English

Absolute variation of Ritz values, principal angles and spectral spread

Functional Analysis 2021-04-15 v2

Abstract

Let AA be a d×dd\times d complex self-adjoint matrix, X,YCd\mathcal{X},\mathcal{Y}\subset \mathbb{C}^d be kk-dimensional subspaces and let XX be a d×kd\times k complex matrix whose columns form an orthonormal basis of X\mathcal{X}. We construct a d×kd\times k complex matrix YrY_r whose columns form an orthonormal basis of Y\mathcal{Y} and obtain sharp upper bounds for the singular values s(XAXYrAYr)s(X^*AX-Y_r^*\,A\,Y_r) in terms of submajorization relations involving the principal angles between X\mathcal{X} and Y\mathcal{Y} and the spectral spread of AA. We apply these results to obtain sharp upper bounds for the absolute variation of the Ritz values of AA associated with the subspaces X\mathcal{X} and Y\mathcal{Y}, that partially confirm conjectures by Knyazev and Argentati.

Keywords

Cite

@article{arxiv.2012.09018,
  title  = {Absolute variation of Ritz values, principal angles and spectral spread},
  author = {Pedro Massey and Demetrio Stojanoff and Sebastian Zarate},
  journal= {arXiv preprint arXiv:2012.09018},
  year   = {2021}
}

Comments

23 pages

R2 v1 2026-06-23T21:01:15.122Z