An elliptope is that convex Euclidean body formed from elements that are vectorized matrices. Each matrix constituting an elliptope has 1 in each entry ...
Elliptope. The space of correlation matrices (positive semi-definite matrices with unit diagonal) define a subset of the unit hypercube called the elliptope.
The elliptope exhibits general behavior for its size and dimension. For general A0, A1, A2, A3 ∈ R3×3 sym the set of matrices. {A0 + xA1 + yA2 + zA3 : (x, y ...
Nov 10, 2017 · The set of all correlation matrices with a fixed dimension is called the elliptope. As we will explain, the elliptope arises naturally in ...