Majorization Bounds for Ritz Values of Self-Adjoint Matrices

DOI10.1137/19M1263996MaRDI QIDQ5112241zbMATH OpenOpenAlexFDO

Authors P. G. Massey, Demetrio Stojanoff, Sebastián Zárate

Publication date 28 May 2020

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.06998

zbMATH Keywords

majorizationRitz valuesprincipal anglesRayleigh quotients

Mathematics Subject Classification ID

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) General harmonic expansions, frames (42C15)

Abstract: A priori, a posteriori, and mixed type upper bounds for the absolute change in Ritz values of self-adjoint matrices in terms of submajorization relations are obtained. Some of our results prove recent conjectures by Knyazev, Argentati, and Zhu, which extend several known results for one dimensional subspaces to arbitrary subspaces. In addition, we improve Nakatsukasa's version of the $anTheta$ theorem of Davis and Kahan. As a consequence, we obtain new quadratic a posteriori bounds for the absolute change in Ritz values.

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Cited in

(8)

• Absolute Variation of Ritz Values, Principal Angles, and Spectral Spread
• Rayleigh-Ritz majorization error bounds of mixed type
• Relative perturbation tan \(\Theta \)-theorems for definite matrix pairs
• Sharp Majorization-Type Cluster Robust Bounds for Block Filters and Eigensolvers
• Majorization for Changes in Angles Between Subspaces, Ritz Values, and Graph Laplacian Spectra
• The spectral spread of Hermitian matrices
• Norm inequalities for the spectral spread of Hermitian operators
• Matrices with prescribed Ritz values

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