Accuracy of approximate projection to the semidefinite cone (Q2310414): Difference between revisions

The question of quantifying accuracy of approximately computation of projection of a symmetric or Hermitian matrix to the positive semidefinite cone is investigated. The Davis-Kahan and Weyl bounds suggest that the accuracy would be inversely proportional to the spectral gap, implying that it can be poor in the presence of small eigenvalues. The authors find out that a small gap is not an issue for the projection onto the semidefinite cone. Indeed they by derive error bounds that are gap-independent.