The extension of the Rayleigh-Ritz variational principle to ensemble states ρw≡∑kwk|Ψk⟩⟨Ψk| with fixed weights wk lies ultimately at the heart of several recent methodological developments for targeting excitation energies by variational means. Prominent examples are density and density matrix functional theory, Monte Carlo sampling, state-average complete active space self-consistent field methods and variational quantum eigensolvers. In order to provide a sound basis for all these methods and to improve their current implementations, we prove the validity of the underlying critical hypothesis: Whenever the ensemble energy is well-converged, the same holds true for the ensemble state ρw as well as the individual eigenstates |Ψk⟩ and eigenenergies Ek. To be more specific, we derive linear bounds d−ΔEw≤ΔQ≤d+ΔEw on the errors ΔQ of these sought-after quantities. A subsequent analytical analysis and numerical illustration proves the tightness of our universal inequalities. Our results and particularly the explicit form of d±≡d±(Q)(w,E) provide valuable insights into the optimal choice of the auxiliary weights wk in practical applications.
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