Vector-spread majorization conjecture for Ritz value errors

From papers

Let X{\mathcal X} and Y{\mathcal Y} be subspaces of a Hilbert space H{\mathcal H} with dimX=dimY{{\rm \dim}} \mathcal X={{\rm \dim}} \mathcal Y, and let AA be Hermitian. For a vector vv, write v|v| for its componentwise absolute value, and let w\prec_w denote weak majorization. Let PXP_{\mathcal X} and PYP_{\mathcal Y} be the orthogonal projections onto the two subspaces, let Λ(B)\Lambda(B) denote the vector of eigenvalues of a Hermitian operator BB, and let Spr(X+Y){\rm Spr}_{(\mathcal X+\mathcal Y)} be the vector spread defined by the ordered extreme eigenvalues of (PX+YA)X+Y(P_{\mathcal X+\mathcal Y}A)|_{\mathcal X+\mathcal Y}. Then vector-spread majorization conjecture.

Λ((PXA)X)Λ((PYA)Y)wSpr(X+Y)sinΘ(X,Y).\left|\Lambda\left((P_{\mathcal X}A)|_{\mathcal X}\right)-\Lambda\left((P_{\mathcal Y}A)|_{\mathcal Y}\right)\right|\prec_w {\rm Spr}_{(\mathcal X+\mathcal Y)}\sin\Theta(\mathcal X,\mathcal Y).

If one of the subspaces is AA-invariant, then

Λ((PXA)X)Λ((PYA)Y)wSpr(X+Y)sin2Θ(X,Y).\left|\Lambda\left((P_{\mathcal X}A)|_{\mathcal X}\right)-\Lambda\left((P_{\mathcal Y}A)|_{\mathcal Y}\right)\right|\prec_w {\rm Spr}_{(\mathcal X+\mathcal Y)}\sin^2\Theta(\mathcal X,\mathcal Y).

Here the products on the right-hand sides are componentwise. The conjecture proposes replacing the scalar spectral-spread factor in existing Rayleigh–Ritz error bounds by the sharper vector of spectral spreads; the authors report that numerical tests motivate both inequalities, which remain unproved in the supplied text.

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Sources & referencesView supporting material

Primary source

Andrew V. Knyazev and Merico E. Argentati, “Rayleigh-Ritz majorization error bounds with applications to FEM”, arXiv:math/0701784 (2009).

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