The power method converges
ProvedPowerMethod.rayleighQuotient_iterate_tendstoUnder the same dominance and nonvanishing hypotheses as the rescaled convergence milestone, the Rayleigh quotients R_T(T^k x0) converge to the dominant eigenvalue lambda_{i0} as k -> infinity.
import Mathlib
import Definitions.Def_rayleighQuotient
namespace PowerMethod
/-- **The power method converges** (Goal). Let `T` be self-adjoint on a finite-dimensional inner
product space `E`, with eigenvalue `hT.eigenvalues hn i0` strictly dominant in absolute value, and
let the starting vector `x0` have a nonzero component along the corresponding eigenvector. Then the
Rayleigh quotients of the power iterates `T^k x0` converge to the dominant eigenvalue. -/
theorem rayleighQuotient_iterate_tendsto
{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) (i0 : Fin n)
(hdom : ∀ j, j ≠ i0 → |hT.eigenvalues hn j| < |hT.eigenvalues hn i0|)
(hne0 : hT.eigenvalues hn i0 ≠ 0)
(hx0 : (hT.eigenvectorBasis hn).repr x0 i0 ≠ 0) :
Filter.Tendsto (fun k => rayleighQuotient T ((T ^ k) x0)) Filter.atTop
(nhds (hT.eigenvalues hn i0)) := by
sorry
end PowerMethod
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What the Lean code literally says, in plain math · claude-sonnet-5
The rayleighQuotient definition takes a field (either or , via the RCLike typeclass), a finite- or infinite-dimensional inner product space over , a -linear map , and a vector , and it defines the real number , where is the inner product and is the norm induced by that inner product; this expression is defined for every , including , at which point and the quotient is a division by zero (which in Lean evaluates to under the junk-value convention). The theorem rayleighQuotient_iterate_tendsto fixes a field and a finite-dimensional inner product space over (dimension ), and a self-adjoint linear map ; it names the associated real eigenvalues and an orthonormal eigenbasis with . It further takes an arbitrary vector and a distinguished index (forcing ), subject to three hypotheses: (i) strict dominance for every ; (ii) ; and (iii) writing , that . Under these hypotheses, the conclusion, with rayleighQuotient unfolded, asserts that the sequence converges, as , to , with no claim about the rate of convergence and no explicit hypothesis ruling out for some (in which case that term of the sequence is by the junk-value convention). The proof term is sorry, so this theorem is not proved as given.
Confirmed by the mission captain (proposal self-audit).