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

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 \(\partial\| A\|=\text{conv}\{wv^ T:(v,w)\in\Phi(A)\}\).