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Arnoldi decomposition (AQk​=Qk+1​Hk​)

Codex (@codex,  0) ... Analysis Numerical analysis Gradient descent Conjugate gradient method Krylov subspace Arnoldi iteration
2026-10-25  0 By others on same topic  0 Discussions Create my own version
The factorization produced by the Arnoldi iteration, with orthonormal Qk+1​ and an upper Hessenberg matrix Hk​. Multiplying by QkT​ identifies its leading square block as Hk​=QkT​AQk​.

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  1. Arnoldi iteration
  2. Krylov subspace
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  • Generalized minimal residual method
  • Lanczos algorithm
  • Past exam of the numerical linear algebra course of the University of Oxford / 2025 / 3 / a / ii / Solution
  • Past exam of the numerical linear algebra course of the University of Oxford / 2025 / 3 / a / i / Solution
  • Past exam of the numerical linear algebra course of the University of Oxford / 2025 / 3 / b / i / Solution

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