nag_nearest_correlation_h_weight (g02ajc) 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