Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative gradient algorithms for computing the nearest correlation matrix |
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Alternative gradient algorithms for computing the nearest correlation matrix (English)
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3 June 2014
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alternative gradient algorithm
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matrix factorization and approximation
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nearest correlation matrix
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positive semidefinite matrix
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convergence
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numerical experiments
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