教師資料查詢 | 類別: 期刊論文 | 教師: 譚必信 Tam Bit-shun (瀏覽個人網頁)

標題:A note on extreme correlation matrices
學年82
學期2
出版(發表)日期1994/07/01
作品名稱A note on extreme correlation matrices
作品名稱(其他語言)
著者Li, Chi-kwong; 譚必信; Tam, Bit-shun
單位淡江大學數學學系
出版者Society for Industrial and Applied Mathematics (SIAM)
著錄名稱、卷期、頁數Siam Journal on Matrix Analysis and Applications 15(3), pp.903-908
摘要An $n \times n$ complex Hermitian or real symmetric matrix is a correlation matrix if it is positive semidefinite and all its diagonal entries equal one. The collection of all $n \times n$ correlation matrices forms a compact convex set. The extreme points of this convex set are called extreme correlation matrices. In this note, elementary techniques are used to obtain a characterization of extreme correlation matrices and a canonical form for correlation matrices. Using these results, the authors deduce most of the existing results on this topic, simplify a construction of extreme correlation matrices proposed by Grone, Pierce, and Watkins, and derive an efficient algorithm for checking extreme correlation matrices.
關鍵字correlation matrix;extreme point;perturbation;rank;linear span
語言英文(美國)
ISSN0895-4798
期刊性質國外
收錄於
產學合作
通訊作者
審稿制度
國別美國
公開徵稿
出版型式,紙本
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