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The question: P73. (1p) Let A E Rnxn, be R, and generate {qi} C R using the Arnoldi Iteration in Definition 2.5] Show that (i)
The question: P73. (1p) Let A E Rnxn, be R", and generate {qi} C R" using the Arnoldi Iteration in Definition 2.5] Show that (i) Ki(A, b) = span {q1, . .., q{}. Hint: use induction. (ii) q7 Ay =0 Vy E Ki-2(A, b). The Definition 2.5: Definition 2.5 (Arnoldi iteration). Let A e Roxn and b e R". Arnoldi iteration computes basis {q1, ..., qi} for K(A, b) in three steps Step 1 qit1 = Jb if i = 0 Aqi otherwise Step 2 qi+1 = qi+1 -> qi+19kqk k = 1 Step 3 qi+1 = 1/qi+1//2 qi+1. Intuitively speaking, the numerical stability of Arnoldi iteration is due to orthogonalisation step that eliminates directions q1, . .., qi-1 from qi. This prevents Aqi from turning to the direction of the largest eigenvector of A as happens in Example 2.3, An example implementation in Matlab is given below
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