Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ii/paper-4/40c/a/solution

For a nonzero real vector , the Rayleigh quotient of the matrix is
The Rayleigh quotient iteration starts from a unit vector . Given , compute the shift
solve the linear system
and normalize in the Euclidean norm:
The next eigenvalue estimate is . The process stops when the eigenpair residual is sufficiently small.

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