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Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 2 / 40E / a

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 2 40E
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a
The mth Krylov subspace is
Km​(A,v)=span{v,Av,…,Am−1v}​.
(1)
Because A has a complete eigenbasis, decompose
v=v1​+⋯+vs​,
(2)
where vj​ is the projection of v onto the eigenspace belonging to the jth distinct eigenvalue λj​; some vj​ may vanish. Then
Akv=∑j=1s​λjk​vj​.
(3)
Every generator of Km​(A,v) therefore belongs to span{v1​,…,vs​}, and
dimKm​(A,v)≤sfor every m​.
(4)

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