/* nag_rgsn_matrix_multi_normal (g05lyc) Example Program.
 *
 * Copyright 2004 Numerical Algorithms Group.
 *
 * Mark 8, 2004.
 */

#include <stdio.h>
#include <nag.h>
#include <nagx04.h>
#include <nag_stdlib.h>
#include <nagg05.h>

int main(int argc, char *argv[])
{
  FILE          *fpout;
  /* Scalars */
  Integer       exit_status, i, igen, j, lr, m, mode, n, pdc, pdx;

  /* Arrays */
  double        *c = 0, *r = 0, *x = 0, *xmu = 0;
  Integer       iseed[4];

  /* Nag types */
  NagError      fail;
  Nag_OrderType order;

  /* Set the number of variables and variates */
  m = 4;
  n = 10;
  lr = m * (m + 1) + 2;
  pdc = m;

#ifdef NAG_COLUMN_MAJOR
#define C(I, J) c[(J-1)*pdc + I - 1]
#define X(I, J) x[(J-1)*pdx + I - 1]
  order = Nag_ColMajor;
  pdx = n;
#else
#define C(I, J) c[(I-1)*pdc + J - 1]
#define X(I, J) x[(I-1)*pdx + J - 1]
  order = Nag_RowMajor;
  pdx = m;
#endif

#define XMU(I) xmu[I - 1]

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  exit_status = 0;

  /* Allocate memory */
  if (!(c = NAG_ALLOC(m * m, double)) ||
      !(r = NAG_ALLOC(lr, double)) ||
      !(x = NAG_ALLOC(n * m, double)) ||
      !(xmu = NAG_ALLOC(m, double)))
    {
      fprintf(fpout, "Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  fprintf(fpout,
          "nag_rgsn_matrix_multi_normal (g05lyc) Example Program Results\n\n");

  /* Initialise the seed to a repeatable sequence */
  iseed[0] = 1762543;
  iseed[1] = 9324783;
  iseed[2] = 42344;
  iseed[3] = 742355;

  /* Choose the random generator to use */
  igen = 1;

  /* Initialise the random generator */
  /* nag_rngs_init_repeatable (g05kbc).
   * Initialize seeds of a given generator for random number
   * generating functions (that pass seeds explicitly) to give
   * a repeatable sequence
   */
  nag_rngs_init_repeatable(&igen, iseed);

  /* Input the upper triangle portion of the covariance matrix */
  C(1, 1) = 1.69;
  C(1, 2) = 0.39;
  C(1, 3) = -1.86;
  C(1, 4) = 0.07;
  C(2, 2) = 98.01;
  C(2, 3) = -7.07;
  C(2, 4) = -0.71;
  C(3, 3) = 11.56;
  C(3, 4) = 0.03;
  C(4, 4) = 0.01;

  /* Input the means */
  XMU(1) = 1.0;
  XMU(2) = 2.0;
  XMU(3) = -3.0;
  XMU(4) = 0.0;

  /* Set the mode */
  mode = 0;

  /* Set up reference vector and generate n numbers */
  /* nag_rgsn_matrix_multi_normal (g05lyc).
   * Generates a matrix of random numbers from a multivariate
   * Normal distribution, seeds and generator passed
   * explicitly
   */
  nag_rgsn_matrix_multi_normal(order, mode, m, xmu, c, pdc, n, x, pdx, igen,
                               iseed, r, lr, &fail);
  if (fail.code != NE_NOERROR)
    {
      fprintf(fpout, "Error from nag_rgsn_matrix_multi_normal (g05lyc).\n%s\n",
              fail.message);
      exit_status = 1;
      goto END;
    }

  /* Display the results */
  for (i = 1; i <= n; ++i)
    {
      for (j = 1; j <= m; ++j)
        {
          fprintf(fpout, "%10.4f ", X(i, j));
        }
      fprintf(fpout, "\n");
    }

 END:
  if (fpout != stdout) fclose(fpout);
  if (c) NAG_FREE(c);
  if (r) NAG_FREE(r);
  if (x) NAG_FREE(x);
  if (xmu) NAG_FREE(xmu);

  return exit_status;
}