Second-order directional derivatives of spectral functions

DOI10.1016/j.camwa.2004.11.021zbMath1088.15011OpenAlexW2028941073MaRDI QIDQ815284

Kok Lay Teo, Sheng Jie Li, Xiao Qi Yang

Publication date: 16 February 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2004.11.021

zbMATH Keywords

Eigenvalue function,Second-order directional derivativesSpectral function

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Functional calculus for linear operators (47A60)

Cites Work

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• Twice Differentiable Spectral Functions
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• Matrix Analysis
• Generalized second-order directional derivatives and optimization with C^1,1 functions
• Semismoothness of Spectral Functions
• Derivatives of Spectral Functions
• Convex Analysis on the Hermitian Matrices
• Is the Frequency Theory of Probability Adequate for All Scientific Purposes?
• Second-order directional derivatives of all eigenvalues of a symmetric matrix

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