
This note treats the problem of extendibility of a positive-definite matrix. The difference between extendibility and positive- semidefiniteness in multiple dimensions is described. The construction of a positive definite nonextendible correlation matrix is also given.
Canonical forms, reductions, classification, time-series, correlation, nonextendible correlation matrix, Inference from stochastic processes and spectral analysis, positive-definite matrix
Canonical forms, reductions, classification, time-series, correlation, nonextendible correlation matrix, Inference from stochastic processes and spectral analysis, positive-definite matrix
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