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

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Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
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    Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (English)
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    31 August 2016
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    nearest correlation matrix
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    indefinite matrix
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    positive semidefinite matrix
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    Anderson acceleration
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    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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