Orthogonal polynomials and the Lanczos method
Claude Brezinski, H. Sadok, M. Redivo Zaglia · Banach Center Publications · 1994
Lanczos method for solving a system of linear equations is well known. It is derived from a generalization of the method of moments and one of its main interests is that it provides the exact answer in at most n steps where n is the dimension of the syste