On the low rank solution of the Q-weighted nearest correlation matrix problem. (Q5739764)
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scientific article; zbMATH DE number 6604545
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| English | On the low rank solution of the Q-weighted nearest correlation matrix problem. |
scientific article; zbMATH DE number 6604545 |
Statements
On the low rank solution of the Q‐weighted nearest correlation matrix problem (English)
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19 July 2016
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nearest correlation matrix problem
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Q-weighted norm
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low rank solution
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sufficient condition
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nonmonotone spectral projected gradient method
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0.834643542766571
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0.8250176906585693
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0.8145580291748047
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0.8054063320159912
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