Skip to main content

All Questions

Filter by
Sorted by
Tagged with
4 votes
1 answer
199 views

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. ...
Reza's user avatar
  • 91