Recent content by redlegend

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    Proof of Stationary Values for Ritz Values in Lanczos Iteration

    I was wondering whether you have the proof to the following lemma: "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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