nag_nearest_correlation_k_factor (g02aec) Example Program Results

 Factor Loading Matrix X
         1       2
 1   0.7665 -0.6271
 2  -0.4250  0.9052
 3  -0.4250 -0.9052
 4   0.7665  0.6271

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

 Nearest Correlation Matrix
         1       2       3       4
 1   1.0000 -0.8935  0.2419  0.1943
 2  -0.8935  1.0000 -0.6388  0.2419
 3   0.2419 -0.6388  1.0000 -0.8935
 4   0.1943  0.2419 -0.8935  1.0000