Convexity of Sum of Inverse Eigenvalues

In course

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Description

This lecture covers the convexity proof of the sum of the eigenvalues of the inverse matrix, demonstrating that the function is convex. It adapts the negative log-determinant function proof and explores support functions of various sets.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_xhtk6mit

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