A note on extremal decompositions of covariances (Q309479)

The purpose of this note is to provide a characterization of extreme correlations matrices. More precisely, for given \((X_i)_{1\leq i\leq k}\) the purpose is to find the extreme points of the convex hull of the ensemble \(\mathcal{D}(X)=\{D \in \mathcal{M}_n(\mathbb{C}) \text{ such that } \forall \,i\leq k\,,\, \mathrm{Tr}(DX_i)=0 \text{ and } D \text{ is a density matrix} \}\). The characterization and its proof are short and very elementary (graduate level) and no application or motivation of the problem are consequently presented.