5 November 2012   9:20:31.948 PM

CORRELATION_PRB
  Fortran90 version.
  Test the CORRELATION library.

CORRELATION_TEST02
  SAMPLE_PATHS_CHOLESKY generates a sample paths from the
  correlation matrix, factored using the Cholesky factor.
  Plot sample paths for a given correlation function.

 
R8MAT_CHOLESKY_FACTOR - Fatal error!
  Matrix is not nonnegative definite.
  Diagonal I =   13
  SUM2 =  -0.272309E-07

SAMPLE_PATH_CHOLESKY - Fatal error!
  The correlation matrix is not
  symmetric nonnegative definite.