EditionBounds on the error of an approximate invariantsubspace for non - self - adjoint
نویسنده
چکیده
Suppose one approximates an invariant subspace of an n n matrix in C nn which in not necessarily self{adjoint. Suppose that one also has an approximation for the corresponding eigenvalues. We consider the question of how good the approximations are. Speciically, we develop bounds on the angle between the approximating subspace and the invariant subspace itself. These bounds are functions of the following three terms: (1) the residual of the approximations ; (2) singular{value separation in an associated matrix; and (3) the goodness of the approximations to the eigenvalues.
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تاریخ انتشار 1994