Skip to main content
added 13 characters in body
Source Link

Given correlation matrix $B$ (hermitianpositive semi-definite with ones in the diagonal).

1)Find the correlation matrix $A$ which maximizes $\det\left(A+B\right)$.
2)Find the correlation matrix $A$ which minimizes $\det\left(A+B\right)$

Given correlation matrix $B$ (hermitian with ones in the diagonal).

1)Find the correlation matrix $A$ which maximizes $\det\left(A+B\right)$.
2)Find the correlation matrix $A$ which minimizes $\det\left(A+B\right)$

Given correlation matrix $B$ (positive semi-definite with ones in the diagonal).

1)Find the correlation matrix $A$ which maximizes $\det\left(A+B\right)$.
2)Find the correlation matrix $A$ which minimizes $\det\left(A+B\right)$

Post Reopened by Suvrit, Gil Kalai, Ricardo Andrade, Benoît Kloeckner, Dan Petersen
added 78 characters in body
Source Link

Given a correlation matrix $B$, what. What correlation matrix A maximizes (maximizes / minimizes) the following: det(A+B)

Let $A$ andGiven correlation matrix $B$ be two correlation matrices (with unityhermitian with ones in the diagonal).

Find1)Find the correlation matrix $A$ which maximizes/minimizes   $\det\left(A+B\right)$.
2)Find the correlation matrix $A$ which minimizes $\det\left(A+B\right)$

Given a correlation matrix $B$, what matrix A maximizes / minimizes det(A+B)

Let $A$ and $B$ be two correlation matrices (with unity diagonal).

Find the matrix $A$ which maximizes/minimizes $\det\left(A+B\right)$.

Given a correlation matrix $B$. What correlation matrix A (maximizes / minimizes) the following: det(A+B)

Given correlation matrix $B$ (hermitian with ones in the diagonal).

1)Find the correlation matrix $A$ which maximizes  $\det\left(A+B\right)$.
2)Find the correlation matrix $A$ which minimizes $\det\left(A+B\right)$

fixed title.
Link
Suvrit
  • 28.6k
  • 7
  • 82
  • 150

Given toa correlation matrices A and B: What matrix $B$, what matrix A maximizes  /minimizes minimizes det(A+B)

Post Closed as "Needs details or clarity" by Carlo Beenakker, Andrey Rekalo, Ricardo Andrade, David White, Ryan Budney
fixed tags for the question.
Link
Suvrit
  • 28.6k
  • 7
  • 82
  • 150
Loading
Source Link
Loading