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doi: 10.1007/bf02925352
Subdifferentials (limiting Fréchet, Clarke) of the composition \(f\circ \lambda \) of extended real valued permutation invariant functions \(f\) and the eigenvalue vector function \(\lambda \) of a symmetric matrix \(X\) are calculated using the transformation to principles axes. If \(U\) is an orthogonal matrix, such that \(\text{Diag} ( \lambda ( X)) =UXU^{T}\) is the diagonal transform of \(X\) and \(f( Px) =f( x) \) for each permutation matrix \(P\) then under assumptions usual in nonsmooth analysis for \(f\) it is shown \(\partial ( f\circ \lambda) ( X) =\{ U^{T} \text{Diag}( \mu) U\mid U\) as above, \(\mu \in \partial f( x) |_{x=\lambda ( X)}\}\). In this paper the motivation is underlined and the principal strategy is developed without proofs. The full paper with all proofs can be found in Math. Program. 84 A, No. 1, 1-24 (1999; following review).
Numerical computation of eigenvalues and eigenvectors of matrices, Eigenvalues, singular values, and eigenvectors, nonsmooth analysis, Clarke subgradient, Nonsmooth analysis, Semidefinite programming, isospectral manifolds, semidefinite programming, eigenvalue optimization, approximate subdifferential
Numerical computation of eigenvalues and eigenvectors of matrices, Eigenvalues, singular values, and eigenvectors, nonsmooth analysis, Clarke subgradient, Nonsmooth analysis, Semidefinite programming, isospectral manifolds, semidefinite programming, eigenvalue optimization, approximate subdifferential
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