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Algorithms for the nearest correlation matrix problem with factor structure

Bibliographic reference Dorcimont, Charlotte ; Absil, Pierre-Antoine. Algorithms for the nearest correlation matrix problem with factor structure.Householder Symposium XIX (Spa, Belgium, du 8/06/2014 au 13/06/2014). In: Book of Abstracts of the Householder Symposium XIX on Numerical Linear Algebra, 2014, p. 7-8
Permanent URL http://hdl.handle.net/2078.1/144609