G02ABF 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