Computing Nearest Correlation Matrix via Low-Rank ODE’s Based Technique
For <i>n</i>-dimensional real-valued matrix <i>A</i>, the computation of nearest correlation matrix; that is, a symmetric, positive semi-definite, unit diagonal and off-diagonal entries between <inline-formula><math display="inline"><semantics><...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
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Multidisciplinary Digital Publishing Institute
2021
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| Online Access: | https://hdl.handle.net/1721.1/131319 |