On the Facial Structure of the Set ofCorrelation
نویسنده
چکیده
We study the facial structure of the set E nn of correlation matrices (i.e., the positive semideenite 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 E nn. It turns out that the spectrum of face dimensions is lacunary and that E nn has polyhedral faces of dimension up to p 2n. As an application, we describe in detail the faces of E 44. We also discuss results related to optimization over E nn .
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تاریخ انتشار 1995