Computing a nearest symmetric positive semidefinite matrix

DOI10.1016/0024-3795(88)90223-6zbMath0649.65026OpenAlexW2072863821WikidataQ56999063 ScholiaQ56999063MaRDI QIDQ1105980

Publication date: 1988

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90223-6

zbMATH Keywords

positive definiteness Frobenius norm 2-norm Numerical examples bisection algorithm nearest positive semidefinite matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Positive matrices and their generalizations; cones of matrices (15B48)

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Uses Software

LINPACK

Cites Work