Bounds on changes in Ritz values for a perturbed invariant subspace of a Hermitian matrix

M. E. Argentati, A. V. Knyazev, C. C. Paige +1

The Rayleigh-Ritz method is widely used for eigenvalue approximation. Given a matrix $X$ with columns that form an orthonormal basis for a subspace $\X$, and a Hermitian matrix $A$…