Perturbation bounds for eigenspaces under a relative gap condition
Probability
2018-12-18 v4 Functional Analysis
Abstract
A basic problem in operator theory is to estimate how a small perturbation effects the eigenspaces of a self-adjoint compact operator. In this paper, we prove upper bounds for the subspace distance, taylored for structured random perturbations. As a main example, we consider the empirical covariance operator, and show that a sharp bound can be achieved under a relative gap condition. The proof is based on a novel contraction phenomenon, contrasting previous spectral perturbation approaches.
Cite
@article{arxiv.1803.03868,
title = {Perturbation bounds for eigenspaces under a relative gap condition},
author = {Moritz Jirak and Martin Wahl},
journal= {arXiv preprint arXiv:1803.03868},
year = {2018}
}
Comments
15 pages