G02AB_A1W_F C++ Header Example Program Results

      Nearest Correlation Matrix
         1       2       3       4
 1   1.0000 -0.9371  0.0262  0.0087
 2  -0.9371  1.0000 -0.3069  0.2315
 3   0.0262 -0.3069  1.0000 -0.9037
 4   0.0087  0.2315 -0.9037  1.0000

Number of Newton steps taken:           5
Number of function evaluations:         6

alpha:                                 0.020 



    (1,...,1)^T * dX/dG
         1       2       3       4
 1   0.0000  0.5313  0.0000  0.0000
 2   0.5313  0.0000 -0.0845  0.0000
 3   0.0000 -0.0845  0.0000  0.4332
 4   0.0000  0.0000  0.4332  0.0000