Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368): Difference between revisions
From MaRDI portal
Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710362834424 |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11075-015-0078-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1859634276 / rank | |||
Normal rank |
Revision as of 18:53, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Anderson acceleration of the alternating projections method for computing the nearest correlation matrix |
scientific article |
Statements
Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (English)
0 references
31 August 2016
0 references
nearest correlation matrix
0 references
indefinite matrix
0 references
positive semidefinite matrix
0 references
Anderson acceleration
0 references
alternating projections method
0 references
Dykstra's correction
0 references
numerical example
0 references
convergence
0 references