NAG Library Manual, Mark 28.6
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NAG FL Interface Introduction
Example description

 G02AJF Example Program Results

 Returned H Matrix
          1       2       3       4
 1   0.0000  1.0000  0.0000  0.0000
 2   1.0000  0.0000  0.1500  0.1500
 3   0.0000  0.1500  0.0000  0.0000
 4   0.0000  0.1500  0.0000  0.0000

 Nearest Correlation Matrix X
               1            2            3            4
 1    1.0000E+00  -9.6000E-01   9.5999E-01  -3.4656E-04
 2   -9.6000E-01   1.0000E+00  -9.5999E-01   2.9968E-04
 3    9.5999E-01  -9.5999E-01   1.0000E+00  -4.1294E-03
 4   -3.4656E-04   2.9968E-04  -4.1294E-03   1.0000E+00

 Number of iterations:         74

 Norm value:                    0.0572

 ALPHA:                         0.0400

 Eigenvalues of X
             1          2          3          4
 1      0.0400     0.0400     1.0000     2.9200