nag_nearest_correlation_bounded (g02abc) Example Program Results

 Nearest Correlation Matrix x
         1       2       3       4
 1   1.0000 -0.9187  0.0257  0.0086
 2  -0.9187  1.0000 -0.3008  0.2270
 3   0.0257 -0.3008  1.0000 -0.8859
 4   0.0086  0.2270 -0.8859  1.0000

Number of Newton steps taken:           5
Number of function evaluations:         6

alpha:                                 0.020 

 Eigenvalues of x
            1          2          3          4
 1      0.0392     0.1183     1.6515     2.1910