above. */
          if (outfile) fclose(fpout);
          nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m,
                                  c, "Correlation matrix", outfile, &fail);
          if (outfile && !(fpout = fopen(outfile, "a")))
            {
              exit_status = 2;
              goto END;
            }
          if (fail.code != NE_NOERROR)
            {
              fprintf(fpout,
                      "Error from nag_pack_real_mat_print (x04ccc).\n%s\n",
                      fail.message);
              exit_status = 1;
              goto END;
            }
        }
      else
        {
          fprintf(fpout, "Error from nag_cov_to_corr (g02bwc).\n%s\n",
                  fail.message);
          exit_status = 1;
          goto END;
        }

      if (c) NAG_FREE(c);
      if (wmean) NAG_FREE(wmean);
      if (wt) NAG_FREE(wt);
      if (x) NAG_FREE(x);
    }

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (c) NAG_FREE(c);
  if (wmean) NAG_FREE(wmean);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);

  return exit_status;
}