/* nag_robust_m_corr_user_fn (g02hlc) Example Program.
 *
 * Copyright 2002 Numerical Algorithms Group.
 *
 * Mark 7, 2002.
 * Mark 7b revised, 2004.
 */

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

static void NAG_CALL ucv(double t, double *u, double *ud, double *w,
                         double *wd, Nag_Comm *comm);

int main(int argc, char *argv[])
{
  FILE          *fpin, *fpout;

  /* Scalars */
  double        bd, bl, tol;
  Integer       exit_status, i__, indm, j, k, l1, l2, m, maxit, mm, n, nit,
                nitmon;
  Integer       pdx;
  NagError      fail;
  Nag_OrderType order;
  Nag_Comm      comm;


  /* Arrays */
  double        *a = 0, *cov = 0, *theta = 0, *userp = 0, *wt = 0, *x = 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);

  /* Check for command-line IO options */
  fpin = nag_example_file_io(argc, argv, "-data", NULL);
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  exit_status = 0;
  fprintf(fpout,
          "nag_robust_m_corr_user_fn (g02hlc) Example Program Results\n");

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

  /* Read in the dimensions of X */
  fscanf(fpin, "%ld%ld%*[^\n] ", &n, &m);

  /* Allocate memory */
  if (!(a = NAG_ALLOC(m*(m+1)/2, double)) ||
      !(cov = NAG_ALLOC(m*(m+1)/2, double)) ||
      !(theta = NAG_ALLOC(m, double)) ||
      !(userp = NAG_ALLOC(2, 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

  /* Read in the X matrix */
  for (i__ = 1; i__ <= n; ++i__)
    {
      for (j = 1; j <= m; ++j)
        fscanf(fpin, "%lf", &X(i__, j));
      fscanf(fpin, "%*[^\n] ");
    }
  /* Read in the initial value of A */
  mm = (m + 1) * m / 2;
  for (j = 1; j <= mm; ++j)
    fscanf(fpin, "%lf", &a[j - 1]);
  fscanf(fpin, "%*[^\n] ");

  /* Read in the initial value of theta */
  for (j = 1; j <= m; ++j)
    fscanf(fpin, "%lf", &theta[j - 1]);
  fscanf(fpin, "%*[^\n] ");

  /* Read in the values of the parameters of the ucv functions */
  fscanf(fpin, "%lf%lf%*[^\n] ", &userp[0], &userp[1]);
  /* Set the values of remaining parameters */
  indm = 1;
  bl = 0.9;
  bd = 0.9;
  maxit = 50;
  tol = 5e-5;
  /* Change nitmon to a positive value if monitoring information
   *          is required
   */
  nitmon = 0;
  comm.p = (void *) userp;

  /* nag_robust_m_corr_user_fn (g02hlc).
   * Calculates a robust estimation of a correlation matrix,
   * user-supplied weight function plus derivatives
   */
  nag_robust_m_corr_user_fn(order, ucv, indm, n, m, x, pdx, cov, a, wt,
                            theta, bl, bd, maxit, nitmon, 0, tol, &nit, &comm,
                            &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_robust_m_corr_user_fn (g02hlc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  fprintf(fpout, "\n");
  fprintf(fpout, "nag_robust_m_corr_user_fn (g02hlc) required %4ld "
          "iterations to converge\n\n", nit);
  fprintf(fpout, "Robust covariance matrix\n");
  l2 = 0;
  for (j = 1; j <= m; ++j)
    {
      l1 = l2 + 1;
      l2 += j;
      for (k = l1; k <= l2; ++k)
        fprintf(fpout, "%10.3f%s", cov[k - 1], k%6 == 0 || k == l2?"\n":" ");
    }
  fprintf(fpout, "\n");

  fprintf(fpout, "Robust estimates of theta\n");
  for (j = 1; j <= m; ++j)
    fprintf(fpout, " %10.3f\n", theta[j - 1]);

 END:
  if (fpin != stdin) fclose(fpin);
  if (fpout != stdout) fclose(fpout);
  if (a) NAG_FREE(a);
  if (cov) NAG_FREE(cov);
  if (theta) NAG_FREE(theta);
  if (userp) NAG_FREE(userp);
  if (wt) NAG_FREE(wt);
  if (x) NAG_FREE(x);

  return exit_status;
}
void NAG_CALL ucv(double t, double *u, double *ud, double *w, double *wd,
                  Nag_Comm *comm)
{
  double t2, cu, cw;
  double *userp = (double *) comm->p;

  /* Function Body */
  cu = userp[0];
  *u = 1.0;
  *ud = 0.0;
  if (t != 0.0)
    {
      t2 = t * t;
      if (t2 > cu)
        {
          *u = cu / t2;
          *ud = *u * -2.0 / t;
        }
    }
  /* w function and derivative */
  cw = userp[1];
  if (t > cw)
    {
      *w = cw / t;
      *wd = -(*w) / t;
    }
  else
    {
      *w = 1.0;
      *wd = 0.0;
    }
  return;
}