Abstract
The singular values of a rectangular matrix are nonsmooth functions of its entries. In this work we study the nonsmooth analysis of functions of singular values. In particular we give simple formulae for the regular subdifferential, the limiting subdifferential, and the horizon subdifferential, of such functions. Along the way to the main result we give several applications and in particular derive von Neumann’s trace inequality for singular values.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
