Cluster-robust accuracy bounds for Ritz subspaces
نویسندگان
چکیده
منابع مشابه
Accuracy of Rayleigh- Ritz Approximations
New bounds on the canonical angles between an invariant subspace of A and an approximating subspace by the differences between Ritz values and the targeted eigenvalues are obtained. From this result, various bounds are readily available to estimate how accurate the Ritz vectors computed from the approximating subspace may be, based on information on approximation accuracies in the Ritz values. ...
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Eigenvalue estimates that are optimal in some sense have selfevident appeal and leave estimators with a sense of virtue and economy. So, it is natural that ongoing searches for effective strategies for difficult tasks such as estimating matrix eigenvalues that are situated well into the interior of the spectrum revisit from time to time methods that are known to yield optimal bounds. This artic...
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Given an approximate invariant subspace we discuss the effectiveness of majorization bounds for assessing the accuracy of the resulting Rayleigh-Ritz approximations to eigenvalues of Hermitian matrices. We derive a slightly stronger result than previously for the approximation of k extreme eigenvalues, and examine some advantages of these majorization bounds compared with classical bounds. From...
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We derive error bounds for the Rayleigh-Ritz method for the approximation to extremal eigenpairs of a symmetric matrix. The bounds are expressed in terms of the eigenvalues of the matrix and the angle between the subspace and the eigenvector. We also present a sharp bound.
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Many inequality relations between real vector quantities can be succinctly expressed as “weak (sub)majorization” relations using the symbol ≺w. We explain these ideas and apply them in several areas, angles between subspaces, Ritz values, and graph Laplacian spectra, which we show are all surprisingly related. Let Θ(X ,Y) be the vector of principal angles in nondecreasing order between subspace...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2015
ISSN: 0024-3795
DOI: 10.1016/j.laa.2015.04.016