G02AA_A1T1W_F Example Program Results

 Nearest Correlation Matrix
          1       2       3       4
 1   1.0000 -0.8084  0.1916  0.1068
 2  -0.8084  1.0000 -0.6562  0.1916
 3   0.1916 -0.6562  1.0000 -0.8084
 4   0.1068  0.1916 -0.8084  1.0000

  Number of Newton steps taken:          3
  Number of function evaluations:        4

  

 Sum of Hessian terms for X w.r.t. G

 Sum_{i,j,k,l,m,n} d^2 X_{m,n} / dG_{i,j} dG_{k,l}:    0.31E+01