NAG Library Manual, Mark 27.3
```/* nag_mv_prin_comp (g03aac) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.3, 2021.
*
*/

#include <nag.h>
#include <stdio.h>

#define X(I, J) x[(I)*tdx + J]
#define P(I, J) p[(I)*tdp + J]
#define E(I, J) e[(I)*tde + J]
#define V(I, J) v[(I)*tdv + J]

int main(void) {
Integer exit_status = 0, i, *isx = 0, j, m, n, nvar, tde = 6, tdp, tdv, tdx;
Nag_PrinCompMat matrix;
Nag_PrinCompScores scores;
Nag_Boolean weight;
char nag_enum_arg[40];
double *e = 0, *p = 0, *s = 0, *v = 0, *wt = 0, *wtptr = 0;
double *x = 0;
NagError fail;

INIT_FAIL(fail);

printf("nag_mv_prin_comp (g03aac) Example Program Results\n\n");

/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%39s", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
matrix = (Nag_PrinCompMat)nag_enum_name_to_value(nag_enum_arg);
scanf("%39s", nag_enum_arg);
scores = (Nag_PrinCompScores)nag_enum_name_to_value(nag_enum_arg);
scanf("%39s", nag_enum_arg);
weight = (Nag_Boolean)nag_enum_name_to_value(nag_enum_arg);
scanf("%" NAG_IFMT "", &n);
scanf("%" NAG_IFMT "", &m);

if (n >= 2 && m >= 1) {
if (!(x = NAG_ALLOC((n) * (m), double)) || !(wt = NAG_ALLOC(n, double)) ||
!(s = NAG_ALLOC(m, double)) || !(isx = NAG_ALLOC(m, Integer))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdx = m;
} else {
printf("Invalid n or m.\n");
exit_status = 1;
return exit_status;
}
if (!weight) {
for (i = 0; i < n; ++i) {
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
}
} else {
for (i = 0; i < n; ++i) {
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf", &wt[i]);
}
wtptr = wt;
}
for (j = 0; j < m; ++j) {
scanf("%" NAG_IFMT "", &isx[j]);
}
scanf("%" NAG_IFMT "", &nvar);
if (nvar >= 1 && nvar <= MIN(n - 1, m)) {
if (!(p = NAG_ALLOC(nvar * nvar, double)) ||
!(e = NAG_ALLOC(nvar * 6, double)) ||
!(v = NAG_ALLOC(n * nvar, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdp = nvar;
tde = 6;
tdv = nvar;
} else {
printf("Invalid nvar.\n");
exit_status = 1;
goto END;
}

if (matrix == Nag_MatStandardised) {
for (j = 0; j < m; ++j)
scanf("%lf", &s[j]);
}

/* nag_mv_prin_comp (g03aac).
* Principal component analysis
*/
nag_mv_prin_comp(matrix, scores, n, m, x, tdx, isx, s, wtptr, nvar, e, tde, p,
tdp, v, tdv, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_mv_prin_comp (g03aac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}

printf("Eigenvalues  Percentage  Cumulative     Chisq      DF     Sig\n");
printf("               variation   variation\n\n");
for (i = 0; i < nvar; ++i) {
for (j = 0; j < 6; ++j)
printf("%11.4f", E(i, j));
printf("\n");
}
for (i = 0; i < nvar; ++i) {
for (j = 0; j < nvar; ++j)
printf("%9.4f", P(i, j));
printf("\n");
}
printf("\nPrincipal component scores \n\n");
for (i = 0; i < n; ++i) {
printf("%2" NAG_IFMT "", i + 1);
for (j = 0; j < nvar; ++j)
printf("%9.3f", V(i, j));
printf("\n");
}

END:
NAG_FREE(x);
NAG_FREE(wt);
NAG_FREE(s);
NAG_FREE(isx);
NAG_FREE(p);
NAG_FREE(e);
NAG_FREE(v);

return exit_status;
}
```