Bounds on $mboxTr (AB^-1)$ for positive definite correlation matrices $A$ and $B$ [on hold]About full column(row) matricesDeterminant-like expression for non-square matricesLow-degree “determinant” for non-square matrices?Correlation between two random matrices?minimum eigenvalue of the Hadamard product of positive semi-definite matricesWhat is the rank of correlation matrix and its estimate?Possible Positive-definite matrix questionhow to determine correlation (or relationship) of multiple (dis)similarity (or distance) matricesDetermining the correlation between two matrices in an efficient mannerSimilarity matrices and their positive definiteness
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Bounds on $mboxTr (AB^-1)$ for positive definite correlation matrices $A$ and $B$ [on hold]
About full column(row) matricesDeterminant-like expression for non-square matricesLow-degree “determinant” for non-square matrices?Correlation between two random matrices?minimum eigenvalue of the Hadamard product of positive semi-definite matricesWhat is the rank of correlation matrix and its estimate?Possible Positive-definite matrix questionhow to determine correlation (or relationship) of multiple (dis)similarity (or distance) matricesDetermining the correlation between two matrices in an efficient mannerSimilarity matrices and their positive definiteness
$begingroup$
Suppose $A$ and $B$ are $n times n$ full-rank correlation matrices. Are there any conclusions on the range of $ mboxTr(AB^-1)$ for all possible A,B? I would guess $$min mboxTr (AB^-1) = n$$ when $A=B$. Is this true? What about the maximum?
Is there any similarity measure of matrices between $A$ and $B$ that is related to $mboxTr (AB^-1)$?
linear-algebra matrices statistics trace positive-definite
$endgroup$
put on hold as off-topic by Brian Borchers, YiFan, Eevee Trainer, Leucippus, Alex Provost yesterday
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Eevee Trainer, Leucippus, Alex Provost
add a comment |
$begingroup$
Suppose $A$ and $B$ are $n times n$ full-rank correlation matrices. Are there any conclusions on the range of $ mboxTr(AB^-1)$ for all possible A,B? I would guess $$min mboxTr (AB^-1) = n$$ when $A=B$. Is this true? What about the maximum?
Is there any similarity measure of matrices between $A$ and $B$ that is related to $mboxTr (AB^-1)$?
linear-algebra matrices statistics trace positive-definite
$endgroup$
put on hold as off-topic by Brian Borchers, YiFan, Eevee Trainer, Leucippus, Alex Provost yesterday
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Eevee Trainer, Leucippus, Alex Provost
$begingroup$
What is the motivation for this question?
$endgroup$
– Rodrigo de Azevedo
yesterday
$begingroup$
When $A=B$, $AB^-1=I$ and the trace is $n$. Do you mean something other than $A=B$?
$endgroup$
– Brian Borchers
yesterday
1
$begingroup$
You should rewrite you question to make that clear. In general, the trace will be greater than 0 but that is all you can say.
$endgroup$
– Brian Borchers
yesterday
add a comment |
$begingroup$
Suppose $A$ and $B$ are $n times n$ full-rank correlation matrices. Are there any conclusions on the range of $ mboxTr(AB^-1)$ for all possible A,B? I would guess $$min mboxTr (AB^-1) = n$$ when $A=B$. Is this true? What about the maximum?
Is there any similarity measure of matrices between $A$ and $B$ that is related to $mboxTr (AB^-1)$?
linear-algebra matrices statistics trace positive-definite
$endgroup$
Suppose $A$ and $B$ are $n times n$ full-rank correlation matrices. Are there any conclusions on the range of $ mboxTr(AB^-1)$ for all possible A,B? I would guess $$min mboxTr (AB^-1) = n$$ when $A=B$. Is this true? What about the maximum?
Is there any similarity measure of matrices between $A$ and $B$ that is related to $mboxTr (AB^-1)$?
linear-algebra matrices statistics trace positive-definite
linear-algebra matrices statistics trace positive-definite
edited yesterday
ahala
asked yesterday
ahalaahala
1,09311123
1,09311123
put on hold as off-topic by Brian Borchers, YiFan, Eevee Trainer, Leucippus, Alex Provost yesterday
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Eevee Trainer, Leucippus, Alex Provost
put on hold as off-topic by Brian Borchers, YiFan, Eevee Trainer, Leucippus, Alex Provost yesterday
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – Eevee Trainer, Leucippus, Alex Provost
$begingroup$
What is the motivation for this question?
$endgroup$
– Rodrigo de Azevedo
yesterday
$begingroup$
When $A=B$, $AB^-1=I$ and the trace is $n$. Do you mean something other than $A=B$?
$endgroup$
– Brian Borchers
yesterday
1
$begingroup$
You should rewrite you question to make that clear. In general, the trace will be greater than 0 but that is all you can say.
$endgroup$
– Brian Borchers
yesterday
add a comment |
$begingroup$
What is the motivation for this question?
$endgroup$
– Rodrigo de Azevedo
yesterday
$begingroup$
When $A=B$, $AB^-1=I$ and the trace is $n$. Do you mean something other than $A=B$?
$endgroup$
– Brian Borchers
yesterday
1
$begingroup$
You should rewrite you question to make that clear. In general, the trace will be greater than 0 but that is all you can say.
$endgroup$
– Brian Borchers
yesterday
$begingroup$
What is the motivation for this question?
$endgroup$
– Rodrigo de Azevedo
yesterday
$begingroup$
What is the motivation for this question?
$endgroup$
– Rodrigo de Azevedo
yesterday
$begingroup$
When $A=B$, $AB^-1=I$ and the trace is $n$. Do you mean something other than $A=B$?
$endgroup$
– Brian Borchers
yesterday
$begingroup$
When $A=B$, $AB^-1=I$ and the trace is $n$. Do you mean something other than $A=B$?
$endgroup$
– Brian Borchers
yesterday
1
1
$begingroup$
You should rewrite you question to make that clear. In general, the trace will be greater than 0 but that is all you can say.
$endgroup$
– Brian Borchers
yesterday
$begingroup$
You should rewrite you question to make that clear. In general, the trace will be greater than 0 but that is all you can say.
$endgroup$
– Brian Borchers
yesterday
add a comment |
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$begingroup$
What is the motivation for this question?
$endgroup$
– Rodrigo de Azevedo
yesterday
$begingroup$
When $A=B$, $AB^-1=I$ and the trace is $n$. Do you mean something other than $A=B$?
$endgroup$
– Brian Borchers
yesterday
1
$begingroup$
You should rewrite you question to make that clear. In general, the trace will be greater than 0 but that is all you can say.
$endgroup$
– Brian Borchers
yesterday