Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximation of rank function and its application to the nearest low-rank correlation matrix |
scientific article; zbMATH DE number 6236760
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximation of rank function and its application to the nearest low-rank correlation matrix |
scientific article; zbMATH DE number 6236760 |
Statements
Approximation of rank function and its application to the nearest low-rank correlation matrix (English)
0 references
9 December 2013
0 references
rank optimization problem
0 references
approximation
0 references
convex relaxation
0 references
nearest low-rank correlation matrix
0 references
semismooth Newton method
0 references
0 references
0 references
0 references
0 references
0 references
0.8121331334114075
0 references
0.7985406517982483
0 references
0.7914896607398987
0 references
0.7905679941177368
0 references
