Two Simple Residual Bounds for the Eigenvalues of Hermitian Matrices
Abstract
Let A be Hermitian and let the orthonormal columns of X span an approximate invariant subspace of X. Then the residual R = AX-XM (M=XhAX) will be small. The theorems of this paper bound the distance of the spectrum of M from the spectrum of A in terms of appropriate norms of R.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1989
- Accession Number
- ADA606398
Entities
People
- Gilbert W. Stewart
Organizations
- University of Maryland