On the low rank solution of the Q-weighted nearest correlation matrix problem-Reference-Cited by-同舟云学术

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On the low rank solution of the Q-weighted nearest correlation matrix problem

Published:2015-11-09 Issue:2 Volume:23 Page:340-355
ISSN:1070-5325
Container-title:Numerical Linear Algebra with Applications
language:en
Short-container-title:Numer. Linear Algebra Appl.

Author:

Duan Xue-Feng¹,Bai Jian-Chao¹²,Li Jiao-Fen¹,Peng Jing-Jing³

Affiliation:

1. College of Mathematics and Computational Science; Guilin University of Electronic Technology; Guilin 541004 China

2. School of Mathematics and Statistics; Xi'an Jiaotong University; Xi'an 710049 China

3. College of Mathematics and Econometrics; Hunan University; Changsha 410082 China

Funder

National Natural Science Foundation of China

Natural Science Foundation of Guangxi Province

Publisher

Wiley

Subject

Applied Mathematics,Algebra and Number Theory

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/nla.2027/fullpdf

Reference28 articles.

1. Borsdorf R Structured matrix nearness problems: theory and algorithms Ph.D Thesis Manchester 2012

2. Manton JH Mahony R Hua YB The geometry of weighted low rank approximations IEEE Transactions Signal Proceedings 2003 500 514

3. Structured low rank approximation with missing data;Markovsky;SIAM Journal Matrix Analysis and Applications,2013

4. Efficient rank reduction of correlation matrices;Grubisic;Linear Algebra Applied,2007

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4. Low-Rank Approximation of Difference between Correlation Matrices Using Inner Product;Applied Sciences;2021-05-17

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