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Apr 19, 2012 at 16:44 comment added Robert Israel Here are the plots: 3 x 3 math.ubc.ca/~israel/problems/phi3.jpg 4 x 4 math.ubc.ca/~israel/problems/phi4.jpg
Apr 19, 2012 at 16:23 comment added Robert Israel I looked at Toeplitz matrices of the form $$M(s,t) = \pmatrix{1 & s & t & 0\cr s & 1 & s & t\cr t & s & 1 & s\cr 0 & t & s & 1\cr}$$ and plotted the region in the $(s,t)$ plane where $\Phi^{-1}(M)(s,t)$ is SDP. It turned out not to be convex. The $3 \times 3$ case was convex.
Apr 19, 2012 at 7:01 comment added kaleidoscop Thank you! Did you try with $3\times 3$ matrices? How did you find this example?
Apr 19, 2012 at 7:01 vote accept kaleidoscop
Apr 18, 2012 at 22:56 history edited Robert Israel CC BY-SA 3.0
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Apr 18, 2012 at 18:44 history answered Robert Israel CC BY-SA 3.0