Bounds for the Distance to the Nearest Correlation Matrix (Q2818268): Difference between revisions

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+Fast Computation of the Zeros of a Polynomial via Factorization of the Companion Matrix
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+Templates for the Solution of Algebraic Eigenvalue Problems
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+A preconditioned Newton algorithm for the nearest correlation matrix
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+Computing a Nearest Correlation Matrix with Factor Structure
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+A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
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+Robust estimation and outlier detection with correlation coefficients
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+An Algorithm for Restricted Least Squares Regression
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+Computing a nearest symmetric positive semidefinite matrix
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+Computing the nearest correlation matrix--a problem from finance
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+Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
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+Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block
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+A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
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+A Dual Approach to Semidefinite Least-Squares Problems
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+Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
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+A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
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+Computing the norm ∥<i>A</i>∥∞,1 is NP-hard<sup>∗</sup>
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+A New Modified Cholesky Factorization
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+A lower bound for the nearest correlation matrix problem based on the circulant mean
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+Numerical Solution of the Eigenvalue Problem for Hermitian Toeplitz Matrices
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+Grouping customers for better allocation of resources to serve correlated demands
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+Managing single echelon inventories through demand aggregation and the feasibility of a correlation matrix
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