G02AA_T2W_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

  (1,...,1)^T * d^2x/dg^2
          1       2       3       4
 1   0.0000  0.2405 -0.0528  0.4439
 2   0.2405  0.0000  0.0393  0.2244
 3  -0.0528  0.0393  0.0000  0.2405
 4   0.4439  0.2244  0.2405  0.0000