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 Scope All of 機構典藏 理學院    數學學系暨研究所       --期刊論文 Tips: please add "double quotation mark" for query phrases to get precise resultsplease goto advance search for comprehansive author search Adv. Search
 淡江大學機構典藏 > 理學院 > 數學學系暨研究所 > 期刊論文 >  Item 987654321/41447

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 Title: A note on extreme correlation matrices Authors: Li, Chi-kwong;譚必信;Tam, Bit-shun Contributors: 淡江大學數學學系 Keywords: correlation matrix;extreme point;perturbation;rank;linear span Date: 1994-07 Issue Date: 2010-01-28 07:35:42 (UTC+8) Publisher: Society for Industrial and Applied Mathematics (SIAM) Abstract: 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. Relation: Siam Journal on Matrix Analysis and Applications 15(3), pp.903-908 DOI: 10.1137/S0895479892240683 Appears in Collections: [數學學系暨研究所] 期刊論文

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