Let f(A)=(det(A))1/n. And assume domain of f is space of positive semi definite symmetric n x n matrices with real entries. Show that f is concave: f((1−t)A+tB))>=(1−t)f(A)+tf(B) for t in [0,1].

erwachsenc6

erwachsenc6

Answered question

2022-11-01

Let f ( A ) = ( det ( A ) ) 1 n . And assume domain of f is space of positive semi definite symmetric n × n matrices with real entries. Show that f is concave:
f ( ( 1 t ) A + t B ) ) ( 1 t ) f ( A ) + t f ( B )
for t [ 0 , 1 ].

Answer & Explanation

Taxinov

Taxinov

Beginner2022-11-02Added 18 answers

Hint: You should prove it for the case where neither of the two matrices is symmetric positive definite first and then assume one is positive definite.
Ayanna Jarvis

Ayanna Jarvis

Beginner2022-11-03Added 2 answers

Hint:Try using the spectral theorem.

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