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added another countex.
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Suvrit
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Maybe I am misinterpreting something, because according to my experiments, this function is neither convex nor concave.

The following is a counterexample (EDIT: I changed the example to use symmetric matrices):

\begin{equation*} A=\begin{pmatrix}8 &4\\ 4 & 6\end{pmatrix},\quad B=\begin{pmatrix} 4 & 4\\ 4 & 6\end{pmatrix},\quad C=\frac{A+B}{2}=\begin{pmatrix}6 & 4\\ 4 &6 \end{pmatrix}. \end{equation*} For this choice, we have

\begin{equation*} v(A) = (.7882, .6154),\quad v(B)=(.6154,.7882),\quad v(C)=(.7071, .7071). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

EDIT 2: Here is a counterexample to concavity.

\begin{equation*} A = \begin{pmatrix}16&2\\ 2&16\end{pmatrix},\quad B = \begin{pmatrix}14&8\\8 &2 \end{pmatrix},\quad C = (A+B)/2 \end{equation*} Then, we have \begin{equation*} v(A) = \begin{pmatrix}\tfrac{1}{\sqrt{2}}\\\tfrac{1}{\sqrt{2}}\end{pmatrix},\quad v(B) =\begin{pmatrix}\tfrac{2}{\sqrt{5}}\\\tfrac{1}{\sqrt{5}}\end{pmatrix},\quad v(C)= \begin{pmatrix}\tfrac{3+\sqrt{34}}{\sqrt{68+6 \sqrt{34}}}\\\tfrac{5}{\sqrt{68+6 \sqrt{34}}} \end{pmatrix}. \end{equation*} Doing the numerics with this shows that $\|v(C)\|_1-0.5(\|v(A)\|_1+\|v(B)\|_1) = -0.0150285...$.

Maybe I am misinterpreting something, because according to my experiments, this function is neither convex nor concave.

The following is a counterexample (EDIT: I changed the example to use symmetric matrices):

\begin{equation*} A=\begin{pmatrix}8 &4\\ 4 & 6\end{pmatrix},\quad B=\begin{pmatrix} 4 & 4\\ 4 & 6\end{pmatrix},\quad C=\frac{A+B}{2}=\begin{pmatrix}6 & 4\\ 4 &6 \end{pmatrix}. \end{equation*} For this choice, we have

\begin{equation*} v(A) = (.7882, .6154),\quad v(B)=(.6154,.7882),\quad v(C)=(.7071, .7071). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

Maybe I am misinterpreting something, because according to my experiments, this function is neither convex nor concave.

The following is a counterexample (EDIT: I changed the example to use symmetric matrices):

\begin{equation*} A=\begin{pmatrix}8 &4\\ 4 & 6\end{pmatrix},\quad B=\begin{pmatrix} 4 & 4\\ 4 & 6\end{pmatrix},\quad C=\frac{A+B}{2}=\begin{pmatrix}6 & 4\\ 4 &6 \end{pmatrix}. \end{equation*} For this choice, we have

\begin{equation*} v(A) = (.7882, .6154),\quad v(B)=(.6154,.7882),\quad v(C)=(.7071, .7071). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

EDIT 2: Here is a counterexample to concavity.

\begin{equation*} A = \begin{pmatrix}16&2\\ 2&16\end{pmatrix},\quad B = \begin{pmatrix}14&8\\8 &2 \end{pmatrix},\quad C = (A+B)/2 \end{equation*} Then, we have \begin{equation*} v(A) = \begin{pmatrix}\tfrac{1}{\sqrt{2}}\\\tfrac{1}{\sqrt{2}}\end{pmatrix},\quad v(B) =\begin{pmatrix}\tfrac{2}{\sqrt{5}}\\\tfrac{1}{\sqrt{5}}\end{pmatrix},\quad v(C)= \begin{pmatrix}\tfrac{3+\sqrt{34}}{\sqrt{68+6 \sqrt{34}}}\\\tfrac{5}{\sqrt{68+6 \sqrt{34}}} \end{pmatrix}. \end{equation*} Doing the numerics with this shows that $\|v(C)\|_1-0.5(\|v(A)\|_1+\|v(B)\|_1) = -0.0150285...$.

fixed example to use symmetric A
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Suvrit
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Maybe I am misinterpreting something, because ccordingaccording to my experiments, this function is neither convex nor concave.

The following is a counterexample (EDIT: I changed the example to convexity.use symmetric matrices):

\begin{equation*} A=\begin{pmatrix}10 &8\\ 2 & 8\end{pmatrix},\qquad B=\begin{pmatrix} 8 & 8\\ 8 & 6\end{pmatrix}. \end{equation*}\begin{equation*} A=\begin{pmatrix}8 &4\\ 4 & 6\end{pmatrix},\quad B=\begin{pmatrix} 4 & 4\\ 4 & 6\end{pmatrix},\quad C=\frac{A+B}{2}=\begin{pmatrix}6 & 4\\ 4 &6 \end{pmatrix}. \end{equation*} Also, let $C=(A+B)/2$. ForFor this choice, we have

\begin{equation*} v(A) = (.9315, .3637),\quad v(B)=(.7497,.6618),\quad v(C)=(.8287, .5597). \end{equation*}\begin{equation*} v(A) = (.7882, .6154),\quad v(B)=(.6154,.7882),\quad v(C)=(.7071, .7071). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

Maybe I am misinterpreting something, because ccording to my experiments, this function is neither convex nor concave.

The following is a counterexample to convexity.

\begin{equation*} A=\begin{pmatrix}10 &8\\ 2 & 8\end{pmatrix},\qquad B=\begin{pmatrix} 8 & 8\\ 8 & 6\end{pmatrix}. \end{equation*} Also, let $C=(A+B)/2$. For this choice, we have

\begin{equation*} v(A) = (.9315, .3637),\quad v(B)=(.7497,.6618),\quad v(C)=(.8287, .5597). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

Maybe I am misinterpreting something, because according to my experiments, this function is neither convex nor concave.

The following is a counterexample (EDIT: I changed the example to use symmetric matrices):

\begin{equation*} A=\begin{pmatrix}8 &4\\ 4 & 6\end{pmatrix},\quad B=\begin{pmatrix} 4 & 4\\ 4 & 6\end{pmatrix},\quad C=\frac{A+B}{2}=\begin{pmatrix}6 & 4\\ 4 &6 \end{pmatrix}. \end{equation*} For this choice, we have

\begin{equation*} v(A) = (.7882, .6154),\quad v(B)=(.6154,.7882),\quad v(C)=(.7071, .7071). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

Post Undeleted by Suvrit
fixed a numerical bug due to wrong copy paste!
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Suvrit
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Maybe I am misinterpreting something, because ccording to my experiments, this function is neither convex nor concave.

The following is a counterexample to convexity.

\begin{equation*} A=\begin{pmatrix}6 &8\\ 4 & 4\end{pmatrix},\qquad B=\begin{pmatrix} 8 & 2\\ 2 & 8\end{pmatrix}. \end{equation*}\begin{equation*} A=\begin{pmatrix}10 &8\\ 2 & 8\end{pmatrix},\qquad B=\begin{pmatrix} 8 & 8\\ 8 & 6\end{pmatrix}. \end{equation*} Also, let $C=(A+B)/2$. For this choice, we have

\begin{equation*} v(A) = (.8601, .5101),\quad v(B)=(1/\sqrt{2},1/\sqrt{2}),\quad v(C)=(.8625, .5629). \end{equation*}\begin{equation*} v(A) = (.9315, .3637),\quad v(B)=(.7497,.6618),\quad v(C)=(.8287, .5597). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

Maybe I am misinterpreting something, because ccording to my experiments, this function is neither convex nor concave.

The following is a counterexample to convexity.

\begin{equation*} A=\begin{pmatrix}6 &8\\ 4 & 4\end{pmatrix},\qquad B=\begin{pmatrix} 8 & 2\\ 2 & 8\end{pmatrix}. \end{equation*} Also, let $C=(A+B)/2$. For this choice, we have

\begin{equation*} v(A) = (.8601, .5101),\quad v(B)=(1/\sqrt{2},1/\sqrt{2}),\quad v(C)=(.8625, .5629). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

Maybe I am misinterpreting something, because ccording to my experiments, this function is neither convex nor concave.

The following is a counterexample to convexity.

\begin{equation*} A=\begin{pmatrix}10 &8\\ 2 & 8\end{pmatrix},\qquad B=\begin{pmatrix} 8 & 8\\ 8 & 6\end{pmatrix}. \end{equation*} Also, let $C=(A+B)/2$. For this choice, we have

\begin{equation*} v(A) = (.9315, .3637),\quad v(B)=(.7497,.6618),\quad v(C)=(.8287, .5597). \end{equation*} But $\|v(C)\|_1 > 0.5\|v(A)\|_1 + 0.5\|v(B)\|_1$ (notice all there vectors have unit 2-norm as required).

A similar counterexample to potential concavity is also easy to find.

Post Deleted by Suvrit
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Suvrit
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