Finding eigen value

Nonconvex
Mar 5, 2016
G

Let us say L is a positive semi definite matrix ,how can i caleculate smallest non trivial eigen value of L in cvx?
1st eigen value of L is always zero so i used lambda_sum_smallest(L,2) which gives second smallest eigen value but some times multiplicity of 0 eigen value is more than one ,so please help me how to find smallest non trivial eigen value of L.
Thanks

M

I’m afraid that’s not convex, unless the eigenspace of the zero eigenvalues is fixed.

G

Why not use eig function of MATLAB to calculate all of eigenvalues, then select the smallest non-trivial one? alternatively, you can try to utilize the Courant minimax principle, see https://en.wikipedia.org/wiki/Courant_minimax_principle
and Min-max theorem, see https://en.wikipedia.org/wiki/Min-max_theorem.