If we have $S$ positive semi-definite matrices $A_1,\dots, A_S$ then what is the largest matrix positive semi definite matrix C such that $A_s -C$ is also psd for all $s=1,\dotsc,S$?
By largest I mean in terms of a suitable norm.
2026-03-25 20:34:22.1774470862
Difference of positive semi-definite matrices
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