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Perturbation bounds for eigenspaces under a relative gap condition

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 نشر من قبل Martin Wahl
 تاريخ النشر 2018
  مجال البحث
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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.

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