
arXiv: 1810.02532
We derive sharp bounds for the accuracy of approximate eigenvectors (Ritz vectors) obtained by the Rayleigh-Ritz process for symmetric eigenvalue problems. Using information that is available or easy to estimate, our bounds improve the classical Davis-Kahan sin θ \sin \theta theorem by a factor that can be arbitrarily large, and can give nontrivial information even when the sin θ \sin \theta theorem suggests that a Ritz vector might have no accuracy at all. We also present extensions in three directions, deriving error bounds for invariant subspaces, singular vectors and subspaces computed by a (Petrov-Galerkin) projection SVD method, and eigenvectors of self-adjoint operators on a Hilbert space.
Numerical computation of eigenvalues and eigenvectors of matrices, Eigenvalues, singular values, and eigenvectors, Davis-Kahan theorem, eigenvectors, Numerical Analysis (math.NA), Inequalities involving eigenvalues and eigenvectors, singular vectors, self-adjoint operators, FOS: Mathematics, Mathematics - Numerical Analysis, invariant subspaces, Rayleigh-Ritz process
Numerical computation of eigenvalues and eigenvectors of matrices, Eigenvalues, singular values, and eigenvectors, Davis-Kahan theorem, eigenvectors, Numerical Analysis (math.NA), Inequalities involving eigenvalues and eigenvectors, singular vectors, self-adjoint operators, FOS: Mathematics, Mathematics - Numerical Analysis, invariant subspaces, Rayleigh-Ritz process
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