Nonsmooth Analysis of Eigenvalues: a Summary
نویسنده
چکیده
I outline a uniied approach to characterizing Fr echet, limiting Fr echet, and Clarke subgradients of an arbitrary function of the eigen-values of a real symmetric matrix. In particular, I compute various subdiierentials of the k'th largest eigenvalue. This paper summarizes the results and techniques presented in detail in 4]. 1 The author wishes to thank the University of Milan, and in particular Dr Roberto Lucchetti, for their kind hospitality during the writing of this article.
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