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