A determinantal inequality for correlation matrices

DOI10.1016/0024-3795(88)90306-0MaRDI QIDQ5903711zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 1988

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(88)90306-0

zbMATH Keywords

correlation matricesdeterminantal inequalityeigenvaluenonsingular matrixpositive semidefinite matrix

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Inequalities involving eigenvalues and eigenvectors (15A42) Miscellaneous inequalities involving matrices (15A45)

Review text

The author shows that for \(A=(a_{ij})\), a positive semidefinite matrix with \(a_{11}=a_{22}=...=a_{nn}=1\), and \(B=(| a_{ij}|\) 2), every eigenvalue \(\lambda\) of B satisfies \(\lambda\geq \det A\), by giving the case of equality for nonsingular A.

Recommendations

• Permanental Inequalities for Correlation Matrices
• A determinantal inequality for positive semidefinite matrices
• scientific article; zbMATH DE number 2246244
• Determinantal inequalities of positive definite matrices
• New determinantal inequalities concerning Hermitian and positive semi-definite matrices

Cites work

• Cones in the group algebra related to Schur's determinantal inequality
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• Research problems

Cited in

(5)

• Inequalities of correlation type for symmetric stable random vectors
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block
• Numerical Analysis of a Correlation Matrix
• Some Observations on the Correlation Determinant
• A note on infinite extreme correlation matrices

This page was built for publication: A determinantal inequality for correlation matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5903711)