Proof of Stationary Values for Ritz Values in Lanczos Iteration

  • Thread starter Thread starter redlegend
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redlegend
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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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Did you ever find the proof, because I have the same exact question?
 
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