A determinantal inequality for correlation matrices (Q5903711)

From MaRDI portal
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

    Statements

    A determinantal inequality for correlation matrices (English)
    0 references
    1988
    0 references
    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.
    0 references
    0 references
    determinantal inequality
    0 references
    correlation matrices
    0 references
    nonsingular matrix
    0 references
    eigenvalue
    0 references
    positive semidefinite matrix
    0 references

    Identifiers