Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368)
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scientific article; zbMATH DE number 6620991
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| English | Anderson acceleration of the alternating projections method for computing the nearest correlation matrix |
scientific article; zbMATH DE number 6620991 |
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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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0.815434455871582
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0.8121231198310852
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0.811124861240387
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0.8034520149230957
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