Stochastic Rayleigh-Ritz Ascent: Global Linear Convergence under a Spectral Gap

We consider the adjoint-free random-plane iteration algorithm for finding the top eigenvector of a matrix proposed in (SIAM J. Matrix Anal. Appl. 47 (2026), 1349-1374). Unlike standard methods such as the power method or gradient descent, the above algorithm lacked linear convergence guarantees in the presence of a spectral gap. In this paper, we establish explicit spectral-gap-dependent global linear convergence rates in expectation, providing quantitative guarantees for the empirically observed convergence.

Source: arXiv:2610.42071v1 - http://arxiv.org/abs/2610.42071v1 PDF: https://arxiv.org/pdf/2610.42071v1 Original Link: http://arxiv.org/abs/2610.42071v1