Differentiability of functions of matrices

Authors Yury Grabovsky, Omar Hijab, Igor Rivin

Publication date 6 October 2003

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Perturbation theory of linear operators (47A55)

Abstract: Given a function on diagonal matrices, there is a unique way to extend this to an invariant (by conjugation) function on symmetric matrices. We show that the extension preserves regularity -- that is, if the original function is k times differentiable so is the extension (likewise for analyticity and the class k+alpha).

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