Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 3 40C b Solution Created 2026-09-24 Updated 2026-09-25
An orthonormal eigenbasis isThe starting vector has the orthogonal decompositionHence its component in the dominant eigenspace is exactly zero. Normalizing givesSince the two remaining eigenvectors are orthogonal,ThereforeThe limit is not the leading eigenvalue because the nonorthogonality assumption in part (a) fails. On the active spectrum of the power method, the leading eigenvalue is and the next is ; indeedin agreement with the squared spectral-ratio estimate.
Suppose is a diagonalizable matrix, , with an eigenbasis and spectral decompositionAssume the dominant eigenvalue is a simple eigenvalue andThen the normalized power iteration approaches the one-dimensional eigenspace of . Its asymptotic direction-error bound has factor . This spectral gap is a gap in modulus: if , then . A small relative gap gives slow convergence.[ref]
The short proof is the exact eigenbasis identityThe remaining sum has norm bounded by a constant times . This proves convergence of direction, allowing a changing sign or complex factor. A tiny or a poorly conditioned, nonorthogonal eigenbasis can delay visible convergence: the condition number of affects constants, while controls the eventual rate. The bound need not be an equality; if the initial coefficient of the second-largest eigenvalue vanishes, the active spectrum of the power method gives a faster rate. When , all unwanted components disappear after one multiplication.[ref]
The hypothesis is , not an ordinary nonzero inner product with the right eigenvector. Let be the first row of , a left eigenvector normalized so is for and otherwise; denotes conjugate transpose. Then . For a Hermitian matrix, choose an orthonormal eigenbasis and the criterion becomes : the starting vector must be nonorthogonal to the dominant eigenvector. For a general diagonalizable matrix, the nonorthogonal eigenbasis makes these two tests different, as illustrated under power iteration failure cases.