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An extremal problem for positive defintie matrices
Authors:T. W. Anderson   I. Olkin
Affiliation: a Department of Mathematics, Stanford University, Stanford, California
Abstract:A problem studied by Flanders (1975) is minimize the function f(R)=tr(SR+TR-1) over the set of positive definite matrices R, where S and T are positive semi-definite matrices. Alternative proofs that may have some intrinsic interest are provided. The proofs explicitly yield the infimum of f(R). One proof is based on a convexity argument and the other on a sequence of reductions to a univariate problem.
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