nag::ad::g02aa Tangent over Tangent Example Program Results Nearest Correlation Matrix: 1.00000e+00 -8.08412e-01 1.91588e-01 1.06775e-01 -8.08412e-01 1.00000e+00 -6.56233e-01 1.91588e-01 1.91588e-01 -6.56233e-01 1.00000e+00 -8.08412e-01 1.06775e-01 1.91588e-01 -8.08412e-01 1.00000e+00 Derivatives calculated: Second order tangents Sum of Hessian elements of NCM X w.r.t. input matrix G: sum_ij [d2X/dG2]_ij = 3.05327e+00