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adknudson
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NearestCorrelationMatrix.jl
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Refine Accelerated AP method
- #38
#38
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adknudson
merged 15 commits into
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adknudson/NearestCorrelationMatrix.jl:main
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adknudson/NearestCorrelationMatrix.jl:refine-ap-aa
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Sep 13, 2026
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Refine Accelerated AP method
#38
adknudson
merged 15 commits into
main
adknudson/NearestCorrelationMatrix.jl:main
from
refine-ap-aa
adknudson/NearestCorrelationMatrix.jl:refine-ap-aa
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Commits
Commits on Sep 13, 2026
cleaned up the Accelerated AP algorithm
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small changes to AP method
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5c280a4
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changed default algorithm to AcceleratedAP when a mask is supplied
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Added residual calculation to DirectProjection
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moved constructor outside of struct definition
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Added unit tests for masking
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fixed formatting
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updated autotune
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changed method for ensuring PD to also call cov2cor at end
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updated real world test structure
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updated AP autotune
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removed stray info log
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Added min_eigenvalue option to NCMSolver
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relax the check on the eigenvalues
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added missing import
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