On the Convexity of log det (I + K X^{-1})
Information Theory
2007-07-13 v1 math.IT
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.
Cite
@article{arxiv.cs/0611043,
title = {On the Convexity of log det (I + K X^{-1})},
author = {Young-Han Kim and Seung-Jean Kim},
journal= {arXiv preprint arXiv:cs/0611043},
year = {2007}
}
Comments
2 pages