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Newton’s Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound

✍ Scribed by Qingna Li; Donghui Li; Houduo Qi

Publisher: Springer
Year: 2010
Tongue: English
Weight: 537 KB
Volume: 147
Category: Article
ISSN: 0022-3239
DOI: 10.1007/s10957-010-9738-6

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