A majorization algorithm for constrained correlation matrix approximation (Q847204): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1999959286 / rank | |||
Normal rank | |||
Revision as of 20:00, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A majorization algorithm for constrained correlation matrix approximation |
scientific article |
Statements
A majorization algorithm for constrained correlation matrix approximation (English)
0 references
12 February 2010
0 references
correlation matrix
0 references
majorization
0 references
constrained optimization
0 references
numerical examples
0 references
algorithm
0 references
convergence
0 references
