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arxiv: 1209.5535 · v1 · pith:6PLAOBAGnew · submitted 2012-09-25 · 🧮 math-ph · math.MP

On the convexity of the function C --> f(det C) on positive definite matrices

classification 🧮 math-ph math.MP
keywords convexconvexityfunctionpsymconditiondefiniteforallgeneralizes
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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.

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