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A Note on Reciprocals of Infinite Matrices

✍ Scribed by Tropper, A. M.

Book ID
120099253
Publisher
Oxford University Press
Year
1951
Tongue
English
Weight
145 KB
Volume
s1-26
Category
Article
ISSN
0024-6107

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A note on infinite extreme correlation m
A note on infinite extreme correlation matrices
✍ J. Kiukas; J.-P. PellonpÀÀ πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 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