NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_correg_ssqmat_to_corrmat (g02bwc) Example Program Results

 Correlation matrix
         1       2       3
 1   1.0000  0.9908  0.9903
 2           1.0000  0.9624
 3                   1.0000