nag_correg_corrmat_fixed (g02asc) Example Program Results

 Symmetrised Input Matrix, G
         1       2       3       4       5
 1   1.0000 -0.0991  0.5665 -0.5653 -0.3441
 2  -0.0991  1.0000 -0.4273  0.8474  0.4975
 3   0.5665 -0.4273  1.0000 -0.1837 -0.0585
 4  -0.5653  0.8474 -0.1837  1.0000 -0.2713
 5  -0.3441  0.4975 -0.0585 -0.2713  1.0000

 Lower Triangle of H
     1
     1     1
     0     0     1
     0     0     0     1
     0     0     0     1     1

 Nearest Correlation Matrix, X
         1       2       3       4       5
 1   1.0000 -0.0991  0.5116 -0.4019 -0.2257
 2  -0.0991  1.0000 -0.3498  0.6170  0.3305
 3   0.5116 -0.3498  1.0000 -0.2656 -0.1179
 4  -0.4019  0.6170 -0.2656  1.0000 -0.2713
 5  -0.2257  0.3305 -0.1179 -0.2713  1.0000

 Number of iterations:          9 

 Norm value:                    0.5310 

 alpha:                         0.0400 

 Eigenvalues of X
            1          2          3          4          5
 1      0.0400     0.5664     0.9973     1.2377     2.1587