SecondOrder Directional Derivatives of Spectral Functions
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Authors
Li, S.
Teo, Kok Lay
Yang, X.
Date
2005Type
Journal Article
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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 secondorder directional derivatives of such a spectral function. We obtain an explicit expression of secondorder directional derivative for the spectral function.
Citation
Li, S. and Teo, K.L. and Yang, X. 2005. SecondOrder Directional Derivatives of Spectral Functions. Computers and Mathematics with Applications. 50 (56): pp. 947955.
Source Title
Computers and Mathematics with Applications
Department
Department of Mathematics and Statistics
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