A short and direct proof is given for the convexity of the largest singular value of eXA0e-X on any convex set of commuting matrices in Rnxn, where A0, Rnxn is fixed. This statement does not hold if X is permitted to be a general square matrix. A counterexample is supplied for noncommuting matrices.
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering