Power iteration direction error 2026-10-14
For a unit vector spanning the target eigenspace and a normalized iterate , defineThis is the norm of the component in the orthogonal complement of , 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, in Big O notation. The orthogonal projection defines how we measure direction; it does not assume that the eigenbasis of is orthogonal. In computation, the projection form avoids subtracting nearly equal numbers inside the square root.
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.
Sign and phase in power iteration 2026-10-14
Under power iteration convergence for a diagonalizable matrix, take 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, converges to or according to the sign of . With a negative dominant eigenvalue, consecutive vectors approach opposite signs even though their power iteration direction error tends to zero.
For complex data write , where is its complex argument. The leading factor turns by per step, so the vectors generally do not converge. For example, and give : the first component cycles through four phases while the ratio of component moduli tends to zero. Its power iteration direction error is . Multiplying by gives a sequence converging to .
A stopping rule based only on 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.