/* nag_sum_sqs_update (g02btc) Example Program. * * Copyright 2002 Numerical Algorithms Group. * * Mark 7, 2002. */ #include #include #include #include #include #include #include int main(void) { /* Arrays */ char nag_enum_arg[40]; double *c = 0, *v = 0, *x = 0, *xbar = 0; /* Scalars */ double alpha, sw, wt; Integer exit_status, i, j, m, mm, n, nprint, incx; Nag_SumSquare mean; NagError fail; INIT_FAIL(fail); exit_status = 0; printf("nag_sum_sqs_update (g02btc) Example Program Results\n"); /* Skip heading in data file */ scanf("%*[^\n] "); incx = 1; while (scanf("%s %ld%ld%ld%*[^\n]", nag_enum_arg, &m, &n, &nprint) != EOF) { /* nag_enum_name_to_value(x04nac). * Converts NAG enum member name to value */ mean = (Nag_SumSquare) nag_enum_name_to_value(nag_enum_arg); /* Allocate memory */ if (!(c = NAG_ALLOC((m*m+m)/2, double)) || !(v = NAG_ALLOC((m*m+m)/2, double)) || !(x = NAG_ALLOC(m*incx, double)) || !(xbar = NAG_ALLOC(m, double))) { printf("Allocation failure\n"); exit_status = -1; goto END; } sw = 0.0; for (i = 1; i <= n; ++i) { scanf("%lf", &wt); for (j = 1; j <= m; ++j) scanf("%lf", &x[j - 1]); scanf("%*[^\n] "); /* Calculate the sums of squares and cross-products matrix */ /* nag_sum_sqs_update (g02btc). * Update a weighted sum of squares matrix with a new * observation */ nag_sum_sqs_update(mean, m, wt, x, incx, &sw, xbar, c, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_sum_sqs_update (g02btc).\n%s\n", fail.message); exit_status = 1; goto END; } if (i % nprint == 0 || i == n) { printf("\n"); printf("---------------------------------------------\n"); printf("Observation: %4ld Weight = %13.4f\n", i, wt); printf("\n"); printf("---------------------------------------------\n"); printf("\n"); printf("Means\n"); for (j = 1; j <= m; ++j) printf("%14.4f%s", xbar[j - 1], j%4 == 0 || j == m?"\n":" "); printf("\n"); /* Print the sums of squares and cross products matrix */ /* nag_pack_real_mat_print (x04ccc). * Print real packed triangular matrix (easy-to-use) */ fflush(stdout); nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m, c, "Sums of squares and cross-products", 0, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_pack_real_mat_print (x04ccc).\n%s\n", fail.message); exit_status = 1; goto END; } if (sw > 1.0) { /* Calculate the variance matrix */ alpha = 1.0 / (sw - 1.0); mm = m * (m + 1) / 2; /* v[] = alpha*c[] using * nag_daxpby (f16ecc) * Multiply real vector by scalar, preserving input vector */ nag_daxpby(mm, alpha, c, 1, 0.0, v, 1, &fail); /* Print the variance matrix */ printf("\n"); /* nag_pack_real_mat_print (x04ccc), see above. */ fflush(stdout); nag_pack_real_mat_print(Nag_ColMajor, Nag_Upper, Nag_NonUnitDiag, m, v, "Variance matrix", 0, &fail); if (fail.code != NE_NOERROR) { printf("Error from nag_pack_real_mat_print (x04ccc)." "\n%s\n", fail.message); exit_status = 1; goto END; } } } } if (c) NAG_FREE(c); if (v) NAG_FREE(v); if (x) NAG_FREE(x); if (xbar) NAG_FREE(xbar); } END: if (c) NAG_FREE(c); if (v) NAG_FREE(v); if (x) NAG_FREE(x); if (xbar) NAG_FREE(xbar); return exit_status; }