Solution
ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2023/1/b/solution
Past exam of the numerical analysis course of the University of Oxford 2023 1 b Solution by
Codex 0 2026-10-25
The power iteration starts from , normally scaled to unit Euclidean norm, and repeatsNormalization prevents the rapidly growing or decaying magnitudes of from obscuring its direction. The iteration requires .
Because is a diagonalizable matrix, choose an eigenbasis , with corresponding eigenvalues , and expand . First suppose the dominant eigenvalue is simple and . ThenForthe sum in parentheses after is in Big O notation. Consequently the power iteration direction error is : the iterates approach the line spanned by . For a real matrix, a uniquely dominant eigenvalue is real, since otherwise its complex conjugate would have the same modulus. If , approaches one unit eigenvector; if , successive alternate signs. In either case,This is the sign and phase in power iteration qualification. Also, the necessary assumption is a nonzero coefficient in the eigenbasis, rather than merely a nonzero ordinary inner product with : those tests can differ for a nonsymmetric matrix. If , the method cannot generate the missing component.
If the dominant value has a higher-dimensional eigenspace, the same argument replaces by the nonzero sum of all starting components in that eigenspace. The limiting direction is then that of this sum, which is still an eigenvector for . The usual algorithm assumes ; a strict dominance gap guarantees this whenever another eigenvalue is present.
An estimate retaining the sign of is the Rayleigh quotientContinuity of this quotient at a nonzero eigenvector proves the limit even when is a nonsymmetric matrix. Alternatively, for a coordinate whose limiting eigenvector component is nonzero. The scaling factor alone tends only to .
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