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Houduo Qi
Information about the author Houduo Qi will soon be added to the site.
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3 papers
in total
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Block relaxation and majorization methods for the nearest correlation matrix with factor structure
2011
We propose two numerical methods, namely the alternating block relaxation method and...
Smooth Convex Approximation to the Maximum Eigenvalue Function
2004
In this paper, we consider smooth convex approximations to the maximum eigenvalue...
Newton's Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound
2010
The standard nearest correlation matrix can be efficiently computed by exploiting a...
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