Relative perturbation theory: IV. sin 2θ theorems

AbstractThe double angle theorems of Davis and Kahan bound the change in an invariant subspace when a Hermitian matrix A is subject to an additive perturbation A→Ã=A+ΔA. This paper supplies analogous results when A is subject to a congruential, or multiplicative, perturbation A→Ã=D*AD. The relative gaps that appear in the bounds involve the spectrum of only one matrix, either A or Ã, in contrast to the gaps that appear in the single angle bounds.The double angle theorems do not directly bound the difference between the old invariant subspace S and the new one S̃ but instead bound the difference between S̃ and its reflection JS̃ where the mirror is S and J reverses S⊥, the orthogonal complement of S. The double angle bounds are proportional to the departure from the identity and from orthogonality of the matrix D̃=defD−1JDJ. Note that D̃ is invariant under the transformation D→D/αforα≠0, whereas the single angle theorems give bounds proportional to D's departure from the identity and from orthogonality.The corresponding results for the singular value problem when a (nonsquare) matrix B is perturbed to B̃=D*1BD2 are also presented