For a unit vector spanning the target eigenspace and a normalized iterate , define
This 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.
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.
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 is
Even this comparison can be small for a slowly changing wrong mixture; the eigenpair residual supplies a separate diagnostic.