Absolute Variation of Ritz Values, Principal Angles, and Spectral Spread

Abstract: Let

A

be a

d i m e s d

complex self-adjoint matrix,

m a t h c a l X, m a t h c a l Y s u b s e t m a t h b b C^{d}

be

k

-dimensional subspaces and let

X

be a

d i m e s k

complex matrix whose columns form an orthonormal basis of

m a t h c a l X

. We construct a

d i m e s k

complex matrix

Y_{r}

whose columns form an orthonormal basis of

m a t h c a l Y

and obtain sharp upper bounds for the singular values

s (X^{*} A X - Y_{r}^{*}, A, Y_{r})

in terms of submajorization relations involving the principal angles between

m a t h c a l X

and

m a t h c a l Y

and the spectral spread of

A

. We apply these results to obtain sharp upper bounds for the absolute variation of the Ritz values of

A

associated with the subspaces

m a t h c a l X

and

m a t h c a l Y

, that partially confirm conjectures by Knyazev and Argentati.

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