Generating valid 44 correlation matrices

zbMATH Open1157.65312MaRDI QIDQ5505233FDOQ5505233

Authors: Mark Budden, Paul T. Hadavas, Lorrie Lawrence Hoffman, Chris Pretz 

Publication date: 26 January 2009

Full work available at URL: https://eudml.org/doc/55187

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zbMATH Keywords

positive semidefinitecorrelation matrices\(4\times 4\) matrixalgorithm for generatingprincipal minor determinants

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Positive matrices and their generalizations; cones of matrices (15B48)

Cited In (6)

• Generation of positiv definite matrices with constraints to validate network algorithms for micro array data.
• On the generation of correlation matrices
• The volume of the spatial region corresponding to \(n\times n\) correlation matrices
• Correlation matrices with average constraints
• A majorization algorithm for constrained correlation matrix approximation
• Extended studies of separability functions and probabilities and the relevance of Dyson indices

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