This manual relates to an old release of the Library.
The documentation for the current release is also available on this site.
NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG FL Interface Introduction
Example description
 G02BWF Example Program Results

 Correlation matrix
          1       2       3
 1   1.0000  0.9908  0.9903
 2           1.0000  0.9624
 3                   1.0000