Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
NCTM or The Math Forum.



Question about Lanczos
Posted:
Dec 2, 2008 4:04 AM


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 "




