On the Convexity of log det (I + K X⁻¹)
classification
💻 cs.IT
math.IT
keywords
convexitygivenpositivedefinitematrixproofsemidefinitesimple
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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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