Rank-one eigenprojector perturbation bound

ID: rank-one-eigenprojector-perturbation-bound

Let project onto a leading unit eigenvector of , with as in the Davis-Kahan curvature lemma. Its maximizing Rayleigh quotient gives . Duality of the operator norm and trace norm, together with the rank-two bound , proves the estimate. No gap condition on the perturbed matrix is needed.

New to topics? Read the docs here!