Higher-order singular-value derivatives of real rectangular matrices

DOI10.1016/J.JMAA.2025.130236MaRDI QIDQ6874757zbMATH OpenFDO

Authors Róisín Luo, Colm O'Riordan, James McDermott

Publication date 15 January 2026

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMAA.2025.130236

zbMATH Keywords

functional analysismatrix analysisperturbation analysissingular value derivativessingular-value Hessianspectral perturbation

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Continuity and differentiation questions (26B05) Perturbation theory of linear operators (47A55) Operators on Hilbert spaces (general) (47B02) Positive linear operators and order-bounded operators (47B65) Fréchet and Gateaux differentiability in optimization (49J50)

Review text

The authors present an operator-theoretic framework for deriving arbitrary higher-order derivatives of singular values in a highly procedural approach. Their approach treats matrices as bounded linear operators on Hilbert spaces and extends Kato's analytic perturbation theory beyond the self-adjoint setting. The key step is to embed a non-self-adjoint real rectangular matrix into a self-adjoint operator via the Jordan-Wielandt embedding (i.e., the Hermitian dilation trick). They analyze the asymptotic expansions of the resulting eigenvalues by extending \textit{T. Kato}'s results [Perturbation theory for linear operators. Reprint of the corr. print. of the 2nd ed. 1980. Berlin: Springer-Verlag (1995; Zbl 0836.47009)] in eigenvalue expansions, relate these eigenvalue expansions to Fréchet derivatives of singular values, and express the Fréchet derivative tensors with Kronecker-product representation.

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