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A Riemannian structure for correlation matrices - MaRDI portal

A Riemannian structure for correlation matrices (Q5205405)

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scientific article; zbMATH DE number 7142368
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English
A Riemannian structure for correlation matrices
scientific article; zbMATH DE number 7142368

    Statements

    title
    A Riemannian structure for correlation matrices (English)
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    publication date
    11 December 2019
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    zbMATH Keywords
    Riemannian geometry
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    correlation
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    Newton's method
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    quotient manifold
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    optimization
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    Identifiers

    Mathematics Subject Classification ID
    62H20
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    62R30
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    65F15
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    zbMATH DE Number
    7142368
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    OpenAlex ID
    W2974392686
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    Wikidata QID
    Q115157715
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