Timeline for Lipschitz constant of a function of matrix
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Jul 7, 2019 at 8:09 | vote | accept | livehhh | ||
| Jun 19, 2019 at 8:35 | answer | added | Pietro Majer | timeline score: 4 | |
| Jun 19, 2019 at 4:50 | answer | added | pre-kidney | timeline score: 4 | |
| Jun 18, 2019 at 13:15 | comment | added | Federico Poloni | it's not easy to find the derivative of a function of a matrix over a matrix Actually it's quite easy. All you need here is the formula $(X+H)^{-1} = X^{-1} - X^{-1}HX^{-1} + O(\|H\|^2)$, which follows from the Neumann series. Applying it twice you should get your derivative. | |
| Jun 18, 2019 at 11:56 | history | edited | YCor |
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| Jun 18, 2019 at 11:52 | comment | added | Pietro Majer | I understand that $A$ (and then the others matrices as well) is not assumed to be symmetric. Then what do you mean here by "$A$ is positive definite matrix" (and $X\ge0$) ? Is it $v^\top A v >0$ for nonzero vectors $v$? Or $A$ has positive real eigenvalues? | |
| Jun 18, 2019 at 6:15 | history | asked | livehhh | CC BY-SA 4.0 |