Angles between infinite dimensional subspaces with applications to the Rayleigh-Ritz and alternating projectors methods (Q990147)
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English | Angles between infinite dimensional subspaces with applications to the Rayleigh-Ritz and alternating projectors methods |
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Angles between infinite dimensional subspaces with applications to the Rayleigh-Ritz and alternating projectors methods (English)
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6 September 2010
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Inspired by \textit{E.\,J.\thinspace Hannan} [J.~Aust.\ Math.\ Soc.\ 2, 229--242 (1961; Zbl 0107.35103)], the authors define angles for infinite-dimensional subspaces of Hilbert spaces by using the spectra of the product of corresponding orthogonal projectors. Their definition is consistent with the finite-dimensional case. They show that the minimum gap is precisely the sine of the angle of Friedrichs, which is the infimum of the set of nonzero angles. The Dixmier angle is the smallest of all angles in their definition. They establish connections between the angles corresponding to orthogonal complements. They bound the change in the Ritz values, where one trial subspace is replaced with another, using the Hausdorff distance between the sets of Ritz values, by the spread of the spectrum times the gap between the subspaces. For finite-dimensional subspaces, a similar result was already obtained in \textit{A.\,V.\thinspace Knyazev} and \textit{M.\,E.\thinspace Argentati} [Linear Algebra Appl.\ 415, No.\,1, 82--95 (2006; Zbl 1092.65030)]. They obtain the corresponding convergence rate estimate in terms of the angles. They illustrate a possible acceleration for the domain decomposition method with a small overlap for the 1D diffusion equation.
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Hilbert space
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gap
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canonical correlations
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angles
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isometry
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polar decomposition
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Rayleigh-Ritz method
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alternating projectors
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conjugate gradient
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domain decomposition
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