Bounds for the Rayleigh quotient and the spectrum of self-adjoint operators

DOI10.1137/120884468MaRDI QIDQ5300554zbMATHOpenAlexWikidataFDO

Authors Peizhen Zhu, Merico E. Argentati, Andrew Knyazev

Publication date 27 June 2013

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

Full work available at URL https://arxiv.org/abs/1207.3240

zbMATH Keywords

error analysisHilbert spaceeigenvaluespectruma priori boundsperturbationRayleigh quotientanglesa posteriori boundsself-adjoint bounded operator

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Numerical computation of matrix norms, conditioning, scaling (65F35) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Spectrum, resolvent (47A10)

Abstract: The absolute change in the Rayleigh quotient (RQ) is bounded in this paper in terms of the norm of the residual and the change in the vector. If $x$ is an eigenvector of a self-adjoint bounded operator $A$ in a Hilbert space, then the RQ of the vector $x$, denoted by $ho(x)$, is an exact eigenvalue of $A$. In this case, the absolute change of the RQ $|ho(x)-ho(y)|$ becomes the absolute error in an eigenvalue $ho(x)$ of $A$ approximated by the RQ $ho(y)$ on a given vector $y.$ There are three traditional kinds of bounds of the eigenvalue error: a priori bounds via the angle between vectors $x$ and $y$; a posteriori bounds via the norm of the residual $Ay-ho(y)y$ of vector $y$; mixed type bounds using both the angle and the norm of the residual. We propose a unifying approach to prove known bounds of the spectrum, analyze their sharpness, and derive new sharper bounds. The proof approach is based on novel RQ vector perturbation identities.

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Cited in

(11)

• Rayleigh-Ritz majorization error bounds of mixed type
• A note on the generalized Rayleigh quotient for non-self-adjoint linear stability operators
• Generalized Rayleigh-Quotient Formulas for the Real Parts, Imaginary Parts, and Moduli of Simple Eigenvalues of Compact Operators
• Relative perturbation tan \(\Theta \)-theorems for definite matrix pairs
• High order approximations of the operator Lyapunov equation have low rank
• Absolute Variation of Ritz Values, Principal Angles, and Spectral Spread
• Bounds on the spectrum and reducing subspaces of a $J$-self-adjoint operator
• The spectral spread of Hermitian matrices
• A simple bound for the remainder of the Neumann series in the case of a self-adjoint compact operator
• Majorization Bounds for Ritz Values of Self-Adjoint Matrices
• Fast computation of error bounds for all eigenpairs of a Hermitian and all singular pairs of a rectangular matrix with emphasis on eigen- and singular value clusters

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