Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ii/paper-3/40c/a/solution

The power method starts with a unit vector and iterates
Its eigenvalue estimate is the Rayleigh quotient
By the real spectral theorem, choose an orthonormal eigenbasis and write
Assume , , and . Before normalization,
Thus the direction error is . Orthogonality makes the linear terms vanish from the Rayleigh quotient:
Consequently
This is the quadratic Rayleigh-quotient improvement for the power method.

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