First order sensitivity analysis of symplectic eigenvalues
arXiv:2007.10572 · doi:10.1016/j.laa.2020.07.003
Abstract
For every positive definite matrix there are positive numbers associated with called the symplectic eigenvalues of It is known that are continuous functions of but are not differentiable in general. In this paper, we show that the directional derivative of exists and derive its expression. We also discuss various subdifferential properties of such as Clarke and Michel-Penot subdifferentials.
24 pages