NAG Library Manual, Mark 30.1
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NAG CL Interface Introduction
Example description

nag_correg_robustm_wts (g02hbc) Example Program Results
(User-supplied callback ucv, first invocation.)
nag_correg_robustm_wts (g02hbc) required   16 iterations to converge

Matrix A
   1.3208
   0.0000    1.4518
  -0.5753    0.0000    0.9340

Vector Z
   2.4760
   1.9953
   2.4760
   1.9953
   2.5890

Vector of weights
   0.4039
   0.5012
   0.4039
   0.5012
   0.3862