Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 1 41E b Solution Created 2026-09-24 Updated 2026-10-03
False under the hypotheses as printed. Nonzero coefficients do not ensure the two-column dominant-subspace condition.
For a counterexample, take , eigenvaluesand an orthonormal eigenbasis for whichThe two displayed coefficient vectors are orthonormal and can be completed to an orthogonal matrix, so such a real symmetric matrix exists. Every and is nonzero, butIndeed, with ,is a nonzero multiple of , while the remaining direction in
isThusBy the simultaneous iteration interpretation of the QR algorithm, the leading two columns of the accumulated factor span this same space. The leading block is therefore an orthogonal-coordinate representation of the compression of to this space. Sincewe havefor every relevant , rather than . Hence the requested Hausdorff convergence does not hold.
isThusBy the simultaneous iteration interpretation of the QR algorithm, the leading two columns of the accumulated factor span this same space. The leading block is therefore an orthogonal-coordinate representation of the compression of to this space. Sincewe havefor every relevant , rather than . Hence the requested Hausdorff convergence does not hold.
For completeness, the intended statement becomes true if one addsLet consist of the first two columns of . The Accumulated QR factorization identity givesAfter division by , every component along
tends to zero because of the strict spectral gap, while makes the two surviving dominant components independent. Therefore these two-dimensional subspaces converge to the dominant invariant subspaceThere are two-by-two orthogonal matrices such thatBecauseup to the harmless index convention at , we obtainin the matrix 2-norm. Orthogonal similarity preserves the spectrum, and the stated spectral perturbation bound now gives
tends to zero because of the strict spectral gap, while makes the two surviving dominant components independent. Therefore these two-dimensional subspaces converge to the dominant invariant subspaceThere are two-by-two orthogonal matrices such thatBecauseup to the harmless index convention at , we obtainin the matrix 2-norm. Orthogonal similarity preserves the spectrum, and the stated spectral perturbation bound now gives
Power iteration failure cases 2026-10-14
A tied largest modulus can prevent even direction convergence. With and ,The two directions form a cycle; neither is an eigenvector. There is no dominant-modulus spectral gap. A tied modulus is not a universal failure: an initial eigenvector remains on its line, and preserves every direction. Subspace iteration addresses a separated cluster by targeting a dominant invariant subspace instead of one eigenvector.
An orthogonal start can fail despite a strict spectral gap. For and , the dominant component is zero, so and every iterate equals . The Rayleigh quotient is exactly and the eigenpair residual is zero, although the dominant eigenvalue is . Exact arithmetic never creates a missing component.[ref]
The third panel contrasts these failures with , , for whichHere the horizontal eigenvector direction converges with a strict spectral gap, while the normalized vectors alternate signs. This is the successful direction convergence described under sign and phase in power iteration.
For a nonorthogonal eigenbasis, even the word “orthogonal” must be used carefully. The diagonalizable matrix has right eigenvectors , , and dominant left eigenvector . For , the dominant coefficient is . The starting vector is nonorthogonal to but stays at the smaller eigenvalue ; is orthogonal to but has and converges to the dominant direction. The left eigenvector test, not the right-eigenvector inner product, controls the outcome.
A random vector drawn from a continuous probability distribution with a probability density function on the full real or complex vector space has with probability one. This avoids the exact missing-component hyperplane, but does not guarantee a large component or fast convergence. Floating-point arithmetic may seed a missing component, yet a structurally preserved zero can remain zero, so accidental perturbations are not a convergence guarantee.
