%0 Journal Article
%T Optimal Bounds for the Largest Eigenvalue of a 3 × 3 Correlation Matrix
%A Werner H¨¹rlimann
%J Advances in Pure Mathematics
%P 395-402
%@ 2160-0384
%D 2015
%I Scientific Research Publishing
%R 10.4236/apm.2015.57039
%X A new approach that bounds the largest eigenvalue of 3 ¡Á 3 correlation
matrices is presented. Optimal bounds by given determinant and trace of the
squared correlation matrix are derived and shown to be more stringent than the
optimal bounds by Wolkowicz and Styan in specific cases.
%K Correlation Matrix
%K Positive Semi-Definite Matrix
%K Extreme Point
%K Eigenvalue
%K Inequality
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=56832