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"On the low rank solution of the Q-weighted nearest correlation matrix problem."

Xue-Feng Duan et al. (2016)

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DOI: 10.1002/NLA.2027

access: closed

type: Journal Article

metadata version: 2024-05-07

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Xue-Feng Duan, Jianchao Bai, Jiao-Fen Li, Jing-Jing Peng:
On the low rank solution of the Q-weighted nearest correlation matrix problem. Numer. Linear Algebra Appl. 23(2): 340-355 (2016)

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