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Wednesday 06 October 2021

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

Online

When is it?

Wednesday 06 October 2021

Starts at

14:00

Finishes at

15:00

NAG Chest Agreement

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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