Higher-order singular-value derivatives of real rectangular matrices (Q6874757)

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.