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

Xue-Feng Duan, Jianchao Bai, Jiao-fen Li, Jing-jing Peng. On the low rank solution of the Q-weighted nearest correlation matrix problem. Numerical Lin. Alg. with Applic., 23(2):340-355, 2016. [doi]

Abstract

Abstract is missing.