Bounds for the Distance to the Nearest Correlation Matrix (Q2818268): Difference between revisions
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Revision as of 18:17, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the Distance to the Nearest Correlation Matrix |
scientific article |
Statements
Bounds for the Distance to the Nearest Correlation Matrix (English)
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7 September 2016
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correlation matrix
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distance to the nearest correlation matrix
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indefinite matrix
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positive semidefinite matrix
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shrinking
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modified Cholesky factorization
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