From cfdc7bd753cb30a2b05ef40c33f65b845c68f2ab Mon Sep 17 00:00:00 2001 From: Thibaut Horel Date: Mon, 11 Feb 2013 16:43:38 -0800 Subject: Fix matrix convex functions citation --- proofs.tex | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'proofs.tex') diff --git a/proofs.tex b/proofs.tex index 2cff729..c951175 100644 --- a/proofs.tex +++ b/proofs.tex @@ -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} -- cgit v1.2.3-70-g09d2