Class 4



  1. Symmetric Matrices (Section 1.2 cont...)
    1. If X,Y psd, then
      trace (XY)= 0 iff XY=0
      (with proof)
    2. If X psd, then the psd square root, S, of X is unique, X=S2.
    3. log-barrier function log det(X), is defined and strictly concave on Sn++.