"Bounds for the Distance to the Nearest Correlation Matrix."

Nicholas J. Higham, Natasa Strabic (2016)

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DOI: 10.1137/15M1052007

access: closed

type: Journal Article

metadata version: 2020-05-26

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Nicholas J. Higham, Natasa Strabic:
Bounds for the Distance to the Nearest Correlation Matrix. SIAM J. Matrix Anal. Appl. 37(3): 1088-1102 (2016)

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