NAG Library Manual, Mark 28.7
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G05PYF Example Program Results

 Correlation Matrix
          1       2       3
 1   1.0000 -0.2549 -0.1004
 2  -0.2549  1.0000  0.2343
 3  -0.1004  0.2343  1.0000