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Topic: Question about Lanczos
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redlegend

Posts: 1
Registered: 12/2/08
Question about Lanczos
Posted: Dec 2, 2008 4:04 AM
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I was wondering whether anybody has the proof to the following lemma:

"Show that the Ritz values at step n of the Lanczos iteration are the stationary values of the Rayleigh quotient r(x)=(xT A x)/(xT x) if x is restricted to Kn "



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