A preconditioned Newton algorithm for the nearest correlation matrix (Q5189126)
From MaRDI portal
scientific article; zbMATH DE number 5678408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A preconditioned Newton algorithm for the nearest correlation matrix |
scientific article; zbMATH DE number 5678408 |
Statements
A preconditioned Newton algorithm for the nearest correlation matrix (English)
0 references
8 March 2010
0 references
positive semidefinite matrix
0 references
Newton's method
0 references
preconditioning
0 references
rounding error
0 references
Armijo line search conditions
0 references
alternating projections method
0 references
nearest correlation matrix
0 references
conjugate gradient method
0 references
