Variational analysis of spectral functions simplified
Not on the map. Why?
Abstract (arXiv)
Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their subdifferentials to the subdifferentials of their diagonal restrictions. This paper presents a new, short, and revealing derivation of this result. We then round off the paper with an illuminating derivation of the second derivative of twice differentiable spectral functions, highlighting the underlying geometry. All of our arguments have direct analogues for spectral functions of Hermitian matrices, and for singular value functions of rectangular matrices.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). First posted on arXiv 16 Jun 2015.
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Citing papers per year: 2021: 1; 2022: 0; 2023: 1; 2024: 1.
3 papers.