Krylov dimension from spectral components

ID: krylov-dimension-from-spectral-components

For a diagonalizable finite-dimensional operator, write with nonzero in distinct eigenspaces of eigenvalues . Then . The Vandermonde matrix of the first powers is invertible for distinct eigenvalues, so these powers span exactly the independent components . Thus the stabilized Krylov subspace dimension is . It counts distinct spectral components, not the number of nonzero coefficients in an arbitrary eigenbasis: , has Krylov dimension one. Equivalently it is the minimum number of eigenvectors needed when those vectors may be chosen freely.

New to topics? Read the docs here!