2.II.38A

Numerical Analysis
Part II, 2005

Define a Krylov subspace Kn(A,v)\mathcal{K}_{n}(A, v).

Let dnd_{n} be the dimension of Kn(A,v)\mathcal{K}_{n}(A, v). Prove that the sequence {dm}m=1,2,..\left\{d_{m}\right\}_{m=1,2, . .} increases monotonically. Show that, moreover, there exists an integer kk with the following property: dm=md_{m}=m for m=1,2,,km=1,2, \ldots, k, while dm=kd_{m}=k for mkm \geqslant k. Assuming that AA has a full set of eigenvectors, show that kk is equal to the number of eigenvectors of AA required to represent the vector vv.