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Borsdorf, Rudiger and Higham, Nicholas J. (2008) A Preconditioned Newton Algorithm for the Nearest Correlation Matrix. [MIMS Preprint]
Borsdorf, Rudiger and Higham, Nicholas J. (2008) A Preconditioned Newton Algorithm for the Nearest Correlation Matrix. IMA Journal of Numerical Analysis, 30 (1). pp. 94-107. ISSN 1464-3642
Borsdorf, Rudiger (2007) A Newton Algorithm for the Nearest Correlation Matrix. Masters thesis, University of Manchester.