Given a symmetric matrix $W$, is there a way to find the nearest positive semidefinite matrix $W_{PS}$ such that it is nearest to $W$ by some criterion (e.g. Frobenius norm) but it is such that $\text{diag}(W) = \text{diag}(W_{PS})$?
2026-04-06 10:50:53.1775472653
Find nearest postive semidefinite matrix keeping diagonal.
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