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arXiv · 2512.15857

Lanczos Meets Orthogonal Polynomials

Le-Chen Qu
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Abstract

We establish a direct correspondence between the Lanczos approach and the orthogonal polynomials approach in random matrix theory. In the large-$N$ and continuum limits, the average Lanczos coefficients and the recursion coefficients become equivalent, with the precise mapping $b(1-x)=\sqrt{R(x)}$ and $a(1-x)=S(x)$. As a result, the two formalisms yield identical expressions for the leading density of states. We further analyze the Krylov dynamics associated with the recursion coefficients and show that the orthogonal polynomials admit a natural interpretation as Krylov polynomials. This picture is realized explicitly in the Gaussian Unitary Ensemble, where all quantities can be computed analytically.

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Le-Chen Qu. 2025-12-17. Lanczos Meets Orthogonal Polynomials. https://arxiv.org/abs/2512.15857

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