On Ritz approximations for positive definite operators. I: Theory (Q2502888): Difference between revisions
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English | On Ritz approximations for positive definite operators. I: Theory |
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On Ritz approximations for positive definite operators. I: Theory (English)
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13 September 2006
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Following work of \textit{Z.\,Drmač} [Linear Algebra Appl.\ 244, 155--163 (1996; Zbl 0871.15016)] and others on finite matrices, the authors obtain a new computable bound for the relative error in the Rayleigh--Ritz approximations of some of the eigenvalues of a positive definite self-adjoint linear operator in Hilbert space. They also obtain bounds for the corresponding Ritz vectors.
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eigenvalue bounds
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eigenvector bounds
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Sylvester equation
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relative error
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Rayleigh-Ritz approximation
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Ritz vectors
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