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Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (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/10.1137/140996112

Publication URI: http://dx.doi.org/10.1137/140996112

Type: Journal Article/Review

Parent Publication: SIAM Review

Issue: 2