NAG Library Manual, Mark 30.3
Interfaces:  FL   CL   CPP   AD 
NAG AD Library Introduction
Example description

 nag::ad::g02ab Passive Example Program Results

 Nearest Correlation Matrix:

  1.000000000000e+00 -9.371015766283e-01  2.616977970017e-02  8.741550198934e-03
 -9.371015766283e-01  1.000000000000e+00 -3.068532686754e-01  2.315333570360e-01
  2.616977970017e-02 -3.068532686754e-01  1.000000000000e+00 -9.036672681970e-01
  8.741550198934e-03  2.315333570360e-01 -9.036672681970e-01  1.000000000000e+00