/* nag_mv_canon_corr (g03adc) Example Program. * * Copyright 1998 Numerical Algorithms Group. * * Mark 5, 1998. * Mark 8 revised, 2004. * */ #include #include #include #include #define Z(I, J) z[(I) *tdz + J] #define CVX(I, J) cvx[(I) *tdcvx + J] #define CVY(I, J) cvy[(I) *tdcvy + J] #define E(I, J) e[(I) *tde + J] int main(void) { Integer exit_status = 0, i, *isz = 0, j, m, n, ncv, nx, ny, tdcvx, tdcvy, tde = 6; Integer tdz; NagError fail; char weight[2]; double *cvx = 0, *cvy = 0, *e = 0, tol, *wt = 0, *wtptr, *z = 0; INIT_FAIL(fail); printf("nag_mv_canon_corr (g03adc) Example Program Results\n\n"); /* Skip heading in data file */ scanf("%*[^\n]"); scanf("%ld", &n); scanf("%ld", &m); scanf("%ld", &nx); scanf("%ld", &ny); scanf("%1s", weight); if (nx >= 1 && ny >= 1 && n > nx+ny && m >= nx+ny) { if (!(z = NAG_ALLOC(n*m, double)) || !(wt = NAG_ALLOC(n, double)) || !(isz = NAG_ALLOC(m, Integer)) || !(cvx = NAG_ALLOC(nx*(MIN(nx, ny)), double)) || !(cvy = NAG_ALLOC(ny*(MIN(nx, ny)), double)) || !(e = NAG_ALLOC((MIN(nx, ny))*6, double)) ) { printf("Allocation failure\n"); exit_status = -1; goto END; } tdz = m; tdcvx = MIN(nx, ny); tdcvy = MIN(nx, ny); tde = 6; } else { printf("Invalid nx or ny or n or m.\n"); exit_status = 1; return exit_status; } if (*weight == 'W') { for (i = 0; i < n; ++i) { for (j = 0; j < m; ++j) scanf("%lf", &Z(i, j)); scanf("%lf", &wt[i]); } wtptr = wt; } else { for (i = 0; i < n; ++i) { for (j = 0; j < m; ++j) scanf("%lf", &Z(i, j)); } wtptr = 0; } for (j = 0; j < m; ++j) scanf("%ld", &isz[j]); tol = 1e-6; /* nag_mv_canon_corr (g03adc). * Canonical correlation analysis */ nag_mv_canon_corr(n, m, z, tdz, isz, nx, ny, wtptr, e, tde, &ncv, cvx, tdcvx, cvy, tdcvy, tol, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_mv_canon_corr (g03adc).\n%s\n", fail.message); exit_status = 1; goto END; } printf("\n%s%2ld%s%2ld\n\n", "Rank of x = ", nx, " Rank of y = ", ny); printf(" Canonical Eigenvalues Percentage Chisq " " DF Sig\n"); printf(" correlations variation\n"); for (i = 0; i < ncv; ++i) { for (j = 0; j < 6; ++j) printf("%12.4f", E(i, j)); printf("\n"); } printf("\nCanonical coefficients for x\n"); for (i = 0; i < nx; ++i) { for (j = 0; j < ncv; ++j) printf("%9.4f", CVX(i, j)); printf("\n"); } printf("\nCanonical coefficients for y\n"); for (i = 0; i < ny; ++i) { for (j = 0; j < ncv; ++j) printf("%9.4f", CVY(i, j)); printf("\n"); } END: NAG_FREE(z); NAG_FREE(wt); NAG_FREE(isz); NAG_FREE(cvx); NAG_FREE(cvy); NAG_FREE(e); return exit_status; }