Krylov sequence

Source: R/krylov.r

This function computes the Krylov sequence of a matrix and a vector.

krylov(A, b, m)

Arguments

A

square matrix of dimension p x p.
b

vector of length p
m

length of the Krylov sequence

Value

A matrix of size p x m containing the sequence b,Ab,..., A^(m-1)b.

Author

Nicole Kraemer

Examples


A<-matrix(rnorm(8*8),ncol=8)
b<-rnorm(8)
K<-krylov(A,b,4)