Perturbation bounds for eigenspaces under a relative gap condition

2019 
A basic problem in operator theory is to estimate how a small perturbation effects the eigenspaces of a self-adjoint compact operator. In this paper, we prove upper bounds for the subspace distance, taylored for structured random perturbations. As a main example, we consider the empirical covariance operator, and show that a sharp bound can be achieved under a relative gap condition. The proof is based on a novel contraction phenomenon, contrasting previous spectral perturbation approaches.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    26
    References
    9
    Citations
    NaN
    KQI
    []