On proximity of Rayleigh quotients for different vectors and Ritz values generated by different trial subspaces (Q2368741)

The paper is devoted to the theory of approximation in symmetric eigenvalue problems \(Ax=\lambda x\). The main result is that the difference between the corresponding Rayleigh-Ritz approximations to eigenvalues obtained with different trial subspaces can be estimated from above by a constant times the gap between the taken subspaces. The constant obtained is the distance between the extreme eigenvalues and is sharp in some sense. Some generalizations are suggested and simple numerical examples are given.