A note on infinite extreme correlation matrices



: Kiukas J, Pellonpaa JP

Publisher: ELSEVIER SCIENCE INC

: 2008

Linear Algebra and its Applications

LINEAR ALGEBRA AND ITS APPLICATIONS

: LINEAR ALGEBRA APPL

: 428

: 11-12

: 2501

: 2508

: 8

: 0024-3795

DOI: https://doi.org/10.1016/j.laa.2007.12.001


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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