All Questions

Suppose we have a typical logdet function $\mathcal{L}$ with respect to a covariance matrix $\mathbf{A}$, $$ \mathcal{L}(\mathbf{A}) = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - \mathbf{q}^T(\...

Given an $m \times n$ matrix $A$ and a vector $c \in \mathbb R^n$, define $\eta(A,c) \ge 0$, $$ \eta(A,c) := \sup_{u \in \mathbb R^n} u^\top c - \frac{1}{2}\|u\|^2 - \|Au\|. $$ Note that $\eta(A,c) = \...

Consider three $N \times N$ Hermitian matrices $A_0$, $A_1$, $A_2$. Consider the function \begin{align} f(t_1,t_2)=\lambda_{\text{min}}(A_0+t_1A_1+t_2A_2) \end{align} where $\lambda_{\text{min}}$ ...