Bounds on Changes in Ritz Values for a Perturbed Invariant Subspace of a Hermitian Matrix
نویسندگان
چکیده
منابع مشابه
Bounds on Changes in Ritz Values for a Perturbed Invariant Subspace of a Hermitian Matrix
The Rayleigh–Ritz method is widely used for eigenvalue approximation. Given a matrix X with columns that form an orthonormal basis for a subspace X , and a Hermitian matrix A, the eigenvalues of XHAX are called Ritz values of A with respect to X . If the subspace X is A-invariant, then the Ritz values are some of the eigenvalues of A. If the A-invariant subspace X is perturbed to give rise to a...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2008
ISSN: 0895-4798,1095-7162
DOI: 10.1137/070684628