Listing 4: Output from Listing 3.

The value of the cumulative normal = 0.1587
The integral (default maximum number of subintervals) = -2.303835
The integral (maximum number of subintervals set to 3) = -3.168259
The optimization solution vector is : 0.5000 -1.0000
The value of the objective function is: 2.7457E-014
The Eigenvalues are: -3.0000 -1.0000 2.0000 4.0000