```/* nag_nearest_correlation_shrinking (g02anc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 25, 2014.
*/

#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg02.h>
#include <nagx04.h>

int main(void)
{

#define G(I,J) g[(J-1)*pdg + I-1]

/*  Scalars */
Integer exit_status = 0;
double alpha, eigmin, eigtol, errtol, norm;
Integer i, j, iter, k, n, pdg, pdx;

/*  Arrays */
double *g = 0, *x = 0;

/* Nag Types */
Nag_OrderType order;
NagError fail;

INIT_FAIL(fail);

/* Output preamble */
printf("nag_nearest_correlation_shrinking (g02anc)");
printf(" Example Program Results\n\n");
fflush(stdout);

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

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

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] ");

/* Use the defaults for ERRTOL and EIGTOL */
errtol = -1.0;
eigtol = -1.0;

/*
* nag_nearest_correlation_shrinking (g02anc).
* Calculate nearest perturbed correlation matrix with preserved leading block
*/
nag_nearest_correlation_shrinking(g, pdg, n, k, errtol, eigtol, x, pdx,
&alpha, &iter, &eigmin, &norm, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_nearest_correlation_shrinking (g02anc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}

/* Display results */

order = Nag_ColMajor;
/*
* nag_gen_real_mat_print (x04cac).
* Prints real general matrix
*/
nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, g,
pdg, "Symmetrised Input Matrix G", NULL, &fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message);
exit_status = 2;
goto END;
}

printf("\n");
fflush(stdout);
nag_gen_real_mat_print(order, Nag_GeneralMatrix, Nag_NonUnitDiag, n, n, x,
pdx, "Nearest Perturbed Correlation Matrix X", NULL,
&fail);
if (fail.code != NE_NOERROR)
{
printf("Error from nag_gen_real_mat_print (x04cac).\n%s\n", fail.message);
exit_status = 3;
goto END;
}

printf("\n%s %34ld \n\n","k:",  k);
printf("%s %9ld \n\n","Number of iterations taken:",  iter);
printf("%s %34.4f \n\n","alpha: ",  alpha);
printf("%s %29.4f \n\n","norm value: ",  norm);
printf("%s %15.4f \n","Smallest eigenvalue of A: ",  eigmin);

END:
NAG_FREE(g);
NAG_FREE(x);
return exit_status;
}
```