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Optimal Bounds for the Largest Eigenvalue of a 3 × 3 Correlation Matrix

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DOI: 10.4236/apm.2015.57039    2,606 Downloads   3,023 Views   Citations

ABSTRACT

A new approach that bounds the largest eigenvalue of 3 × 3 correlation matrices is presented. Optimal bounds by given determinant and trace of the squared correlation matrix are derived and shown to be more stringent than the optimal bounds by Wolkowicz and Styan in specific cases.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Hürlimann, W. (2015) Optimal Bounds for the Largest Eigenvalue of a 3 × 3 Correlation Matrix. Advances in Pure Mathematics, 5, 395-402. doi: 10.4236/apm.2015.57039.

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