Computing a nearest symmetric positive semidefinite matrix

DOI10.1016/0024-3795(88)90223-6MaRDI QIDQ1105980zbMATH OpenOpenAlexWikidataFDO

Authors Nicholas J. Higham

Publication date 1988

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(88)90223-6

zbMATH Keywords

positive definitenessFrobenius norm2-normNumerical examplesbisection algorithmnearest positive semidefinite matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Positive matrices and their generalizations; cones of matrices (15B48) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

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Uses Software

• LINPACK

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