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A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix

✍ Scribed by Qi, Houduo; Sun, Defeng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Newton’s Method for Computing the Neares

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✍ Higham, N. J. 📂 Article 📅 2002 🏛 Oxford University Press 🌐 English ⚖ 172 KB

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✍ Nagendra Rao, P.S.; Prakasa Rao, K.S.; Nanda, J. 📂 Article 📅 1981 🏛 The Institution of Electrical Engineers 🌐 English ⚖ 353 KB