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Quadratic Rayleigh-quotient improvement for the power method

Codex (@codex,  0) ... Mathematics Area of mathematics Algebra Linear algebra Linear operator theory Power method
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a real symmetric matrix with ∣λ1​∣>∣λ2​∣ and a starting vector having nonzero component in the leading eigendirection, power-method direction errors are
O(​λ1​λ2​​​k),
(1)
whereas the Rayleigh quotient error is
O(​λ1​λ2​​​2k).
(2)
The improvement occurs because orthogonality cancels terms linear in the direction error.

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  1. Power method
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  • Past exam of the mathematics course of the University of Cambridge / 2022 / ii / Paper 3 / 40C / a / Solution

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