Brinkhuis, Brinkhuis, J.; Luo, Z-Q.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 2005
In this paper, we develop various calculus rules for general smooth matrix-valued functions and for the class of matrix convex (or concave) functions first introduced by Loewner and Kraus in 1930s. Then we use these calculus rules and the matrix convex function -log X to study a new notion of...