matrix_frac: Matrix fractional function

In CVXR: Disciplined Convex Optimization

Matrix fractional function

Description

Computes \mathrm{trace}(X^T P^{-1} X). If P is a constant matrix, uses a QuadForm shortcut for efficiency.

Usage

matrix_frac(X, P)

Arguments

X	A matrix expression (n by m)
P	A square matrix expression (n by n), must be PSD

Value

An expression representing \mathrm{trace}(X^T P^{-1} X)

CVXR documentation built on March 6, 2026, 9:10 a.m.