Nicholas J. Higham, Natasa Strabic. Bounds for the Distance to the Nearest Correlation Matrix. SIAM J. Matrix Analysis Applications, 37(3):1088-1102, 2016. [doi]
@article{HighamS16-0,
title = {Bounds for the Distance to the Nearest Correlation Matrix},
author = {Nicholas J. Higham and Natasa Strabic},
year = {2016},
doi = {10.1137/15M1052007},
url = {http://dx.doi.org/10.1137/15M1052007},
researchr = {https://researchr.org/publication/HighamS16-0},
cites = {0},
citedby = {0},
journal = {SIAM J. Matrix Analysis Applications},
volume = {37},
number = {3},
pages = {1088-1102},
}