Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 40C a Solution Created 2026-09-24 Updated 2026-09-25
For a nonzero real vector , the Rayleigh quotient of the matrix isThe Rayleigh quotient iteration starts from a unit vector . Given , compute the shiftsolve the linear systemand normalize in the Euclidean norm:The next eigenvalue estimate is . The process stops when the eigenpair residual is sufficiently small.