Derivatives of symplectic spectral functions
A symplectic spectral function of a $2n \times 2n$ real positive definite matrix $A$ is a function of its symplectic eigenvalues $0< d_1(A) \leq \cdots \leq d_n(A)$, which is given by a composition $f \circ d$ of some symmetric function $f$ on the set of $n$-vectors with positive entries and the symplectic eigenvalue vector map $d(A)=(d_1(A),\ldots, d_n(A))$. In this work, we rigorously study various types of differentiability and Clarke generalized gradient of symplectic spectral functions, and also provide several applications of our findings. We show that the symplectic spectral function $f \circ d$ is Fréchet differentiable at $A$ if and only if $f$ is Fréchet differentiable at $d(A)$, and we compute the derivative expression explicitly. We also show that $f \circ d$ is strictly Fréchet differentiable (respectively, continuously Gâteaux differentiable) at $A$ if and only if $f$ is strictly Fréchet differentiable (respectively, continuously Gâteaux differentiable) at $d(A)$. We determine the Clarke generalized gradient of a symplectic spectral function $f \circ d$ at $A$, which is given in terms of the Clarke generalized gradient of $f$ at $d(A)$. As an application of our work, we show that the purity, von Neumann entropy, and Rényi entropy of a bosonic faithful Gaussian state are Fréchet differentiable functions of the covariance matrix of the Gaussian state. We also provide explicit expressions of their Fréchet derivatives.