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edit approved Sep 28, 2013 at 17:30

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Given to correlation matrices A and 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 $\det\left(A+B\right)$.

matrix-equations

asked Sep 28, 2013 at 17:08

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