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

NAG CL Interface Introduction
Example description

nag_rand_matrix_corr (g05pyc) Example Program Results

     1.000   -0.255   -0.100 
    -0.255    1.000    0.234 
    -0.100    0.234    1.000