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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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2011 [1]
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Block relaxation and majorization methods for the nearest correlation matrix with factor structure
期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2011, 卷号: 50, 期号: 2, 页码: 327-349
Authors:
Li, Qingna
;
Qi, Houduo
;
Xiu, Naihua
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Submit date：2018/07/30
Block relaxation methods
Majorization methods
Correlation matrix
Factor structure
