2016-6 Convex function

Suppose that \( f \) is a real-valued convex function on \( \mathbb{R} \). Prove that the function \( X \mapsto \mathrm{Tr } f(X) \) on the vector space of \( N \times N \) Hermitian matrices is convex.

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2016-6 Convex function, 2.7 out of 5 based on 9 ratings