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Question about Lanczos

  1. Dec 2, 2008 #1
    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 "
  2. jcsd
  3. Dec 5, 2010 #2
    Did you ever find the proof, because I have the same exact question?
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