Sharp error bounds for Ritz vectors and approximate singular vectors

DOI10.1090/mcom/3519zbMath1441.65038arXiv1810.02532OpenAlexW3000491885WikidataQ126385966 ScholiaQ126385966MaRDI QIDQ4960077

Yuji Nakatsukasa

Publication date: 8 April 2020

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.02532

zbMATH Keywords

eigenvectorsinvariant subspacessingular vectorsself-adjoint operatorsDavis-Kahan theoremRayleigh-Ritz process

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (3)

Fully computable a posteriori error bounds for eigenfunctions ⋮ Accuracy of approximate projection to the semidefinite cone ⋮ Efficient semidefinite programming with approximate ADMM

Uses Software

• JDQR
• PRIMME
• Chebfun
• JDQZ
• PRIMME_SVDS
• lobpcg.m

Cites Work

• Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
• Convergence of the block Lanczos method for eigenvalue clusters
• Accuracy of singular vectors obtained by projection-based SVD methods
• A note on eigenvalues of perturbed Hermitian matrices
• Perturbation theory for linear operators.
• Cluster robust error estimates for the Rayleigh-Ritz approximation. I: Estimates for invariant subspaces
• Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method
• A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems
• Numerical Methods for Large Eigenvalue Problems
• New estimates for Ritz vectors
• Templates for the Solution of Algebraic Eigenvalue Problems
• PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations
• The Rotation of Eigenvectors by a Perturbation. III
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Sharp error bounds for Ritz vectors and approximate singular vectors