G02AB_A1W_F C++ Header 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: 0.020 (1,...,1)^T * dX/dG 1 2 3 4 1 0.0000 0.5313 0.0000 0.0000 2 0.5313 0.0000 -0.0845 0.0000 3 0.0000 -0.0845 0.0000 0.4332 4 0.0000 0.0000 0.4332 0.0000