On the Convexity of log det (I + K X^{-1})
arXiv:cs/0611043
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.
2 pages
arXiv:cs/0611043
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.
2 pages