On the low rank solution of the Q‐weighted nearest correlation matrix problem

DOI10.1002/nla.2027zbMath1413.62075OpenAlexW2124821009MaRDI QIDQ5739764

Jiao-Fen Li, Jianchao Bai, Jing-Jing Peng, Xue-Feng Duan

Publication date: 19 July 2016

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2027

zbMATH Keywords

sufficient conditionlow rank solutionnonmonotone spectral projected gradient methodnearest correlation matrix problemQ-weighted norm

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Methods of reduced gradient type (90C52)

Related Items

Novel alternating update method for low rank approximation of structured matrices, A novel method for a class of structured low-rank minimizations with equality constraint, Accelerated method for optimization over density matrices in quantum state estimation, An efficient numerical method for condition number constrained covariance matrix approximation, Iterative algorithm for the Q-weighted nonnegative matrix factorization, Iterative algorithm for the symmetric and nonnegative tensor completion problem, Numerical Methods for $Q$-Weighted Nonnegative Matrix Tri-Factorization

Uses Software

• Matlab

Cites Work

• Unnamed Item
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