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An eigenpair consists of an eigenvalue and a nonzero corresponding eigenvector of a specified linear operator. Scaling the eigenvector by a nonzero scalar gives another representation of the same eigendirection. For an approximate pair $(\hat{\lambda },\hat{v})$, its eigenpair residual is $A\hat{v}-\hat{\lambda }\hat{v}$; a small residual alone need not give a small eigenvector error without spectral separation and conditioning information.

Consider the symmetric matrix and initial unit vectorIts orthonormal eigenbasis consists of $u_1=(1,1{)}^T/\sqrt{2}$ and $u_2=(1,-1{)}^T/\sqrt{2}$, with eigenvalues $3$ and $1$. Since $x_0=(u_1+u_2)/\sqrt{2}$, direct multiplication givesThe first unnormalized vectors are $(1,0{)}^T$, $(2,1{)}^T$, $(5,4{)}^T$, and $(14,13{)}^T$. If ${\theta }_k$ is the acute angle from the line spanned by the dominant eigenvector, then $\tan {\theta }_k=3^{-k}$. Every application divides the unwanted-to-wanted component ratio by three: normalization changes lengths, while the spectral gap selects the direction.

The right panel compares the power iteration direction error, Rayleigh quotient error, and eigenpair residual. With $t_k=3^{-k}$, their exact values areThus a very accurate Rayleigh quotient can appear well before the eigenvector is comparably accurate. This is an example of quadratic Rayleigh-quotient improvement for the power method.

For a nonzero real vector $x$, the Rayleigh quotient of the matrix $A$ isThe Rayleigh quotient iteration starts from a unit vector $v_0$. Given $v_k$, compute the shiftsolve the linear systemand normalize in the Euclidean norm:The next eigenvalue estimate is ${\mu }_{k+1}=R_A(v_{k+1})$. The process stops when the eigenpair residual is sufficiently small.

Let the computed eigenpair residual beDefine the rank-one matrixThenso $(\tilde{\lambda },\tilde{v})$ is an exact eigenpair of the perturbed matrix $A+E$. Moreover,which is the backward error of an approximate eigenpair.

Follow the simple eigenvalue branch from $\lambda (0)=\lambda$ for $A(t)=A+tE$. The first-order perturbation of a simple eigenvalue and part (b) giveSince the residual is at the machine precision scale, this proves

We use the spectral theorem to construct a sufficiently accurate approximate eigenpair. Complete $x$ to an orthonormal eigenbasis $x,x_2,\dots ,x_n$ of the symmetric matrix $B$, with corresponding eigenvalues $\lambda ,{\lambda }_2,\dots ,{\lambda }_n$. Simplicity of $\lambda$ means that every ${\lambda }_j-\lambda$ below is nonzero. PutThe orthogonal decomposition of $Ex$ shows that $x^{T}v=0$ andWith $u_{\epsilon }=x+\epsilon v$ and ${\mu }_{\epsilon }=\lambda +\epsilon a$, direct expansion cancels every first-order term:Also $\Vert u_{\epsilon }{\Vert }_2^2=1+{\epsilon }^2\Vert v{\Vert }_2^2\ge 1$. Thus its eigenpair residual has Euclidean norm $O({\epsilon }^2)$ in Big O notation.

For completeness, a real symmetric matrix $M$ always has an eigenvalue within $\Vert (M-\mu I)u{\Vert }_2/\Vert u{\Vert }_2$ of any real $\mu$ and nonzero $u$. Indeed, writing $u={\sum }_j{c}_j{q}_j$ in an orthonormal eigenbasis with eigenvalues ${\theta }_j$ givesApply this symmetric eigenvalue residual bound to $M=B+\epsilon E$. There is an eigenvalue ${\lambda }_{\epsilon }$ such thatwhich provesThis establishes the first-order perturbation of a simple symmetric eigenvalue without presupposing differentiability of the perturbed eigenvector. If $n=1$, the sum defining $v$ is empty and the displayed eigenvalue formula is exact.

For each unit vector iterate compute the Rayleigh quotient ${\rho }_k=x_k^{\ast }A{x}_k$ and the eigenpair residual $r_k=A{x}_k-{\rho }_k{x}_k$. Use the same multiplication $A{x}_k$ for both diagnostics and the next normalized iterate. For any complex matrix, this Rayleigh quotient minimizes $\Vert A{x}_k-\mu x_k{\Vert }_2$ over complex scalars $\mu$, because $x_k^{\ast }{r}_k=0$. Under power iteration convergence for a diagonalizable matrix, ${\rho }_k\to {\lambda }_1$ and $\Vert r_k{\Vert }_2\to 0$, even when the vectors alternate signs or phases.^[ref]

A dimensionless stopping quantity iswhen the denominator is positive; $\Vert A{\Vert }_2$ is the operator norm, and a known upper bound may replace it if computing it is costly. A small eigenpair residual certifies a small backward error of an approximate eigenpair, but does not establish that the eigenvalue found is dominant.

For a Hermitian matrix with orthonormal eigenbasis $u_j$, write $x_k={\sum }_j{a}_j{u}_j$. Then the independently useful identityshows that some eigenvalue lies within $\Vert r_k{\Vert }_2$ of ${\rho }_k$. If a specific target eigenvalue ${\lambda }_1$ is separated from all the others by ${\delta }_k={\min }_{j>1}|{\lambda }_j-{\rho }_k|>0$, it also gives ${\epsilon }_k\le \Vert r_k{\Vert }_2/{\delta }_k$. This separation is measured from the computed Rayleigh quotient; it differs from the dominant-modulus spectral gap. For a nonnormal matrix, the same orthogonal expansion is unavailable and a small eigenpair residual alone need not imply a comparably small distance to the spectrum.

A tied largest modulus can prevent even direction convergence. With $D=\mathrm{diag}(2,-2)$ and $x_0=(1,1{)}^T/\sqrt{2}$,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 $A=2I$ 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 $A=\left(\begin{array}{cc}2& 1\\ 1& 2\end{array}\right)$ and $x_0=(1,-1{)}^T/\sqrt{2}$, the dominant component is zero, so $A{x}_0=x_0$ and every iterate equals $x_0$. The Rayleigh quotient is exactly $1$ and the eigenpair residual is zero, although the dominant eigenvalue is $3$. Exact arithmetic never creates a missing component.^[ref]

The third panel contrasts these failures with $N=\mathrm{diag}(-3,1)$, $x_0=(1,1{)}^T/\sqrt{2}$, 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 $C=\left(\begin{array}{cc}3& 2\\ 0& 1\end{array}\right)$ has right eigenvectors $v_1=(1,0{)}^T$, $v_2=(-1,1{)}^T$, and dominant left eigenvector $w_1=(1,1{)}^T$. For $x_0=(a,b{)}^T$, the dominant coefficient is $c_1=w_1^T{x}_0=a+b$. The starting vector $v_2$ is nonorthogonal to $v_1$ but stays at the smaller eigenvalue $1$; $(0,1{)}^T$ is orthogonal to $v_1$ but has $c_1=1$ 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 $c_1\ne 0$ 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.

Under power iteration convergence for a diagonalizable matrix, take $v_1=u_1$ to be a unit vector. The displayed formula describes both the dominant eigenvector direction and its rotating complex unit factor. With real data and a positive dominant eigenvalue, $x_k$ converges to $u_1$ or $-u_1$ according to the sign of $c_1$. With a negative dominant eigenvalue, consecutive vectors approach opposite signs even though their power iteration direction error tends to zero.

For complex data write ${\lambda }_1=|{\lambda }_1|e^{i\varphi }$, where $\varphi$ is its complex argument. The leading factor turns by $e^{i\varphi }$ per step, so the vectors generally do not converge. For example, $A=\mathrm{diag}(2i,1)$ and $x_0=(1,1{)}^T/\sqrt{2}$ give $A^k{x}_0=((2i{)}^k,1{)}^T/\sqrt{2}$: the first component cycles through four phases while the ratio of component moduli tends to zero. Its power iteration direction error is $2^{-k}/\sqrt{1+2^{-2k}}$. Multiplying $x_k$ by $e^{-i(\arg c_1+k\varphi )}$ gives a sequence converging to $u_1$.

A stopping rule based only on $\Vert x_{k+1}-x_k{\Vert }_2$ therefore rejects successful sign-alternating iterations. A comparison invariant under complex unit factors isEven this comparison can be small for a slowly changing wrong mixture; the eigenpair residual supplies a separate diagnostic.