期刊論文
| 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 | en_US |
| ISSN | 0895-4798 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/41447 ) |