G02AJF Example Program Results

 Returned H Matrix
          1       2       3       4
 1   0.0000  1.0000  0.0000  0.0000
 2   1.0000  0.0000  0.1500  0.1500
 3   0.0000  0.1500  0.0000  0.0000
 4   0.0000  0.1500  0.0000  0.0000

 Nearest Correlation Matrix X
               1            2            3            4
 1    1.0000E+00  -9.2285E-01   7.7335E-01   2.5854E-03
 2   -9.2285E-01   1.0000E+00  -7.8433E-01  -8.4891E-07
 3    7.7335E-01  -7.8433E-01   1.0000E+00  -6.1477E-02
 4    2.5854E-03  -8.4891E-07  -6.1477E-02   1.0000E+00

 Number of iterations:         66

 Norm value:                    0.1183

 ALPHA:                         0.0400

 Eigenvalues of X
             1          2          3          4
 1      0.0769     0.2637     1.0031     2.6563