nag_correg_corrmat_nearest (g02aac) Example Program Results
Upper bound on the distance to the NCM: 2.345
Nearest Correlation Matrix
1.00000 -0.80841 0.19159 0.10678
-0.80841 1.00000 -0.65623 0.19159
0.19159 -0.65623 1.00000 -0.80841
0.10678 0.19159 -0.80841 1.00000
Distance between G and X: 2.134
Number of Newton steps taken: 3
Number of function evaluations: 4