Structure methods for solving the nearest correlation matrix problem (Q270046)
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scientific article; zbMATH DE number 6563971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure methods for solving the nearest correlation matrix problem |
scientific article; zbMATH DE number 6563971 |
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Structure methods for solving the nearest correlation matrix problem (English)
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7 April 2016
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alternating projections method
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correlation matrix
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nearness problem
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Newton method
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positive semidefinite programing
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semidefinite matrix
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