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.
Original language | English |
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Pages (from-to) | 2501-2508 |
Number of pages | 8 |
Journal | Linear Algebra and Its Applications |
Volume | 428 |
Issue number | 11-12 |
Early online date | 24 Jan 2008 |
DOIs | |
Publication status | Published - 01 Jun 2008 |
Externally published | Yes |
Keywords
- Extreme point
- Infinite correlation matrix
- Rank