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"Newton's Method for Computing the Nearest Correlation Matrix with a Simple ..."
Qingna Li, Donghui Li, Houduo Qi (2010)
- Qingna Li, Donghui Li, Houduo Qi:
Newton's Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound. J. Optim. Theory Appl. 147(3): 546-568 (2010)
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