Consider the symmetric matrix and initial unit vector
Its orthonormal eigenbasis consists of and , with eigenvalues and . Since , direct multiplication gives
The first unnormalized vectors are , , , and . If is the acute angle from the line spanned by the dominant eigenvector, then . Every application divides the unwanted-to-wanted component ratio by three: normalization changes lengths, while the spectral gap selects the direction.
Figure 1.
Exact power iteration directions and errors for a symmetric matrix with eigenvalues 3 and 1
. Details.
The right panel compares the power iteration direction error, Rayleigh quotient error, and eigenpair residual. With , their exact values are
Thus a very accurate Rayleigh quotient can appear well before the eigenvector is comparably accurate. This is an example of quadratic Rayleigh-quotient improvement for the power method.
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.