Block Lanczos successive-iteration interlacing conjecture

Let ARn×nA\in\mathbb{R}^{n\times n} be a symmetric matrix and let vRn×pv\in\mathbb{R}^{n\times p} be a block vector. Let ss be the largest index such that the block Krylov subspace Ks(A,v)\mathcal{K}_{s}(A,v) has full dimension. For 0<k<s0<k<s, let TkT_k be the symmetric block tridiagonal matrix generated at the kkth iteration of the block Lanczos algorithm applied to AA and vv, with spectral decomposition whose Ritz values are θ1(k),,θkp(k)\theta_1^{(k)},\ldots,\theta_{kp}^{(k)}. Block Lanczos interlacing conjecture. Each open interval

(θi(k),θi+p(k)),i=1,,(k1)p,(\theta_i^{(k)},\theta_{i+p}^{(k)}),\qquad i=1,\ldots,(k-1)p,

contains at least one Ritz value of TjT_j for every jj satisfying k<jsk<j\leq s. To the best of the authors' knowledge, no result was known that generalized the corresponding single-vector property to symmetric block tridiagonal matrices; the conjecture proposes precisely this generalization of interlacing across subsequent block Lanczos iterations.

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Primary source

Dorota Šimonová and Petr Tichý, “On finite precision block Lanczos computations”, arXiv:2507.16484 (2025).

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