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A note on infinite extreme correlation matrices
Tekijät: Kiukas J, Pellonpaa JP
Kustantaja: ELSEVIER SCIENCE INC
Julkaisuvuosi: 2008
Lehti:Linear Algebra and its Applications
Tietokannassa oleva lehden nimiLINEAR ALGEBRA AND ITS APPLICATIONS
Lehden akronyymi: LINEAR ALGEBRA APPL
Vuosikerta: 428
Numero: 11-12
Aloitussivu: 2501
Lopetussivu: 2508
Sivujen määrä: 8
ISSN: 0024-3795
DOI: https://doi.org/10.1016/j.laa.2007.12.001
Tiivistelmä
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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