| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4602368 | Linear Algebra and its Applications | 2008 | 8 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
