Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/ii/paper-4/40a/a/solution

The power method starts from and iterates
If the eigenvalue of largest modulus is separated by a spectral gap and the initial vector is nonorthogonal to a corresponding eigenvector, the iterates converge in direction to that eigenvector.
Inverse iteration with shift instead solves
It applies the power method to and therefore finds an eigenvector whose eigenvalue is closest to .

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