G02AAF Example Program Results
Upper bound on the distance to the NCM: 2.345
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
Distance between G and X: 2.134
Number of Newton steps taken: 3
Number of function evaluations: 4