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A note on extreme positive definite matrices

✍ Scribed by J. P. R. Christensen; J. Vesterstrøm


Publisher
Springer
Year
1979
Tongue
English
Weight
190 KB
Volume
244
Category
Article
ISSN
0025-5831

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A note on infinite extreme correlation m
✍ J. Kiukas; J.-P. Pellonpää 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 127 KB

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