nag_nearest_correlation_target (g02apc) 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

 Nearest Correlation Matrix X
         1       2       3       4       5
 1   1.0000 -0.0991  0.3799 -0.3791 -0.2308
 2  -0.0991  1.0000 -0.2865  0.5683  0.3336
 3   0.3799 -0.2865  1.0000 -0.1232 -0.0392
 4  -0.3791  0.5683 -0.1232  1.0000 -0.2266
 5  -0.2308  0.3336 -0.0392 -0.2266  1.0000

Number of iterations taken:        27 

alpha:                              0.3294 

norm value:                         0.6526 

theta:                              0.1000 

Smallest eigenvalue of A:           0.8643 

 Eigenvalues of x
            1          2          3          4          5
 1      0.0864     0.7431     1.0044     1.2018     1.9642