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Mathematical Programming
Article . 1999 . Peer-reviewed
License: Springer TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Nonsmooth analysis of eigenvalues

Authors: Adrian S. Lewis;

Nonsmooth analysis of eigenvalues

Abstract

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, \(\mu \in\partial f(x)|_{x=\lambda (X)}\}\). The unique regular subdifferentiability, Fréchet-differentiability and strict differentiability of \(f\) is equivalent to those one of \(f\circ \lambda \). Further, the invariance under Young subgroups is investigated. As an example the \(k\)th eigenvalue function \(\lambda _{k}(X) \) and the associated \(k\)th order statistic is considered. The main proofs, also for some used differential geometric aspects of spaces of real matrices, are given.

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Keywords

Numerical computation of eigenvalues and eigenvectors of matrices, Eigenvalues, singular values, and eigenvectors, nonsmooth analysis, Nonsmooth analysis, horizon subgradient, isospectral manifolds, semidefinite programming, eigenvalue optimization, approximate subdifferential, Clarke subgradient, Semidefinite programming

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
74
Top 10%
Top 1%
Top 10%
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