Abstract
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.
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CITATION STYLE
APA
Sleijpen, G., van den Eshof, J., & Smit, P. (2002). Optimal a priori error bounds for the Rayleigh-Ritz method. Mathematics of Computation, 72(242), 677–684. https://doi.org/10.1090/s0025-5718-02-01435-7
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