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