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What's New With the Nearest Correlation Matrix? Completion, Thresholding and Symbolic Adjoints


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Join Royal Society Research Professor Nick Higham and NAG for a live discussion on the latest advances in the Nearest Correlation Matrix and see how using the highly anticipated new NAG® Library symbolic adjoint NCM solver can dramatically reduce the runtime and memory footprint required to compute derivatives of the NCM.

Webinar attendees will discover:

  • Technical advances in computing the Nearest Correlation Matrix
  • The benefits of using adjoint solvers when computing the Nearest Correlation Matrix
  • The advantages of symbolic adjoints over algorithmic adjoints in Automatic Differentiation

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