G02ASF Example Program Results
Symmetrised Input Matrix, G
1 2 3 4 5
1 1.0000 -0.0991 0.5665 -0.5653 -0.3441
2 -0.0991 1.0000 -0.4273 0.8474 0.4975
3 0.5665 -0.4273 1.0000 -0.1837 -0.0585
4 -0.5653 0.8474 -0.1837 1.0000 -0.2713
5 -0.3441 0.4975 -0.0585 -0.2713 1.0000
Lower Triangle of H
1 2 3 4 5
1 1
2 1 1
3 0 0 1
4 0 0 0 1
5 0 0 0 1 1
Nearest Correlation Matrix, X
1 2 3 4 5
1 1.0000 -0.0991 0.5116 -0.4019 -0.2257
2 -0.0991 1.0000 -0.3498 0.6170 0.3305
3 0.5116 -0.3498 1.0000 -0.2656 -0.1179
4 -0.4019 0.6170 -0.2656 1.0000 -0.2713
5 -0.2257 0.3305 -0.1179 -0.2713 1.0000
Number of iterations taken: 9
Norm value: 0.5310
ALPHA: 0.0400
Eigenvalues of X
1 2 3 4 5
1 0.0400 0.5664 0.9973 1.2377 2.1587