A generalization of Saad's theorem on Rayleigh-Ritz approximations (Q5935366): Difference between revisions

If \(A\) is a Hermitian matrix with eigenpair \((\lambda,x)\) and Ritz pair \((\mu,u)\) from the subspace \({\mathcal K}\), then \textit{Y. Saad} [Numerical methods for large eigenvalue problems: Theory and algorithm, Wiley, NY (1992; Zbl 0991.65039)] gives an estimate of the form \(\sin \angle (x,u)\leq C \sin\angle(x,{\mathcal K})\), with \(C\) depending of \(A\), \(\mathcal K\), \(x\), \(u\). This is generalized in this paper to eigenspaces of non-Hermitian matrices, i.e., the vector \(x\) can be replaced by an eigenspace \(\mathcal X\) and \(u\) by a Ritz space \(\mathcal U\). This bound is however not good enough to prove convergence when \(\mathcal K\) approaches \(\mathcal X\).