Example description

 G02AAF Example Program Results

 Nearest Correlation Matrix
          1       2       3       4
 1   1.0000 -0.8084  0.1916  0.1068
 2  -0.8084  1.0000 -0.6562  0.1916
 3   0.1916 -0.6562  1.0000 -0.8084
 4   0.1068  0.1916 -0.8084  1.0000

  Number of Newton steps taken:          3
  Number of function evaluations:        4