I am trying the following exercise : Let $y \in \mathbb{R}^n$, $X \in \mathcal{S}^n_{++}(\mathbb{R})$. Why $$ f : (X, y) \mapsto y^T X^{-1} y$$ would be a convex function ? I tried with $(X, x) + t.(Y, y)$ with no result. Also, i thought about using the eigenvalues of $X$ without result... Have you an idea ? Thank you, Orso