On a Parametrization of Positive Semidefinite Matrices with Zeros

Abstract

We study a class of parametrizations of convex cones of positive semidefinite matrices with prescribed zeros. Each such cone corresponds to a graph whose nonedges determine the prescribed zeros. Each parametrization in this class is a polynomial map associated with a simplicial complex supported on cliques of the graph. The images of the maps are convex cones, and the maps can only be surjective onto the cone of zero-constrained positive semidefinite matrices when the associated graph is chordal and the simplicial complex is the clique complex of the graph. Our main result gives a semialgebraic description of the images of the parametrizations for chordless cycles. The work is motivated by the fact that the considered maps correspond to Gaussian statistical models with hidden variables.