Optimal a priori error bounds for the Rayleigh-Ritz method
Gérard L. G. Sleijpen, Jasper van den Eshof, P. Smit · Mathematics of Computation · 2002
We derive error bounds for the Rayleigh-Ritz method for the approximation to extremal eigenpairs of a symmetric matrix. The bounds are expressed in terms of the eigenvalues of the matrix and the angle between the subspace and the eigenvector. We also present a sharp bound.