A1 Refereed original research article in a scientific journal
A note on infinite extreme correlation matrices
Authors: Kiukas J, Pellonpaa JP
Publisher: ELSEVIER SCIENCE INC
Publication year: 2008
Journal:Linear Algebra and its Applications
Journal name in sourceLINEAR ALGEBRA AND ITS APPLICATIONS
Journal acronym: LINEAR ALGEBRA APPL
Volume: 428
Issue: 11-12
First page : 2501
Last page: 2508
Number of pages: 8
ISSN: 0024-3795
DOI: https://doi.org/10.1016/j.laa.2007.12.001
Abstract
We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the characterization, we show that there exist extreme points of any rank. (c) 2007 Elsevier Inc. All rights reserved.
We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the characterization, we show that there exist extreme points of any rank. (c) 2007 Elsevier Inc. All rights reserved.
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