Power iteration convergence for a diagonalizable matrix ($|{\lambda }_1|>|{\lambda }_2|,(V^{-1}{x}_0{)}_1\ne 0$)

Suppose $A\in {\mathbb{C}}^{n\times n}$ is a diagonalizable matrix, $n\ge 2$, with an eigenbasis $v_1,\dots ,v_n$ and spectral decompositionAssume the dominant eigenvalue ${\lambda }_1$ is a simple eigenvalue andThen the normalized power iteration approaches the one-dimensional eigenspace of ${\lambda }_1$. Its asymptotic direction-error bound has factor $\gamma =|{\lambda }_2/{\lambda }_1|<1$. This spectral gap is a gap in modulus: if $g=|{\lambda }_1|-|{\lambda }_2|$, then $\gamma =1-g/|{\lambda }_1|$. 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 ${\gamma }^k$. This proves convergence of direction, allowing a changing sign or complex factor. A tiny $c_1$ or a poorly conditioned, nonorthogonal eigenbasis can delay visible convergence: the condition number of $V$ affects constants, while $\gamma$ 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 $\gamma =0$, all unwanted components disappear after one multiplication.^[ref]

The hypothesis is $c_1=(V^{-1}{x}_0{)}_1\ne 0$, not an ordinary nonzero inner product with the right eigenvector. Let $w_1^{\ast }$ be the first row of $V^{-1}$, a left eigenvector normalized so $w_1^{\ast }{v}_j$ is $1$ for $j=1$ and $0$ otherwise; $\ast$ denotes conjugate transpose. Then $c_1=w_1^{\ast }{x}_0$. For a Hermitian matrix, choose an orthonormal eigenbasis and the criterion becomes $v_1^{\ast }{x}_0\ne 0$: 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 a unit vector $u$ spanning the target eigenspace and a normalized iterate $x_k$, defineThis is the norm of the component in the orthogonal complement of $u$, equivalently the sine of the acute angle to its line. It ignores the arbitrary sign or complex unit factor of an eigenvector. Under power iteration convergence for a diagonalizable matrix, ${\epsilon }_k=O({\gamma }^k)$ in Big O notation. The orthogonal projection defines how we measure direction; it does not assume that the eigenbasis of $A$ is orthogonal. In computation, the projection form avoids subtracting nearly equal numbers inside the square root.