"A feasible filter method for the nearest low-rank correlation matrix problem."

Xiaojing Zhu (2015)

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DOI: 10.1007/S11075-014-9924-Y

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type: Journal Article

metadata version: 2020-04-25

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Xiaojing Zhu:
A feasible filter method for the nearest low-rank correlation matrix problem. Numer. Algorithms 69(4): 763-784 (2015)

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