nag_nearest_correlation_k_factor (g02aec) Example Program Results

 Factor Loading Matrix X
         1       2
 1   0.7663 -0.6271
 2  -0.4252  0.9051
 3  -0.4252 -0.9051
 4   0.7663  0.6271

Number of steps taken: 4
Number of function evaluations: 6

 Nearest Correlation Matrix
         1       2       3       4
 1   1.0000 -0.8934  0.2418  0.1939
 2  -0.8934  1.0000 -0.6384  0.2418
 3   0.2418 -0.6384  1.0000 -0.8934
 4   0.1939  0.2418 -0.8934  1.0000