A symbolic algorithm for determining convexity of a matrix function: how to get Schur complements out of your life
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abstract
An algorithm that gives sufficient and necessary conditions for a noncommutative function to be convex is presented. The implemented version of this algorithm provides a fairly automatic procedure for determination of the domain G of convexity of a noncommutative function. Therefore, the user has in hand a valuable and easy-to-use tool for analyzing matrix inequalities.
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Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)