Hermitian and nonnegativity preserving subspaces (Q1083504)

Let C be the space of all \(n\times n\) complex matrices with the inner product defined by the trace, i.e. for \(A,B\in C\) \(<A,B>=tr AB^*\). A subspace H of C is said to be Hermitian (nonnegativity) preserving if for any Hermitian (nonnegative definite) A from C the orthogonal projection P(A) of A onto H is Hermitian (nonnegative definite). The author states several results on Hermitian and nonnegativity preserving subspaces and also indicates some possible applications of the results. One of the latter relates to the estimation of variance components \(\theta_ l\) of a linear model of the form \(E(y_ i)=\sum_{k}a_{ik}\beta_ k\) and \(E(y_ i-E(y_ i))(y_ j-E(y_ j))=\sum_{\ell}v_{ij,\ell}\) where \(y_ i\) is real \((i=1,2,...,n)\), \(a_{ik}\) and \(v_{ij,l}\) are fixed, \(v_{ij,\ell}=v_{ji,\ell}\) and \(\beta_ k,\theta_{\ell}\) are unknown parameters.