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.
Power iteration eigenpair diagnostics 2026-10-14
For each unit vector iterate compute the Rayleigh quotient and the eigenpair residual . Use the same multiplication for both diagnostics and the next normalized iterate. For any complex matrix, this Rayleigh quotient minimizes over complex scalars , because . Under power iteration convergence for a diagonalizable matrix, and , even when the vectors alternate signs or phases.[ref]
A dimensionless stopping quantity iswhen the denominator is positive; 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 , write . Then the independently useful identityshows that some eigenvalue lies within of . If a specific target eigenvalue is separated from all the others by , it also gives . 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.