/* nag_quasi_rand_uniform (g05ymc) 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 QUAS(I, J) quas[(order == Nag_ColMajor)?(J*pdquas + I):(I*pdquas + J)]

int main(int argc, char *argv[])
{
  FILE                     *fpout;
  /* Integer scalar and array declarations */
  Integer                  exit_status = 0;
  Integer                  liref, d, i, j, q_size;
  Integer                  *iref = 0;
  Integer                  pdquas;

  /* NAG structures */
  NagError                 fail;

  /* Double scalar and array declarations */
  double                   sum, tmp, vsbl;
  double                   *quas = 0;

  /* Number of dimensions */
  Integer                  idim = 8;

  /* Set the sample size */
  Integer                  n = 200;

  /* Skip the first 1000 variates */
  Integer                  iskip = 1000;

  /* Use row major order */
  Nag_OrderType            order = Nag_RowMajor;

  /* Choose the quasi generator */
  Nag_QuasiRandom_Sequence genid = Nag_QuasiRandom_Sobol;

  /* Initialise the error structure */
  INIT_FAIL(fail);

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

  fprintf(fpout, "nag_quasi_rand_uniform (g05ymc) Example Program Results\n");

  pdquas = (order == Nag_RowMajor)?idim:n;
  q_size = (order == Nag_RowMajor)?pdquas * n:pdquas * idim;

  /* Calculate the size of the reference vector */
  liref = (genid == Nag_QuasiRandom_Faure)?407:32 * idim + 7;

  /* Allocate arrays */
  if (!(quas = NAG_ALLOC(q_size, double)) ||
      !(iref = NAG_ALLOC(liref, Integer)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Initialise the Sobol generator */
  nag_quasi_init(genid, idim, iref, liref, iskip, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_quasi_init (g05ylc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

  /* Generate n quasi-random variates */
  nag_quasi_rand_uniform(order, n, quas, pdquas, iref, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_quasi_rand_uniform (g05ymc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Estimate integral by evaluating function at each variate and summing */
  sum = 0.0e0;
  for (i = 0; i < n; i++)
    {
      tmp = 1.0e0;
      for (d = 0; d < idim; d++)
        tmp *= fabs(4.0e0 * QUAS(i, d) - 2.0e0);
      sum += tmp;
    }

  /* Convert sum to mean value */
  vsbl = sum / (double) n;

  /* Print the estimated value of the integral */
  fprintf(fpout, "Value of integral =  %8.4f\n\n", vsbl);

  /* Display the first 10 variates used */
  fprintf(fpout, "First 10 variates\n");
  for (i = 0; i < 10; i++)
    {
      fprintf(fpout, " %3ld ", i + 1);
      for (j = 0; j < idim; j++)
        fprintf(fpout, "%8.4f%s", QUAS(i, j), ((j+1)%20)?" ":"\n");
      if (idim%20) fprintf(fpout, "\n");
    }

 END:
  if (fpout != stdout) fclose(fpout);
  if (quas) NAG_FREE(quas);
  if (iref) NAG_FREE(iref);

  return exit_status;
}