Second-order directional derivatives of all eigenvalues of a symmetric matrix (Q5958904): Difference between revisions

The sensitivity (higher sensitivity) of all the eigenvalues of a symmetric matrix under perturbations of invariant subspaces is studied. Especially \textit{G. W. Stewart}'s theorem [SIAM Rev. 15, 727-764 (1973; Zbl 0297.65030)] is discussed. The existence of two first second-order directional derivatives of the eigenvalues of a symmetric matrix is proved and explicit expressions for the derivatives are derived. Symmetric matrices depending on a parameter under weak smoothness properties on the entries are discussed. Examples are presented.