nag_correg_corrmat_nearest_bounded (g02abc) Example Program Results

 Nearest Correlation Matrix x
         1       2       3       4
 1   1.0000 -0.9371  0.0262  0.0087
 2  -0.9371  1.0000 -0.3069  0.2315
 3   0.0262 -0.3069  1.0000 -0.9037
 4   0.0087  0.2315 -0.9037  1.0000

Number of Newton steps taken:           5
Number of function evaluations:         6

alpha:                                 0.020 

 Eigenvalues of x
            1          2          3          4
 1      0.0200     0.1007     1.6645     2.2148