Researchers Propose Subsampled Davis-Kahan Bound for Large-Scale Eigenspace Estimation
A new arXiv paper introduces a subsampled variant of the Davis-Kahan theorem, a classical result that quantifies how far the eigenspaces of a symmetric matrix drift under perturbation. The proposed bound aims to make such eigenspace error control practical for very high-dimensional matrices, where computing leading eigenvectors directly is prohibitively expensive. This line of work is relevant to spectral methods in large-scale machine learning and statistics.