Krylov Subspace, Conjugate Gradient and Lancosz Iteration
Krylov Subspace, Lancosz Iteration, QR and Conjugate Gradient Motivation In practise, many numerical algorithms include iteratively multiply a matrix, like power method and QR algorithm.
All these algorithms have their core connected to a single construct, Krylov subspace and a operation, Lancosz Iteration. So this note motivates to understand this core.
Jan 1, 2020