NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description

nag_correg_ssqmat_combine (g02bzc) Example Program Results

 Means
         0.4369        0.4929       -1.3387       -0.5684        0.0987

 Sums of squares and cross-products
            1          2          3          4          5
 1    304.5052  -123.7700   -27.1830   -60.7092    83.4830
 2               298.9148   -17.3196    -2.1710     5.2072
 3                          332.1639    -3.9445   -96.9299
 4                                     264.7684    79.6211
 5                                                225.5948

 Covariance matrix
            1          2          3          4          5
 1     17.1746    -6.9808    -1.5332    -3.4241     4.7086
 2                16.8593    -0.9769    -0.1224     0.2937
 3                           18.7346    -0.2225    -5.4670
 4                                      14.9334     4.4908
 5                                                 12.7239