Pages that link to "Item:Q620444"
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The following pages link to Newton's method for computing the nearest correlation matrix with a simple upper bound (Q620444):
Displaying 6 items.
- Computing the nearest correlation matrix--a problem from finance (Q146787) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- Complementarity problems with respect to Loewnerian cones (Q2349522) (← links)
- Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348) (← links)
- Bounds for the distance to the nearest correlation matrix (Q2818268) (← links)
- A preconditioned Newton algorithm for the nearest correlation matrix (Q5189126) (← links)