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