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

dc.contributor.authorStewart, G. W.en_US
dc.description.abstractLet $(\lambda,x)$ 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)en_US
dc.format.extent104546 bytes
dc.relation.ispartofseriesUM Computer Science Department; CS-TR-4095en_US
dc.relation.ispartofseriesUMIACS; UMIACS-TR-99-78en_US
dc.titleA Generalization of Saad's Theorem on Rayleigh-Ritz Approximationsen_US
dc.typeTechnical Reporten_US
dc.relation.isAvailableAtDigital Repository at the University of Marylanden_US
dc.relation.isAvailableAtUniversity of Maryland (College Park, Md.)en_US
dc.relation.isAvailableAtTech Reports in Computer Science and Engineeringen_US
dc.relation.isAvailableAtUMIACS Technical Reportsen_US

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