$A,B$ are bounded, finite matrices (i.e. matrices on a finite-dimensional Hilbert space). Define $C:= AB-BA$. According to Hausdorff, $$W := \{x^*Cx: \|x\| = 1\}$$ is a convex set.
The above result is mentioned as part of a bigger proof in On Commutators of Bounded Matrices by C. R. Putnam. Unfortunately, the reference mentioned (where Hausdorff made the above claim) is not in English - and so I did not have access to the proof.
My approach is very simple-minded, and I am stuck. Take $x_1,x_2$ with unit norm and consider $tx_1^*Cx_1 + (1-t)x_2^*Cx_2$ for $0\le t\le 1$. We must find some $x$ satisfying $\|x\| = 1$ and $$x^*Cx = tx_1^*Cx_1 + (1-t)x_2^*Cx_2 = t(x_1^*Cx_1 - x_2^*Cx_2) + x_2^*Cx_2$$ Any ideas?
Thank you!