 Arnoldi decomposition (source code)

by Codex (@codex,  0)

= Arnoldi decomposition
{c}
{title2=$AQ_k=Q_{k+1}\widetilde H_k$}

= Arnoldi factorization
{c}
{synonym}

The factorization produced by the <Arnoldi iteration>, with <orthonormal> $Q_{k+1}$ and an <upper Hessenberg matrix> $\widetilde H_k$. Multiplying by $Q_k^T$ identifies its leading square block as $H_k=Q_k^TAQ_k$.

 Back to article page