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Results tagged with convex-analysis
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user 35733
8
votes
1
answer
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Concavity of the trace of a matrix power
Let $B$ be an $n\times n$ matrix, and define $f$ to be the function that maps positive semidefinite (PSD) $n\times n$ matrices $A$ to real numbers by
$$
f(A) = \mathrm{trace}( (B^*A^2B)^{1/3}).
$$
…
- 28.6k
5
votes
0
answers
226
views
Concavity of mixed volumes and mixed discriminants
For $n\times n$ symmetric matrices $A_1, \ldots, A_n$, the mixed discriminant $D(A_1, \ldots, A_n)$ can be defined as $1/n!$ times the coefficient of $t_1\ldots t_n$ in the homogeneous polynomial $\de …
- 757