Newton's Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound.

Qingna Li Donghui Li Houduo Qi

Published in: J. Optim. Theory Appl. (2010)

Keyphrases

upper bound
correlation matrix
lower bound
classification accuracy
model selection
training samples
computer vision
image sequences
feature extraction
computational complexity
dynamic programming
single image
missing data
covariance matrix