New estimates for Ritz vectors

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New estimates for Ritz vectors

The following estimate for the Rayleigh–Ritz method is proved: |λ̃−λ||(ũ,u)| ≤ ‖Aũ− λ̃ũ‖sin∠{u;Ũ}, ‖u‖= 1. Here A is a bounded self-adjoint operator in a real Hilbert/euclidian space, {λ,u} one of its eigenpairs, Ũ a trial subspace for the Rayleigh–Ritz method, and {λ̃, ũ} a Ritz pair. This inequality makes it possible to analyze the fine structure of the error of the Rayleigh–Ritz method, in part...

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ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 1997

ISSN: 0025-5718

DOI: 10.1090/s0025-5718-97-00855-7