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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2013-02-11 16:43:38 -0800 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2013-02-11 16:44:02 -0800 |
| commit | cfdc7bd753cb30a2b05ef40c33f65b845c68f2ab (patch) | |
| tree | 0e914e69897c48d243bcb4938f81f97ddc81e809 | |
| parent | 574e1f7e48f238efada8bff73ba26fd6dd50aaac (diff) | |
| download | recommendation-cfdc7bd753cb30a2b05ef40c33f65b845c68f2ab.tar.gz | |
Fix matrix convex functions citation
| -rw-r--r-- | proofs.tex | 2 |
1 files changed, 1 insertions, 1 deletions
@@ -311,7 +311,7 @@ $A-B$ is positive definite (positive semi-definite). This order allows us to define the notion of a \emph{decreasing} as well as \emph{convex} matrix function, similarly to their real counterparts. With this definition, matrix inversion is decreasing and convex over symmetric positive definite -matrices~\cite{convexmatrix}. +matrices (see Example 3.48 p. 110 in \cite{boyd2004convex}). In particular, \begin{gather*} \forall S\subseteq\mathcal{N},\quad A(S)^{-1} \succeq A(S\cup\{i\})^{-1} |
