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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    2,765 Downloads   3,324 Views   Citations


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.

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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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The authors declare no conflicts of interest.


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