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A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
Qingna Li
*
, Hou Duo Qi
*
Corresponding author for this work
Hunan University
CAS - Institute of Computational Mathematics and Scientific-Engineering Computing
University of Southampton
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peer-review
32
Citations (Scopus)
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Mathematics
Programming Problem
100%
Newton's Method
100%
Correlation Matrix
100%
Spearman's Coefficient
100%
Least Square
66%
Numerical Methods
33%
Eigenvalue
33%
Scale Problem
33%
Stationary Point
33%
Symmetric Matrix
33%
Sequential Method
33%