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An efficient numerical method for condition number constrained covariance matrix approximation - MaRDI portal

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An efficient numerical method for condition number constrained covariance matrix approximation (Q6347152)

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scientific article
Language Label Description Also known as
English
An efficient numerical method for condition number constrained covariance matrix approximation
scientific article

    Statements

    publication date
    16 August 2020
    0 references
    arXiv classification
    math.NA
    0 references
    cs.NA
    0 references
    author
    Shaoxin Wang
    0 references

    Identifiers

    arXiv ID
    2008.06851
    0 references
    Mathematics Subject Classification ID
    65F35
    0 references
    15A12
    0 references
    15A60
    0 references
     
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