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  "Title": "Generalized Fisher Transformation of Correlation Matrices",
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  "Description": "Forward and inverse generalized Fisher transformation\n(GFT) of correlation matrices, gamma = vecl(log C), which maps\nthe positive definite correlation matrices one-to-one onto the\nEuclidean space of dimension n(n-1)/2, see Archakov and Hansen\n(2021) <doi:10.3982/ECTA16910>. The inverse is computed from a\nvariational characterization by the GFT-FP+N algorithm:\nmatrix-free inexact Newton steps for the log-diagonal residual,\nsolved by preconditioned conjugate gradients, with fixed-point\nsafeguards that guarantee global convergence. Sequential\ninversion with a tangent predictor, a certified quadrature\npreconditioner, and comparison solvers (the plain fixed point,\nBroyden's method, full Newton, Anderson acceleration, and\nlimited-memory BFGS) are included. Uses base R only.",
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        "GFT"
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