engleski

Subspace gap residuals for Rayleigh-Ritz approximations

Large scale eigenvalue and singular value computations are usually based on extracting information from a compression of the matrix to suitably chosen low dimensional subspaces. This paper introduces new a posteriori relative error bounds based on a residual expressed using the largest principal angle (gap) between relevant subspaces. The eigenvector approximations are estimated using subspace gaps and relative separation of the eigenvalues.

eigenvalues ; Rayleigh--Ritz approximation ; singular values ; subspace gap

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