
The IUP Journal of Computational Mathematics









Description 


Brian (2005), in his paper, makes an attempt to solve the nearest correlation matrix
problem by using the Bregman matrix divergence and the von Neumann matrix
divergence. Presently, we are concerned with the method (suggested by Brian Culis)
that uses the von Neumann divergence.
These norms are smaller than those obtained through the (modified) von Neumann
divergence procedure. Clearly, the procedure gives suboptimal solution to the nearest
correlation matrix problem. 







