NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 
NAG CL Interface Introduction
Example description

nag_correg_corrmat_nearest_bounded (g02abc) Example Program Data
 4  Nag_Both  0.02           :: n, opt, alpha
   2.0   -1.0    0.0    0.0
  -1.0    2.0   -1.0    0.0
   0.0   -1.0    2.0   -1.0
   0.0    0.0   -1.0    2.0  :: End of g
 100.0   20.0   20.0   20.0  :: w