Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ii/paper-3/40c/a/solution
Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 3 40C a Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
The power method starts with a unit vector and iteratesIts eigenvalue estimate is the Rayleigh quotient
By the real spectral theorem, choose an orthonormal eigenbasis and writeAssume , , and . Before normalization,Thus the direction error is . Orthogonality makes the linear terms vanish from the Rayleigh quotient:ConsequentlyThis is the quadratic Rayleigh-quotient improvement for the power method.
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