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arXiv 1209.5535math-phmath.MP
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关于函数C --> f(det C)在正定矩阵上的凸性

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

Stephan Lehmich, Patrizio Neff, Johannes Lankeit

摘要:

证明了(f o det)在PSym(n)上凸的一个条件,即f o det在PSym(n)上凸当且仅当f”(s)+(n-1)/(ns)f '(s)>= 0且f'(s)<= 0 \forall s \in \R +.这推广了C --> -ln det C作为C的函数是凸的这一观察。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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