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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_mv_cluster_hier (g03ec)

## Purpose

nag_mv_cluster_hier (g03ec) performs hierarchical cluster analysis.

## Syntax

[d, ilc, iuc, cd, iord, dord, ifail] = g03ec(method, n, d)
[d, ilc, iuc, cd, iord, dord, ifail] = nag_mv_cluster_hier(method, n, d)

## Description

Given a distance or dissimilarity matrix for $n$ objects (see nag_mv_distance_mat (g03ea)), cluster analysis aims to group the $n$ objects into a number of more or less homogeneous groups or clusters. With agglomerative clustering methods, a hierarchical tree is produced by starting with $n$ clusters, each with a single object and then at each of $n-1$ stages, merging two clusters to form a larger cluster, until all objects are in a single cluster. This process may be represented by a dendrogram (see nag_mv_cluster_hier_dendrogram (g03eh)).
At each stage, the clusters that are nearest are merged, methods differ as to how the distances between the new cluster and other clusters are computed. For three clusters $i$, $j$ and $k$ let ${n}_{i}$, ${n}_{j}$ and ${n}_{k}$ be the number of objects in each cluster and let ${d}_{ij}$, ${d}_{ik}$ and ${d}_{jk}$ be the distances between the clusters. Let clusters $j$ and $k$ be merged to give cluster $jk$, then the distance from cluster $i$ to cluster $jk$, ${d}_{i.jk}$ can be computed in the following ways.
 1 Single link or nearest neighbour : ${d}_{i.jk}=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left({d}_{ij},{d}_{ik}\right)$. 2 Complete link or furthest neighbour : ${d}_{i.jk}=\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left({d}_{ij},{d}_{ik}\right)$. 3 Group average : ${d}_{i.jk}=\frac{{n}_{j}}{{n}_{j}+{n}_{k}}{d}_{ij}+\frac{{n}_{k}}{{n}_{j}+{n}_{k}}{d}_{ik}$. 4 Centroid : ${d}_{i.jk}=\frac{{n}_{j}}{{n}_{j}+{n}_{k}}{d}_{ij}+\frac{{n}_{k}}{{n}_{j}+{n}_{k}}{d}_{ik}-\frac{{n}_{j}{n}_{k}}{{\left({n}_{j}+{n}_{k}\right)}^{2}}{d}_{jk}$. 5 Median : ${d}_{i.jk}=\frac{1}{2}{d}_{ij}+\frac{1}{2}{d}_{ik}-\frac{1}{4}{d}_{jk}$. 6 Minimum variance : ${d}_{i.jk}=\left\{\left({n}_{i}+{n}_{j}\right){d}_{ij}+\left({n}_{i}+{n}_{k}\right){d}_{ik}-{n}_{i}{d}_{jk}\right\}/\left({n}_{i}+{n}_{j}+{n}_{k}\right)$.
For further details see Everitt (1974) or Krzanowski (1990).
If the clusters are numbered $1,2,\dots ,n$ then, for convenience, if clusters $j$ and $k$, $j, merge then the new cluster will be referred to as cluster $j$. Information on the clustering history is given by the values of $j$, $k$ and ${d}_{jk}$ for each of the $n-1$ clustering steps. In order to produce a dendrogram, the ordering of the objects such that the clusters that merge are adjacent is required. This ordering is computed so that the first element is $1$. The associated distances with this ordering are also computed.

## References

Everitt B S (1974) Cluster Analysis Heinemann
Krzanowski W J (1990) Principles of Multivariate Analysis Oxford University Press

## Parameters

### Compulsory Input Parameters

1:     $\mathrm{method}$int64int32nag_int scalar
Indicates which clustering method is used.
${\mathbf{method}}=1$
${\mathbf{method}}=2$
${\mathbf{method}}=3$
Group average.
${\mathbf{method}}=4$
Centroid.
${\mathbf{method}}=5$
Median.
${\mathbf{method}}=6$
Minimum variance.
Constraint: ${\mathbf{method}}=1$, $2$, $3$, $4$, $5$ or $6$.
2:     $\mathrm{n}$int64int32nag_int scalar
$n$, the number of objects.
Constraint: ${\mathbf{n}}\ge 2$.
3:     $\mathrm{d}\left({\mathbf{n}}×\left({\mathbf{n}}-1\right)/2\right)$ – double array
The strictly lower triangle of the distance matrix. $D$ must be stored packed by rows, i.e., ${\mathbf{d}}\left(\left(i-1\right)\left(i-2\right)/2+j\right)$, $i>j$ must contain ${d}_{ij}$.
Constraint: ${\mathbf{d}}\left(\mathit{i}\right)\ge 0.0$, for $\mathit{i}=1,2,\dots ,n\left(n-1\right)/2$.

None.

### Output Parameters

1:     $\mathrm{d}\left({\mathbf{n}}×\left({\mathbf{n}}-1\right)/2\right)$ – double array
Is overwritten.
2:     $\mathrm{ilc}\left({\mathbf{n}}-1\right)$int64int32nag_int array
${\mathbf{ilc}}\left(\mathit{l}\right)$ contains the number, $j$, of the cluster merged with cluster $k$ (see iuc), $j, at step $\mathit{l}$, for $\mathit{l}=1,2,\dots ,n-1$.
3:     $\mathrm{iuc}\left({\mathbf{n}}-1\right)$int64int32nag_int array
${\mathbf{iuc}}\left(\mathit{l}\right)$ contains the number, $k$, of the cluster merged with cluster $j$, $j, at step $\mathit{l}$, for $\mathit{l}=1,2,\dots ,n-1$.
4:     $\mathrm{cd}\left({\mathbf{n}}-1\right)$ – double array
${\mathbf{cd}}\left(\mathit{l}\right)$ contains the distance ${d}_{jk}$, between clusters $j$ and $k$, $j, merged at step $\mathit{l}$, for $\mathit{l}=1,2,\dots ,n-1$.
5:     $\mathrm{iord}\left({\mathbf{n}}\right)$int64int32nag_int array
The objects in dendrogram order.
6:     $\mathrm{dord}\left({\mathbf{n}}\right)$ – double array
The clustering distances corresponding to the order in iord. ${\mathbf{dord}}\left(\mathit{l}\right)$ contains the distance at which cluster ${\mathbf{iord}}\left(\mathit{l}\right)$ and ${\mathbf{iord}}\left(\mathit{l}+1\right)$ merge, for $\mathit{l}=1,2,\dots ,n-1$. ${\mathbf{dord}}\left(n\right)$ contains the maximum distance.
7:     $\mathrm{ifail}$int64int32nag_int scalar
${\mathbf{ifail}}={\mathbf{0}}$ unless the function detects an error (see Error Indicators and Warnings).

## Error Indicators and Warnings

Errors or warnings detected by the function:
${\mathbf{ifail}}=1$
 On entry, ${\mathbf{method}}\ne 1$, $2$, $3$, $4$, $5$ or $6$, or ${\mathbf{n}}<2$.
${\mathbf{ifail}}=2$
 On entry, ${\mathbf{d}}\left(i\right)<0.0$ for some $i=1,2,\dots ,n\left(n-1\right)/2$.
${\mathbf{ifail}}=3$
A true dendrogram cannot be formed because the distances at which clusters have merged are not increasing for all steps, i.e., ${\mathbf{cd}}\left(l\right)<{\mathbf{cd}}\left(l-1\right)$ for some $l=2,3,\dots ,n-1$. This can occur for the median and centroid methods.
${\mathbf{ifail}}=-99$
${\mathbf{ifail}}=-399$
Your licence key may have expired or may not have been installed correctly.
${\mathbf{ifail}}=-999$
Dynamic memory allocation failed.

## Accuracy

For ${\mathbf{method}}\ge 3$ slight rounding errors may occur in the calculations of the updated distances. These would not normally significantly affect the results, however there may be an effect if distances are (almost) equal.
If at a stage, two distances ${d}_{ij}$ and ${d}_{kl}$, ($i) or ($i=k$), and $j, are equal then clusters $k$ and $l$ will be merged rather than clusters $i$ and $j$. For single link clustering this choice will only affect the order of the objects in the dendrogram. However, for other methods the choice of $kl$ rather than $ij$ may affect the shape of the dendrogram. If either of the distances ${d}_{ij}$ and ${d}_{kl}$ is affected by rounding errors then their equality, and hence the dendrogram, may be affected.

The dendrogram may be formed using nag_mv_cluster_hier_dendrogram (g03eh). Groupings based on the clusters formed at a given distance can be computed using nag_mv_cluster_hier_indicator (g03ej).

## Example

Data consisting of three variables on five objects are read in. Euclidean squared distances based on two variables are computed using nag_mv_distance_mat (g03ea), the objects are clustered using nag_mv_cluster_hier (g03ec) and the dendrogram computed using nag_mv_cluster_hier_dendrogram (g03eh). The dendrogram is then printed.
```function g03ec_example

fprintf('g03ec example results\n\n');

x = [1, 5, 2;
2, 1, 1;
3, 4, 3;
4, 1, 2;
5, 5, 0];
[n,m]  = size(x);

isx    = ones(m,1,'int64');
isx(1) = int64(0);
s      = ones(m,1);
ld     = (n*(n-1))/2;
d      = zeros(ld,1);

% Compute the distance matrix
update = 'I';
dist = 'S';
scal = 'U';
[s, d, ifail] = g03ea( ...
update, dist, scal, x, isx, s, d);

% Clustering method
method = int64(5);
% Perform clustering
n      = int64(n);
[d, ilc, iuc, cd, iord, dord, ifail] = ...
g03ec(method, n, d);

row = {'A'; 'B'; 'C'; 'D'; 'E'};
fprintf('  Distance   Clusters Joined\n\n');
for i = 1:n-1
fprintf('%10.3f     %s %s\n', cd(i), row{ilc(i)}, row{iuc(i)})
end

```
```g03ec example results

Distance   Clusters Joined

1.000     B D
2.000     A C
6.500     A E
14.125     A B
```