A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem

2011 ◽  
Vol 21 (4) ◽  
pp. 1641-1666 ◽  
Author(s):  
Qingna Li ◽  
Hou-duo Qi
Keyword(s):  
Newton Method ◽  
Correlation Matrix ◽  
Rank Correlation ◽  
Low Rank ◽  
Semismooth Newton Method ◽  
Matrix Problem ◽  
Semismooth Newton

scholarly journals A relaxed SCA approach for calibrating low rank correlation matrix problem

2015 ◽  
Vol 45 (4) ◽  
pp. 411-426
Author(s):  
LiWei ZHANG ◽  
Li CHU ◽  
Bo WANG
Keyword(s):  
Correlation Matrix ◽  
Rank Correlation ◽  
Low Rank ◽  
Matrix Problem
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