higham/anderson-accel-ncm

Anderson acceleration of the alternating projections method for the nearest correlation matrix.

https://github.com/higham/anderson-accel-ncm

Version 1.0.0.0 (6.77 KB)
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29 Jul 2016

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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.

Cite As

Nick Higham (2026). higham/anderson-accel-ncm (https://github.com/higham/anderson-accel-ncm), GitHub. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.