Abstract
The finite or the semi-infinite discrete-time Toda lattice has many applications to various areas in applied mathematics. The purpose of this paper is to review how the Toda lattice appears in the Lanczos algorithm through the quotient-difference algorithm and its progressive form (pqd). Then a multistep progressive algorithm (MPA) for solving linear systems is presented. The extended Lanczos parameters can be given not by computing inner products of the extended Lanczos vectors but by using the pqd algorithm with highly relative accuracy in a lower cost. The asymptotic behavior of the pqd algorithm brings us some applications of MPA related to eigenvectors.
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