On the convexity of the function C --> f(det C) on positive definite matrices
classification
🧮 math-ph
math.MP
keywords
convexconvexityfunctionpsymconditiondefiniteforallgeneralizes
read the original abstract
We prove a condition on f \in C^2(\R+,\R) for the convexity of (f o det) on PSym(n), namely that f o det is convex on PSym(n) if and only if f"(s)+(n-1)/(ns) f'(s) >= 0 and f'(s)<= 0 \forall s \in \R+. This generalizes the observation that C --> -ln det C is convex as a function of C.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.