NAG Library Manual, Mark 27.2
```/* nag_correg_corrmat_nearest (g02aac) Example Program.
*
* Copyright 2021 Numerical Algorithms Group.
*
* Mark 27.2, 2021.
*/
/* Pre-processor includes */
#include <math.h>
#include <nag.h>
#include <stdio.h>
#include <string.h>

int main(void) {
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer feval, i, iter, j, maxit, maxits, n;
Integer pdg, pdx;

/* Double scalar and array declarations */
double errtol, nrmgrd;
double *g = 0, *x = 0;
Nag_OrderType order;
NagError fail;

INIT_FAIL(fail);

#ifdef NAG_COLUMN_MAJOR
#define G(I, J) g[(J - 1) * pdg + I - 1]
#define X(I, J) x[(J - 1) * pdx + I - 1]
order = Nag_ColMajor;
#else
#define G(I, J) g[(I - 1) * pdg + J - 1]
#define X(I, J) x[(I - 1) * pdx + J - 1]
order = Nag_RowMajor;
#endif

printf("nag_correg_corrmat_nearest (g02aac) Example Program Results\n\n");

/* Skip heading in data file */
scanf("%*[^\n] ");

/* Read in the problem size */
scanf("%" NAG_IFMT "%*[^\n] ", &n);

pdg = n;
pdx = n;
if (!(g = NAG_ALLOC(pdg * n, double)) || !(x = NAG_ALLOC(pdx * n, double))) {
printf("Allocation failure\n");
exit_status = -1;
goto END;
}

/* Read in the matrix g */
for (i = 1; i <= n; i++)
for (j = 1; j <= n; j++)
scanf("%lf", &G(i, j));
scanf("%*[^\n] ");

/* Set up method parameters */
errtol = 1.00e-7;
maxits = 200;
maxit = 10;

/*
* nag_correg_corrmat_nearest (g02aac)
* Computes the nearest correlation matrix to a real square matrix,
* using the method of Qi and Sun
*/
nag_correg_corrmat_nearest(order, g, pdg, n, errtol, maxits, maxit, x, pdx,
&iter, &feval, &nrmgrd, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_correg_corrmat_nearest (g02aac).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
printf("     Nearest Correlation Matrix\n");
for (i = 1; i <= n; i++) {
for (j = 1; j <= n; j++)
printf("%11.5f%s", X(i, j), j % 4 ? " " : "\n");
}
printf("\n");
printf("\n");
printf(" Number of Newton steps taken:%11" NAG_IFMT "\n", iter);
printf(" Number of function evaluations:%9" NAG_IFMT "\n", feval);
if (nrmgrd > errtol)
printf(" Norm of gradient of last Newton step: %12.3e\n", nrmgrd);
printf("\n");

END:
NAG_FREE(g);
NAG_FREE(x);

return exit_status;
}
```