Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 1 41E a Solution Created 2026-09-24 Updated 2026-09-29
For a fixed shift that is not an eigenvalue, inverse iteration is the power method applied to . Before normalization, the th vector is proportional toIf , factor out the first coefficient:Every ratio in parentheses lies strictly between zero and one. The bracket therefore tends to , and normalization in the Euclidean norm givesThis proves the stated convergence to or and exhibits the convergence of fixed-shift inverse iteration rate.
- If , the direction approaches , but , so consecutive iterates alternate signs.
- If , the iterates approach one fixed sign of because .
- At the midpoint, the two dominant inverse eigenvalues have equal modulus and opposite signs. Generic iterates alternate between the two normalized combinations proportional to and .
Finally, if , the closest eigenvalue is and its inverse eigenvalue is negative. Thus the direction approaches the line spanned by , while normalized vectors alternate between the two signs. These cases are the sign behavior of fixed-shift inverse iteration.