Optimal a priori error bounds for the Rayleigh-Ritz method
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Publication date
2000-09-01
Authors
Sleijpen, G.L.G.
Eshof, J. van den
Smit, P.
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Document Type
Preprint
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Abstract
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.
Keywords
symmetric matrices, eigenvalue problem, subspace projection, Rayleigh-Ritz, error bounds