C Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

Keyword : Correlation Matrix

g02aac   Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun
g02abc   Computes the nearest correlation matrix to a real square matrix, augmented g02aac to incorporate weights and bounds
g02aec   Computes the nearest correlation matrix with k-factor structure to a real square matrix

C Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2012