Bounds for the Distance to the Nearest Correlation Matrix (2016)

First Author: Higham N
Attributed to:  Network: Numerical Algorithms and High Performance Computing. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/15m1052007

Publication URI: http://dx.doi.org/10.1137/15m1052007

Type: Journal Article/Review

Parent Publication: SIAM Journal on Matrix Analysis and Applications

Issue: 3