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Main Authors: Zuccalli, Francisco Arrieta, Massey, Pedro
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2602.11976
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author Zuccalli, Francisco Arrieta
Massey, Pedro
author_facet Zuccalli, Francisco Arrieta
Massey, Pedro
contents Given a self-adjoint matrix $A$ and an index $h$ such that $λ_h(A)$ lies in a cluster of eigenvalues of $A$, we introduce the novel class of $Λ$-admissible subspaces of $A$ of dimension $h$. First, we show that the low-rank approximation of the form $P_{\mathcal{T}} A P_{\mathcal{T}}$, for a subspace $\mathcal{T}$ that is close to any $Λ$-admissible subspace of $A$, has nice properties. Then, we prove that some well-known iterative algorithms (such as the Subspace Iteration Method, or the Krylov subspace method) produce subspaces that become arbitrarily close to $Λ$-admissible subspaces. We obtain upper bounds for the distance between subspaces obtained by the Rayleigh-Ritz method applied to $A$ and the class of $Λ$-admissible subspaces. We also find upper bounds for the condition number of the (set-valued) map computing the class of $Λ$-admissible subspaces of $A$. Finally, we include numerical examples that show the advantage of considering this new class of subspaces in the clustered eigenvalue setting.
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institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Lambda admissible subspaces of self adjoint matrices
Zuccalli, Francisco Arrieta
Massey, Pedro
Numerical Analysis
42C15, 15A60
Given a self-adjoint matrix $A$ and an index $h$ such that $λ_h(A)$ lies in a cluster of eigenvalues of $A$, we introduce the novel class of $Λ$-admissible subspaces of $A$ of dimension $h$. First, we show that the low-rank approximation of the form $P_{\mathcal{T}} A P_{\mathcal{T}}$, for a subspace $\mathcal{T}$ that is close to any $Λ$-admissible subspace of $A$, has nice properties. Then, we prove that some well-known iterative algorithms (such as the Subspace Iteration Method, or the Krylov subspace method) produce subspaces that become arbitrarily close to $Λ$-admissible subspaces. We obtain upper bounds for the distance between subspaces obtained by the Rayleigh-Ritz method applied to $A$ and the class of $Λ$-admissible subspaces. We also find upper bounds for the condition number of the (set-valued) map computing the class of $Λ$-admissible subspaces of $A$. Finally, we include numerical examples that show the advantage of considering this new class of subspaces in the clustered eigenvalue setting.
title Lambda admissible subspaces of self adjoint matrices
topic Numerical Analysis
42C15, 15A60
url https://arxiv.org/abs/2602.11976