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authors study methods for estimating an eigenvector \\(u\\) corresponding to the largest eigenvalue \\(\\lambda _1\\) of an \\(n\\times n\\) large symmetric positive definite matrix \\(A\\). Denoting the \\(\\lambda _1\\)-eigenspace by \\(V\\) and an approximation of \\(u\\) by \\(u_k(b)\\), where \\(b\\) stands for a random initial vector, they define the randomized (RE) and randomized residual error (RRE). The RE evaluates the distance between \\(u_k(b)\\) and \\(V\\) and gives the expectation with respect to random vectors \\(b\\). Similarly, the RRE gives the expectation based on the relative residual \\(\\|Au_k(b)-\\lambda _1 u_k(b)\\|/\\lambda _1\\) and random \\(b\\). To get \\(u_k\\) the Lanczos or the power algorithm is used which means that \\(u_k\\) belongs to the Krylov subspace \\(K_k=\\operatorname {span}\\{b,Ab,\\dots ,A^{k-1}b\\}\\). It is shown that if \\(k<n\\) is fixed then an \\(n\\times n\\) s.p.d.m.\\ \\(A_k\\) exists such that the RE is large for any polynomial algorithm in \\(K_k\\). By a reference, asymptotic rates of convergence are displayed for the RE and the power method if \\(A\\) is fixed and \\(k\\to \\infty \\). 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