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It is known that a $n^2 \times n^2$ positive semidefinite matrix $A$ cannot always be written as a finite sum $$ A=\sum_{j} B_j \otimes C_j $$ with $B_j$ and $C_j$ positive semidefinite matrices (of size $n \times n$). For example, it can be seen that the matrix $$ \begin{pmatrix} 1 & 0 & 0 & 1 \\\ 0 & 0 & 0 & 0 \\\ 0 & 0 & 0 & 0 \\\ 1 & 0 & 0 & 1 \end{pmatrix} $$ is not the finite sum of Kronecker products of positive semidefinite $2 \times 2$ matrices.

Is the statement true if $A$ is positive definite? (i.e., $A$ is invertible?).

Edit: this question is a slight variant of a previous question.

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up vote 9 down vote accepted

The following is just a minor variation of Martin Argerami's proof of the old question. I am even copying his equations and some of his text. If you are +1ing this post, please also +1 his one (if not already done).

Here is a counterexample for $n=2$. Let $\varepsilon $ be a positive real $< \dfrac{1}{2}$. The matrix

$ a= \begin{bmatrix} 1 & 0 & 0 & 1-\varepsilon \\ 0 & \varepsilon & 0 & 0 \\ 0 & 0 & \varepsilon & 0 \\ 1-\varepsilon & 0 & 0 & 1 \end{bmatrix} \in \mathrm{M}_{4}\left( \mathbb{C}\right) $

is positive-definite, but it cannot be written as a sum of tensor products of nonnegative-semidefinite $2\times 2$-matrices. Here is why:

Assume the contrary. Thus, $a$ is written in the form

$a=\sum_{j} \left[ \begin{matrix} \alpha _{j} & \overline{\gamma _{j}} \\ \gamma _{j} & \beta _{j} \end{matrix} \right] \otimes \left[ \begin{matrix} \alpha _{j}^{\prime } & \overline{\gamma _{j}^{\prime }} \\ \gamma _{j}^{\prime } & \beta _{j}^{\prime } \end{matrix} \right] =\left[ \begin{matrix} \sum_{j}\alpha _{j}^{\prime }\alpha _{j} & \sum_{j}\alpha _{j}^{\prime } \overline{\gamma _{j}} & \sum_{j}\overline{\gamma _{j}^{\prime }}\alpha _{j} & \sum_{j}\overline{\gamma _{j}^{\prime }}\gamma _{j} \\ \sum_{j}\alpha _{j}^{\prime }\gamma _{j} & \sum_{j}\alpha _{j}^{\prime }\beta _{j} & \ast & \ast \\ \ast & \ast & \sum_{j}\beta _{j}^{\prime }\alpha _{j} & \ast \\ \ast & \ast & \ast & \ast \end{matrix}\right] $,

where $j$ ranges from $1$ to some positive integer $N$. Since each $ \begin{bmatrix} \alpha _{j} & \overline{\gamma _{j}} \\ \gamma _{j} & \beta _{j} \end{bmatrix} $ is nonnegative-semidefinite, we have $\alpha _{j}\geq 0$, $\beta _{j}\geq 0$, and $\alpha _{j}\beta _{j}\geq \left\vert \gamma _{j}\right\vert ^{2}$ for all $j$. Similarly, $\alpha _{j}^{\prime }\geq 0$, $\beta _{j}^{\prime }\geq 0$, and $\alpha _{j}^{\prime }\beta _{j}^{\prime }\geq \left\vert \gamma _{j}^{\prime }\right\vert ^{2}$ for all $j$.

Now, comparing the entries of $a$ in this equation, we get $\varepsilon =\sum_{j}\alpha _{j}^{\prime }\beta _{j}$ (from the $\left( 2,2\right) $-th entry) and $\varepsilon =\sum_{j}\beta _{j}^{\prime }\alpha _{j}$ (from the $ \left( 3,3\right) $-th entry). Taking the arithmetic mean of these two equations, we get

$\varepsilon =\dfrac{1}{2}\left( \sum_{j}\alpha _{j}^{\prime }\beta _{j}+\sum_{j}\beta _{j}^{\prime }\alpha _{j}\right) =\sum_{j}\dfrac{\alpha _{j}^{\prime }\beta _{j}+\beta _{j}^{\prime }\alpha _{j}}{2}\geq \sum_{j}\sqrt{\alpha _{j}^{\prime }\beta _{j}\beta _{j}^{\prime }\alpha _{j}}$

(by AM-GM, since we are dealing with nonnegative reals). But for every $j$, we have

$\sqrt{\alpha _{j}^{\prime }\beta _{j}\beta _{j}^{\prime }\alpha _{j}}=\sqrt{\alpha _{j}\beta _{j}}\sqrt{\alpha _{j}^{\prime }\beta _{j}^{\prime }}\geq \left\vert \gamma _{j}\right\vert \left\vert \gamma _{j}^{\prime }\right\vert $

(since $\alpha _{j}\beta_{j}\geq \left\vert \gamma _{j}\right\vert ^{2}$ and $\alpha _{j}^{\prime }\beta _{j}^{\prime }\geq \left\vert \gamma _{j}^{\prime }\right\vert ^{2}$ ), so this becomes

$\varepsilon \geq \sum_{j}\underbrace{\left\vert \gamma _{j}\right\vert \left\vert \gamma _{j}^{\prime }\right\vert }_{=\left\vert \overline{\gamma _{j}^{\prime }}\gamma _{j}\right\vert } = \sum_{j}\left\vert \overline{\gamma _{j}^{\prime }}\gamma _{j}\right\vert \geq \left\vert \sum_{j}\overline{\gamma _{j}^{\prime }}\gamma _{j}\right\vert $

(by the triangle inequality). But since $1-\varepsilon =\sum_{j}\overline{\gamma _{j}^{\prime }}\gamma _{j}$ (by comparing the $ \left( 1,4\right) $-th entry of the matrices in the above equation), this becomes $\varepsilon \geq \left\vert 1-\varepsilon \right\vert $, what contradicts the definition of $\varepsilon $.

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For an easier proof, observe that the partial transpose $\mathbf 1 \otimes T$ of $a$ is not positive semidefinite for small $\varepsilon$ (while it is obviously positive semidefinite for every matrix that is decomposable in the above sense). – Michael Jan 15 '12 at 9:37
Michael: Can you explain further? What is the "partial transpose $1 \otimes T$ of $a$ ? Thanks. – Ruben A. Martinez-Avendano Jan 16 '12 at 18:19
There is a canonical isomorphism $\mathrm M_4\left(\mathbb C\right) \to \mathrm M_2\left(\mathbb C\right) \otimes \mathrm M_2\left(\mathbb C\right)$. The partial transpose is the endomorphism $1\otimes T$ of $ \mathrm M_2\left(\mathbb C\right) \otimes \mathrm M_2\left(\mathbb C\right)$, where $1$ denotes the identity endomorphism of $ \mathrm M_2\left(\mathbb C\right)$ and $T$ denotes the transposition endomorphism of $ \mathrm M_2\left(\mathbb C\right)$. (Endomorphism means vector-space endomorphism.) – darij grinberg Jan 16 '12 at 19:17
(The only reason why I haven't +1ed Michael's comment is that I was too lazy to check how $1\otimes T$ acts on that matrix...) – darij grinberg Jan 16 '12 at 19:17

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