(i) Let A be an n×n symmetric real matrix with distinct eigenvalues λ1,λ2,…,λn and corresponding eigenvectors v1,v2,…,vn, where ∥vl∥=1. Given x(0)∈Rn,∥∥∥x(0)∥∥∥=1, the sequence x(k) is generated in the following manner. We set
μ=x(k)TAx(k)y=(A−μI)−1x(k)x(k+1)=∥y∥y
Show that if
x(k)=c−1(v1+αl=2∑ndlvl)
where α is a real scalar and c is chosen so that ∥∥∥x(k)∥∥∥=1, then
μ=c−2(λ1+α2j=2∑nλjdj2)
Give an explicit expression for c.
(ii) Use the above result to prove that, if ∣α∣ is small,
x(k+1)=c~−1(v1+α3l=2∑nd~lvl)+O(α4)
and obtain the numbers c~ and d~2,…,d~n.