Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 1 41E b Solution Created 2026-09-24 Updated 2026-10-03
PutThe Rayleigh quotient shift is exactlyExpanding the denominator givesThe question prints this as , so its sign convention requiresunless every vanishes. Equivalently, is the positive quadratic Rayleigh-quotient error.
The shifted inverse solve has the spectral decompositionOnly relative coefficients matter after normalization, so factor out :From the shift expansion,whereas, for ,ConsequentlyAfter the final normalization,Thus an eigenvector-direction error becomes in one step, proving the Local cubic convergence of Rayleigh quotient iteration for this symmetric matrix.