G02AB_T2W_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 * d^2x/dg^2 1 2 3 4 1 0.0000 -1.1957 -13.9998 -8068.2459 2 -1.1957 0.0000 -0.0149 -14.3725 3 -13.9998 -0.0149 0.0000 0.4461 4 -8068.2459 -14.3725 0.4461 0.0000