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