Power iteration direction error (${\epsilon }_k=\Vert (I-u{u}^{\ast })x_k{\Vert }_2$)

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.