On the Differentiability of Symmetric Matrix Valued Functions
Journal of convex analysis, Tome 30 (2023) no. 4, pp. 1307-1317
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With every real valued function, of a real argument, can be associated a matrix function mapping a linear space of symmetric matrices into itself. In this paper we study directional differentiability properties of such matrix functions associated with directionally differentiable real valued functions. In particular, we show that matrix valued functions inherit semismooth properties of the corresponding real valued functions.
Classification : 15A18, 15A16, 90C30
Mots-clés : Matrix function, eigenvalues and eigenvectors, directional derivatives, semismooth mappings
@article{JCA_2023_30_4_JCA_2023_30_4_a9,
     author = {A. Shapiro},
     title = {On the {Differentiability} of {Symmetric} {Matrix} {Valued} {Functions}},
     journal = {Journal of convex analysis},
     pages = {1307--1317},
     year = {2023},
     volume = {30},
     number = {4},
     url = {http://geodesic.mathdoc.fr/item/JCA_2023_30_4_JCA_2023_30_4_a9/}
}
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A. Shapiro. On the Differentiability of Symmetric Matrix Valued Functions. Journal of convex analysis, Tome 30 (2023) no. 4, pp. 1307-1317. http://geodesic.mathdoc.fr/item/JCA_2023_30_4_JCA_2023_30_4_a9/