Suppose - $\{(x_1,x_2) : x_1^2+x_2^2 = 1\}$ the unit circle. Consider two sets defined by a quadratic constraint and LMI: - $$\{Y\in R^{2\times 2}: \begin{bmatrix}x_1 & x_2 \end{bmatrix}\begin{bmatrix}Y_{11}+Y_{22} & Y_{21}-Y_{12} \\ Y_{21}-Y_{12}&-Y_{11}-Y_{22} \end{bmatrix}\begin{bmatrix}x_1 \\ x_2 \end{bmatrix}\leq 1\}$$ - $$\{Y\in R^{2\times 2}: \begin{bmatrix}Y_{11}+Y_{22} & Y_{21}-Y_{12} \\ Y_{21}-Y_{12}&-Y_{11}-Y_{22} \end{bmatrix}\preceq I\}$$ >How to show both constraints define the same set? Suppose $$\begin{bmatrix}Y_{11}+Y_{22} & Y_{21}-Y_{12} \\ Y_{21}-Y_{12}&-Y_{11}-Y_{22} \end{bmatrix}=I,$$ then the equality of the first constraint holds. Moreover, let $Y_{11}+Y_{22}=a, Y_{21}-Y_{12}=b$, we can rewrite the first constraint as: $$(x_1^2-x_2^2)a+2x_1x_2b\leq 1$$ How to do the next step? ---------- My problem comes from the following: http://arxiv.org/abs/1403.4914 (p.1328 top)