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Results tagged with correlation-matrix
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user 43806
A $k\times k$ matrix of correlations between all pairs of $k$ random variables. All its diagonal elements are equal to one.
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Is every correlation matrix positive semi-definite?
I am generating correlation matrix by some new algorithm. Generated matrix is non positive semi-definite matrix.
I'm getting a few negative eigenvalues. The rest of eigenvalues are quite equal to the …
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