Open AccessAn iterative algorithm to produce a positive definite correlation matrix from an approximate correlation matrix (with a program user's guide)
Author(s) -
Ronald L. Iman,
James M. Davenport
Publication year - 1982
Language(s) - English
Resource type - Reports
DOI - 10.2172/5152227
Subject(s) - positive definite matrix , correlation , matrix (chemical analysis) , eigenvalues and eigenvectors , algorithm , mathematics , covariance matrix , eight point algorithm , symmetric matrix , iterative method , computer science , state transition matrix , physics , geometry , materials science , quantum mechanics , composite material