Characterization of the subdifferential of some matrix norms (Q1190112): Difference between revisions

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Property / author: G. Alistair Watson / rank
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Property / reviewed by: Jaroslav Zemánek / rank
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Property / author: G. Alistair Watson / rank
 
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Property / reviewed by: Jaroslav Zemánek / rank
 
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Property / full work available at URL: https://doi.org/10.1016/0024-3795(92)90407-2 / rank
 
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Property / OpenAlex ID: W2029213856 / rank
 
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Property / cites work: Q3784577 / rank
 
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Property / cites work: SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS / rank
 
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Property / cites work: On the characterization of the extremal points of the unit sphere of matrices / rank
 
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Latest revision as of 10:54, 16 May 2024

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Characterization of the subdifferential of some matrix norms
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    Characterization of the subdifferential of some matrix norms (English)
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    27 September 1992
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    The subdifferential \(\partial\| A\|\) is the set of matrices \(G\) satisfying \(\| A\|=\text{trace}(G^ TA)\), and \(\max_{\| B\|\leq 1}\) \(\text{trace}(B^ TG)\leq 1\), where \(\|\centerdot\|\) is a given norm on \(M_ n(\mathbb{R})\). This paper is concerned with a characterization of the subdifferential of some important matrix norms. For an operator norm, a set \(\Phi(A)\) of vector pairs is defined so that \(\lim_{\gamma\to 0_ +}[(\| A+\gamma R\|-\| A\|)/\gamma]=\max_{(v,w)\in\Phi(A)}w^ TR v\), and then \(\partial\| A\|=\text{conv}\{wv^ T:(v,w)\in\Phi(A)\}\).
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    subdifferential
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    characterization
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    matrix norms
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