A determinantal inequality for correlation matrices (Q5903711)
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scientific article; zbMATH DE number 4061420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A determinantal inequality for correlation matrices |
scientific article; zbMATH DE number 4061420 |
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A determinantal inequality for correlation matrices (English)
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1988
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The author shows that for \(A=(a_{ij})\), a positive semidefinite matrix with \(a_{11}=a_{22}=...=a_{nn}=1\), and \(B=(| a_{ij}|\) 2), every eigenvalue \(\lambda\) of B satisfies \(\lambda\geq \det A\), by giving the case of equality for nonsingular A.
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determinantal inequality
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correlation matrices
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nonsingular matrix
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eigenvalue
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positive semidefinite matrix
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