Convexity of the largest singular value of e/sup D/Me/sup -D/: a convexity lemma

A rigorous proof is given for a convexity lemma used by C.C. Chu and J.C. Doyle (1986) to prove the convexity of the largest singular value of e/sup D/Me/sup -D/ with respect to D on a commuting convex subset of matrices.<
>