Prince payed tibute to Vanity -- Denise Matthews -- in a solo piano performance in Melbourne, Australia Tuesday, hours after learning his former protege had died.
"Her and I used to love each other deeply. She loved me for the artist I was, I loved her for the artist she was trying to be. She and I would fight. She was very headstrong 'cause she knew she was the finest woman in the world. She never missed an opportunity to tell you that."
He then performed "Little Red Corvette" in tribute to her.
