nag_nearest_correlation (g02aac) Example Program Results
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
Number of Newton steps taken: 3
Number of function evaluations: 4