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On near and the nearest correlation matrix - MaRDI portal

On near and the nearest correlation matrix (Q5230903)

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scientific article; zbMATH DE number 7099598
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English
On near and the nearest correlation matrix
scientific article; zbMATH DE number 7099598

    Statements

    title
    On near and the nearest correlation matrix (English)
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    author
    Pasha Zusmanovich
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    publication date
    29 August 2019
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    zbMATH Keywords
    correlation matrix
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    positive definite matrix
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    matrix nearness problem
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    versal deformations of matrices
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    Identifiers

    Mathematics Subject Classification ID
    62H20
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    15A18
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    15A21
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    15B48
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    62P05
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    62P35
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    65F35
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    zbMATH DE Number
    7099598
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    OpenAlex ID
    W2076728983
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    arXiv ID
    1303.3226
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