Variational analysis of the spectral abscissa at a matrix with a nongeneric multiple eigenvalue (Q456981)
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English | Variational analysis of the spectral abscissa at a matrix with a nongeneric multiple eigenvalue |
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Variational analysis of the spectral abscissa at a matrix with a nongeneric multiple eigenvalue (English)
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26 September 2014
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The article by \textit{J. V. Burke} and \textit{M. L. Overton} [Math. Program. 90, No. 2 (A), 317--351 (2001; Zbl 0988.15005)] on variational analysis of the spectral abscissa included complete characterizations of all subgradients of the spectral abscissa \(\alpha\) at a matrix \(X\) for the case that all active eigenvalues of \(X\) are non-derogatory or non-defective. In this paper, the authors give some extensions of these results for the spectral abscissa mentioned above, establishing necessary and sufficient conditions for the simplest example of a matrix \(X\) with a derogatory, defective active eigenvalue together with discussions on the horizon subgradients.
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variational analysis
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spectral abscissa
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non-generic multiple eigenvalue
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subgradient
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degenerate eigenvalue
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defective multiple eigenvalue
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derogatory eigenvalue
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