A simple question that I was pondering on while examining some algorithms that work similarly for positive definite and nonnegative matrices.


Let $\mathcal{H}$ be the space of (let's say for now $2\times 2$) Hermitian positive-definite matrices. Let $\mathcal{P}$ be the space of entrywise nonnegative matrices of the same dimension.


One can define a linear map $\Phi:\mathcal{H} \to \mathcal{P}$ in many ways; for instance,
$$
\begin{bmatrix}
a & b+id\\b-id & c
\end{bmatrix}
\mapsto
\begin{bmatrix}
a & a+c+b\\a+c+d & c
\end{bmatrix}.
$$
Is there a such a linear map that preserves matrix squaring, i.e., a map $\Phi: \mathcal{H} \to \mathcal{P}$ such that


1. $\Phi(tH)=t\Phi(H)$ for each $t >0 $,
2. $\Phi(H+K)=\Phi(H)+\Phi(K)$,
3. $\Phi(H^2)=\Phi(H)^2$ ?



Positive definite to nonnegative
This is not an answer, but a collection of observations and ideas, in hopes that it helps someone to get more.


Let us ask a bit more of our function:



> 
> 1. If $AB$ is positive semidefinite, then $\Phi(AB) = \Phi(A)\Phi(B)$.
> 2. $\Phi(H)$ is nonsingular for at least one $H \in \mathcal{H}$. (I think this is quite a reasonable request to make)
> 
> 
> 


Notice that the first of these two requests also means that if $A,B$ commute, then $\Phi(A),\Phi(B)$ commute as well. Using this, we easily see that


$$t\Phi(H) = \Phi(t{\rm I}H) = \Phi(t{\rm I})\Phi(H), \quad \text{for all $H$}.$$


We pick $H$ such that $\Phi(H)$ is nonsingular and get


$$\Phi(t{\rm I}) = t{\rm I}, \quad \text{for all $t \ge 0$}.$$


This also draws a trivial conclusion that


$$\Phi(H^{-1}) = \Phi(H)^{-1}.$$


If $A$ is a matrix whose elements are all equal to $1$, then


$$nf(A) = f(nA) = f(A^2) = f(A)^2.$$


Unfortunately, all-ones matrices are not the only ones with such property, so I cannot get anything more from this (I was hoping to get some insight on $\Phi(A)$, at least for such special $A$).


The preservation of commutativity gave me the following idea. If $A,B \in \mathcal{H}$ commute, then there exist a unitary matrix $U$ and nonnegative diagonal matrices $\Lambda\_A,\Lambda\_B$ such that
$$A = U \Lambda\_A U^\*, \quad B = U \Lambda\_B U^\*.$$
But, since this means that $\Phi(A),\Phi(B)$ also commute, there exist a unitary matrix $V$ and upper triangular matrices $T\_A,T\_B$ such that
$$\Phi(A) = V T\_A V^\*, \quad \Phi(B) = V T\_B V^\*.$$
So, it may make sense to define $\Phi(X)$ as a map $(U,\Lambda) \mapsto (V, T)$, where $X = U \Lambda U^\*$ for $U$ unitary and $\Lambda$ nonnegative diagonal, and $\Phi(X) = V T V^\*$ for $V$ unitary and $T$ uppertriangular.


The problems with this approach are:


1. defining such map to guarantee that $\Phi(X)$ is nonnegative,
2. property 2 gets hard to prove for noncommutative matrices.


The first problem might be solved by changing the requirements on $V$. Maybe it can be some nonsingular matrix with nonnegative elements (so, not unitary). The question of how to get such matrix remains.


I'm currently at loss for additional ideas. I hope these will help at least a bit.


