期刊
BIT NUMERICAL MATHEMATICS
卷 44, 期 3, 页码 585-593出版社
SPRINGER
DOI: 10.1023/B:BITN.0000046798.28622.67
关键词
accuracy; Rayleigh quotient; eigenvector; eigenvalue gap
This paper establishes converses to the well-known result: for any vector (u) over tilde such that the sine of the angle sin theta(u, (u) over tilde) = O(epsilon), we have rho((u) over tilde) (def)(=) (u) over tilde* A (u) over tilde/(u) over tilde*(u) over tilde = lambda + O((2)(epsilon)), where lambda is an eigenvalue and u is the corresponding eigenvector of a Hermitian matrix A, and * denotes complex conjugate transpose. It shows that if rho((u) over tilde) is close to A's largest eigenvalue, then (u) over tilde is close to the corresponding eigenvector with an error proportional to the square root of the error in rho((u) over tilde) as an approximation to the eigenvalue and inverse proportional to the square root of the gap between A's first two largest eigenvalues. A subspace version of such an converse is also established. Results as such may have interest in applications, such as eigenvector computations in Principal Component Analysis in image processing where eigenvectors may be computed by optimizing Rayleigh quotients with the Conjugate Gradient method.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据