Extremal correlation matrices (Q915822)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4152610
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extremal correlation matrices |
scientific article; zbMATH DE number 4152610 |
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
0.91569846868515
0 references
0.8944181799888611
0 references
0.8944181799888611
0 references
0.8926039338111877
0 references
0.8923652768135071
0 references
