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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.
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
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
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). | 74 | |
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influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 1% | |
impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |