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| author | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-02-11 17:19:45 -0800 |
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| committer | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-02-11 17:19:45 -0800 |
| commit | fb4e13e1d19a9efe792a2b8c52e9eb95e1b0807b (patch) | |
| tree | e59cc2e6ed47b8a72e74697a87c788748e9022af /proofs.tex | |
| parent | c464d2fc6bdc81f9fa28c868fd1fca1987e6fa5b (diff) | |
| parent | cfdc7bd753cb30a2b05ef40c33f65b845c68f2ab (diff) | |
| download | recommendation-fb4e13e1d19a9efe792a2b8c52e9eb95e1b0807b.tar.gz | |
Merge branch 'master' of ssh://palosgit01/git/data_value
Diffstat (limited to 'proofs.tex')
| -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} |
