A Generalization of Saad's Theorem on Rayleigh-Ritz Approximations

Loading...
Thumbnail Image

Files

CS-TR-4095.ps (102.1 KB)
No. of downloads: 213
CS-TR-4095.pdf (131.61 KB)
No. of downloads: 729

Publication or External Link

Date

2000-02-04

Advisor

Citation

DRUM DOI

Abstract

Let $(\lambda,x)$ be an eigenpair of the Hermitian matrix $A$ of order $n$ and let $(\mu,u)$ be a Ritz pair from a subspace $\clk$ of $\comp^{2}$. Saad has given a simple inequality bounding $\sin\angle(x,u)$ in terms of $\sin\angle(x,\clk)$. In this note we show that this inequality can be extended to an equally simple inequality for eigenspaces of non-Hermitian matrices. (Also cross-referenced as UMIACS-TR-99-78)

Notes

Rights