Krylov subspace method

A Krylov subspace method seeks approximations in spaces generated by repeated matrix applications to a starting vector. For a linear system with starting point $x_0$ and residual $r_0=b-A{x}_0$, the affine search space is $x_0+K_k(A,r_0)$. Choosing an optimality or orthogonality condition within it gives different algorithms. The conjugate gradient method minimizes the energy norm of the error for a symmetric positive-definite matrix; other methods use residual minimization or different projections. The growth of the Krylov subspace can stop early when an invariant subspace is reached.