This is the third post in my series on Krylov subspaces. The first post is here and the second one is here.
The Lanczos Algorithm In this post we cover the Lanczos algorithm that gives you eigenvalues and eigenvectors of symmetric matrices.
The Lanczos algorithm is named after Cornelius Lanczos, who was quite influential with his research. He also proposed an interpolation method and a method to approximate the gamma function.