Two Simple Residual Bounds for the Eigenvalues of a Hermitian Matrix

G. W. Stewart · SIAM Journal on Matrix Analysis and Applications · 1991

Let A be Hermitian and let the orthonormal columns of X span an approximate invariant subspace of X. Then the residual $R = AX - XM\, ( M = X^H AX )$ will be small. The theorems of this paper bound the distance of the spectrum of M from the spectrum of A in terms of appropriate norms of R.

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