Question: Problem 9: Qualifying Problem 110 points The Power method is a method for computing the largest eigenvector with the largest eigenvalue of a diagonalizable matrix
Problem 9: Qualifying Problem 110 points The Power method is a method for computing the largest eigenvector with the largest eigenvalue of a diagonalizable matrix ARnn. It is defined as follows. Define v0Rn as a uniform random vector so that v0=1, and define vk:=Avk12Avk1. Let A be a diagonalizable matrix (not necessarily self-adjoint) with a unique largest eigenvalue in absolute value 2 and corresponding unit eigenvector v. Prove that either limkvk=vorlimkvk=v with probability 1. Hint, use the following fact from analysis. Let there be a basis u1,,un of Rn, and let v be a uniform random vector such that v=1. Because u1,,un is a basis, there is some 1,,n so that v=i=1niui. With probability 1,i>0 for all i=1,,n
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