Second-Order Directional Derivatives of Spectral Functions
A spectral function of a symmetric matrix X is a function which depends only on the eigenvalues of X, λ1 (X) ≥ λ2(X) ≥≥ λn (X), and may be written as ƒ (λ1 (X), λ2(X), , λn (X)) for some symmetric function ƒ. In this paper, we assume that ƒ is a C1,1 function and discuss second-order directional der...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Pergamon
2005
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| Online Access: | http://hdl.handle.net/20.500.11937/26829 |