/* nag_rand_corr_matrix (g05pyc) Example Program.
 *
 * Copyright 2008, Numerical Algorithms Group.
 *
 * Mark 9, 2009.
 */
/* Pre-processor includes */
#include <stdio.h>
#include <math.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg05.h>

#define C(I, J) c[J*pdc + I]

int main(int argc, char *argv[])
{
  FILE        *fpin, *fpout;
  /* Integer scalar and array declarations */
  Integer     exit_status = 0;
  Integer     i, j, lstate, n, c_size;
  Integer     *state = 0;
  Integer     pdc;
  /* NAG structures */
  NagError    fail;
  /* Double scalar and array declarations */
  double      *c = 0, *d = 0;
  /* Set tolerance */
  double      eps = 0.00001e0;
  /* Choose the base generator */
  Nag_BaseRNG genid = Nag_Basic;
  Integer     subid = 0;
  /* Set the seed */
  Integer     seed[] = { 1762543 };
  Integer     lseed = 1;

  /* Initialise the error structure */
  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);

  fprintf(fpout, "nag_rand_corr_matrix (g05pyc) Example Program Results\n\n");

  /* Get the length of the state array */
  lstate = -1;
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Read data from a file */
  /* Skip heading*/
  fscanf(fpin, "%*[^\n] ");
  /* Read in initial parameters */
  fscanf(fpin, "%ld%*[^\n] ", &n);

  pdc = n;
  c_size = pdc * n;

  /* Allocate arrays */
  if (!(c = NAG_ALLOC(c_size, double)) ||
      !(d = NAG_ALLOC(n, double)) ||
      !(state = NAG_ALLOC(lstate, Integer)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Read in the eigenvalues */
  for (i = 0; i < n; i++)
    fscanf(fpin, "%lf ", &d[i]);
  fscanf(fpin, "%*[^\n] ");

  /* Initialise the generator to a repeatable sequence */
  nag_rand_init_repeatable(genid, subid, seed, lseed, state, &lstate, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rand_init_repeatable (g05kfc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Generate the correlation matrix*/
  nag_rand_corr_matrix(n, d, eps, state, c, pdc, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rand_corr_matrix (g05pyc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the results */
  for (i = 0; i < n; i++)
    {
      fprintf(fpout, "  ");
      for (j = 0; j < n; j++)
        fprintf(fpout, "%8.3f%s", C(i, j), (j+1)%10?" ":"\n");
      if (n%10) fprintf(fpout, "\n");
    }

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (c) NAG_FREE(c);
  if (d) NAG_FREE(d);
  if (state) NAG_FREE(state);

  return exit_status;
}