Extremal correlation matrices (Q915822): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A note on extreme positive definite matrices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Extreme points of a convex subset of the cone of positive semidefinite matrices / rank | |||
Normal rank | |||
Latest revision as of 08:42, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal correlation matrices |
scientific article |
Statements
Extremal correlation matrices (English)
0 references
1990
0 references
This paper is concerned with the convex, compact set of correlation matrices, i.e. the set of positive semidefinite Hermitian matrices with main-diagonal entries equal to 1. The authors concentrate on the real case and determine the possible ranks of extreme points in this set. The principle result obtained is that the set of n-by-n correlation matrices contains extreme points of rank k if and only if \(k(k+1)\leq 2n\).
0 references
correlation matrices
0 references
positive semidefinite Hermitian matrices
0 references
extreme points
0 references
