OP is young. When I was young, I thought life would be a stroll through the forest admiring waterfalls. At some point, I was kidnapped by poo flinging feral monkeys. They kept me captive in a cave. After many years, I learned that there is beauty in caves as well. ISayMoo presumably hasn't yet found...

Am i spamming already? :-D My simulations run like freaking 5 x faster, not to mention the 10 cores. And I thought nothing can move me anymore (the last invention that gave me butterflies was electronic paper), but Oculus Rift experience is amazing. The immersion is so deep that when my husband app...

Here's a paper on getting the nearest correlation matrix in n-dimensions: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.230.4541&rep=rep1&type=pdf   I think the alternating projection method is in the NAG library. (Project to closest symmetric matrix with 1s on main diagonlal; pro...

you changed the problem from N prisoners and M colors to an infinite number of prisoners and 2 colors, 0 and 1.

See post number 8.

I was still working on it!

Sorry, I am becoming impatient in my dotage.

It's been over 10 years, so I feel enough time has passed to post the solution. It follows the Batman dying introduction bit of this video:

How about: 150-(87^3+12^5)/(83^3).

Good to 8 d.p.

The insurance CFO Forum spelled it as hedgeable. (http://www.cfoforum.nl/downloads/MCEV_P ... r_2009.pdf)

So it has been used before. 

<r>You could just re-order tor get the correlations you want fixed to be in the top left corner; then if necessary reorder again back to the original order.NAG algorithm G02an seems to do the trick in this case: <URL url="http://www.nag.co.uk/IndustryArticles/nearest_correlation_matrix_mk25.pdfIf"><...

<r>There is an algorithm that lets you choose a weighting, and gets the nearest correlation matrix allowing for the weighting. The weighting matrix needs to be PSD. Here is the paper: <URL url="http://eprints.ma.man.ac.uk/232/01/covered/MIMS_ep2006_70.pdf"><LINK_TEXT text="http://eprints.ma.man.ac.u...