Sharp error bounds for Ritz vectors and approximate singular vectors
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Publication:4960077
Abstract: We derive sharp bounds for the accuracy of approximate eigenvectors (Ritz vectors) obtained by the Rayleigh-Ritz process for symmetric eigenvalue problems. Using information that is available or easy to estimate, our bounds improve the classical Davis-Kahan theorem by a factor that can be arbitrarily large, and can give nontrivial information even when the theorem suggests that a Ritz vector might have no accuracy at all. We also present extensions in three directions, deriving error bounds for invariant subspaces, singular vectors and subspaces computed by a (Petrov-Galerkin) projection SVD method, and eigenvectors of self-adjoint operators on a Hilbert space.
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Cited in
(14)- Rayleigh-Ritz majorization error bounds with applications to FEM
- A generalization of Saad's bound on harmonic Ritz vectors of Hermitian matrices
- Majorization bounds for Ritz values of Hermitian matrices
- Fast and accurate randomized algorithms for linear systems and eigenvalue problems
- Bounds on Changes in Ritz Values for a Perturbed Invariant Subspace of a Hermitian Matrix
- New estimates for Ritz vectors
- Cluster-robust accuracy bounds for Ritz subspaces
- Subspace gap residuals for Rayleigh-Ritz approximations
- Fully computable a posteriori error bounds for eigenfunctions
- Efficient bounds and estimates for canonical angles in randomized subspace approximations
- Accuracy of computed eigenvectors via optimizing a Rayleigh quotient
- Efficient semidefinite programming with approximate ADMM
- Accuracy of approximate projection to the semidefinite cone
- Computable Pointwise Error Bounds and the Ritz Method in One Dimension
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