Nonsmooth analysis of eigenvalues: A summary

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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].

conferenza tenuta il 25 marzo 1996
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. This research was partially supported by the Natural Sciences and Engineering Research Council of Canada.