Resumen: Schoenmakers–Coffey matrices are correlation matrices with important financial applications. Several characterizations of positive extended Schoenmakers–Coffey matrices are presented. This paper provides an accurate and fast method to obtain the bidiagonal decomposition of the conversion of these matrices, which in turn can be used to compute with high relative accuracy the eigenvalues and inverses of positive extended Schoenmakers–Coffey matrices. Numerical examples are included. Idioma: Inglés DOI: 10.1002/nla.2066 Año: 2016 Publicado en: NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS 23, 6 (2016), 1023-1031 ISSN: 1070-5325 Factor impacto JCR: 1.303 (2016) Categ. JCR: MATHEMATICS rank: 33 / 310 = 0.106 (2016) - Q1 - T1 Categ. JCR: MATHEMATICS, APPLIED rank: 70 / 255 = 0.275 (2016) - Q2 - T1 Factor impacto SCIMAGO: 1.29 - Applied Mathematics (Q1) - Algebra and Number Theory (Q1)