Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.amc.2013.01.045 / rank
 
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Latest revision as of 14:24, 8 July 2024

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Alternative gradient algorithms for computing the nearest correlation matrix
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    Alternative gradient algorithms for computing the nearest correlation matrix (English)
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    3 June 2014
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    alternative gradient algorithm
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    matrix factorization and approximation
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    nearest correlation matrix
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    positive semidefinite matrix
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    convergence
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    numerical experiments
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