Optimal Design of Experiments - Friedrich Pukelsheim - Google Books

http://books.google.de/books?id=5ZcfDZUJ4F8C&pg=PA428&lpg=PA428&dq=Loewner+ellipsoid&source=bl&ots=u1F-h-24Dz&sig=k8Lj80FAKkmwvt

Optimal Design of Experiments offers a rare blend of linear algebra, convex analysis, and statistics. The optimal design for statistical experiments is first formulated as a concave matrix optimization problem. Using tools from convex analysis, the problem…