NAG Library Manual, Mark 29
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G02CEF Example Program Results

 Original vector XBAR :        5.8000     2.8000     1.8000     5.4000

 Original vector STD  :        5.0695     1.9240     2.5884     4.9800

 Original matrix SSP  :
             1          2          3          4
 1    102.8000   -29.2000   -14.2000   -57.6000
 2    -29.2000    14.8000    -6.2000     6.4000
 3    -14.2000    -6.2000    28.6000    42.4000
 4    -57.6000     6.4000    42.4000    99.2000

 Original matrix R    :
          1       2       3       4
 1   1.0000 -0.7486 -0.2619 -0.5704
 2  -0.7486  1.0000 -0.3014  0.1670
 3  -0.2619 -0.3014  1.0000  0.7960
 4  -0.5704  0.1670  0.7960  1.0000

 New vector XBAR2 :        5.4000     5.8000     2.8000

 New vector STD2  :        4.9800     5.0695     1.9240

 New matrix SSP2  :
             1          2          3
 1     99.2000   -57.6000     6.4000
 2    -57.6000   102.8000   -29.2000
 3      6.4000   -29.2000    14.8000

 New matrix R2    :
          1       2       3
 1   1.0000 -0.5704  0.1670
 2  -0.5704  1.0000 -0.7486
 3   0.1670 -0.7486  1.0000