Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
Crossref DOI link: https://doi.org/10.1007/s11075-015-0078-3
Published Online: 2015-12-21
Published Print: 2016-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Higham, Nicholas J.
Strabić, Nataša
Funding for this research was provided by:
Engineering and Physical Sciences Research Council (GB) (EP/I01912X/1)
European Research Council (BE) (267526)
License valid from 2015-12-21