Nonsmooth analysis of eigenvalues: A summary |
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| Authors: | Adrian S Lewis |
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| Institution: | 1. Department of Combinatorics and Optimization, University of Waterloo, N2L 3G1, Waterloo, Ontario, Canada
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| Abstract: | I outline a unified approach to characterizing Fréchet, limiting Fréchet, and Clarke subgradients of an arbitrary function of the eigenvalues of a real symmetric matrix. In particular, I compute various subdifferentials of thek'th largest eigenvalue. This paper summarizes the results and techniques presented in detail in 4]. |
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