So I have been told that we can use CG to obtain an eigenvalue approximation to the true matrix. I am not sure how? (Connection to Lanczos)
Furthermore I have been told that there is a deep connection between CG and Lanczos. I would really appreciate if someone can clarify how are they connected. I do understand that if we do Lanczos we would get a good approximation to the eigenvalues, but I do not see how can we use CG and get the eigenvalues. Thank you guys!