3 авг. 2020 г. · The fact that a correlation matrix is positive-semidefinite (psd) is a property, not a desired attribute.

1 дек. 2015 г. · For any n≥4, this is a principal submatrix of A, so −1/2≤ρ≤1/2 is a necessary condition for A to be positive semidefinite.

24 апр. 2021 г. · It is not in general positive-definite, because e.g. if the Xi are linearly dependent some nonzero choice of the vector v ensures Var(viXi)=0.

21 июн. 2016 г. · A correlation matrix is a symmetric positive semi-definite matrix ... correlation matrix with positive determinant a positive definite matrix.

29 сент. 2019 г. · The property explains why a positive-definite correlation matrix implies a positive-definite covariance matrix.

10 нояб. 2014 г. · An auto-correlation matrix is always positive definite or positive semidefinite. Can adding some value down the main diagonal convert it from a semi definite ...

10 сент. 2013 г. · So M is the covariance matrix of X. Thus, every symmetric positive definite matrix is a covariance matrix.

12 июл. 2017 г. · According to Wikipedia, a symmetric matrix is positive-definite if and only if all of its eigenvalues are positive.

14 февр. 2013 г. · For a less obvious example, take any n×k random matrix X such that (a) n≥k, (b) all row sums of X are zero and (c) in each column, all entries ...

14 апр. 2018 г. · When is the equicorrelation matrix positive-definite? ... is positive-definite if and only if −1n−1<ρ<1. I know that one way would be to show that ...