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arXiv · 2007.10572

First order sensitivity analysis of symplectic eigenvalues

Hemant K. Mishra
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Abstract

For every $2n \times 2n$ positive definite matrix $A$ there are $n$ positive numbers $d_1(A) \leq \ldots \leq d_n(A)$ associated with $A$ called the symplectic eigenvalues of $A.$ It is known that $d_m$ are continuous functions of $A$ but are not differentiable in general. In this paper, we show that the directional derivative of $d_m$ exists and derive its expression. We also discuss various subdifferential properties of $d_m$ such as Clarke and Michel-Penot subdifferentials.

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BibTeXRIS

Hemant K. Mishra. 2020-07-21. First order sensitivity analysis of symplectic eigenvalues. https://doi.org/10.1016/j.laa.2020.07.003

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