nag_correg_ssqmat_to_corrmat (g02bwc) Example Program Data
  Nag_AboutMean  Nag_TRUE  3  3
  0.1300   1.3070   0.3700
  9.1231   3.7011   4.5230
  0.9310   0.0900   0.8870
  0.0009   0.0099   0.0999