Note on a Matrix-Concave Function

Heinz Neudecker, Shuangzhe LIU

Research output: Contribution to journalComment/debate

1 Citation (Scopus)

Abstract

We supply new proofs for two important properties of the matrix-concave function F(A) = (K′A-K)+, A ≥ 0 and K ∈ R (A).

Original languageEnglish
Pages (from-to)1139-1141
Number of pages3
JournalJournal of Mathematical Analysis and Applications
Volume196
Issue number3
DOIs
Publication statusPublished - 15 Dec 1995
Externally publishedYes

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