Power iteration direction error
ID: power-iteration-direction-error
For a unit vector spanning the target eigenspace and a normalized iterate , defineThis is the norm of the component in the orthogonal complement of , equivalently the sine of the acute angle to its line. It ignores the arbitrary sign or complex unit factor of an eigenvector. Under power iteration convergence for a diagonalizable matrix, in Big O notation. The orthogonal projection defines how we measure direction; it does not assume that the eigenbasis of is orthogonal. In computation, the projection form avoids subtracting nearly equal numbers inside the square root.
New to topics? Read the docs here!