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

Kim, Young-Han; Kim, Seung-Jean

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

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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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Information Theory

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http://salesiana.dossiersoluciones.com/handle/123456789/133911

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cs/0611043
http://arxiv.org/abs/cs/0611043

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

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