The Clarke and Michel-Penot Subdifferentials of the Eigenvalues of a Symmetric Matrix.

Jean-Baptiste Hiriart-Urruty Adrian S. Lewis

Published in: Comput. Optim. Appl. (1999)

Keyphrases

symmetric matrix
covariance matrix
symmetric matrices
semidefinite programming
covariance matrices
semidefinite
eigenvalue decomposition
principal component analysis
kernel matrix
sample size
projection matrix
eigendecomposition
canonical form
pseudo inverse
objective function
kernel methods