Computing a Nearest Correlation Matrix with Factor Structure. - Rüdiger Borsdorf; Nicholas J. Higham; Marcos Raydan (SIAM J. Matrix Anal. Appl., 2010)

An Algorithm for Finding an Optimal Projection of a Symmetric Matrix onto a Diagonal Matrix. - Rüdiger Borsdorf (SIAM J. Matrix Anal. Appl., 2014)