Updated Fri, 29 Jul 2016 05:05:48 +0000
MATLAB codes for Anderson acceleration for the alternating projections
method for the nearest correlation matrix problem, based on the paper
Nicholas J. Higham and Nataša Strabić. Anderson acceleration of the
alternating projections method for computing the nearest correlation
matrix. MIMS EPrint 2015.39, Manchester Institute for Mathematical
Sciences, The University of Manchester, UK, August 2015. 22 pp.
Nick Higham (2022). higham/anderson-accel-ncm (https://github.com/higham/anderson-accel-ncm), GitHub. Retrieved .
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