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- W1976962893 abstract "We study the facial structure of the set $mathcal{E}_{n times n} $ of correlation matrices (i.e., the positive semidefinite matrices with diagonal entries equal to 1). In particular, we determine the possible dimensions for a face, as well as for a polyhedral face, of $mathcal{E}_{n times n} $. It turns out that the spectrum of face dimensions is lacunary and that $mathcal{E}_{n times n} $ has polyhedral faces of dimension up to $ approx sqrt {2n} $. As an application, we describe in detail the faces of $mathcal{E}_{4 times 4} $. We also discuss results related to optimization over $mathcal{E}_{n times n} $." @default.
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- W1976962893 date "1996-07-01" @default.
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- W1976962893 title "On the Facial Structure of the Set of Correlation Matrices" @default.
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- W1976962893 doi "https://doi.org/10.1137/0617031" @default.
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