ELLIPTOPE

Elliptope - This arises in semi-definite programming . It is the set of all real, square symmetric matrices whose diagonal entries are all equal to one and whose eigenvalues are all non-negative. The dimension of the set is n(n-1)/2 (where the matrix is n×n). For example, consider n=2:

 .- -. | 1 a | M = | | | a 1 | |_ _| 

Then, M is in the elliptope for n=2 if, and only if, -1 <= a <= 1 (note the dimension is 1). An elliptope is also called a set of correlation matrices.