Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
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Publication:306368
DOI10.1007/s11075-015-0078-3zbMath1347.65074OpenAlexW1859634276WikidataQ56998616 ScholiaQ56998616MaRDI QIDQ306368
Nataša Strabić, Nicholas J. Higham
Publication date: 31 August 2016
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-015-0078-3
convergencenumerical examplepositive semidefinite matrixalternating projections methodAnderson accelerationDykstra's correctionindefinite matrixnearest correlation matrix
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