G02CGF Example Program Data
5 2                               :: N, K
  5.4000      5.8000      2.8000  :: XBAR
 99.2000    -57.6000      6.4000
-57.6000    102.8000    -29.2000
  6.4000    -29.2000     14.8000  :: End of SSP
  1.0000     -0.5704      0.1670
 -0.5704      1.0000     -0.7486
  0.1670     -0.7486      1.0000  :: End of R