Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348): Difference between revisions
From MaRDI portal
Latest revision as of 14:24, 8 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Alternative gradient algorithms for computing the nearest correlation matrix |
scientific article |
Statements
Alternative gradient algorithms for computing the nearest correlation matrix (English)
0 references
3 June 2014
0 references
alternative gradient algorithm
0 references
matrix factorization and approximation
0 references
nearest correlation matrix
0 references
positive semidefinite matrix
0 references
convergence
0 references
numerical experiments
0 references
0 references
0 references