Sharp error bounds for Ritz vectors and approximate singular vectors
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 arbitraril...
| Үндсэн зохиолч: | |
|---|---|
| Формат: | Journal article |
| Хэл сонгох: | English |
| Хэвлэсэн: |
American Mathematical Society
2020
|