NAG Library Manual, Mark 28.4
```/* nag_correg_corrmat_shrinking (g02anc) Example Program.
*
* Copyright 2022 Numerical Algorithms Group.
*
* Mark 28.4, 2022.
*/

#include <nag.h>
#include <stdio.h>

int main(void) {

#define G(I, J) g[(J - 1) * pdg + I - 1]

/*  Scalars */
Integer exit_status = 0;
double alpha, eigmin, eigtol, errtol, norm;
Integer i, j, iter, k, n, pdg, pdx;

/*  Arrays */
double *g = 0, *x = 0;

/* Nag Types */
Nag_OrderType order;
NagError fail;

INIT_FAIL(fail);

/* Output preamble */
printf("nag_correg_corrmat_shrinking (g02anc)");
printf(" Example Program Results\n\n");
fflush(stdout);

/* Skip heading in data file */
scanf("%*[^\n] ");

/* Read in the problem size and k */
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &n, &k);

pdg = n;
pdx = n;
if (!(g = NAG_ALLOC(pdg * n, double)) || !(x = NAG_ALLOC(pdx * n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

/* Read in the matrix g */
for (i = 1; i <= n; i++)
for (j = 1; j <= n; j++)
scanf("%lf", &G(i, j));
scanf("%*[^\n] ");

/* Use the defaults for ERRTOL and EIGTOL */
errtol = -1.0;
eigtol = -1.0;

/*
* nag_correg_corrmat_shrinking (g02anc).
* Calculate nearest perturbed correlation matrix with preserved leading block
*/
nag_correg_corrmat_shrinking(g, pdg, n, k, errtol, eigtol, x, pdx, &alpha,
&iter, &eigmin, &norm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_corrmat_shrinking (g02anc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* Display results */

order = Nag_ColMajor;
/*
* nag_file_print_matrix_real_gen (x04cac).
* Prints real general matrix
*/
nag_file_print_matrix_real_gen(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n,
n, g, pdg, "Symmetrised Input Matrix G", NULL,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
fail.message);
exit_status = 2;
goto END;
}

printf("\n");
fflush(stdout);
nag_file_print_matrix_real_gen(
order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, x, pdx,
"Nearest Perturbed Correlation Matrix X", NULL, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_file_print_matrix_real_gen (x04cac).\n%s\n",
fail.message);
exit_status = 3;
goto END;
}

printf("\n%s %34" NAG_IFMT " \n\n", "k:", k);
printf("%s %9" NAG_IFMT " \n\n", "Number of iterations taken:", iter);
printf("%s %34.4f \n\n", "alpha: ", alpha);
printf("%s %29.4f \n\n", "norm value: ", norm);
printf("%s %15.4f \n", "Smallest eigenvalue of A: ", eigmin);

END:
NAG_FREE(g);
NAG_FREE(x);
return exit_status;
}
```