Convergence of the rescaled power iterates
ProvedPowerMethod.rescaled_iterate_tendstoIf lambda_{i0} is strictly dominant in absolute value over every other eigenvalue, lambda_{i0} != 0, and x0 has nonzero i0-component, then lambda_{i0}^{-k} T^k x0 -> c_{i0} e_{i0} as k -> infinity.
import Mathlib
namespace PowerMethod
/-- **Convergence of the rescaled power iterates.** Let `T` be self-adjoint on a finite-dimensional
inner product space `E`, with eigenvalue `hT.eigenvalues hn i0` strictly dominant in absolute value
over every other eigenvalue, and let `x0` have a nonzero component along the corresponding
eigenvector. Then the iterates `T^k x0`, rescaled by `(eigenvalues i0)^k`, converge to the
projection of `x0` onto the dominant eigenspace. -/
theorem rescaled_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 => ((hT.eigenvalues hn i0 : 𝕜) ^ k)⁻¹ • (T ^ k) x0)
Filter.atTop
(nhds (((hT.eigenvectorBasis hn).repr x0 i0) • hT.eigenvectorBasis hn i0)) := by
sorry
end PowerMethod
Read-back
What the Lean code literally says, in plain math · claude-sonnet-5
The declaration states a convergence claim about iterating a self-adjoint linear operator, phrased as follows. Fix a scalar field that is either or (an instance of the RCLike class), and a finite-dimensional inner product space over ; let be a linear map that is self-adjoint (symmetric) with respect to the inner product. Let be given together with a hypothesis identifying it with . Since is self-adjoint on this finite-dimensional space, it comes with an associated list of real eigenvalues (indexed by ranging over ) and an associated orthonormal basis of with for each ; these are fixed data determined by and by the chosen identification of with , not further hypotheses. An arbitrary vector is fixed, and so is a distinguished index — note that supplying such an index forces . Three hypotheses are imposed: (a) for every index in , , i.e. the eigenvalue at index strictly exceeds in absolute value every other eigenvalue on the list (so no other index attains the same absolute value, and this condition is vacuously true when , since then there is no ); (b) , stated as its own hypothesis even though, whenever , it already follows from (a); and (c), writing for the unique coordinates of with respect to the basis , that . Given all of this, the conclusion asserts that the sequence of vectors , indexed by and tending toward (with respect to the atTop filter on and the norm-induced topology on ), converges to the fixed vector ; here means applied times to , is regarded as an element of via the canonical real-to- cast, its inverse is the field inverse in (which, because and hence for every , is always the genuine multiplicative inverse and never invokes the field's convention ), and both "" symbols denote scalar multiplication of a vector of by a scalar in . As given, this theorem's proof term is sorry, so no proof of this claim is supplied in the code shown.
Confirmed by the mission captain (proposal self-audit).