Optimal quadratic bounds for the largest eigenvalue of correlation matrices under restricted information

Werner Huerlimann

Abstract


A previous method used for bounding the largest eigenvalue of a 3x3 correlation matrix is extended to higher dimensions. Optimal quadratic bounds by given determinant and traces of the correlation matrix powers are derived for a class of correlation matrices under specific restricted information. Conditions under which these bounds are more stringent than the bounds by Wolkowicz and Styan (1980) are determined

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Published: 2016-03-10

How to Cite this Article:

Werner Huerlimann, Optimal quadratic bounds for the largest eigenvalue of correlation matrices under restricted information, Advances in Inequalities and Applications, Vol 2016 (2016), Article ID 3

Copyright © 2016 Werner Huerlimann. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Advances in Inequalities and Applications

ISSN 2050-7461

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