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