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