G02AAF | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
G02ABF | Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds |
G02AEF | Computes the nearest correlation matrix with -factor structure to a real square matrix |
G02AJF | Computes the nearest correlation matrix to a real square matrix, using element-wise weighting |