Optimal a Priori Error Bounds for the Rayleigh - Ritzmethodgerard
نویسنده
چکیده
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.
منابع مشابه
Optimal a priori error bounds for the Rayleigh - Ritz method by Gerard
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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