A note on infinite extreme correlation matrices

J. Kiukas; J. P. Pellonpää

doi:10.1016/j.laa.2007.12.001

A note on infinite extreme correlation matrices

J. Kiukas^*, J. P. Pellonpää

^*Awdur cyfatebol y gwaith hwn

University of Turku

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

7 Dyfyniadau (Scopus)

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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 any rank.

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	2501-2508
Nifer y tudalennau	8
Cyfnodolyn	Linear Algebra and Its Applications
Cyfrol	428
Rhif cyhoeddi	11-12
Dyddiad ar-lein cynnar	24 Ion 2008
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1016/j.laa.2007.12.001
Statws	Cyhoeddwyd - 01 Meh 2008
Cyhoeddwyd yn allanol	Ie

Mynediad at Ddogfen

10.1016/j.laa.2007.12.001

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title = "A note on infinite extreme correlation matrices",

abstract = "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 any rank.",

keywords = "Extreme point, Infinite correlation matrix, Rank",

author = "J. Kiukas and Pellonp{\"a}{\"a}, {J. P.}",

note = "Funding Information: The authors thank Drs. Pekka Lahti and Kari Ylinen for fruitful discussions. One of us (J.K.) was supported by Finnish Cultural Foundation. Copyright: Copyright 2008 Elsevier B.V., All rights reserved.",

year = "2008",

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doi = "10.1016/j.laa.2007.12.001",

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T1 - A note on infinite extreme correlation matrices

AU - Kiukas, J.

AU - Pellonpää, J. P.

N1 - Funding Information: The authors thank Drs. Pekka Lahti and Kari Ylinen for fruitful discussions. One of us (J.K.) was supported by Finnish Cultural Foundation. Copyright: Copyright 2008 Elsevier B.V., All rights reserved.

PY - 2008/6/1

Y1 - 2008/6/1

N2 - 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 any rank.

AB - 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 any rank.

KW - Extreme point

KW - Infinite correlation matrix

KW - Rank

UR - http://www.scopus.com/inward/record.url?scp=41549089623&partnerID=8YFLogxK

U2 - 10.1016/j.laa.2007.12.001

DO - 10.1016/j.laa.2007.12.001

M3 - Article

AN - SCOPUS:41549089623

SN - 0024-3795

VL - 428

SP - 2501

EP - 2508

JO - Linear Algebra and Its Applications

JF - Linear Algebra and Its Applications

IS - 11-12

ER -

A note on infinite extreme correlation matrices

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