APM  Vol.5 No.7 , June 2015
Optimal Bounds for the Largest Eigenvalue of a 3 × 3 Correlation Matrix
Author(s) Werner Hürlimann*
ABSTRACT
A new approach that bounds the largest eigenvalue of 3 × 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.

Cite this paper
Hürlimann, W. (2015) Optimal Bounds for the Largest Eigenvalue of a 3 × 3 Correlation Matrix. Advances in Pure Mathematics, 5, 395-402. doi: 10.4236/apm.2015.57039.
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