NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description
/* nag_correg_ssqmat_combine (g02bzc) Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 *
 * Mark 30.0, 2024.
 */

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

#define X(I, J) x[(order == Nag_ColMajor) ? (J)*pdx + (I) : (I)*pdx + (J)]

int main(void) {
  /* Integer scalar and array declarations */
  Integer b, i, j, ierr, lc, pdx, m, n, iwt;
  Integer exit_status = 0;

  /* NAG structures and types */
  NagError fail;
  Nag_SumSquare mean;
  Nag_OrderType order = Nag_ColMajor;

  /* Double scalar and array declarations */
  double alpha, xsw, ysw;
  double *wt = 0, *x = 0, *xc = 0, *xmean = 0, *yc = 0, *ymean = 0;

  /* Character scalar and array declarations */
  char cmean[40];

  /* Initialize the error structure */
  INIT_FAIL(fail);

  printf("nag_correg_ssqmat_combine (g02bzc) Example Program Results\n\n");

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

  /* Read in the problem defining variables */
  scanf("%39s%" NAG_IFMT "%*[^\n] ", cmean, &m);
  mean = (Nag_SumSquare)nag_enum_name_to_value(cmean);

  /* Allocate memory for output arrays */
  lc = (m * m + m) / 2;
  if (!(xmean = NAG_ALLOC(m, double)) || !(ymean = NAG_ALLOC(m, double)) ||
      !(xc = NAG_ALLOC(lc, double)) || !(yc = NAG_ALLOC(lc, double))) {
    printf("Allocation failure\n");
    exit_status = -1;
    goto END;
  }

  /* Loop over each block of data */
  for (b = 0;;) {
    /* Read in the number of observations in this block and a flag indicating
     * whether weights have been supplied (iwt = 1) or not (iwt = 0).
     */
    ierr = scanf("%" NAG_IFMT "%" NAG_IFMT "", &n, &iwt);

    if (ierr == EOF || ierr < 2)
      break;
    scanf("%*[^\n] ");

    /* Keep a running total of the number of blocks of data */
    b++;

    /* Reallocate X to the required size */
    NAG_FREE(x);
    pdx = n;
    if (!(x = NAG_ALLOC(pdx * m, double))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

    /* Read in the data for this block */
    if (iwt) {
      /* Weights supplied, so reallocate X to the required size */
      NAG_FREE(wt);
      if (!(wt = NAG_ALLOC(n, double))) {
        printf("Allocation failure\n");
        exit_status = -1;
        goto END;
      }
      for (i = 0; i < n; i++) {
        for (j = 0; j < m; j++)
          scanf("%lf", &X(i, j));
        scanf("%lf", &wt[i]);
      }
    } else {
      /* No weights */
      NAG_FREE(wt);
      wt = 0;

      for (i = 0; i < n; i++)
        for (j = 0; j < m; j++)
          scanf("%lf", &X(i, j));
    }
    scanf("%*[^\n] ");

    /* Call nag_correg_ssqmat (g02buc) to summarise this block of data */
    if (b == 1) {
      /* This is the first block of data, so summarise the data into
       * xmean and xc.
       */
      nag_correg_ssqmat(order, mean, n, m, x, pdx, wt, &xsw, xmean, xc, &fail);
      if (fail.code != NE_NOERROR) {
        printf("Error from nag_correg_ssqmat (g02buc).\n%s\n", fail.message);
        exit_status = 1;
        goto END;
      }
    } else {
      /* This is not the first block of data, so summarise the data into
       * ymean and yc.
       */
      nag_correg_ssqmat(order, mean, n, m, x, pdx, wt, &ysw, ymean, yc, &fail);
      if (fail.code != NE_NOERROR) {
        printf("Error from nag_correg_ssqmat (g02buc).\n%s\n", fail.message);
        exit_status = 1;
        goto END;
      }

      /* Call nag_correg_ssqmat_combine (g02bzc) to update the running summaries
       */
      nag_correg_ssqmat_combine(mean, m, &xsw, xmean, xc, ysw, ymean, yc,
                                &fail);
      if (fail.code != NE_NOERROR) {
        printf("Error from nag_correg_ssqmat_combine (g02bzc).\n%s\n",
               fail.message);
        exit_status = 1;
        goto END;
      }
    }
  }

  /* Display results */
  printf(" Means\n ");
  for (i = 0; i < m; i++)
    printf("%14.4f", xmean[i]);
  printf("\n\n");
  fflush(stdout);

  /* Call nag_file_print_matrix_real_packed (x04ccc) to print the sums of
   * squares */
  nag_file_print_matrix_real_packed(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m,
                                    xc, "Sums of squares and cross-products",
                                    NULL, &fail);

  if (xsw > 1.0 && mean == Nag_AboutMean && fail.code == NE_NOERROR) {
    /* Convert the sums of squares and cross-products to a
       covariance matrix */
    alpha = 1.0 / (xsw - 1.0);
    for (i = 0; i < lc; i++)
      xc[i] *= alpha;

    printf("\n");
    fflush(stdout);
    nag_file_print_matrix_real_packed(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag,
                                      m, xc, "Covariance matrix", NULL, &fail);
  }
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_file_print_matrix_real_packed (x04ccc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

END:
  NAG_FREE(x);
  NAG_FREE(wt);
  NAG_FREE(xc);
  NAG_FREE(xmean);
  NAG_FREE(yc);
  NAG_FREE(ymean);

  return (exit_status);
}