G02ABF 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