Files from my MSc thesis

Appendix A.1 - Computation of S and R M-files

gen_cov.m
gen_cor.m
cov_bar.m
cor_bar.m
gen_lnp.m

Appendix A.2 - Alternating Projection M-files

near_cor.m
cor_exact.m
cor_weight.m

Appendix A.3 - M-files for fmincon

sqp_run.m
fun.m
con.m

Appendix A.4 - M-file Function for mdsmax

mdsfun.m

Appendix B - MEX file for partial eigendecomposition

eig_mex.c