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Sep 13, 2015 at 16:30 comment added Mark L. Stone Michael Grant wrote "I am unaware of an AD/SD engine that handles matrix expressions such as f(S)." The MATLAB automatic differentiator ADiMat can compute the gradient (and I suspect Hessian) of $trace(S^{-2})$
Mar 18, 2013 at 17:56 history edited Michael Grant CC BY-SA 3.0
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Mar 18, 2013 at 12:20 comment added Aron Ahmadia Welcome to scicomp, Dr. Grant. Feel free to get in touch if you have any questions about the site, and please consider weighing in here about how we can improve the experience of CVX users on the site.
Mar 17, 2013 at 21:45 vote accept user2987
May 6, 2013 at 8:20
Mar 16, 2013 at 23:01 history edited Michael Grant CC BY-SA 3.0
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Mar 16, 2013 at 20:49 review First posts
Mar 17, 2013 at 7:43
Mar 16, 2013 at 20:30 history answered Michael Grant CC BY-SA 3.0