On near and the nearest correlation matrix
author
Zusmanovich, Pasha
statement of authorship
Pasha Zusmanovich
source
Journal of nonlinear mathematical physics
journal volume number month
Vol. 20, 3
year of publication
2013
pages
p. 431-439
subject term
mitmemõõtmeline analüüs
maatriksmeetodid
keyword
correlation matrix
positive definite matrix
matrix nearness problem
versal deformations of matrices
ISSN
1402-9251
notes
Bibliogr. p. 438-439
TTÜ department
matemaatikainstituut
language
inglise