On the Convexity of log det (I + K X^-1)

2006/11/10 by Young-Han Kim, Kim, Young-Han, Seung-Jean Kim +1
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Matrix Theory and Algorithms #Point processes and geometric inequalities #cs.IT #math.IT

paper · pdf · doi:10.48550/arxiv.cs/0611043

2 pages

arxiv created 2006/11/10 · arxiv updated 2009/12/01

Abstract

A simple proof is given for the convexity of log det (I+K X^-1) in the positive definite matrix variable X with a given positive semidefinite K.

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