Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368): Difference between revisions

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+6620991
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@@ Property / zbMATH Keywords @@
+nearest correlation matrix
@@ Property / zbMATH Keywords: nearest correlation matrix / rank @@
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@@ Property / zbMATH Keywords @@
+indefinite matrix
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@@ Property / zbMATH Keywords @@
+positive semidefinite matrix
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@@ Property / zbMATH Keywords @@
+Anderson acceleration
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@@ Property / zbMATH Keywords @@
+alternating projections method
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+Dykstra's correction
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+numerical example
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+convergence
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+Anderson
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@@ Property / cites work @@
+Iterative Procedures for Nonlinear Integral Equations
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+DOUGLAS–RACHFORD FEASIBILITY METHODS FOR MATRIX COMPLETION PROBLEMS
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+Robust Stopping Criteria for Dykstra's Algorithm
@@ Property / cites work: Robust Stopping Criteria for Dykstra's Algorithm / rank @@
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+A preconditioned Newton algorithm for the nearest correlation matrix
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+Convergence Analysis for Anderson Acceleration
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+Anderson Acceleration for Fixed-Point Iterations
@@ Property / cites work: Anderson Acceleration for Fixed-Point Iterations / rank @@
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+Publication:306368