</b></p>
         <p>Go to directory <tt>applications/CorrMat</tt>. We solve the nearest correlation matrix problem with the constrained condition number as described in Example 7.1 from the
            PENLAB paper (directory <tt>tex/penlab_paper</tt>). On input is a given symmetric matrix <tt>H</tt>, not necessarily a correlation matrix, and <tt>kappa</tt>, the required condition number of the computed correlation matrix.
         </p><pre>penm = corr_define(kappa, H);
problem = penlab(penm);
problem.solv