Rendiconti del Seminario Matematico e Fisico di Milano

, Volume 66, Issue 1, pp 33–41

Nonsmooth analysis of eigenvalues: A summary

  • Adrian S. Lewis

DOI: 10.1007/BF02925352

Cite this article as:
Lewis, A.S. Seminario Mat. e. Fis. di Milano (1996) 66: 33. doi:10.1007/BF02925352


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].

Copyright information

© Birkhäuser-Verlag 1998

Authors and Affiliations

  • Adrian S. Lewis
    • 1
  1. 1.Department of Combinatorics and OptimizationUniversity of WaterlooWaterlooCanada