A majorization algorithm for constrained correlation matrix approximation (Q847204)
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scientific article; zbMATH DE number 5669172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A majorization algorithm for constrained correlation matrix approximation |
scientific article; zbMATH DE number 5669172 |
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A majorization algorithm for constrained correlation matrix approximation (English)
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12 February 2010
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correlation matrix
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majorization
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constrained optimization
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numerical examples
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algorithm
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convergence
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