nag_correg_corrmat_nearest (g02aac) Example Program Data
 4                         :: n
 2.0   -1.0    0.0    0.0
-1.0    2.0   -1.0    0.0
 0.0   -1.0    2.0   -1.0
 0.0    0.0   -1.0    2.0  :: End of g