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Let $A$ is a positive semi-definite matrix like this:

$$ A = \begin{bmatrix} 1 & \alpha_{1,2} & \alpha_{1,3} & \alpha_{1,4}\\ \alpha_{1,2} & 1 & \alpha_{2,3} & \alpha_{2,4}\\ \alpha_{1,3} & \alpha_{2,3} & 1 & \alpha_{3,4}\\ \alpha_{1,4} & \alpha_{2,4} & \alpha_{3,4} & 1 \end{bmatrix}.$$

Then we want to check another matrix called $M$ very useful to guarantee convergence in Ribando's theorem at Measuring solid angles beyond dimension three. So $M$ is

$$ M = \begin{bmatrix} 1 & -|\alpha_{1,2}| & -|\alpha_{1,3}| & -|\alpha_{1,4}|\\ -|\alpha_{1,2}| & 1 & -|\alpha_{2,3}| & -|\alpha_{2,4}|\\ -|\alpha_{1,3}| & -|\alpha_{2,3}| & 1 & -|\alpha_{3,4}|\\ -|\alpha_{1,4}| & -|\alpha_{2,4}| & -|\alpha_{3,4}| & 1 \end{bmatrix}.$$

Based on my observation, even if $A$ is PSD, the matrix $M$ need not be PSD in general. My question is, what is the certain property that guarantees PSD for matrix $M$? Now, imagine we want to compute from end to the beginning, meaning that having matrices $A$ and non-PSD $M$, modify matrix $M$ to a PSD matrix (for example removing negative eigenvalues or …) such that results in an equivalent matrix to $A$ (let us call it $A_p$) that would be as nearly the same as possible to the primal matrix $A$. Is it possible?

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  • $\begingroup$ "what is the certain property that guarantees PSD for matrix $M$?" -- That property is that $M$ be PSD. You can now see that, unless it is clear to everyone in what terms the desired property is to be expressed, such "what is" questions are meaningless. Also, what could "as same as possible" possibly mean? $\endgroup$ Commented Jan 6, 2023 at 19:28
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    $\begingroup$ @ Iosif Pinelis: I meant that what property matrix $A$ has to have in addition to being PSD, such that matrix $M$ be PSD? Also, that similarity means that matrix $A_p$ has the same eigenvector and eigenvalues with $A$. $\endgroup$
    – A. R.
    Commented Jan 6, 2023 at 19:37
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    $\begingroup$ Just in case the name helps a web search, the matrix $M$ is known as the comparison matrix of $A$. $\endgroup$ Commented Jan 6, 2023 at 21:50
  • $\begingroup$ Does "equivalent" in "equivalent matrix to $A$" have a technical meaning? Is it similarity, as in your comment? If so, what does "as same as possible" (which I have edited to "as nearly the same as possible") have any further meaning, and, if so, what? $\endgroup$
    – LSpice
    Commented Jan 7, 2023 at 0:43
  • $\begingroup$ @ LSpice: Thanks for your comment. Actually, the need for the similarity between matrices $A$ and $A_p$ comes from the fact that both are the inverse of the covariance matrix, which appears in the probability of a gaussian random vector (to be in positive orthant ). So I need an equivalent matrix $A_p$ to give the same probability. Indeed, theses matrices have to be close to each other. $\endgroup$
    – A. R.
    Commented Jan 7, 2023 at 19:02

1 Answer 1

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I am just putting a long possible comment here. The following has many reformulations; the idea is to give a condition for which the two matrices $A$ and $M$ in the OP question are congruent by a unitary diagonal matrix. Let $A=[x_{i,j}] $ be an $n\times n$ complex hermitian matrix. Among the entries $x_{i,j}$ with $j>i$: If for every column ($2\le j\le n$) or every line ($1\le i \le n-1$) there is at most one non zero entry $x_l$ with $l=1,\ldots, k$ and $k\le n-1$, then the hermitian matrix $M=[y_{i,j}]$, where $y_{i,j}=\begin{cases}z_lx_{i,j} &\text{ for }x_{i,j}=x_l, l=1,\ldots,k;|z_l|=1\\x_{i,j}& \text{ for } j\ge i \text{ and }x_{i,j}\neq x_l, l=1,\ldots,k\end{cases}$ is unitarily congruent to $A$ $(M=U^*AU)$ by a diagonal matrix with diagonal entries $\subset\{1,z_1,\ldots,z_k\}$. The proof is a bit direct. I let you figure the relation with the original question.

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