A Preconditioned Newton Algorithm for the Nearest Correlation Matrix
By Rüdiger Borsdorf, Nicholas John Higham. 2010
84 citations recorded by the source corpus.
Subfields: Computational Mathematics, Computational Theory and Mathematics, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/72bf0dc4a0b2db0f35c24fb1d061d3930eb53b13
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In Computational Mathematics
In Computational Theory and Mathematics
In Numerical Analysis
Citations in the corpus
- Fréchet regression for random objects with Euclidean predictors (2016, methodology): “This problem has been well studied (Higham 2002; Qi and Sun 2006; Borsdorf and Higham 2010), and in our implementations we used the alternating projections algorithm, written by Nicholas Higham and available at”