A density matrix is a matrix $\rho \in \mathscr{D}:=\{A \in \mathbb{C}^{n \times n}; A^\*=A; \operatorname{tr}(A)=1; A \ge 0\}.$


In Quantum Mechanics it is natural to look at a group action


$\Phi: U(n) \times \mathscr{D} \rightarrow \mathscr{D}, (U,\rho) \mapsto U\rho U^\*.$


Now, my quetion is: What is the kind of nicest structure that $\mathscr{D}$ can have and why? 


First, I observed that $\mathscr{D}$ without the positivity condition is just something like a affine space, but $\mathscr{D}$ does not seem to be something like a manifold, as $\rho \ge 0$ apparently kind of destroys it.


So is there any interesting structure that $\mathscr{D}$ naturally posesses?


I am curious about the answers



Set of density matrices
This is a symmetric space when equipped by the metric discussed in [this question](https://mathoverflow.net/questions/115192/power-log-distance-between-matrices/115227#115227) (it is Riemannian, when $p=2$). The metric is clearly invariant under the action; its other properties can be checked (see the references in Suvrit's nice answer to the linked question, or see one of the papers by Freitas and Friedland, e.g. MR2014882 (2004j:30086) Reviewed 
Friedland, Shmuel(1-ILCC-MS); Freitas, Pedro J.(P-LISBS)
Revisiting the Siegel upper half plane. I. (English summary) 
Linear Algebra Appl. 376 (2004), 19–44. )


