nag_correg_corrmat_nearest_rank (g02akc) Example Program Results

 Nearest correlation matrix with rank constraint
         1       2       3       4
 1   1.0000 -0.9021  0.2448  0.1975
 2  -0.9021  1.0000 -0.6392  0.2448
 3   0.2448 -0.6392  1.0000 -0.9021
 4   0.1975  0.2448 -0.9021  1.0000

 Number of subproblems solved:           4

 Squared Frobenius norm of difference:   3.082e-01

 Rank error:                             0.000e+00