Eigenvalues and Lanczos' method, defining the Lanczos' vectors
We have thus
ˆAˆqk=βk−1ˆqk−1+αkˆqk+βkˆqk+1,
with β0ˆq0=0 for k=1:n−1. Remember that the vectors ˆqk are orthornormal and this implies
αk=ˆqTkˆAˆqk,
and these vectors are called Lanczos vectors.