Hi I would like to know whether the trace of the inverse of a symmetric positive definite matrix $\mathrm{trace}(S^{-1})$ is convex.
Actually I know that the trace of a symmetric positive definite matrix $S\in M_{m,m}$ is convex since we can find $B\in M_{n,m}$ such that $S=B^T\times B$ then we can write the trace as the sum of scalar quadratic forms, i.e. $\mathrm{trace}(S)=\mathrm{trace}(B^T\times B)=\sum_{j=1}^mb_j^T\times b_j$ where $b_j$ is the $j^{th}$ column of $B$.
for instance if we have $trace([\begin{array}{cc} 1 & 2 \\ 3 & 4 \\ \end{array}] \times [\begin{array}{cc} 1 & 3 \\ 2 & 4 \\ \end{array}])= [\begin{array}{cc} 1 & 2 \\ \end{array}]\times [\begin{array}{c} 1 \\ 2 \\ \end{array}]+ [\begin{array}{cc} 3 & 4 \\ \end{array}]\times [\begin{array}{c} 3 \\ 4 \\ \end{array}]=30$
And so I wonder if $\mathrm{trace}(S^{-1})$ is convex too..