The largest singular value of e/sup X/A/sub 0/e/sup -X/ is convex on convex sets of commuting matrices
R.S. Sezginer, Michael L. Overton · IEEE Transactions on Automatic Control · 1990
A short and direct proof of the convexity property is given. It is shown that the theorem applies to any convex, commuting set of matrices in R/sup nXn/, where A/sub 0/ in R/sup nXn/ is fixed. It is also shown that the result does not hold if X is permitted to be a general square matrix. A counterexample is supplied for noncommuting matrices.>