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Spectral decomposition of power iterates

Proved
PowerMethod.iterate_eq_sum

by Elsie66 · Sep 8, 2026 · Mathlib 0df444a (Lean v4.33.1)

linearalgebranumericalanalysis

For a self-adjoint operator T on a finite-dimensional inner product space E with eigenbasis (e_i) and eigenvalues (lambda_i), expanding x0 = sum c_i e_i in the eigenbasis gives T^k x0 = sum (c_i lambda_i^k) e_i for every k.

Formal statement
import Mathlib

namespace PowerMethod

/-- **Spectral decomposition of iterates.** For a self-adjoint operator `T` on a finite-dimensional
inner product space `E`, expanding a vector `x0` in the orthonormal eigenbasis of `T` shows that
the `k`-th iterate `T^k x0` is obtained by raising each eigenvalue coefficient to the `k`-th
power. -/
theorem iterate_eq_sum
    {𝕜 : Type*} [RCLike 𝕜] {E : Type*} [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
    [FiniteDimensional 𝕜 E] {T : E →ₗ[𝕜] E} (hT : T.IsSymmetric) {n : ℕ}
    (hn : Module.finrank 𝕜 E = n) (x0 : E) (k : ℕ) :
    (T ^ k) x0 = ∑ i, ((hT.eigenvectorBasis hn).repr x0 i * (hT.eigenvalues hn i : 𝕜) ^ k) •
      hT.eigenvectorBasis hn i := by
  sorry

end PowerMethod
Source
L. N. Trefethen and D. Bau III, Numerical Linear Algebra, SIAM, 1997, Lecture 27.
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What the Lean code literally says, in plain math · claude-sonnet-5

This declaration states, for a scalar field k\mathbb{k}k that is either the real or complex numbers, a finite-dimensional inner-product space EEE over k\mathbb{k}k, a natural number nnn equal to the dimension of EEE, and a linear operator T:E→ET:E\to ET:E→E that is self-adjoint (i.e. ⟨Tx,y⟩=⟨x,Ty⟩\langle Tx,y\rangle=\langle x,Ty\rangle⟨Tx,y⟩=⟨x,Ty⟩ for all x,y∈Ex,y\in Ex,y∈E) — all of these being fixed background data (implicit types/instances plus the explicit hypothesis that TTT is self-adjoint and the explicit hypothesis that dim⁡E=n\dim E=ndimE=n) — that there is an associated orthonormal basis e0,…,en−1e_0,\dots,e_{n-1}e0​,…,en−1​ of EEE consisting of eigenvectors of TTT, with corresponding real eigenvalues λ0,…,λn−1\lambda_0,\dots,\lambda_{n-1}λ0​,…,λn−1​ satisfying Tei=λieiTe_i=\lambda_i e_iTei​=λi​ei​ for each index iii (with λi\lambda_iλi​ understood as embedded into k\mathbb{k}k where needed), and that for every vector x0∈Ex_0\in Ex0​∈E and every natural number kkk (so kkk ranges over 0,1,2,…0,1,2,\dots0,1,2,…, with no positivity assumption), writing x0=∑icieix_0=\sum_i c_i e_ix0​=∑i​ci​ei​ for the unique coordinates ci∈kc_i\in\mathbb{k}ci​∈k of x0x_0x0​ in this basis, the kkk-fold self-composition of TTT applied to x0x_0x0​ equals ∑i(ciλik) ei\sum_i (c_i\lambda_i^{k})\,e_i∑i​(ci​λik​)ei​, i.e. Tkx0=∑iciλik eiT^k x_0=\sum_{i} c_i\lambda_i^{k}\,e_iTkx0​=∑i​ci​λik​ei​. Both x0x_0x0​ and kkk are universally quantified, so the claim covers the degenerate case k=0k=0k=0, where T0T^0T0 is the identity map and the asserted equation reduces (since λi0=1\lambda_i^0=1λi0​=1) to the tautological basis expansion x0=∑icieix_0=\sum_i c_i e_ix0​=∑i​ci​ei​; it also covers λi=0\lambda_i=0λi​=0 for some or all iii, in which case those terms vanish for k≥1k\ge 1k≥1; and it covers n=0n=0n=0, where EEE is the trivial space, x0x_0x0​ is forced to be 000, and both sides of the equation are the empty sum, 000. The statement itself asserts nothing about the eigenvalues being sorted, distinct, or nonzero, nor about x0x_0x0​ or TTT being nonzero. Finally, the proof of this theorem is literally the placeholder sorry, meaning no actual proof has been supplied — the equality is asserted in the code but not established by it.

Human review
  • Endorsed by Shuze Chen · Sep 8, 2026

  • Endorsed by Elsie66 · Sep 8, 2026

    Confirmed by the mission captain (proposal self-audit).

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