A quadratically convergent newton method for computing the nearest correlation matrix

10.1137/050624509

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Bibliographic Details
Main Authors:	Qi, H., Sun, D.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Correlation matrix Newton method Quadratic convergence Semismooth matrix equation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/102741
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-102741
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spelling	sg-nus-scholar.10635-1027412023-10-26T21:03:45Z A quadratically convergent newton method for computing the nearest correlation matrix Qi, H. Sun, D. MATHEMATICS Correlation matrix Newton method Quadratic convergence Semismooth matrix equation 10.1137/050624509 SIAM Journal on Matrix Analysis and Applications 28 2 360-385 2014-10-28T02:29:10Z 2014-10-28T02:29:10Z 2006 Article Qi, H., Sun, D. (2006). A quadratically convergent newton method for computing the nearest correlation matrix. SIAM Journal on Matrix Analysis and Applications 28 (2) : 360-385. ScholarBank@NUS Repository. https://doi.org/10.1137/050624509 08954798 http://scholarbank.nus.edu.sg/handle/10635/102741 000240044000005 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Correlation matrix Newton method Quadratic convergence Semismooth matrix equation
spellingShingle	Correlation matrix Newton method Quadratic convergence Semismooth matrix equation Qi, H. Sun, D. A quadratically convergent newton method for computing the nearest correlation matrix
description	10.1137/050624509
author2	MATHEMATICS
author_facet	MATHEMATICS Qi, H. Sun, D.
format	Article
author	Qi, H. Sun, D.
author_sort	Qi, H.
title	A quadratically convergent newton method for computing the nearest correlation matrix
title_short	A quadratically convergent newton method for computing the nearest correlation matrix
title_full	A quadratically convergent newton method for computing the nearest correlation matrix
title_fullStr	A quadratically convergent newton method for computing the nearest correlation matrix
title_full_unstemmed	A quadratically convergent newton method for computing the nearest correlation matrix
title_sort	quadratically convergent newton method for computing the nearest correlation matrix
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/102741
_version_	1781787630897201152

A quadratically convergent newton method for computing the nearest correlation matrix

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