Second-order directional derivatives of spectral functions (Q815284): Difference between revisions

Motivated essentially by the recent work of \textit{A. S. Lewis and H. S. Sendov} [SIAM J. Matrix Anal. Appl. 23, No. 2, 368--386 (2001; Zbl 1053.15004)], the authors derive an explicit expression of second-order directional derivatives for spectral functions \(f\circ \lambda\), when \(\lambda\) is the eigenvalue function, \(f:\mathbb{R}^n \to \mathbb{R}\) is a symmetric function once differentiable with locally Lipschitz gradients, and its derivative function \(\nabla f\) is semidifferentiable.