G02AA_T1W_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