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First derivative of $f(A) = \frac{1}{\lambda_{\min}(A)}$ for perturbed matrix
I am working with the matrix function
$$
f(A) = \frac{1}{\lambda_{\min}(A)},
$$ where $A \in \mathbb{R}^{n \times n}$ is a positive definite matrix and $\lambda_{\min}(A)$ is its smallest eigenvalue. ...