On the low rank solution of the Q-weighted nearest correlation matrix problem.
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Cites work
- A majorization algorithm for constrained correlation matrix approximation
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A preconditioned Newton algorithm for the nearest correlation matrix
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A scaled gradient projection method for constrained image deblurring
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- An application of the nearest correlation matrix on web document classification
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- Computing the nearest correlation matrix--a problem from finance
- Efficient rank reduction of correlation matrices
- scientific article; zbMATH DE number 5239114 (Why is no real title available?)
- Inexact spectral projected gradient methods on convex sets
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Optimal low-rank approximation to a correlation matrix
- Parameterizing correlations: a geometric interpretation
- Structure methods for solving the nearest correlation matrix problem
- Structured low-rank approximation with missing data
Cited in
(12)- A novel method for a class of structured low-rank minimizations with equality constraint
- An efficient numerical method for condition number constrained covariance matrix approximation
- Novel alternating update method for low rank approximation of structured matrices
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- Accelerated method for optimization over density matrices in quantum state estimation
- Iterative algorithm for the symmetric and nonnegative tensor completion problem
- Numerical methods for Q-weighted nonnegative matrix tri-factorization
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- An efficient iterative method for solving the graph regularization Q-weighted nonnegative matrix factorization problem in multi-view clustering
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