Theory and algorithms for matrix problems with positive semidefinite constraints
This thesis presents new theoretical results and algorithms for two matrix problems with positive semidefinite constraints: it adds to the well-established nearest correlation matrix problem, and introduces a class of semidefinite Lagrangian subspaces. First, we propose shrinking, a method for resto...
Main Author: | Strabic, Natasa |
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Other Authors: | Silvester, David ; Higham, Nicholas |
Published: |
University of Manchester
2016
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Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.684825 |
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