Sensitivity analysis of all eigenvalues of a symmetric matrix
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Publication:1347028
DOI10.1007/s002110050109zbMath0816.15016OpenAlexW2016624757MaRDI QIDQ1347028
Dongyi Ye, Jean-Baptiste Hiriart-Urruty
Publication date: 23 July 1995
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002110050109
nonsmooth analysisconvex functionssymmetric matrixdirectional derivativesgeneralized gradientsubdifferential calculussensitivity of eigenvalues
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Convex functions and convex programs in convex geometry (52A41)
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