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Results tagged with inequalities
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user 40607
for questions involving inequalities, upper and lower bounds.
4
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Given a correlation matrix $B$. What correlation matrix A (maximizes / minimizes) the follow...
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 min …
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