  An efficient and robust linear scaling method is presented for large scale
{\it ab initio} electronic structure calculations of a wide variety of
materials including metals. The detailed short range and the effective long
range contributions to the electronic structure are taken into account by
solving an embedded cluster defined in a Krylov subspace, which provides rapid
convergence for not only insulators but also metals.
  As an illustration of the method, we present a large scale calculation based
on density functional theory for a palladium cluster with a single iron
impurity.
