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Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems,
TEXAS UNIV AUSTIN CENTER FOR NUMERICAL ANALYSIS
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The paper describes a technique for obtaining error bounds for certain characteristic subspaces associated with the algebraic eigenvalue problem, the generalized eigenvalue problem, and the singular value decomposition. The method also gives perturbation bounds for isolated eigenvalues and useful information about clusters of eigenvalues. The bounds are obtained from an iterative process for generating the subspaces in question, and one or more steps of the iteration can be used to construct perturbation estimates whose error can be bounded. Author
APPROVED FOR PUBLIC RELEASE