"A Quadratically Convergent Newton Method for Computing the Nearest ..."

Houduo Qi, Defeng Sun (2006)

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DOI: 10.1137/050624509

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type: Journal Article

metadata version: 2023-08-28

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Houduo Qi, Defeng Sun:
A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix. SIAM J. Matrix Anal. Appl. 28(2): 360-385 (2006)

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