On the perturbation of an $L^2$-orthogonal projection

Abstract

The $L^2$-orthogonal projection onto a subspace is an important mathematical tool, which has been widely applied in many fields such as linear least squares problems, eigenvalue problems, ill-posed problems, and randomized algorithms. In some numerical applications, the entries of a matrix will seldom be known exactly, so it is necessary to develop some bounds to characterize the effects of the uncertainties caused by matrix perturbation. In this paper, we establish new perturbation bounds for the $L^2$-orthogonal projection onto the column space of a matrix, which involve upper (lower) bounds and combined upper (lower) bounds. The new bounds contain some sharper counterparts of the existing ones. Numerical examples are also given to illustrate our theoretical results.