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Block relaxation and majorization methods for the nearest correlation matrix with factor structure
Qingna Li
, Houduo Qi
*
, Naihua Xiu
*
此作品的通讯作者
CAS - Institute of Computational Mathematics and Scientific-Engineering Computing
University of Southampton
Beijing Jiaotong University
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引用 (Scopus)
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Mathematics
Majorization
100%
Correlation Matrix
100%
Subproblem
50%
Relaxation Method
50%
Numerical Methods
25%
Closed Form Solution
25%
Conjugate Gradient Method
25%
Trust Region Method
25%
Trust Region
25%
Engineering
Subproblem
100%
Correlation Matrix
100%
Numerical Methods
50%
Closed Form Solution
50%
Conjugate Gradient Method
50%
Region Problem
50%