The tan \(\theta \) theorem with relaxed conditions (Q665971): Difference between revisions

One of the main results given by \textit{D. Chandler} and \textit{W. M. Kahan} [SIAM J. Numer. Anal. 7, 1--46 (1970; Zbl 0198.47201)] is the tan\(\theta \) theorem that gives an upper bound for the tangents of the canonical angles between an approximate and an exact invariant subspace of a Hermitian matrix . The author proves the following tan\(\theta \) theorem under a relaxed condition . {Theorem.} Let \(A\in C^{n\times n}\) be a Hermitian matrix and let \(X=[X_{1}X_{2}]\) be its unitary eigenvector matrix so that \(\;X^{H}AX=\mathrm{diag}(\Lambda _{1},\Lambda _{2})\) is diagonal where \(X_{1}\) and \( \Lambda _{1}\) have \(k\) columns. Let \(Q_{1}\in \mathbb C^{n\times n}\) be orthogonal, and let \(R=AQ_{1}-Q_{1}A_{1}\) where \( A_{1}=Q_{1}^{H}AQ_{1}\). Suppose that \(\lambda (\Lambda _{2})\) lies in \([a,b]\) and \(\lambda (\;A_{1})\) lies in the union of \((-\infty ,a-\delta ]\) and \([b+\delta ,\infty )\). Then \(\left\| \tan \angle )(Q_{1},X_{1})\right\| \leq \frac{\left\| R\right\| }{\delta }\).