An n x n complex Hermitian or real symmetric matrix is a correlation matrix. Extreme points of this convex set are called extreme correlation matrices. The authors deduce most of the existing results on this topic.
An n x n complex Hermitian or real symmetric matrix is a correlation matrix. Extreme points of this convex set are called extreme correlation matrices. The authors deduce most of the existing results on this topic.
An n x n complex Hermitian or real symmetric matrix is a correlation matrix. Extreme points of this convex set are called extreme correlation matrices. The authors deduce most of the existing results on this topic.