TY - JOUR
T1 - Bounds on the error of an approximate invariant subspacefor non-self-adjoint matrices
AU - Haviv, Moshe
AU - Ritov, Ya'acov
PY - 1994/5
Y1 - 1994/5
N2 - Suppose one approximates an invariant subspace of an(Formula presented.) matrix in(Formula presented.) which in not necessarilyself--adjoint. Supposethat one also has an approximation for the corresponding eigenvalues. Weconsider the question of how good the approximations are. Specifically, wedevelop bounds on the angle between the approximating subspace and theinvariant subspace itself.These bounds are functionsof the following three terms: (1) the residual of the approximations; (2)singular--value separation in an associated matrix; and (3) the goodnessof the approximations to the eigenvalues.
AB - Suppose one approximates an invariant subspace of an(Formula presented.) matrix in(Formula presented.) which in not necessarilyself--adjoint. Supposethat one also has an approximation for the corresponding eigenvalues. Weconsider the question of how good the approximations are. Specifically, wedevelop bounds on the angle between the approximating subspace and theinvariant subspace itself.These bounds are functionsof the following three terms: (1) the residual of the approximations; (2)singular--value separation in an associated matrix; and (3) the goodnessof the approximations to the eigenvalues.
KW - Mathematics Subject Classification (1991): 65F15
UR - http://www.scopus.com/inward/record.url?scp=21344478894&partnerID=8YFLogxK
U2 - 10.1007/s002110050040
DO - 10.1007/s002110050040
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
AN - SCOPUS:21344478894
SN - 0029-599X
VL - 67
SP - 491
EP - 500
JO - Numerische Mathematik
JF - Numerische Mathematik
IS - 4
ER -