/* nag_cov_to_corr (g02bwc) Example Program. * * Copyright 2002 Numerical Algorithms Group. * * Mark 7, 2002. */ #include #include #include #include #include #include int main(void) { /* Scalars */ double sw; Integer exit_status, j, k, m, n, pdx; NagError fail; Nag_OrderType order; Nag_SumSquare mean_enum; /* Arrays */ char mean[2], weight[2]; double *c=0, *wmean=0, *wt=0, *x=0; double *wtptr=0; #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); exit_status = 0; Vprintf("nag_cov_to_corr (g02bwc) Example Program Results\n"); /* Skip heading in data file */ Vscanf("%*[^\n] "); while (scanf("' %1s ' ' %1s '%ld%ld%*[^\n]", mean, weight, &m, &n) != EOF) { /* 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)) ) { Vprintf("Allocation failure\n"); exit_status = -1; goto END; } #ifdef NAG_COLUMN_MAJOR pdx = n; #else pdx = m; #endif for (j = 1; j <= n; ++j) Vscanf("%lf", &wt[j-1]); Vscanf("%*[^\n] "); for (j = 1; j <= n; ++j) { for (k = 1; k <= m; ++k) Vscanf("%lf", &X(j,k)); } Vscanf("%*[^\n] "); if (mean[0] == 'M') mean_enum = Nag_AboutMean; else if (mean[0] == 'Z') mean_enum = Nag_AboutZero; else { Vprintf("Incorrect value for mean\n"); exit_status = -1; goto END; } if (weight[0] == 'W') 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_enum, n, m, x, pdx, wtptr, &sw, wmean, c, &fail); if (fail.code != NE_NOERROR) { Vprintf("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) { Vprintf("\n"); /* nag_pack_real_mat_print (x04ccc). * Print real packed triangular matrix (easy-to-use) */ nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m, c, "Correlation matrix", 0, &fail); if (fail.code != NE_NOERROR) { Vprintf("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) { Vprintf("\n"); Vprintf("NOTE: some variances are zero\n\n"); /* nag_pack_real_mat_print (x04ccc), see above. */ nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m, c, "Correlation matrix", 0, &fail); if (fail.code != NE_NOERROR) { Vprintf("Error from nag_pack_real_mat_print (x04ccc).\n%s\n", fail.message); exit_status = 1; goto END; } } else { Vprintf("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 (c) NAG_FREE(c); if (wmean) NAG_FREE(wmean); if (wt) NAG_FREE(wt); if (x) NAG_FREE(x); return exit_status; }