Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
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Publication:306368
DOI10.1007/S11075-015-0078-3zbMATH Open1347.65074DBLPjournals/na/HighamS16OpenAlexW1859634276WikidataQ56998616 ScholiaQ56998616MaRDI QIDQ306368FDOQ306368
Authors: Nicholas J. Higham, Nataša Strabić 
Publication date: 31 August 2016
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-015-0078-3
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- scientific article; zbMATH DE number 7289878
convergencenearest correlation matrixalternating projections methodnumerical examplepositive semidefinite matrixAnderson accelerationDykstra's correctionindefinite matrix
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Cited In (25)
- Anderson Acceleration for Nonsmooth Fixed Point Problems
- Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations
- Improved convergence of the Arrow-Hurwicz iteration for the Navier-Stokes equation via grad-div stabilization and Anderson acceleration
- The Supporting Halfspace--Quadratic Programming Strategy for the Dual of the Best Approximation Problem
- Anymatrix: an extensible MATLAB matrix collection
- Efficient algorithms for solving condition number-constrained matrix minimization problems
- The effect of Anderson acceleration on superlinear and sublinear convergence
- Fractional-step \(\theta\)-method for solving singularly perturbed problem in ecology
- Polynomial whitening for high-dimensional data
- Alternative gradient algorithms for computing the nearest correlation matrix
- Bounds for the distance to the nearest correlation matrix
- Shanks Sequence Transformations and Anderson Acceleration
- An algorithm for best rational approximation based on barycentric rational interpolation
- A Proof That Anderson Acceleration Improves the Convergence Rate in Linearly Converging Fixed-Point Methods (But Not in Those Converging Quadratically)
- Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones
- Geometrical inverse matrix approximation for least-squares problems and acceleration strategies
- Fast Computation of Latent Correlations
- Nonlinear acceleration of momentum and primal-dual algorithms
- Geometric adaptive Monte Carlo in random environment
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
- A preconditioned Newton algorithm for the nearest correlation matrix
- Convergence analysis of adaptive DIIS algorithms with application to electronic ground state calculations
- Anderson Acceleration of Nonlinear Solvers for the Stationary Gross-Pitaevskii Equation
- Efficient and effective algebraic splitting‐based solvers for nonlinear saddle point problems
- Enabling convergence of the iterated penalty Picard iteration with \(O ( 1 )\) penalty parameter for incompressible Navier-Stokes via Anderson acceleration
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