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Nearest correlation #260

Closed
wants to merge 12 commits into from
Closed

Nearest correlation #260

wants to merge 12 commits into from

Commits on Nov 19, 2024

  1. Higham2001 nearest corr copied implementation 

    From https://github.com/mikecroucher/nearest_correlation
    @dafeda
    dafeda committed Nov 19, 2024
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  2. Remove ExceededMaxIterationsError 

    No need for restart I think.
    @dafeda
    dafeda committed Nov 19, 2024
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  3. Remove unused arguments

    @dafeda
    dafeda committed Nov 19, 2024
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  4. Set tol to None

    @dafeda
    dafeda committed Nov 19, 2024
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  5. Use nearcorr

    @dafeda
    dafeda committed Nov 19, 2024
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  6. Remove Higham1988

    @dafeda
    dafeda committed Nov 19, 2024
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  7. Remove unused imports

    @dafeda
    dafeda committed Nov 19, 2024
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  8. Remove unused flag

    @dafeda
    dafeda committed Nov 19, 2024
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  9. Add references and clean-up

    @dafeda
    dafeda committed Nov 19, 2024
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  10. Add test based on examples

    @dafeda
    dafeda committed Nov 19, 2024
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  11. Use np.array_equal

    @dafeda
    dafeda committed Nov 19, 2024
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  12. Move tol closer to usage 

    Remove redundant test
    @dafeda
    dafeda committed Nov 19, 2024
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