The following pages link to (Q5142497):
Displaying 21 items.
- Computing the nearest correlation matrix--a problem from finance (Q146787) (← links)
- Structure methods for solving the nearest correlation matrix problem (Q270046) (← links)
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647) (← links)
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368) (← links)
- Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463) (← links)
- Primal-dual active-set methods for large-scale optimization (Q493264) (← links)
- A feasible filter method for the nearest low-rank correlation matrix problem (Q494667) (← links)
- Newton's method for computing the nearest correlation matrix with a simple upper bound (Q620444) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- Efficient rank reduction of correlation matrices (Q875015) (← links)
- Optimal low-rank approximation to a correlation matrix (Q1870071) (← links)
- Second-order cone and semidefinite methods for the bisymmetric matrix approximation problem (Q2091722) (← links)
- Alternative gradient algorithms for computing the nearest correlation matrix (Q2451348) (← links)
- A lower bound for the nearest correlation matrix problem based on the circulant mean (Q2514033) (← links)
- Bounds for the distance to the nearest correlation matrix (Q2818268) (← links)
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem (Q3005390) (← links)
- Computing a Nearest Correlation Matrix with Factor Structure (Q3079761) (← links)
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (Q3497617) (← links)
- Correlation matrix nearness and completion under observation uncertainty (Q5174190) (← links)
- A preconditioned Newton algorithm for the nearest correlation matrix (Q5189126) (← links)
- Calibrating low-rank correlation matrix problem: an SCA-based approach (Q5746715) (← links)
