Orthogonal invariance and identifiability

Orthogonally invariant functions of symmetric matrices often inherit properties from their diagonal restrictions: von Neumann's theorem on matrix norms is an early example. We discuss the example of ``identifiability'', a common property of nonsmooth functions associated with the existence of a smooth manifold of approximate critical points. Identifiability (or its synonym, ``partial smoothness'') is the key idea underlying active set methods in optimization. Polyhedral functions, in particular, are always partly smooth, and hence so are many standard examples from eigenvalue optimization.

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preprint, Cornell and U.A.B.

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