Suppose that f is a real-valued convex function on R. Prove that the function X↦Trf(X) on the vector space of N×N Hermitian matrices is convex.
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2016-6 Convex function,
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Suppose that f is a real-valued convex function on R. Prove that the function X↦Trf(X) on the vector space of N×N Hermitian matrices is convex.