Suppose is a diagonalizable matrix, , with an eigenbasis and spectral decomposition
Assume the dominant eigenvalue is a simple eigenvalue and
Then 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 identity
The 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.
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 is
when 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 identity
shows 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.