On the low rank solution of the Q-weighted nearest correlation matrix problem.
DOI10.1002/NLA.2027zbMATH Open1413.62075OpenAlexW2124821009MaRDI QIDQ5739764FDOQ5739764
Authors: Jianchao Bai, Jiaofen Li, Jing-Jing Peng, Xuefeng Duan 
Publication date: 19 July 2016
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.2027
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Measures of association (correlation, canonical correlation, etc.) (62H20) Methods of reduced gradient type (90C52)
Cites Work
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- A Newton-CG augmented Lagrangian method for semidefinite programming
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- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- Structure methods for solving the nearest correlation matrix problem
- A preconditioned Newton algorithm for the nearest correlation matrix
- A scaled gradient projection method for constrained image deblurring
- Optimal low-rank approximation to a correlation matrix
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- Structured low-rank approximation with missing data
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- An application of the nearest correlation matrix on web document classification
- Inexact spectral projected gradient methods on convex sets
- Parameterizing correlations: a geometric interpretation
Cited In (12)
- Iterative algorithm for the symmetric and nonnegative tensor completion problem
- An efficient numerical method for condition number constrained covariance matrix approximation
- An efficient iterative method for solving the graph regularization Q-weighted nonnegative matrix factorization problem in multi-view clustering
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm
- Numerical methods for \(Q\)-weighted nonnegative matrix tri-factorization
- Iterative algorithm for the Q-weighted nonnegative matrix factorization
- A novel method for a class of structured low-rank minimizations with equality constraint
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- Accelerated method for optimization over density matrices in quantum state estimation
- Novel alternating update method for low rank approximation of structured matrices
- Title not available (Why is that?)
- Calibrating low-rank correlation matrix problem: an SCA-based approach
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