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

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

2006-11-10

arxiv.org/abs/cs/0611043v1

Computer Science

Information Theory

2 pages

Scientific paper

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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