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Mathematics of Computation
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Article . 2020
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https://dx.doi.org/10.48550/ar...
Article . 2018
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Article . 2020
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Sharp error bounds for Ritz vectors and approximate singular vectors

Authors: Nakatsukasa, Y;

Sharp error bounds for Ritz vectors and approximate singular vectors

Abstract

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.

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United Kingdom
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Keywords

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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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
6
Top 10%
Average
Average
Green
hybrid
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