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Open Access 01-08-2016 | Original Paper

Anderson acceleration of the alternating projections method for computing the nearest correlation matrix

Authors: Nicholas J. Higham, Nataša Strabić

Title: Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
Authors: Nicholas J. Higham
Nataša Strabić
Publication date: 01-08-2016
Publisher: Springer US
Published in: Numerical Algorithms / Issue 4/2016
Print ISSN: 1017-1398
Electronic ISSN: 1572-9265
DOI: https://doi.org/10.1007/s11075-015-0078-3

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