Suppose $P$ is a real symmetric positive semi-definite matrix
$$\forall x \in \mathbb{R}^n, x^TPx \geq 0$$
Question, for what matrices $A$ is $A^TPA$ positive semidefinite?
Obviously $I$ works, $\alpha I$ works for any $\alpha \geq 0$. Are there general classes of matrices $A$ such that this "composition" is still PSD?
$\forall A \in \mathbb{R}^{n \times m}$, $\forall y \in \mathbb{R}^{m \times 1}$, since $$y^TA^TPAy=(Ay)^TP(Ay) \geq 0$$
Hence, $A^TPA$ is PSD.