G02AB_P0W_F C++ Example Program Results

      Nearest Correlation Matrix
         1       2       3       4
 1   1.0000 -0.9371  0.0262  0.0087
 2  -0.9371  1.0000 -0.3069  0.2315
 3   0.0262 -0.3069  1.0000 -0.9037
 4   0.0087  0.2315 -0.9037  1.0000

 Number of Newton steps taken  : 5
 Number of function evaluations: 6
 alpha                         : 2.000e-02