G02AA_A1W_F C++ Example Program Results

      Nearest Correlation Matrix
         1       2       3       4
 1   1.0000 -0.8084  0.1916  0.1068
 2  -0.8084  1.0000 -0.6562  0.1916
 3   0.1916 -0.6562  1.0000 -0.8084
 4   0.1068  0.1916 -0.8084  1.0000


 Number of Newton steps taken:          3
 Number of function evaluations:        4


    (1,...,1)^T * dX/dG
         1       2       3       4
 1   0.0000  0.1034  0.0000  0.0000
 2   0.1034  0.0000 -0.3620  0.0000
 3   0.0000 -0.3620  0.0000  0.1034
 4   0.0000  0.0000  0.1034  0.0000