Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/ii/paper-4/37e/a/i/solution

The Krylov subspace is . Let be the first index for which depends linearly on . Such an index exists with , since and any vectors are dependent. The first vectors are independent. The relation for shows that their span is invariant under : multiplying any generator by stays in that span. Repeated multiplication makes every higher power stay there too. Therefore
Once a Krylov subspace stops growing, it cannot resume growth.

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