# Elliptope

### From Glossary

This arises in semi-definite programming. It is the set of all real, square symmetric matrices whose diagonal entries are all equal to one and whose eigenvalues are all non-negative. The dimension of the set is (where the matrix is ). For example, consider :

Then, is in the elliptope for if,
and only if, , i.e. it is diagonally
dominate (note the dimension is 1). An elliptope is also called a
set of *correlation matrices*.