nag_correg_corrmat_h_weight (g02ajc) Example Program Data
 4  0.04                     :: n, 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
   0.0   10.0    0.0    0.0
  10.0    0.0    1.5    1.5
   0.0    1.5    0.0    0.0
   0.0    1.5    0.0    0.0  :: End of h