G02AB_A1W_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 (1,...,1)^T * dx/dg 1 2 3 4 1 0.0000 0.5313 -0.0248 -0.0090 2 0.5313 0.0000 -0.0845 -0.0685 3 -0.0248 -0.0845 0.0000 0.4332 4 -0.0090 -0.0685 0.4332 0.0000