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MR1263488 (95d:49025) 49J52 (15A18)
Burke, J. V.; Overton, M. L. On the subdifferentiability of functions of a matrix spectrum. II. Subdifferential formulas. Nonsmooth optimization: methods and applications (Erice, 1991), 19–29, Gordon and Breach, Montreux, 1992.
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