Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 3 40C a Solution Created 2026-09-24 Updated 2026-09-25
The power method starts with a unit vector and iteratesIts eigenvalue estimate is the Rayleigh quotient
By the real spectral theorem, choose an orthonormal eigenbasis and writeAssume , , and . Before normalization,Thus the direction error is . Orthogonality makes the linear terms vanish from the Rayleigh quotient:ConsequentlyThis is the quadratic Rayleigh-quotient improvement for the power method.