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

Qingna Li, Donghui Li, Houduo Qi. Newton s Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound. J. Optimization Theory and Applications, 147(3):546-568, 2010. [doi]

Authors

Qingna Li

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Donghui Li

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Houduo Qi

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