nag_rnla_randproj_dct_real (f10dac) Example Program Results Matrix A 1 2 3 4 5 6 1 2.2700 0.2800 -0.4800 1.0700 -2.3500 0.6200 2 -1.5400 -1.6700 -3.0900 1.2200 2.9300 -7.3900 3 1.1500 0.9400 0.9900 0.7900 -1.4500 1.0300 4 -1.9400 -0.7800 -0.2100 0.6300 2.3000 -2.5700 5 -1.9400 -0.7800 -0.2100 0.6300 2.3000 -2.5700 6 -1.9400 -0.7800 -0.2100 0.6300 2.3000 -2.5700 True error 2.6e-15 Probabilistic error bound 6.1e-14 Maximum probability that true error exceeds error bound 1.0e-10