Hi. Consider two cases.
1) let $S$ be a set of all $N\times N$ real matrices with ones on the diagonal. Then there is a paper proving what a projection $P_S(A)$ is in the weighted Frobenius norm $\|W^{1/2} A W^{1/2}\|_F$ ($W$ is symmetric positive definite). If $W=I$ (i.e., no weights), then $P_S(A)$ simply has ones on the diagonal and the same off-diagonal elements as $A$.
2) let $S_1$ be a set of all $N\times N$ real matrices with ones on the diagonal and where some pre-specified set of off-diagonal entries are restricted to coincide. This time I care about $P_{S_1}(A)$ in the nonweighted…