NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_correg_corrmat_nearest (g02aac) Example Program Results

 Upper bound on the distance to the NCM:        2.345

 Nearest Correlation Matrix
    1.00000    -0.80841     0.19159     0.10678
   -0.80841     1.00000    -0.65623     0.19159
    0.19159    -0.65623     1.00000    -0.80841
    0.10678     0.19159    -0.80841     1.00000


 Distance between G and X:                      2.134
 Number of Newton steps taken:                  3
 Number of function evaluations:                4