"Restoring Definiteness via Shrinking, with an Application to Correlation ..."

Nicholas J. Higham, Natasa Strabic, Vedran Sego (2016)

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DOI: 10.1137/140996112

access: closed

type: Journal Article

metadata version: 2020-09-29

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Nicholas J. Higham, Natasa Strabic, Vedran Sego:
Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block. SIAM Rev. 58(2): 245-263 (2016)

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