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)
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