NAG Library Manual, Mark 29.2
Interfaces:  FL   CL   CPP   AD 

NAG AD Library Introduction
Example description

 G02AB_A1T1W_F Example Program Results

 Nearest Correlation Matrix X
          1       2       3       4
 1   1.0000 -0.9371  0.0262  0.0087
 2  -0.9371  1.0000 -0.3069  0.2315
 3   0.0262 -0.3069  1.0000 -0.9037
 4   0.0087  0.2315 -0.9037  1.0000

 Number of Newton steps taken:          5
 Number of function evaluations:        6

 ALPHA:                                 0.020


 Sum of Hessian terms for X w.r.t. G

 Sum_{i,j,k,l,m,n} d^2 X_{m,n} / dG_{i,j} dG_{k,l}:  -2.7060E+04