I have a matrix $A=\begin{bmatrix} \textbf{0}_{N\times N} & S\\ S^T & \textbf{0}_{M\times M} \end{bmatrix},$ where $S\in R^{N\times M}$. What $S$ would make $A$ a positive semi-definite matrix?
2026-04-13 05:51:18.1776059478
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How to make a block matrix positive semi-definite?
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Since $A$ is real symmetric, $A$ is diagonalizable and similar to some diagonal matrix $D$.
If $A$ is positive semi-definite, so does $D$ and hence all entries in $D$ are non-negative numbers.
Since $A$ is traceless, so does $D$ and hence all entries of $D$ are zero.
This means $D$ is the zero matrix and so does $A$.
Take any $z = (z_1,z_2)^T$. We have
\begin{align*} & \left(z_1^T z_2^T \right) A \begin{pmatrix} z_1 \\ z_2 \end{pmatrix} \\ & = z_1^T S z_2 + z_2^T S^T z_1 \\ & = k(z) + k(z)^T \\ & = 2k(z) \end{align*}
where $k(z) = z_1^T S z_2$.
Now suppose $k \geq 0$. If you take the vector $z^\prime = (-z_1 , z_2)^T$, $k(z^\prime) \leq 0$.
So positive semi-definiteness can only be achieved if $k(z) = 0$ for all $z$ which is the case if $S = 0$.