Error bounds in the Rayleigh-Ritz approximation of eigenvectors

Hans F. Weinberger · Journal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics · 1960

The difference betwee n any eigenvector u" of a linear operator A and its Rayleigh-Ritz approximation w" is bounded in t erms of the differences betwee n the eigen values Ai of A and their Rayleigh-Ritz upper bounds K i .The bound for the difference between u" and W p approaches zero with K p -A".

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