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output.txt
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The approximate correlation matrix
1.0000 -0.3250 0.1881 0.5760 0.0064 -0.6111 -0.0724 -0.1589
-0.3250 1.0000 0.2048 0.2436 0.4058 0.2730 0.2869 0.4241
0.1881 0.2048 1.0000 -0.1325 0.7658 0.2765 -0.6172 0.9006
0.5760 0.2436 -0.1325 1.0000 0.3041 0.0126 0.6452 -0.3210
0.0064 0.4058 0.7658 0.3041 1.0000 0.6652 -0.3293 0.9939
-0.6111 0.2730 0.2765 0.0126 0.6652 1.0000 0.0492 0.5964
-0.0724 0.2869 -0.6172 0.6452 -0.3293 0.0492 1.0000 -0.3983
-0.1589 0.4241 0.9006 -0.3210 0.9939 0.5964 -0.3983 1.0000
Sorted eigenvalues of G: -0.2498 -0.0160 0.0895 0.2192 0.7072 1.7534 1.9611 3.5355
Nearest correlation matrix
1.0000 -0.3112 0.1889 0.5396 0.0268 -0.5925 -0.0621 -0.1921
-0.3112 1.0000 0.2050 0.2265 0.4148 0.2822 0.2915 0.4088
0.1889 0.2050 1.0000 -0.1468 0.7880 0.2727 -0.6085 0.8802
0.5396 0.2265 -0.1468 1.0000 0.2137 0.0015 0.6069 -0.2208
0.0268 0.4148 0.7880 0.2137 1.0000 0.6580 -0.2812 0.8762
-0.5925 0.2822 0.2727 0.0015 0.6580 1.0000 0.0479 0.5932
-0.0621 0.2915 -0.6085 0.6069 -0.2812 0.0479 1.0000 -0.4470
-0.1921 0.4088 0.8802 -0.2208 0.8762 0.5932 -0.4470 1.0000
Sorted eigenvalues of X: -0.0000 0.0000 0.0380 0.1731 0.6894 1.7117 1.9217 3.4661
Nearest correlation matrix using row and column weighting
1.0000 -0.3250 0.1881 0.5739 0.0067 -0.6097 -0.0722 -0.1598
-0.3250 1.0000 0.2048 0.2426 0.4060 0.2737 0.2870 0.4236
0.1881 0.2048 1.0000 -0.1322 0.7661 0.2759 -0.6171 0.9004
0.5739 0.2426 -0.1322 1.0000 0.2085 -0.0890 0.5954 -0.1805
0.0067 0.4060 0.7661 0.2085 1.0000 0.6556 -0.2780 0.8757
-0.6097 0.2737 0.2759 -0.0890 0.6556 1.0000 0.0490 0.5746
-0.0722 0.2870 -0.6171 0.5954 -0.2780 0.0490 1.0000 -0.4550
-0.1598 0.4236 0.9004 -0.1805 0.8757 0.5746 -0.4550 1.0000
Sorted eigenvalues of X: 0.0010 0.0010 0.0305 0.1646 0.6764 1.7716 1.8910 3.4639
100.0000 100.0000 100.0000 1.0000 1.0000 1.0000 1.0000 1.0000
100.0000 100.0000 100.0000 1.0000 1.0000 1.0000 1.0000 1.0000
100.0000 100.0000 100.0000 1.0000 1.0000 1.0000 1.0000 1.0000
1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
Nearest correlation matrix using element-wise weighting
1.0000 -0.3251 0.1881 0.5371 0.0255 -0.5893 -0.0625 -0.1929
-0.3251 1.0000 0.2048 0.2249 0.4144 0.2841 0.2914 0.4081
0.1881 0.2048 1.0000 -0.1462 0.7883 0.2718 -0.6084 0.8804
0.5371 0.2249 -0.1462 1.0000 0.2138 -0.0002 0.6070 -0.2199
0.0255 0.4144 0.7883 0.2138 1.0000 0.6566 -0.2807 0.8756
-0.5893 0.2841 0.2718 -0.0002 0.6566 1.0000 0.0474 0.5930
-0.0625 0.2914 -0.6084 0.6070 -0.2807 0.0474 1.0000 -0.4471
-0.1929 0.4081 0.8804 -0.2199 0.8756 0.5930 -0.4471 1.0000
Sorted eigenvalues of X: 0.0010 0.0010 0.0375 0.1734 0.6882 1.7106 1.9224 3.4660
Nearest correlation matrix with fixed leading block
1.0000 -0.3250 0.1881 0.4606 0.0051 -0.4887 -0.0579 -0.1271
-0.3250 1.0000 0.2048 0.1948 0.3245 0.2183 0.2294 0.3391
0.1881 0.2048 1.0000 -0.1060 0.6124 0.2211 -0.4936 0.7202
0.4606 0.1948 -0.1060 1.0000 0.2432 0.0101 0.5160 -0.2567
0.0051 0.3245 0.6124 0.2432 1.0000 0.5320 -0.2634 0.7949
-0.4887 0.2183 0.2211 0.0101 0.5320 1.0000 0.0393 0.4769
-0.0579 0.2294 -0.4936 0.5160 -0.2634 0.0393 1.0000 -0.3185
-0.1271 0.3391 0.7202 -0.2567 0.7949 0.4769 -0.3185 1.0000
Sorted eigenvalues of X: 0.0000 0.1375 0.2744 0.3804 0.7768 1.6263 1.7689 3.0356
Value of alpha returned: 0.2003