A NORM CONVERGENCE RESULT FOR THE COMPUTATION OF CORRELATION MATRIX FOR A SYMMETRIC MATRIX

Mutti Ur Rehman

Abstract:  In this paper we will study the norm convergence analysis to correlation matrix for a symmetric matrix. 

Keyword: Correlation matrix; Positive Semi definite matrix; Convex Analysis; Normal Cone; Weighted Frobenius norm; Alternating projection method; Projections; Hilbert space; Weak convergence; Strong convergence.

Title: A NORM CONVERGENCE RESULT FOR THE COMPUTATION OF CORRELATION MATRIX FOR A SYMMETRIC MATRIX

Author: Mutti Ur Rehman

International Journal of Mathematics and Physical Sciences Research

ISSN 2348-5736 (Online)

Research Publish Journals

Vol. 2, Issue 2, October 2014 - March 2015

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A NORM CONVERGENCE RESULT FOR THE COMPUTATION OF CORRELATION MATRIX FOR A SYMMETRIC MATRIX by Mutti Ur Rehman