Let

be the Lorentz/second-order cone in

. For any function
f from

to

, one can define a corresponding function
fsoc(
x) on

by applying
f to the spectral values of the spectral decomposition of
x

with respect to

. We show that this vector-valued function inherits from
f the properties of continuity, (local) Lipschitz continuity, directional differentiability, Fréchet differentiability, continuous differentiability, as well as (

-order) semismoothness. These results are useful for designing and analyzing smoothing methods and nonsmooth methods for solving second-order cone programs and complementarity problems.
Keywords Second-order cone - Vector-valued function - Nonsmooth analysis - Semismooth function - Complementarity
Mathematics Subject Classification (1991): 26A27, 26B05, 26B35, 49J52, 90C33, 65K05