## Anderson acceleration of the alternating projections method for computing the nearest correlation matrix

- Nicholas J. Higham, Natasa Strabic
- Numerical Algorithms
- 2015

Highly Influenced

Various methods have been developed for computing the correlation matrix nearest in the Frobenius norm to a given matrix. We focus on a quadratically convergent Newton algorithm recently derived by Qi and Sun. Various improvements to the efficiency and reliability of the algorithm are introduced. Several of these relate to the linear algebra: the Newton… (More)