TY - RPRT
T1 - A Generalization of Saad's Theorem on Rayleigh-Ritz Approximations
Y1 - 2000
A1 - Stewart, G.W.
KW - Technical Report
AB - Let $(\lambda,x)$ be an eigenpair of the Hermitian matrix $A$ of order$n$ and let $(\mu,u)$ be a Ritz pair from a subspace $\clk$ of $\comp^{2}$. Saad has given a simple inequality bounding $\sin\angle(x,u)$ in terms of $\sin\angle(x,\clk)$. In this note we show that this inequality can be extended to an equally simple inequality for eigenspaces of non-Hermitian matrices. (Also cross-referenced as UMIACS-TR-99-78)
PB - Instititue for Advanced Computer Studies, Univ of Maryland, College Park
VL - UMIACS-TR-99-78
UR - http://drum.lib.umd.edu/handle/1903/1050
ER -