Davis-Kahan theorem 2026-10-06
The Davis-Kahan theorem bounds the change of an invariant eigenspace of a symmetric matrix in terms of a matrix perturbation and an appropriate spectral gap. The rank-one eigenprojector perturbation bound below depends only on the unperturbed gap. Yu, Wang and Samworth's formulation gives population-gap bounds in greater generality.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 210 4 b Solution Created 2026-10-03 Updated 2026-10-06
For a symmetric matrix with simple largest eigenvalue and spectral gap , the Davis-Kahan curvature lemma says , where is its leading unit eigenvector. Applying this to a leading eigenvector of , the maximal Rayleigh quotient and duality of the operator norm and trace norm give ; the projector difference has matrix rank at most two. This is a rank-one eigenprojector perturbation bound.
Here has independent centered bounded upper-triangular entries, apart from symmetry. The spectral norm bound for a centered Bernoulli adjacency matrix gives . Taking and therefore gives, for the largest-eigenvalue estimator,The printed argmin selects the wrong end of the spectrum. For a minimizing unit eigenvector , compare its Rayleigh quotient with any unit vector orthogonal to . This yields , and hence . Its mean projector error is at least , using . Along with sufficiently large even , the printed parameter restriction holds and this lower bound tends to , contradicting an error of order . Replace argmin by argmax, or negate the entire matrix before minimizing.