Absolute variation of Ritz values, principal angles and spectral spread
| Autor: | Massey, Pedro, Stojanoff, Demetrio, Zarate, Sebastian |
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| Rok vydání: | 2020 |
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| Druh dokumentu: | Working Paper |
| Popis: | Let $A$ be a $d\times d$ complex self-adjoint matrix, $\mathcal{X},\mathcal{Y}\subset \mathbb{C}^d$ be $k$-dimensional subspaces and let $X$ be a $d\times k$ complex matrix whose columns form an orthonormal basis of $\mathcal{X}$. We construct a $d\times k$ complex matrix $Y_r$ whose columns form an orthonormal basis of $\mathcal{Y}$ and obtain sharp upper bounds for the singular values $s(X^*AX-Y_r^*\,A\,Y_r)$ in terms of submajorization relations involving the principal angles between $\mathcal{X}$ and $\mathcal{Y}$ and the spectral spread of $A$. We apply these results to obtain sharp upper bounds for the absolute variation of the Ritz values of $A$ associated with the subspaces $\mathcal{X}$ and $\mathcal{Y}$, that partially confirm conjectures by Knyazev and Argentati. Comment: 23 pages |
| Databáze: | arXiv |
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