Nonsmooth analysis of eigenvalues
نویسنده
چکیده
The eigenvalues of a symmetric matrix depend on the matrix nons-moothly. This paper describes the nonsmooth analysis of these eigen-values. In particular, I present a simple formula for the approximate (limiting Fr echet) subdiierential of an arbitrary function of the eigen-values, subsuming earlier results on convex and Clarke subgradients. As an example I compute the subdiierential of the k'th largest eigen-value.
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ورودعنوان ژورنال:
- Math. Program.
دوره 84 شماره
صفحات -
تاریخ انتشار 1999