Rayleigh-Ritz majorization error bounds of the mixed type

The absolute change in the Rayleigh quotient (RQ) for a Hermitian matrix with respect to vectors is bounded in terms of the norms of the residual vectors and the angle between vectors in [\doi{10.1137/120884468}]. We substitute multidimensional subspaces for the vectors and derive new bounds of absolute changes of eigenvalues of the matrix RQ in terms of singular values of residual matrices and principal angles between subspaces, using majorization. We show how our results relate to bounds for eigenvalues after discarding off-diagonal blocks or additive perturbations.Comment: 20 pages, 1 figure. Accepted to SIAM Journal on Matrix Analysis and Application

Bounds on the spectrum and reducing subspaces of a J-self-adjoint operator

Given a self-adjoint involution J on a Hilbert space H, we consider a J-self-adjoint operator L=A+V on H where A is a possibly unbounded self-adjoint operator commuting with J and V a bounded J-self-adjoint operator anti-commuting with J. We establish optimal estimates on the position of the spectrum of L with respect to the spectrum of A and we obtain norm bounds on the operator angles between maximal uniformly definite reducing subspaces of the unperturbed operator A and the perturbed operator L. All the bounds are given in terms of the norm of V and the distances between pairs of disjoint spectral sets associated with the operator L and/or the operator A. As an example, the quantum harmonic oscillator under a PT-symmetric perturbation is discussed. The sharp norm bounds obtained for the operator angles generalize the celebrated Davis-Kahan trigonometric theorems to the case of J-self-adjoint perturbations.Comment: (http://www.iumj.indiana.edu/IUMJ/FULLTEXT/2010/59/4225

Riesz Bases for p-Subordinate Perturbations of Normal Operators

For p-subordinate perturbations of unbounded normal operators, the change of the spectrum is studied and spectral criteria for the existence of a Riesz basis with parentheses of root vectors are established. A Riesz basis without parentheses is obtained under an additional a priori assumption on the spectrum of the perturbed operator. The results are applied to two classes of block operator matrices.Comment: 30 pages, 4 figures, submitted to J. Funct. Ana

Bounds on changes in Ritz values for a perturbed invariant subspace of a Hermitian matrix

The Rayleigh-Ritz method is widely used for eigenvalue approximation. Given a matrix $X$ with columns that form an orthonormal basis for a subspace \X, and a Hermitian matrix $A$, the eigenvalues of $X^HAX$ are called Ritz values of $A$ with respect to \X. If the subspace \X is $A$-invariant then the Ritz values are some of the eigenvalues of $A$. If the $A$-invariant subspace \X is perturbed to give rise to another subspace \Y, then the vector of absolute values of changes in Ritz values of $A$ represents the absolute eigenvalue approximation error using \Y. We bound the error in terms of principal angles between \X and \Y. We capitalize on ideas from a recent paper [DOI: 10.1137/060649070] by A. Knyazev and M. Argentati, where the vector of absolute values of differences between Ritz values for subspaces \X and \Y was weakly (sub-)majorized by a constant times the sine of the vector of principal angles between \X and \Y, the constant being the spread of the spectrum of $A$. In that result no assumption was made on either subspace being $A$-invariant. It was conjectured there that if one of the trial subspaces is $A$-invariant then an analogous weak majorization bound should only involve terms of the order of sine squared. Here we confirm this conjecture. Specifically we prove that the absolute eigenvalue error is weakly majorized by a constant times the sine squared of the vector of principal angles between the subspaces \X and \Y, where the constant is proportional to the spread of the spectrum of $A$. For many practical cases we show that the proportionality factor is simply one, and that this bound is sharp. For the general case we can only prove the result with a slightly larger constant, which we believe is artificial.Comment: 12 pages. Accepted to SIAM Journal on Matrix Analysis and Applications (SIMAX

Sharp error bounds for Ritz vectors and approximate singular vectors

We derive sharp bounds for the accuracy of approximate eigenvectors (Ritz vectors) obtained by the Rayleigh-Ritz process for symmetric eigenvalue problems. Using information that is available or easy to estimate, our bounds improve the classical Davis-Kahan $\sin\theta$ theorem by a factor that can be arbitrarily large, and can give nontrivial information even when the $\sin\theta$ theorem suggests that a Ritz vector might have no accuracy at all. We also present extensions in three directions, deriving error bounds for invariant subspaces, singular vectors and subspaces computed by a (Petrov-Galerkin) projection SVD method, and eigenvectors of self-adjoint operators on a Hilbert space