Example description

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