Trace constraint

For a positive semidefinite matrix, a trace bound is a bound on the sum of its nonnegative eigenvalues.

The positive semidefinite trace ball of radius $s$ isIt is closed and convex, and $\Vert Z{\Vert }_F\le \mathrm{tr}Z\le s$ for every $Z\in {\mathcal{S}}_s$.

If $M⪰0$ has eigenpairs $({\mu }_i,v_i)$ and $\mathrm{tr}M>s$, then its Frobenius projection onto ${\mathcal{S}}_s$ iswhere $\rho >0$ is uniquely determined by ${\sum }_i({\mu }_i-\rho {)}_{+}=s$.