Twice differentiable spectral functions (Q2784352)

The basic elements of the paper are \(S^{n}\) as the Euclidean space of all \(n\times n\) symmetric matrices with inner product \(<A,B>=\)tr\((A\cdot B)\), the vector \(\lambda (A)=(\lambda_{1}(A),\lambda_{2}(A),\dots\lambda{n}(A))\) of its eigenvalues ordered in nonincreasing order and a symmetric function \(f:\mathbb{R}^{n}\mapsto \mathbb{R}\). Firstly, the authors prove some results on \(S^{n}\) and for the symmetric function (\(f(x)=f(P(x))\) for any permutation matrix \(P\) on \(x\)).NEWLINENEWLINEThe main result gives the condition for a symmetric function to be twice differentiable. So, the symmetric function \(f\) is \(C^{2}\) at the point \(\mu\) iff \(f\circ \lambda\) is \(C^{2}\) at the point Diag\(\mu\). For a symmetric matrix \(A\) the symmetric function \(f\) is \(C^{2}\) at the point \(\lambda (A)\) iff the spectral function \(f\circ \lambda\) is \(C^{2}\) at the matrix \(A\). In the both theorems the expression of the Hessian is given.