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