Block relaxation and majorization methods for the nearest correlation matrix with factor structure

Qingna Li, Houduo Qi, Naihua Xiu. Block relaxation and majorization methods for the nearest correlation matrix with factor structure. Comp. Opt. and Appl., 50(2):327-349, 2011. [doi]

Authors

Qingna Li

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Houduo Qi

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Naihua Xiu

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