NAG Library Manual, Mark 29
/* nag_mv_canon_var (g03acc) Example Program.
*
* Copyright 2023 Numerical Algorithms Group.
*
* Mark 29.0, 2023.
*
*/

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

#define X(I, J) x[(I)*tdx + J]
#define E(I, J) e[(I)*tde + J]
#define CVM(I, J) cvm[(I)*tdcvm + J]
#define CVX(I, J) cvx[(I)*tdcvx + J]
int main(void) {

Integer exit_status = 0, i, irx, j, m, n, ncv, ng;
Integer nx, tdcvm, tdcvx, tde, tdx;
Integer *ing = 0, *isx = 0, *nig = 0;
double *cvm = 0, *cvx = 0, *e = 0, tol, *wt = 0, *x = 0;
char nag_enum_arg[40];
Nag_Weightstype weight;
NagError fail;

INIT_FAIL(fail);

printf("nag_mv_canon_var (g03acc) Example Program Results\n\n");

/* Skip heading in data file */
scanf("%*[^\n]");
scanf("%" NAG_IFMT "", &n);
scanf("%" NAG_IFMT "", &m);
scanf("%" NAG_IFMT "", &nx);
scanf("%" NAG_IFMT "", &ng);
scanf("%39s", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
weight = (Nag_Weightstype)nag_enum_name_to_value(nag_enum_arg);
if (n >= nx + ng && m >= nx) {
if (!(x = NAG_ALLOC(n * m, double)) || !(wt = NAG_ALLOC(n, double)) ||
!(ing = NAG_ALLOC(n, Integer)) ||
!(e = NAG_ALLOC((MIN(nx, ng - 1)) * 6, double)) ||
!(cvm = NAG_ALLOC(ng * nx, double)) ||
!(cvx = NAG_ALLOC(nx * (ng - 1), double)) ||
!(nig = NAG_ALLOC(ng, Integer)) || !(isx = NAG_ALLOC(m, Integer))

) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
tdx = m;
tde = 6;
tdcvm = nx;
tdcvx = ng - 1;
} else {
printf("Invalid n or m.\n");
exit_status = 1;
return exit_status;
}
if (weight == Nag_Weightsfreq || weight == Nag_Weightsvar) {
for (i = 0; i < n; ++i) {
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
scanf("%lf", &wt[i]);
scanf("%" NAG_IFMT "", &ing[i]);
}
} else {
for (i = 0; i < n; ++i) {
for (j = 0; j < m; ++j)
scanf("%lf", &X(i, j));
scanf("%" NAG_IFMT "", &ing[i]);
}
}
for (j = 0; j < m; ++j)
scanf("%" NAG_IFMT "", &isx[j]);

tol = 1e-6;
/* nag_mv_canon_var (g03acc).
* Canonical variate analysis
*/
nag_mv_canon_var(weight, n, m, x, tdx, isx, nx, ing, ng, wt, nig, cvm, tdcvm,
e, tde, &ncv, cvx, tdcvx, tol, &irx, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_mv_canon_var (g03acc).\n%s\n", fail.message);
exit_status = 1;
goto END;
}

printf("%s%2" NAG_IFMT "\n\n", "Rank of x = ", irx);
printf("Canonical    Eigenvalues     Percentage   CHISQ"
"        DF          SIG \n");
printf("Correlations                 Variation\n");
for (i = 0; i < ncv; ++i) {
for (j = 0; j < 6; ++j)
printf("%12.4f", E(i, j));
printf("\n");
}
printf("\nCanonical Coefficients for X\n");
for (i = 0; i < nx; ++i) {
for (j = 0; j < ncv; ++j)
printf("%9.4f", CVX(i, j));
printf("\n");
}
printf("\nCanonical variate means\n");
for (i = 0; i < ng; ++i) {
for (j = 0; j < ncv; ++j)
printf("%9.4f", CVM(i, j));
printf("\n");
}

END:
NAG_FREE(x);
NAG_FREE(wt);
NAG_FREE(ing);
NAG_FREE(e);
NAG_FREE(cvm);
NAG_FREE(cvx);
NAG_FREE(nig);
NAG_FREE(isx);

return exit_status;
}