Spectral functions on Jordan algebras : differentiability and convexity properties

@inproceedings{Baes2004SpectralFO,
  title={Spectral functions on Jordan algebras : differentiability and convexity properties},
  author={Michel Baes},
  year={2004}
}
A spectral function on a formally real Jordan algebra is a real-valued function which depends only on the eigenvalues of its argument. One convenient way to create them is to start from a function f : R 7→ R which is symmetric in the components of its argument, and to define the function F (u) := f(λ(u)) where λ(u) is the vector of eigenvalues of u. In this paper, we show that this construction preserves a number of properties which are frequently used in the framework of convex optimization… CONTINUE READING