NAG Library Manual, Mark 30.3
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NAG CL Interface Introduction
Example description

nag_correg_corrmat (g02bxc) Example Program Data
3 3 w
  9.1231   3.7011   4.5230
  0.9310   0.0900   0.8870
  0.0009   0.0099   0.0999
  0.1300   1.3070   0.3700

3 3 w
  0.1300   1.3070   0.3700
  9.1231   3.7011   4.5230
  0.9310   0.0900   0.8870
  0.0009   0.0099   0.0999

3 3 u
  0.717   9.370   0.013
  1.119   0.133   9.700
 11.100  23.510  11.117
  0.900   9.013   8.710

3 3 w
  0.717  19.370   0.013
  1.119   0.133   9.700
 11.100  23.510  11.117
  0.900   9.013  78.710

3 3 u
  0.717  19.370   0.013
  1.119   0.133   9.700
 11.100   3.510  13.117
  0.900   0.013  78.710

3 3 w
  0.717  19.370   0.913
  1.119   0.133   9.700
 17.100  93.510  13.117
 30.900   0.013  78.710